bonds / 30Y / JGB (30-Year) No. 57
Bond Information
| Name | JGB (30-Year) No. 57 |
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| ISIN | — |
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| Issue # | 57 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2017-12-20 |
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| Maturity | 2047-12-20 （Remaining 21.3y） |
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| Outstanding | ¥2.7T （2026-03-31・MOF） |
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| Total issued | ¥2.7T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| SLF usage | last 30d —／ total ¥25.4B（last 2026-06-25・BOJ） |
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| BOJ Holding | ¥1.2T（42.8%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
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| Status | active |
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Results
Yield Calculator (price input) | Simple Yield | 0.800 % |
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| Compound Yield | 0.7994 % |
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| Accrued Interest | 0.140274 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.56 |
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| Macaulay Duration | 19.63 |
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| DV01 | — |
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| Convexity | 413.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.400 |
| 2027-06-20 | coupon | 0.400 |
| 2027-12-20 | coupon | 0.400 |
| …（38 omitted）… |
| 2047-06-20 | coupon | 0.400 |
| 2047-12-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 21.3y) | 3.798 % → ref. price 56.421 |
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| G-spread (vs interpolated CMT) | — |
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| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
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| 3m 2026-11-23 | -50bp | 3.283 | 62.420 | 0.202 | +10.96% | +43.85% |
| -25bp | 3.533 | 59.597 | 0.202 | +5.97% | +23.89% |
| Unchanged (roll-down) | 3.783 | 56.915 | 0.202 | +1.23% | +4.92% |
| +25bp | 4.033 | 54.366 | 0.202 | -3.28% | -13.11% |
| +50bp | 4.283 | 51.943 | 0.202 | -7.56% | -30.24% |
| 6m 2027-02-23 | -50bp | 3.268 | 62.908 | 0.402 | +12.18% | +24.36% |
| -25bp | 3.518 | 60.090 | 0.402 | +7.20% | +14.40% |
| Unchanged (roll-down) | 3.768 | 57.412 | 0.402 | +2.46% | +4.93% |
| +25bp | 4.018 | 54.865 | 0.402 | -2.04% | -4.08% |
| +50bp | 4.268 | 52.443 | 0.402 | -6.32% | -12.64% |
| 12m 2027-08-23 | -50bp | 3.238 | 63.868 | 0.800 | +14.58% | +14.58% |
| -25bp | 3.488 | 61.063 | 0.800 | +9.62% | +9.62% |
| Unchanged (roll-down) | 3.738 | 58.394 | 0.800 | +4.90% | +4.90% |
| +25bp | 3.988 | 55.852 | 0.800 | +0.41% | +0.41% |
| +50bp | 4.238 | 53.433 | 0.800 | -3.87% | -3.87% |