bonds / 30Y / JGB (30-Year) No. 80
Bond Information
| Name | JGB (30-Year) No. 80 |
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| ISIN | — |
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| Issue # | 80 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2023-10-06 |
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| Maturity | 2053-09-20 （Remaining 27.1y） |
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| Outstanding | ¥2.8T （2026-03-31・MOF） |
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| Total issued | ¥2.8T （annual report, FY-end） |
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| Statutory basis | 4条借換財投 |
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| SLF usage | last 30d —／ total ¥500M（last 2026-05-29・BOJ） |
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| BOJ Holding | ¥340.5B（12.3%）（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 | 1.800 % |
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| Compound Yield | 1.7984 % |
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| Accrued Interest | 0.769315 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 21.21 |
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| Macaulay Duration | 21.40 |
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| DV01 | — |
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| Convexity | 534.2 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.900 |
| 2027-03-20 | coupon | 0.900 |
| 2027-09-20 | coupon | 0.900 |
| …（50 omitted）… |
| 2053-03-20 | coupon | 0.900 |
| 2053-09-20 | coupon + redemption | 100.900 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 27.1y) | 4.008 % → ref. price 63.681 |
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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 | 3.509 | 70.418 | -0.454 | +9.75% | +39.00% |
| -25bp | 3.759 | 67.042 | -0.454 | +4.51% | +18.04% |
| Unchanged (roll-down) | 4.009 | 63.863 | -0.454 | -0.42% | -1.69% |
| +25bp | 4.259 | 60.870 | -0.454 | -5.07% | -20.26% |
| +50bp | 4.509 | 58.051 | -0.454 | -9.44% | -37.76% |
| 6m 2027-02-23 | -50bp | 3.510 | 70.572 | 0.900 | +12.09% | +24.18% |
| -25bp | 3.760 | 67.209 | 0.900 | +6.87% | +13.74% |
| Unchanged (roll-down) | 4.010 | 64.041 | 0.900 | +1.95% | +3.91% |
| +25bp | 4.260 | 61.057 | 0.900 | -2.68% | -5.35% |
| +50bp | 4.510 | 58.245 | 0.900 | -7.04% | -14.08% |
| 12m 2027-08-23 | -50bp | 3.512 | 70.870 | 1.800 | +13.95% | +13.95% |
| -25bp | 3.762 | 67.533 | 1.800 | +8.77% | +8.77% |
| Unchanged (roll-down) | 4.012 | 64.388 | 1.800 | +3.89% | +3.89% |
| +25bp | 4.262 | 61.422 | 1.800 | -0.71% | -0.71% |
| +50bp | 4.512 | 58.624 | 1.800 | -5.05% | -5.05% |