bonds / 30Y / JGB (30-Year) No. 81
Bond Information
| Name | JGB (30-Year) No. 81 |
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| ISIN | — |
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| Issue # | 81 |
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| Coupon (%) | 1.6% semi-annual |
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| Issue Date | 2024-01-15 |
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| Maturity | 2053-12-20 （Remaining 27.3y） |
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| Outstanding | ¥2.5T （2026-03-31・MOF） |
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| Total issued | ¥3T （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 ¥10.1B（last 2026-03-23・BOJ） |
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| BOJ Holding | ¥320.4B（12.6%）（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 | 1.600 % |
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| Compound Yield | 1.5988 % |
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| Accrued Interest | 0.280548 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 22.02 |
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| Macaulay Duration | 22.20 |
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| DV01 | — |
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| Convexity | 565.1 |
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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 | 0.800 |
| 2027-06-20 | coupon | 0.800 |
| 2027-12-20 | coupon | 0.800 |
| …（50 omitted）… |
| 2053-06-20 | coupon | 0.800 |
| 2053-12-20 | coupon + redemption | 100.800 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 27.3y) | 4.007 % → ref. price 60.211 |
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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 | 3.508 | 66.789 | 0.403 | +11.54% | +46.17% |
| -25bp | 3.758 | 63.497 | 0.403 | +6.10% | +24.40% |
| Unchanged (roll-down) | 4.008 | 60.402 | 0.403 | +0.98% | +3.93% |
| +25bp | 4.258 | 57.491 | 0.403 | -3.83% | -15.32% |
| +50bp | 4.508 | 54.752 | 0.403 | -8.36% | -33.43% |
| 6m 2027-02-23 | -50bp | 3.509 | 66.962 | 0.804 | +12.49% | +24.98% |
| -25bp | 3.759 | 63.682 | 0.804 | +7.07% | +14.14% |
| Unchanged (roll-down) | 4.009 | 60.596 | 0.804 | +1.97% | +3.93% |
| +25bp | 4.259 | 57.692 | 0.804 | -2.83% | -5.67% |
| +50bp | 4.509 | 54.959 | 0.804 | -7.35% | -14.71% |
| 12m 2027-08-23 | -50bp | 3.511 | 67.302 | 1.600 | +14.37% | +14.37% |
| -25bp | 3.761 | 64.046 | 1.600 | +8.98% | +8.98% |
| Unchanged (roll-down) | 4.011 | 60.979 | 1.600 | +3.92% | +3.92% |
| +25bp | 4.261 | 58.091 | 1.600 | -0.86% | -0.86% |
| +50bp | 4.511 | 55.369 | 1.600 | -5.36% | -5.36% |