bonds / 30Y / JGB (30-Year) No. 85
Bond Information
| Name | JGB (30-Year) No. 85 |
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| ISIN | — |
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| Issue # | 85 |
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| Coupon (%) | 2.3% semi-annual |
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| Issue Date | 2025-01-10 |
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| Maturity | 2054-12-20 (Remaining 28.3y) |
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| Outstanding | ¥2.9T (2026-03-31・MOF) |
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| Total issued | ¥2.8T (annual report, FY-end) |
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| Statutory basis | 4条借換前倒 |
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| SLF usage | last 30d —/ total ¥3.8B(last 2026-05-21・BOJ) |
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| BOJ Holding | ¥57.3B(2.0%)(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 | 2.300 % |
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| Compound Yield | 2.2982 % |
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| Accrued Interest | 0.403288 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.66 |
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| Macaulay Duration | 20.90 |
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| DV01 | — |
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| Convexity | 527.2 |
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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 | 1.150 |
| 2027-06-20 | coupon | 1.150 |
| 2027-12-20 | coupon | 1.150 |
| …(52 omitted)… |
| 2054-06-20 | coupon | 1.150 |
| 2054-12-20 | coupon + redemption | 101.150 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 28.3y) | 4.002 % → ref. price 71.267 |
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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 | 3.503 | 78.564 | 0.580 | +10.99% | +43.96% |
| -25bp | 3.753 | 74.868 | 0.580 | +5.83% | +23.33% |
| Unchanged (roll-down) | 4.003 | 71.392 | 0.580 | +0.98% | +3.93% |
| +25bp | 4.253 | 68.122 | 0.580 | -3.58% | -14.32% |
| +50bp | 4.503 | 65.044 | 0.580 | -7.87% | -31.49% |
| 6m 2027-02-23 | -50bp | 3.505 | 78.663 | 1.156 | +11.93% | +23.87% |
| -25bp | 3.755 | 74.982 | 1.156 | +6.80% | +13.59% |
| Unchanged (roll-down) | 4.005 | 71.519 | 1.156 | +1.96% | +3.93% |
| +25bp | 4.255 | 68.259 | 1.156 | -2.58% | -5.17% |
| +50bp | 4.505 | 65.191 | 1.156 | -6.86% | -13.73% |
| 12m 2027-08-23 | -50bp | 3.507 | 78.854 | 2.300 | +13.80% | +13.80% |
| -25bp | 3.757 | 75.204 | 2.300 | +8.70% | +8.70% |
| Unchanged (roll-down) | 4.007 | 71.766 | 2.300 | +3.91% | +3.91% |
| +25bp | 4.257 | 68.528 | 2.300 | -0.61% | -0.61% |
| +50bp | 4.507 | 65.477 | 2.300 | -4.87% | -4.87% |