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bonds / 30Y / JGB (30-Year) No. 85

Bond Information

NameJGB (30-Year) No. 85
ISIN
Issue #85
Coupon (%)2.3% semi-annual
Issue Date2025-01-10
Maturity2054-12-20 (Remaining 28.3y)
Outstanding¥2.9T (2026-03-31・MOF)
Total issued¥2.8T (annual report, FY-end)
Statutory basis4条借換前倒
SLF usagelast 30d / total ¥3.8B(last 2026-05-21・BOJ)
BOJ Holding¥57.3B(2.0%)(as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield2.300 %
Compound Yield2.2982 %
Accrued Interest0.403288 (64 days) per 100
Settlement Amount
Modified Duration20.66
Macaulay Duration20.90
DV01
Convexity527.2

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon1.150
2027-06-20coupon1.150
2027-12-20coupon1.150
…(52 omitted)…
2054-06-20coupon1.150
2054-12-20coupon + redemption101.150

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2025-03-06reopen3.50122.500
2025-02-06reopen3.7472.290
2025-01-09new3.7222.304

Horizon total return settle 2026-08-23 ・ CMT 2026-08-20

CMT interpolated (rem 28.3y)4.002 % → ref. price 71.267
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.50378.5640.580+10.99%+43.96%
-25bp3.75374.8680.580+5.83%+23.33%
Unchanged (roll-down)4.00371.3920.580+0.98%+3.93%
+25bp4.25368.1220.580-3.58%-14.32%
+50bp4.50365.0440.580-7.87%-31.49%
6m 2027-02-23-50bp3.50578.6631.156+11.93%+23.87%
-25bp3.75574.9821.156+6.80%+13.59%
Unchanged (roll-down)4.00571.5191.156+1.96%+3.93%
+25bp4.25568.2591.156-2.58%-5.17%
+50bp4.50565.1911.156-6.86%-13.73%
12m 2027-08-23-50bp3.50778.8542.300+13.80%+13.80%
-25bp3.75775.2042.300+8.70%+8.70%
Unchanged (roll-down)4.00771.7662.300+3.91%+3.91%
+25bp4.25768.5282.300-0.61%-0.61%
+50bp4.50765.4772.300-4.87%-4.87%