bonds / 30Y / JGB (30-Year) No. 86
Bond Information
| Name | JGB (30-Year) No. 86 |
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| ISIN | — |
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| Issue # | 86 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2025-04-09 |
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| Maturity | 2055-03-20 （Remaining 28.6y） |
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| Outstanding | ¥2.5T （2026-03-31・MOF） |
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| SLF usage | last 30d ¥1.3B／ total ¥8.4B（last 2026-07-28・BOJ） |
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| BOJ Holding | ¥8B（0.3%）（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 | 2.400 % |
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| Compound Yield | 2.3982 % |
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| Accrued Interest | 1.025753 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.40 |
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| Macaulay Duration | 20.64 |
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| DV01 | — |
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| Convexity | 521.5 |
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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 | 1.200 |
| 2027-03-20 | coupon | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| …（53 omitted）… |
| 2054-09-20 | coupon | 1.200 |
| 2055-03-20 | coupon + redemption | 101.200 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 28.6y) | 4.001 % → ref. price 72.839 |
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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 | 3.502 | 80.265 | -0.605 | +9.23% | +36.93% |
| -25bp | 3.752 | 76.501 | -0.605 | +4.14% | +16.55% |
| Unchanged (roll-down) | 4.002 | 72.962 | -0.605 | -0.65% | -2.61% |
| +25bp | 4.252 | 69.634 | -0.605 | -5.16% | -20.64% |
| +50bp | 4.502 | 66.502 | -0.605 | -9.40% | -37.59% |
| 6m 2027-02-23 | -50bp | 3.504 | 80.352 | 1.200 | +11.80% | +23.59% |
| -25bp | 3.754 | 76.604 | 1.200 | +6.72% | +13.44% |
| Unchanged (roll-down) | 4.004 | 73.079 | 1.200 | +1.95% | +3.90% |
| +25bp | 4.254 | 69.761 | 1.200 | -2.54% | -5.08% |
| +50bp | 4.504 | 66.639 | 1.200 | -6.77% | -13.54% |
| 12m 2027-08-23 | -50bp | 3.506 | 80.514 | 2.400 | +13.64% | +13.64% |
| -25bp | 3.756 | 76.798 | 2.400 | +8.61% | +8.61% |
| Unchanged (roll-down) | 4.006 | 73.300 | 2.400 | +3.87% | +3.87% |
| +25bp | 4.256 | 70.005 | 2.400 | -0.59% | -0.59% |
| +50bp | 4.506 | 66.901 | 2.400 | -4.79% | -4.79% |