bonds / 30Y / JGB (30-Year) No. 87
Bond Information
| Name | JGB (30-Year) No. 87 |
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| ISIN | — |
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| Issue # | 87 |
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| Coupon (%) | 2.8% semi-annual |
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| Issue Date | 2025-07-04 |
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| Maturity | 2055-06-20 （Remaining 28.8y） |
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| Outstanding | ¥2.1T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥6.3B（last 2026-07-10・BOJ） |
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| BOJ Holding | ¥21.1B（1.0%）（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 | 2.800 % |
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| Compound Yield | 2.7979 % |
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| Accrued Interest | 0.490959 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.61 |
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| Macaulay Duration | 19.88 |
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| DV01 | — |
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| Convexity | 493.8 |
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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 | 1.400 |
| 2027-06-20 | coupon | 1.400 |
| 2027-12-20 | coupon | 1.400 |
| …（53 omitted）… |
| 2054-12-20 | coupon | 1.400 |
| 2055-06-20 | coupon + redemption | 101.400 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 28.8y) | 4.000 % → ref. price 79.532 |
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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 | 3.501 | 87.357 | 0.706 | +10.66% | +42.64% |
| -25bp | 3.751 | 83.367 | 0.706 | +5.67% | +22.70% |
| Unchanged (roll-down) | 4.001 | 79.613 | 0.706 | +0.98% | +3.93% |
| +25bp | 4.251 | 76.080 | 0.706 | -3.43% | -13.73% |
| +50bp | 4.501 | 72.755 | 0.706 | -7.59% | -30.35% |
| 6m 2027-02-23 | -50bp | 3.502 | 87.407 | 1.408 | +11.60% | +23.20% |
| -25bp | 3.752 | 83.434 | 1.408 | +6.64% | +13.27% |
| Unchanged (roll-down) | 4.002 | 79.696 | 1.408 | +1.96% | +3.93% |
| +25bp | 4.252 | 76.176 | 1.408 | -2.43% | -4.87% |
| +50bp | 4.502 | 72.862 | 1.408 | -6.58% | -13.15% |
| 12m 2027-08-23 | -50bp | 3.505 | 87.497 | 2.800 | +13.45% | +13.45% |
| -25bp | 3.755 | 83.561 | 2.800 | +8.53% | +8.53% |
| Unchanged (roll-down) | 4.005 | 79.854 | 2.800 | +3.90% | +3.90% |
| +25bp | 4.255 | 76.361 | 2.800 | -0.46% | -0.46% |
| +50bp | 4.505 | 73.068 | 2.800 | -4.58% | -4.58% |