bonds / 30Y / JGB (30-Year) No. 88
Bond Information
| Name | JGB (30-Year) No. 88 |
|---|
| ISIN | — |
|---|
| Issue # | 88 |
|---|
| Coupon (%) | 3.2% semi-annual |
|---|
| Issue Date | 2025-10-08 |
|---|
| Maturity | 2055-09-20 （Remaining 29.1y） |
|---|
| Outstanding | ¥2.2T （2026-03-31・MOF） |
|---|
| SLF usage | last 30d —／ total ¥38B（last 2026-06-25・BOJ） |
|---|
| BOJ Holding | ¥34.2B（1.5%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 3.200 % |
|---|
| Compound Yield | 3.1972 % |
|---|
| Accrued Interest | 1.367671 (156 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 18.60 |
|---|
| Macaulay Duration | 18.89 |
|---|
| DV01 | — |
|---|
| Convexity | 460.9 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 1.600 |
| 2027-03-20 | coupon | 1.600 |
| 2027-09-20 | coupon | 1.600 |
| …（54 omitted）… |
| 2055-03-20 | coupon | 1.600 |
| 2055-09-20 | coupon + redemption | 101.600 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 29.1y) | 3.999 % → ref. price 86.284 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 3.500 | 94.537 | -0.807 | +8.50% | +33.98% |
| -25bp | 3.750 | 90.315 | -0.807 | +3.68% | +14.72% |
| Unchanged (roll-down) | 4.000 | 86.341 | -0.807 | -0.85% | -3.42% |
| +25bp | 4.250 | 82.600 | -0.807 | -5.12% | -20.49% |
| +50bp | 4.500 | 79.076 | -0.807 | -9.14% | -36.57% |
| 6m 2027-02-23 | -50bp | 3.501 | 94.546 | 1.600 | +11.25% | +22.50% |
| -25bp | 3.751 | 90.345 | 1.600 | +6.46% | +12.92% |
| Unchanged (roll-down) | 4.001 | 86.389 | 1.600 | +1.95% | +3.89% |
| +25bp | 4.251 | 82.664 | 1.600 | -2.30% | -4.61% |
| +50bp | 4.501 | 79.153 | 1.600 | -6.31% | -12.62% |
| 12m 2027-08-23 | -50bp | 3.503 | 94.550 | 3.200 | +13.08% | +13.08% |
| -25bp | 3.753 | 90.390 | 3.200 | +8.34% | +8.34% |
| Unchanged (roll-down) | 4.003 | 86.470 | 3.200 | +3.86% | +3.86% |
| +25bp | 4.253 | 82.775 | 3.200 | -0.35% | -0.35% |
| +50bp | 4.503 | 79.290 | 3.200 | -4.33% | -4.33% |