bonds / 30Y / JGB (30-Year) No. 91
Bond Information
| Name | JGB (30-Year) No. 91 |
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| ISIN | — |
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| Issue # | 91 |
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| Coupon (%) | 4% semi-annual |
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| Issue Date | 2026-07-08 |
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| Maturity | 2056-06-20 （Remaining 29.8y） |
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| Outstanding | — |
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| BOJ Holding | — |
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| Status | active |
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Results
Yield Calculator (price input) | Simple Yield | 4.000 % |
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| Compound Yield | 3.9967 % |
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| Accrued Interest | 0.701370 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 17.22 |
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| Macaulay Duration | 17.57 |
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| DV01 | — |
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| Convexity | 415.4 |
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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 | 2.000 |
| 2027-06-20 | coupon | 2.000 |
| 2027-12-20 | coupon | 2.000 |
| …（55 omitted）… |
| 2055-12-20 | coupon | 2.000 |
| 2056-06-20 | coupon + redemption | 102.000 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 29.8y) | 3.996 % → ref. price 100.017 |
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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 | 3.497 | 109.172 | 1.008 | +10.09% | +40.37% |
| -25bp | 3.747 | 104.447 | 1.008 | +5.40% | +21.60% |
| Unchanged (roll-down) | 3.997 | 99.999 | 1.008 | +0.98% | +3.93% |
| +25bp | 4.247 | 95.809 | 1.008 | -3.18% | -12.71% |
| +50bp | 4.497 | 91.861 | 1.008 | -7.10% | -28.39% |
| 6m 2027-02-23 | -50bp | 3.498 | 109.109 | 2.011 | +11.02% | +22.05% |
| -25bp | 3.748 | 104.409 | 2.011 | +6.36% | +12.72% |
| Unchanged (roll-down) | 3.998 | 99.982 | 2.011 | +1.96% | +3.93% |
| +25bp | 4.248 | 95.812 | 2.011 | -2.18% | -4.36% |
| +50bp | 4.498 | 91.880 | 2.011 | -6.08% | -12.16% |
| 12m 2027-08-23 | -50bp | 3.500 | 108.971 | 4.000 | +12.86% | +12.86% |
| -25bp | 3.750 | 104.321 | 4.000 | +8.25% | +8.25% |
| Unchanged (roll-down) | 4.000 | 99.938 | 4.000 | +3.89% | +3.89% |
| +25bp | 4.250 | 95.806 | 4.000 | -0.21% | -0.21% |
| +50bp | 4.500 | 91.907 | 4.000 | -4.08% | -4.08% |