bonds / 30Y / JGB (30-Year) No. 85
Bond Information
| Name | JGB (30-Year) No. 85 |
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| ISIN | — |
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| Issue # | 85 |
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| Coupon (%) | 2.3% semi-annual |
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| Issue Date | 2025-01-10 |
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| Maturity | 2054-12-20 (Remaining 28.3y) |
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| Outstanding | ¥2.9T (2026-03-31・MOF) |
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| Total issued | ¥2.8T (annual report, FY-end) |
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| Statutory basis | 4条借換前倒 |
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| SLF usage | last 30d —/ total ¥3.8B(last 2026-05-21・BOJ) |
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| BOJ Holding | ¥71.6B(2.5%)(as of 2026-08-31・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 | 2.300 % |
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| Compound Yield | 2.2982 % |
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| Accrued Interest | 0.535616 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.61 |
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| Macaulay Duration | 20.84 |
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| DV01 | — |
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| Convexity | 524.8 |
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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 | 1.150 |
| 2027-06-20 | coupon | 1.150 |
| 2027-12-20 | coupon | 1.150 |
| …(52 omitted)… |
| 2054-06-20 | coupon | 1.150 |
| 2054-12-20 | coupon + redemption | 101.150 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 28.3y) | 4.002 % → ref. price 71.299 |
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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 2026-12-13 | -50bp | 3.503 | 78.592 | 0.573 | +10.95% | +43.80% |
| -25bp | 3.753 | 74.899 | 0.573 | +5.81% | +23.24% |
| Unchanged (roll-down) | 4.003 | 71.425 | 0.573 | +0.97% | +3.89% |
| +25bp | 4.253 | 68.157 | 0.573 | -3.58% | -14.30% |
| +50bp | 4.503 | 65.082 | 0.573 | -7.86% | -31.43% |
| 6m 2027-03-13 | -50bp | 3.504 | 78.689 | 1.137 | +11.87% | +23.74% |
| -25bp | 3.754 | 75.010 | 1.137 | +6.75% | +13.50% |
| Unchanged (roll-down) | 4.004 | 71.549 | 1.137 | +1.93% | +3.86% |
| +25bp | 4.254 | 68.291 | 1.137 | -2.60% | -5.21% |
| +50bp | 4.504 | 65.224 | 1.137 | -6.87% | -13.75% |
| 12m 2027-09-13 | -50bp | 3.506 | 78.885 | 2.300 | +13.76% | +13.76% |
| -25bp | 3.756 | 75.237 | 2.300 | +8.68% | +8.68% |
| Unchanged (roll-down) | 4.006 | 71.803 | 2.300 | +3.90% | +3.90% |
| +25bp | 4.256 | 68.567 | 2.300 | -0.60% | -0.60% |
| +50bp | 4.506 | 65.518 | 2.300 | -4.85% | -4.85% |