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 28.2y) |
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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 2026-10-20・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 | 0.819178 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.48 |
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| Macaulay Duration | 20.72 |
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| DV01 | — |
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| Convexity | 519.7 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 28.1y) | 3.917 % → ref. price 72.531 |
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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 2027-01-28 | -50bp | 3.419 | 79.950 | -0.573 | +9.33% | +37.33% |
| -25bp | 3.669 | 76.186 | -0.573 | +4.20% | +16.81% |
| Unchanged (roll-down) | 3.919 | 72.646 | -0.573 | -0.62% | -2.50% |
| +25bp | 4.169 | 69.315 | -0.573 | -5.17% | -20.66% |
| +50bp | 4.419 | 66.180 | -0.573 | -9.44% | -37.76% |
| 6m 2027-04-28 | -50bp | 3.420 | 80.029 | 1.144 | +11.78% | +23.56% |
| -25bp | 3.670 | 76.282 | 1.144 | +6.67% | +13.35% |
| Unchanged (roll-down) | 3.920 | 72.756 | 1.144 | +1.87% | +3.73% |
| +25bp | 4.170 | 69.437 | 1.144 | -2.66% | -5.32% |
| +50bp | 4.420 | 66.312 | 1.144 | -6.92% | -13.84% |
| 12m 2027-10-28 | -50bp | 3.424 | 80.192 | 2.300 | +13.58% | +13.58% |
| -25bp | 3.674 | 76.479 | 2.300 | +8.52% | +8.52% |
| Unchanged (roll-down) | 3.924 | 72.983 | 2.300 | +3.75% | +3.75% |
| +25bp | 4.174 | 69.688 | 2.300 | -0.74% | -0.74% |
| +50bp | 4.424 | 66.583 | 2.300 | -4.97% | -4.97% |