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bonds / 30Y / JGB (30-Year) No. 85

Bond Information

NameJGB (30-Year) No. 85
ISIN
Issue #85
Coupon (%)2.3% semi-annual
Issue Date2025-01-10
Maturity2054-12-20 (Remaining 28.3y)
Outstanding¥2.9T (2026-03-31・MOF)
Total issued¥2.8T (annual report, FY-end)
Statutory basis4条借換前倒
SLF usagelast 30d / total ¥3.8B(last 2026-05-21・BOJ)
BOJ Holding¥71.6B(2.5%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield2.300 %
Compound Yield2.2982 %
Accrued Interest0.535616 (85 days) per 100
Settlement Amount
Modified Duration20.61
Macaulay Duration20.84
DV01
Convexity524.8

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon1.150
2027-06-20coupon1.150
2027-12-20coupon1.150
…(52 omitted)…
2054-06-20coupon1.150
2054-12-20coupon + redemption101.150

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2025-03-06reopen3.50122.500
2025-02-06reopen3.7472.290
2025-01-09new3.7222.304

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 28.3y)4.002 % → ref. price 71.299
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.50378.5920.573+10.95%+43.80%
-25bp3.75374.8990.573+5.81%+23.24%
Unchanged (roll-down)4.00371.4250.573+0.97%+3.89%
+25bp4.25368.1570.573-3.58%-14.30%
+50bp4.50365.0820.573-7.86%-31.43%
6m 2027-03-13-50bp3.50478.6891.137+11.87%+23.74%
-25bp3.75475.0101.137+6.75%+13.50%
Unchanged (roll-down)4.00471.5491.137+1.93%+3.86%
+25bp4.25468.2911.137-2.60%-5.21%
+50bp4.50465.2241.137-6.87%-13.75%
12m 2027-09-13-50bp3.50678.8852.300+13.76%+13.76%
-25bp3.75675.2372.300+8.68%+8.68%
Unchanged (roll-down)4.00671.8032.300+3.90%+3.90%
+25bp4.25668.5672.300-0.60%-0.60%
+50bp4.50665.5182.300-4.85%-4.85%