bonds / 30Y / JGB (30-Year) No. 86
Bond Information
| Name | JGB (30-Year) No. 86 |
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| ISIN | — |
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| Issue # | 86 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2025-04-09 |
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| Maturity | 2055-03-20 （Remaining 28.4y） |
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| Outstanding | ¥2.5T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥8.4B（last 2026-07-28・BOJ） |
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| BOJ Holding | ¥40.7B（1.6%）（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 | 2.400 % |
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| Compound Yield | 2.3986 % |
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| Accrued Interest | 0.249863 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.46 |
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| Macaulay Duration | 20.71 |
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| DV01 | — |
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| Convexity | 520.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| 2028-03-20 | coupon | 1.200 |
| …（52 omitted）… |
| 2054-09-20 | coupon | 1.200 |
| 2055-03-20 | coupon + redemption | 101.200 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 28.4y) | 3.915 % → ref. price 74.136 |
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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 | 3.417 | 81.675 | 0.605 | +10.95% | +43.79% |
| -25bp | 3.667 | 77.842 | 0.605 | +5.79% | +23.18% |
| Unchanged (roll-down) | 3.917 | 74.237 | 0.605 | +0.95% | +3.80% |
| +25bp | 4.167 | 70.846 | 0.605 | -3.61% | -14.44% |
| +50bp | 4.417 | 67.655 | 0.605 | -7.90% | -31.60% |
| 6m 2027-04-28 | -50bp | 3.419 | 81.734 | 1.207 | +11.84% | +23.67% |
| -25bp | 3.669 | 77.918 | 1.207 | +6.71% | +13.41% |
| Unchanged (roll-down) | 3.919 | 74.328 | 1.207 | +1.88% | +3.76% |
| +25bp | 4.169 | 70.950 | 1.207 | -2.66% | -5.32% |
| +50bp | 4.419 | 67.769 | 1.207 | -6.94% | -13.88% |
| 12m 2027-10-28 | -50bp | 3.422 | 81.887 | 2.400 | +13.65% | +13.65% |
| -25bp | 3.672 | 78.106 | 2.400 | +8.56% | +8.56% |
| Unchanged (roll-down) | 3.922 | 74.547 | 2.400 | +3.78% | +3.78% |
| +25bp | 4.172 | 71.194 | 2.400 | -0.73% | -0.73% |
| +50bp | 4.422 | 68.034 | 2.400 | -4.98% | -4.98% |