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 28.5y） |
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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 2026-08-31・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 | 2.400 % |
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| Compound Yield | 2.3982 % |
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| Accrued Interest | 1.163836 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.34 |
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| Macaulay Duration | 20.59 |
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| DV01 | — |
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| Convexity | 519.1 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 1.200 |
| 2027-03-20 | coupon | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| …（53 omitted）… |
| 2054-09-20 | coupon | 1.200 |
| 2055-03-20 | coupon + redemption | 101.200 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 28.5y) | 4.001 % → ref. price 72.871 |
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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 | 3.502 | 80.289 | -0.612 | +9.19% | +36.78% |
| -25bp | 3.752 | 76.528 | -0.612 | +4.11% | +16.46% |
| Unchanged (roll-down) | 4.002 | 72.992 | -0.612 | -0.66% | -2.65% |
| +25bp | 4.252 | 69.665 | -0.612 | -5.16% | -20.62% |
| +50bp | 4.502 | 66.535 | -0.612 | -9.38% | -37.53% |
| 6m 2027-03-13 | -50bp | 3.503 | 80.376 | 1.180 | +11.73% | +23.46% |
| -25bp | 3.753 | 76.631 | 1.180 | +6.67% | +13.35% |
| Unchanged (roll-down) | 4.003 | 73.108 | 1.180 | +1.91% | +3.83% |
| +25bp | 4.253 | 69.792 | 1.180 | -2.56% | -5.13% |
| +50bp | 4.503 | 66.672 | 1.180 | -6.78% | -13.56% |
| 12m 2027-09-13 | -50bp | 3.505 | 80.543 | 2.400 | +13.61% | +13.61% |
| -25bp | 3.755 | 76.830 | 2.400 | +8.59% | +8.59% |
| Unchanged (roll-down) | 4.005 | 73.335 | 2.400 | +3.87% | +3.87% |
| +25bp | 4.255 | 70.042 | 2.400 | -0.58% | -0.58% |
| +50bp | 4.505 | 66.940 | 2.400 | -4.77% | -4.77% |