bonds / 30Y / JGB (30-Year) No. 87
Bond Information
| Name | JGB (30-Year) No. 87 |
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| ISIN | — |
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| Issue # | 87 |
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| Coupon (%) | 2.8% semi-annual |
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| Issue Date | 2025-07-04 |
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| Maturity | 2055-06-20 （Remaining 28.8y） |
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| Outstanding | ¥2.1T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥6.3B（last 2026-07-10・BOJ） |
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| BOJ Holding | ¥26.1B（1.2%）（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 | 2.800 % |
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| Compound Yield | 2.7979 % |
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| Accrued Interest | 0.652055 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.55 |
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| Macaulay Duration | 19.83 |
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| DV01 | — |
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| Convexity | 491.5 |
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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 | 1.400 |
| 2027-06-20 | coupon | 1.400 |
| 2027-12-20 | coupon | 1.400 |
| …（53 omitted）… |
| 2054-12-20 | coupon | 1.400 |
| 2055-06-20 | coupon + redemption | 101.400 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 28.8y) | 4.000 % → ref. price 79.553 |
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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 | 3.501 | 87.373 | 0.698 | +10.62% | +42.48% |
| -25bp | 3.751 | 83.387 | 0.698 | +5.65% | +22.60% |
| Unchanged (roll-down) | 4.001 | 79.636 | 0.698 | +0.97% | +3.89% |
| +25bp | 4.251 | 76.106 | 0.698 | -3.43% | -13.71% |
| +50bp | 4.501 | 72.783 | 0.698 | -7.57% | -30.28% |
| 6m 2027-03-13 | -50bp | 3.502 | 87.421 | 1.385 | +11.54% | +23.07% |
| -25bp | 3.752 | 83.452 | 1.385 | +6.59% | +13.18% |
| Unchanged (roll-down) | 4.002 | 79.717 | 1.385 | +1.93% | +3.86% |
| +25bp | 4.252 | 76.199 | 1.385 | -2.46% | -4.91% |
| +50bp | 4.502 | 72.887 | 1.385 | -6.59% | -13.17% |
| 12m 2027-09-13 | -50bp | 3.504 | 87.515 | 2.800 | +13.42% | +13.42% |
| -25bp | 3.754 | 83.583 | 2.800 | +8.52% | +8.52% |
| Unchanged (roll-down) | 4.004 | 79.879 | 2.800 | +3.90% | +3.90% |
| +25bp | 4.254 | 76.389 | 2.800 | -0.45% | -0.45% |
| +50bp | 4.504 | 73.099 | 2.800 | -4.56% | -4.56% |