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 28.6y） |
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| Outstanding | ¥2.1T （2026-03-31・MOF） |
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| SLF usage | last 30d ¥4.1B／ total ¥10.4B（last 2026-10-16・BOJ） |
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| BOJ Holding | ¥26.1B（1.2%）（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 | 2.800 % |
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| Compound Yield | 2.7979 % |
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| Accrued Interest | 0.997260 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.43 |
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| Macaulay Duration | 19.70 |
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| DV01 | — |
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| Convexity | 486.7 |
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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 | 1.400 |
| 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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 28.6y) | 3.913 % → ref. price 80.878 |
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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 | 3.415 | 88.833 | -0.698 | +8.86% | +35.45% |
| -25bp | 3.665 | 84.770 | -0.698 | +3.90% | +15.61% |
| Unchanged (roll-down) | 3.915 | 80.948 | -0.698 | -0.77% | -3.07% |
| +25bp | 4.165 | 77.350 | -0.698 | -5.16% | -20.65% |
| +50bp | 4.415 | 73.963 | -0.698 | -9.30% | -37.20% |
| 6m 2027-04-28 | -50bp | 3.417 | 88.861 | 1.392 | +11.45% | +22.90% |
| -25bp | 3.667 | 84.818 | 1.392 | +6.51% | +13.03% |
| Unchanged (roll-down) | 3.917 | 81.013 | 1.392 | +1.86% | +3.73% |
| +25bp | 4.167 | 77.429 | 1.392 | -2.51% | -5.02% |
| +50bp | 4.417 | 74.054 | 1.392 | -6.63% | -13.27% |
| 12m 2027-10-28 | -50bp | 3.420 | 88.918 | 2.800 | +13.24% | +13.24% |
| -25bp | 3.670 | 84.915 | 2.800 | +8.35% | +8.35% |
| Unchanged (roll-down) | 3.920 | 81.145 | 2.800 | +3.75% | +3.75% |
| +25bp | 4.170 | 77.591 | 2.800 | -0.60% | -0.60% |
| +50bp | 4.420 | 74.240 | 2.800 | -4.69% | -4.69% |