bonds / 30Y / JGB (30-Year) No. 88
Bond Information
| Name | JGB (30-Year) No. 88 |
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| ISIN | — |
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| Issue # | 88 |
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| Coupon (%) | 3.2% semi-annual |
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| Issue Date | 2025-10-08 |
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| Maturity | 2055-09-20 （Remaining 29y） |
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| Outstanding | ¥2.2T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥38B（last 2026-06-25・BOJ） |
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| BOJ Holding | ¥34.2B（1.5%）（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 | 3.200 % |
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| Compound Yield | 3.1973 % |
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| Accrued Interest | 1.551781 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 18.54 |
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| Macaulay Duration | 18.84 |
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| DV01 | — |
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| Convexity | 458.8 |
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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 | 1.600 |
| 2027-03-20 | coupon | 1.600 |
| 2027-09-20 | coupon | 1.600 |
| …（54 omitted）… |
| 2055-03-20 | coupon | 1.600 |
| 2055-09-20 | coupon + redemption | 101.600 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 29.0y) | 3.999 % → ref. price 86.298 |
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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 | 3.500 | 94.543 | -0.815 | +8.46% | +33.82% |
| -25bp | 3.750 | 90.325 | -0.815 | +3.65% | +14.62% |
| Unchanged (roll-down) | 4.000 | 86.355 | -0.815 | -0.86% | -3.46% |
| +25bp | 4.250 | 82.617 | -0.815 | -5.12% | -20.48% |
| +50bp | 4.500 | 79.096 | -0.815 | -9.13% | -36.51% |
| 6m 2027-03-13 | -50bp | 3.501 | 94.554 | 1.574 | +11.19% | +22.38% |
| -25bp | 3.751 | 90.357 | 1.574 | +6.41% | +12.82% |
| Unchanged (roll-down) | 4.001 | 86.404 | 1.574 | +1.91% | +3.82% |
| +25bp | 4.251 | 82.681 | 1.574 | -2.33% | -4.65% |
| +50bp | 4.501 | 79.173 | 1.574 | -6.32% | -12.64% |
| 12m 2027-09-13 | -50bp | 3.503 | 94.560 | 3.200 | +13.05% | +13.05% |
| -25bp | 3.753 | 90.405 | 3.200 | +8.32% | +8.32% |
| Unchanged (roll-down) | 4.003 | 86.489 | 3.200 | +3.86% | +3.86% |
| +25bp | 4.253 | 82.797 | 3.200 | -0.34% | -0.34% |
| +50bp | 4.503 | 79.315 | 3.200 | -4.31% | -4.31% |