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 28.9y） |
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| Outstanding | ¥2.2T （2026-03-31・MOF） |
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| SLF usage | last 30d ¥900M／ total ¥40.1B（last 2026-10-07・BOJ） |
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| BOJ Holding | ¥35.2B（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 | 3.200 % |
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| Compound Yield | 3.1979 % |
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| Accrued Interest | 0.333151 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 18.71 |
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| Macaulay Duration | 19.01 |
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| DV01 | — |
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| Convexity | 461.5 |
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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 | 1.600 |
| 2027-09-20 | coupon | 1.600 |
| 2028-03-20 | coupon | 1.600 |
| …（53 omitted）… |
| 2055-03-20 | coupon | 1.600 |
| 2055-09-20 | coupon + redemption | 101.600 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 28.9y) | 3.912 % → ref. price 87.704 |
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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 | 3.413 | 96.076 | 0.807 | +10.43% | +41.70% |
| -25bp | 3.663 | 91.779 | 0.807 | +5.54% | +22.18% |
| Unchanged (roll-down) | 3.913 | 87.734 | 0.807 | +0.95% | +3.80% |
| +25bp | 4.163 | 83.925 | 0.807 | -3.38% | -13.51% |
| +50bp | 4.413 | 80.336 | 0.807 | -7.45% | -29.81% |
| 6m 2027-04-28 | -50bp | 3.415 | 96.053 | 1.609 | +11.31% | +22.62% |
| -25bp | 3.665 | 91.777 | 1.609 | +6.45% | +12.91% |
| Unchanged (roll-down) | 3.915 | 87.751 | 1.609 | +1.88% | +3.76% |
| +25bp | 4.165 | 83.959 | 1.609 | -2.43% | -4.85% |
| +50bp | 4.415 | 80.384 | 1.609 | -6.49% | -12.97% |
| 12m 2027-10-28 | -50bp | 3.419 | 96.045 | 3.200 | +13.11% | +13.11% |
| -25bp | 3.669 | 91.815 | 3.200 | +8.30% | +8.30% |
| Unchanged (roll-down) | 3.919 | 87.828 | 3.200 | +3.78% | +3.78% |
| +25bp | 4.169 | 84.070 | 3.200 | -0.49% | -0.49% |
| +50bp | 4.419 | 80.525 | 3.200 | -4.52% | -4.52% |