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bonds / 30Y / JGB (30-Year) No. 89

Bond Information

NameJGB (30-Year) No. 89
ISIN—
Issue #89
Coupon (%)3.4% semi-annual
Issue Date2026-01-09
Maturity2055-12-20 (Remaining 29.1y)
Outstanding¥2.2T (2026-03-31・MOF)
SLF usagelast 30d —/ total ¥89.8B(last 2026-07-06・BOJ)
BOJ Holding¥58.6B(2.6%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield3.400 %
Compound Yield3.3973 %
Accrued Interest1.210959 (130 days) per 100
Settlement Amount—
Modified Duration18.20
Macaulay Duration18.51
DV01—
Convexity446.7

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon1.700
2027-06-20coupon1.700
2027-12-20coupon1.700
…(54 omitted)…
2055-06-20coupon1.700
2055-12-20coupon + redemption101.700

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2026-03-05reopen3.66123.398
2026-02-05reopen3.64113.615
2026-01-08new3.14153.447

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 29.1y)3.910 % → ref. price 91.126
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.41299.741-0.848+8.41%+33.65%
-25bp3.66295.312-0.848+3.62%+14.46%
Unchanged (roll-down)3.91291.144-0.848-0.90%-3.60%
+25bp4.16287.218-0.848-5.15%-20.60%
+50bp4.41283.521-0.848-9.15%-36.62%
6m 2027-04-28-50bp3.41399.7101.691+11.13%+22.25%
-25bp3.66395.3041.691+6.36%+12.71%
Unchanged (roll-down)3.91391.1561.691+1.86%+3.73%
+25bp4.16387.2481.691-2.37%-4.74%
+50bp4.41383.5651.691-6.36%-12.71%
12m 2027-10-28-50bp3.41799.6443.400+12.91%+12.91%
-25bp3.66795.2863.400+8.19%+8.19%
Unchanged (roll-down)3.91791.1793.400+3.74%+3.74%
+25bp4.16787.3073.400-0.45%-0.45%
+50bp4.41783.6553.400-4.41%-4.41%