bonds / 30Y / JGB (30-Year) No. 89
Bond Information
| Name | JGB (30-Year) No. 89 |
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| ISIN | — |
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| Issue # | 89 |
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| Coupon (%) | 3.4% semi-annual |
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| Issue Date | 2026-01-09 |
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| Maturity | 2055-12-20 (Remaining 29.1y) |
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| Outstanding | ¥2.2T (2026-03-31・MOF) |
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| SLF usage | last 30d —/ total ¥89.8B(last 2026-07-06・BOJ) |
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| BOJ Holding | ¥58.6B(2.6%)(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 | 3.400 % |
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| Compound Yield | 3.3973 % |
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| Accrued Interest | 1.210959 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 18.20 |
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| Macaulay Duration | 18.51 |
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| DV01 | — |
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| Convexity | 446.7 |
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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 | 1.700 |
| 2027-06-20 | coupon | 1.700 |
| 2027-12-20 | coupon | 1.700 |
| …(54 omitted)… |
| 2055-06-20 | coupon | 1.700 |
| 2055-12-20 | coupon + redemption | 101.700 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 29.1y) | 3.910 % → ref. price 91.126 |
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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 | 3.412 | 99.741 | -0.848 | +8.41% | +33.65% |
| -25bp | 3.662 | 95.312 | -0.848 | +3.62% | +14.46% |
| Unchanged (roll-down) | 3.912 | 91.144 | -0.848 | -0.90% | -3.60% |
| +25bp | 4.162 | 87.218 | -0.848 | -5.15% | -20.60% |
| +50bp | 4.412 | 83.521 | -0.848 | -9.15% | -36.62% |
| 6m 2027-04-28 | -50bp | 3.413 | 99.710 | 1.691 | +11.13% | +22.25% |
| -25bp | 3.663 | 95.304 | 1.691 | +6.36% | +12.71% |
| Unchanged (roll-down) | 3.913 | 91.156 | 1.691 | +1.86% | +3.73% |
| +25bp | 4.163 | 87.248 | 1.691 | -2.37% | -4.74% |
| +50bp | 4.413 | 83.565 | 1.691 | -6.36% | -12.71% |
| 12m 2027-10-28 | -50bp | 3.417 | 99.644 | 3.400 | +12.91% | +12.91% |
| -25bp | 3.667 | 95.286 | 3.400 | +8.19% | +8.19% |
| Unchanged (roll-down) | 3.917 | 91.179 | 3.400 | +3.74% | +3.74% |
| +25bp | 4.167 | 87.307 | 3.400 | -0.45% | -0.45% |
| +50bp | 4.417 | 83.655 | 3.400 | -4.41% | -4.41% |