bonds / 30Y / JGB (30-Year) No. 90
Bond Information
| Name | JGB (30-Year) No. 90 |
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| ISIN | — |
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| Issue # | 90 |
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| Coupon (%) | 3.7% semi-annual |
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| Issue Date | 2026-04-08 |
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| Maturity | 2056-03-20 （Remaining 29.4y） |
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| Outstanding | — |
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| SLF usage | last 30d ¥800M／ total ¥12.3B（last 2026-10-15・BOJ） |
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| BOJ Holding | ¥24.6B（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 | 3.700 % |
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| Compound Yield | 3.6977 % |
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| Accrued Interest | 0.385205 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 17.77 |
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| Macaulay Duration | 18.10 |
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| DV01 | — |
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| Convexity | 431.5 |
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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 | 1.850 |
| 2027-09-20 | coupon | 1.850 |
| 2028-03-20 | coupon | 1.850 |
| …（54 omitted）… |
| 2055-09-20 | coupon | 1.850 |
| 2056-03-20 | coupon + redemption | 101.850 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 29.4y) | 3.908 % → ref. price 96.337 |
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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 | 3.410 | 105.288 | 0.933 | +10.22% | +40.87% |
| -25bp | 3.660 | 100.670 | 0.933 | +5.44% | +21.77% |
| Unchanged (roll-down) | 3.910 | 96.323 | 0.933 | +0.95% | +3.80% |
| +25bp | 4.160 | 92.229 | 0.933 | -3.28% | -13.13% |
| +50bp | 4.410 | 88.372 | 0.933 | -7.27% | -29.08% |
| 6m 2027-04-28 | -50bp | 3.412 | 105.213 | 1.860 | +11.10% | +22.20% |
| -25bp | 3.662 | 100.621 | 1.860 | +6.35% | +12.70% |
| Unchanged (roll-down) | 3.912 | 96.296 | 1.860 | +1.88% | +3.76% |
| +25bp | 4.162 | 92.221 | 1.860 | -2.33% | -4.67% |
| +50bp | 4.412 | 88.380 | 1.860 | -6.30% | -12.61% |
| 12m 2027-10-28 | -50bp | 3.415 | 105.108 | 3.700 | +12.89% | +12.89% |
| -25bp | 3.665 | 100.567 | 3.700 | +8.20% | +8.20% |
| Unchanged (roll-down) | 3.915 | 96.287 | 3.700 | +3.77% | +3.77% |
| +25bp | 4.165 | 92.251 | 3.700 | -0.40% | -0.40% |
| +50bp | 4.415 | 88.443 | 3.700 | -4.34% | -4.34% |