bonds / 30Y / JGB (30-Year) No. 91
Bond Information
| Name | JGB (30-Year) No. 91 |
|---|
| ISIN | — |
|---|
| Issue # | 91 |
|---|
| Coupon (%) | 4% semi-annual |
|---|
| Issue Date | 2026-07-08 |
|---|
| Maturity | 2056-06-20 （Remaining 29.8y） |
|---|
| Outstanding | — |
|---|
| SLF usage | last 30d ¥3.8B／ total ¥3.8B（last 2026-09-02・BOJ） |
|---|
| BOJ Holding | ¥26.5B（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 4.000 % |
|---|
| Compound Yield | 3.9967 % |
|---|
| Accrued Interest | 0.931507 (85 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 17.17 |
|---|
| Macaulay Duration | 17.51 |
|---|
| DV01 | — |
|---|
| Convexity | 413.5 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 2.000 |
| 2027-06-20 | coupon | 2.000 |
| 2027-12-20 | coupon | 2.000 |
| …（55 omitted）… |
| 2055-12-20 | coupon | 2.000 |
| 2056-06-20 | coupon + redemption | 102.000 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 29.8y) | 3.996 % → ref. price 100.012 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 3.497 | 109.161 | 0.997 | +10.05% | +40.20% |
| -25bp | 3.747 | 104.441 | 0.997 | +5.38% | +21.50% |
| Unchanged (roll-down) | 3.997 | 99.998 | 0.997 | +0.97% | +3.89% |
| +25bp | 4.247 | 95.812 | 0.997 | -3.17% | -12.69% |
| +50bp | 4.497 | 91.868 | 0.997 | -7.08% | -28.32% |
| 6m 2027-03-13 | -50bp | 3.498 | 109.098 | 1.978 | +10.96% | +21.92% |
| -25bp | 3.748 | 104.403 | 1.978 | +6.31% | +12.62% |
| Unchanged (roll-down) | 3.998 | 99.981 | 1.978 | +1.93% | +3.86% |
| +25bp | 4.248 | 95.813 | 1.978 | -2.20% | -4.40% |
| +50bp | 4.498 | 91.885 | 1.978 | -6.09% | -12.18% |
| 12m 2027-09-13 | -50bp | 3.500 | 108.959 | 4.000 | +12.83% | +12.83% |
| -25bp | 3.750 | 104.315 | 4.000 | +8.23% | +8.23% |
| Unchanged (roll-down) | 4.000 | 99.938 | 4.000 | +3.89% | +3.89% |
| +25bp | 4.250 | 95.809 | 4.000 | -0.20% | -0.20% |
| +50bp | 4.500 | 91.915 | 4.000 | -4.06% | -4.06% |