bonds / 30Y / JGB (30-Year) No. 91
Bond Information
| Name | JGB (30-Year) No. 91 |
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| ISIN | — |
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| Issue # | 91 |
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| Coupon (%) | 4% semi-annual |
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| Issue Date | 2026-07-08 |
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| Maturity | 2056-06-20 （Remaining 29.7y） |
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| Outstanding | — |
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| SLF usage | last 30d ¥12.4B／ total ¥16.3B（last 2026-10-16・BOJ） |
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| BOJ Holding | ¥26.5B（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 | 4.000 % |
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| Compound Yield | 3.9967 % |
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| Accrued Interest | 1.424658 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 17.04 |
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| Macaulay Duration | 17.39 |
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| DV01 | — |
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| Convexity | 409.3 |
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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 | 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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 29.6y) | 3.906 % → ref. price 101.577 |
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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 | 3.408 | 110.883 | -0.997 | +8.07% | +32.27% |
| -25bp | 3.658 | 106.073 | -0.997 | +3.40% | +13.59% |
| Unchanged (roll-down) | 3.908 | 101.544 | -0.997 | -1.00% | -4.00% |
| +25bp | 4.158 | 97.278 | -0.997 | -5.14% | -20.57% |
| +50bp | 4.408 | 93.258 | -0.997 | -9.04% | -36.18% |
| 6m 2027-04-28 | -50bp | 3.410 | 110.794 | 1.989 | +10.88% | +21.76% |
| -25bp | 3.660 | 106.011 | 1.989 | +6.24% | +12.47% |
| Unchanged (roll-down) | 3.910 | 101.506 | 1.989 | +1.86% | +3.72% |
| +25bp | 4.160 | 97.260 | 1.989 | -2.26% | -4.52% |
| +50bp | 4.410 | 93.258 | 1.989 | -6.15% | -12.29% |
| 12m 2027-10-28 | -50bp | 3.413 | 110.609 | 4.000 | +12.65% | +12.65% |
| -25bp | 3.663 | 105.881 | 4.000 | +8.06% | +8.06% |
| Unchanged (roll-down) | 3.913 | 101.424 | 4.000 | +3.73% | +3.73% |
| +25bp | 4.163 | 97.220 | 4.000 | -0.35% | -0.35% |
| +50bp | 4.413 | 93.255 | 4.000 | -4.20% | -4.20% |