bonds / 30Y / JGB (30-Year) No. 92
Bond Information
| Name | JGB (30-Year) No. 92 |
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| ISIN | — |
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| Issue # | 92 |
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| Coupon (%) | 4.2% semi-annual |
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| Issue Date | 2026-10-09 |
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| Maturity | 2056-09-20 （Remaining 29.9y） |
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| Outstanding | — |
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| BOJ Holding | — |
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| Status | active |
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Results
Yield Calculator (price input) | Simple Yield | 4.200 % |
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| Compound Yield | 4.1970 % |
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| Accrued Interest | 0.437260 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 16.88 |
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| Macaulay Duration | 17.23 |
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| DV01 | — |
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| Convexity | 402.9 |
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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 | 2.100 |
| 2027-09-20 | coupon | 2.100 |
| 2028-03-20 | coupon | 2.100 |
| …（55 omitted）… |
| 2056-03-20 | coupon | 2.100 |
| 2056-09-20 | coupon + redemption | 102.100 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2026-10-08 | new | 3.88 | 16 | 4.109 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 29.9y) | 3.905 % → ref. price 105.132 |
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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 | 3.406 | 114.686 | 1.059 | +10.05% | +40.21% |
| -25bp | 3.656 | 109.736 | 1.059 | +5.36% | +21.45% |
| Unchanged (roll-down) | 3.906 | 105.076 | 1.059 | +0.95% | +3.80% |
| +25bp | 4.156 | 100.686 | 1.059 | -3.21% | -12.84% |
| +50bp | 4.406 | 96.550 | 1.059 | -7.13% | -28.51% |
| 6m 2027-04-28 | -50bp | 3.408 | 114.562 | 2.112 | +10.93% | +21.86% |
| -25bp | 3.658 | 109.640 | 2.112 | +6.27% | +12.54% |
| Unchanged (roll-down) | 3.908 | 105.005 | 2.112 | +1.88% | +3.76% |
| +25bp | 4.158 | 100.637 | 2.112 | -2.26% | -4.52% |
| +50bp | 4.408 | 96.519 | 2.112 | -6.16% | -12.32% |
| 12m 2027-10-28 | -50bp | 3.412 | 114.361 | 4.200 | +12.72% | +12.72% |
| -25bp | 3.662 | 109.497 | 4.200 | +8.11% | +8.11% |
| Unchanged (roll-down) | 3.912 | 104.912 | 4.200 | +3.77% | +3.77% |
| +25bp | 4.162 | 100.588 | 4.200 | -0.33% | -0.33% |
| +50bp | 4.412 | 96.508 | 4.200 | -4.19% | -4.19% |