bonds / 30Y / JGB (30-Year) No. 82
Bond Information
| Name | JGB (30-Year) No. 82 |
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| ISIN | — |
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| Issue # | 82 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2024-04-05 |
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| Maturity | 2054-03-20 (Remaining 27.4y) |
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| Outstanding | ¥3T (2026-03-31・MOF) |
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| Total issued | ¥3T (annual report, FY-end) |
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| Statutory basis | 4条借換 |
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| SLF usage | last 30d —/ total ¥300M(last 2026-06-10・BOJ) |
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| BOJ Holding | ¥116.7B(3.9%)(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 | 1.800 % |
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| Compound Yield | 1.7990 % |
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| Accrued Interest | 0.187397 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 21.52 |
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| Macaulay Duration | 21.72 |
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| DV01 | — |
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| Convexity | 547.8 |
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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 | 0.900 |
| 2027-09-20 | coupon | 0.900 |
| 2028-03-20 | coupon | 0.900 |
| …(50 omitted)… |
| 2053-09-20 | coupon | 0.900 |
| 2054-03-20 | coupon + redemption | 100.900 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 27.4y) | 3.922 % → ref. price 64.532 |
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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 | 3.424 | 71.413 | 0.454 | +11.33% | +45.34% |
| -25bp | 3.674 | 67.950 | 0.454 | +5.98% | +23.93% |
| Unchanged (roll-down) | 3.924 | 64.692 | 0.454 | +0.95% | +3.80% |
| +25bp | 4.174 | 61.627 | 0.454 | -3.79% | -15.15% |
| +50bp | 4.424 | 58.742 | 0.454 | -8.24% | -32.98% |
| 6m 2027-04-28 | -50bp | 3.426 | 71.540 | 0.905 | +12.23% | +24.45% |
| -25bp | 3.676 | 68.091 | 0.905 | +6.90% | +13.80% |
| Unchanged (roll-down) | 3.926 | 64.845 | 0.905 | +1.88% | +3.76% |
| +25bp | 4.176 | 61.789 | 0.905 | -2.84% | -5.68% |
| +50bp | 4.426 | 58.911 | 0.905 | -7.29% | -14.57% |
| 12m 2027-10-28 | -50bp | 3.429 | 71.824 | 1.800 | +14.05% | +14.05% |
| -25bp | 3.679 | 68.404 | 1.800 | +8.76% | +8.76% |
| Unchanged (roll-down) | 3.929 | 65.182 | 1.800 | +3.79% | +3.79% |
| +25bp | 4.179 | 62.146 | 1.800 | -0.90% | -0.90% |
| +50bp | 4.429 | 59.285 | 1.800 | -5.33% | -5.33% |