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bonds / 30Y / JGB (30-Year) No. 82

Bond Information

NameJGB (30-Year) No. 82
ISIN
Issue #82
Coupon (%)1.8% semi-annual
Issue Date2024-04-05
Maturity2054-03-20 (Remaining 27.5y)
Outstanding¥3T (2026-03-31・MOF)
Total issued¥3T (annual report, FY-end)
Statutory basis4条借換
SLF usagelast 30d / total ¥300M(last 2026-06-10・BOJ)
BOJ Holding¥116.7B(3.9%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.800 %
Compound Yield1.7987 %
Accrued Interest0.872877 (177 days) per 100
Settlement Amount
Modified Duration21.45
Macaulay Duration21.65
DV01
Convexity548.2

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.900
2027-03-20coupon0.900
2027-09-20coupon0.900
…(51 omitted)…
2053-09-20coupon0.900
2054-03-20coupon + redemption100.900

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2024-06-06reopen3.5992.156
2024-05-10reopen3.25301.992
2024-04-04new3.47131.808

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 27.5y)4.005 % → ref. price 63.391
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.50670.164-0.459+9.83%+39.31%
-25bp3.75666.764-0.459+4.54%+18.14%
Unchanged (roll-down)4.00663.567-0.459-0.44%-1.76%
+25bp4.25660.558-0.459-5.12%-20.49%
+50bp4.50657.727-0.459-9.53%-38.11%
6m 2027-03-13-50bp3.50870.3140.885+12.15%+24.30%
-25bp3.75866.9260.885+6.88%+13.76%
Unchanged (roll-down)4.00863.7390.885+1.92%+3.84%
+25bp4.25860.7390.885-2.75%-5.50%
+50bp4.50857.9140.885-7.14%-14.29%
12m 2027-09-13-50bp3.51070.6131.800+14.04%+14.04%
-25bp3.76067.2521.800+8.81%+8.81%
Unchanged (roll-down)4.01064.0861.800+3.88%+3.88%
+25bp4.26061.1031.800-0.76%-0.76%
+50bp4.51058.2921.800-5.13%-5.13%