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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 27.4y)
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 2026-10-20・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 Yield1.7990 %
Accrued Interest0.187397 (38 days) per 100
Settlement Amount—
Modified Duration21.52
Macaulay Duration21.72
DV01—
Convexity547.8

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon0.900
2027-09-20coupon0.900
2028-03-20coupon0.900
…(50 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 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 27.4y)3.922 % → ref. price 64.532
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.42471.4130.454+11.33%+45.34%
-25bp3.67467.9500.454+5.98%+23.93%
Unchanged (roll-down)3.92464.6920.454+0.95%+3.80%
+25bp4.17461.6270.454-3.79%-15.15%
+50bp4.42458.7420.454-8.24%-32.98%
6m 2027-04-28-50bp3.42671.5400.905+12.23%+24.45%
-25bp3.67668.0910.905+6.90%+13.80%
Unchanged (roll-down)3.92664.8450.905+1.88%+3.76%
+25bp4.17661.7890.905-2.84%-5.68%
+50bp4.42658.9110.905-7.29%-14.57%
12m 2027-10-28-50bp3.42971.8241.800+14.05%+14.05%
-25bp3.67968.4041.800+8.76%+8.76%
Unchanged (roll-down)3.92965.1821.800+3.79%+3.79%
+25bp4.17962.1461.800-0.90%-0.90%
+50bp4.42959.2851.800-5.33%-5.33%