bonds / 30Y / JGB (30-Year) No. 83
Bond Information
| Name | JGB (30-Year) No. 83 |
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| ISIN | — |
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| Issue # | 83 |
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| Coupon (%) | 2.2% semi-annual |
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| Issue Date | 2024-07-05 |
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| Maturity | 2054-06-20 （Remaining 27.8y） |
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| Outstanding | ¥2.9T （2026-03-31・MOF） |
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| Total issued | ¥2.9T （annual report, FY-end） |
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| Statutory basis | 4条借換 |
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| SLF usage | last 30d —／ total ¥2.7B（last 2026-07-02・BOJ） |
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| BOJ Holding | ¥188.9B（6.5%）（as of 2026-08-31・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 | 2.200 % |
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| Compound Yield | 2.1984 % |
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| Accrued Interest | 0.512329 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.61 |
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| Macaulay Duration | 20.83 |
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| DV01 | — |
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| Convexity | 519.5 |
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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 | 1.100 |
| 2027-06-20 | coupon | 1.100 |
| 2027-12-20 | coupon | 1.100 |
| …（51 omitted）… |
| 2053-12-20 | coupon | 1.100 |
| 2054-06-20 | coupon + redemption | 101.100 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 27.8y) | 4.004 % → ref. price 69.884 |
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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 2026-12-13 | -50bp | 3.505 | 77.034 | 0.548 | +10.94% | +43.74% |
| -25bp | 3.755 | 73.421 | 0.548 | +5.80% | +23.21% |
| Unchanged (roll-down) | 4.005 | 70.021 | 0.548 | +0.97% | +3.90% |
| +25bp | 4.255 | 66.821 | 0.548 | -3.57% | -14.29% |
| +50bp | 4.505 | 63.807 | 0.548 | -7.85% | -31.42% |
| 6m 2027-03-13 | -50bp | 3.506 | 77.142 | 1.088 | +11.86% | +23.71% |
| -25bp | 3.756 | 73.544 | 1.088 | +6.74% | +13.49% |
| Unchanged (roll-down) | 4.006 | 70.157 | 1.088 | +1.93% | +3.87% |
| +25bp | 4.256 | 66.966 | 1.088 | -2.60% | -5.20% |
| +50bp | 4.506 | 63.961 | 1.088 | -6.87% | -13.74% |
| 12m 2027-09-13 | -50bp | 3.509 | 77.363 | 2.200 | +13.75% | +13.75% |
| -25bp | 3.759 | 73.796 | 2.200 | +8.68% | +8.68% |
| Unchanged (roll-down) | 4.009 | 70.434 | 2.200 | +3.91% | +3.91% |
| +25bp | 4.259 | 67.265 | 2.200 | -0.60% | -0.60% |
| +50bp | 4.509 | 64.277 | 2.200 | -4.84% | -4.84% |