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 27.6y） |
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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 2026-10-20・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 | 2.200 % |
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| Compound Yield | 2.1984 % |
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| Accrued Interest | 0.783562 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.48 |
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| Macaulay Duration | 20.71 |
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| DV01 | — |
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| Convexity | 514.5 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 27.6y) | 3.920 % → ref. price 71.078 |
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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 | 3.422 | 78.347 | -0.548 | +9.35% | +37.41% |
| -25bp | 3.672 | 74.668 | -0.548 | +4.23% | +16.93% |
| Unchanged (roll-down) | 3.922 | 71.205 | -0.548 | -0.59% | -2.35% |
| +25bp | 4.172 | 67.945 | -0.548 | -5.12% | -20.49% |
| +50bp | 4.422 | 64.874 | -0.548 | -9.40% | -37.59% |
| 6m 2027-04-28 | -50bp | 3.424 | 78.439 | 1.094 | +11.77% | +23.53% |
| -25bp | 3.674 | 74.776 | 1.094 | +6.67% | +13.34% |
| Unchanged (roll-down) | 3.924 | 71.327 | 1.094 | +1.87% | +3.74% |
| +25bp | 4.174 | 68.078 | 1.094 | -2.65% | -5.30% |
| +50bp | 4.424 | 65.017 | 1.094 | -6.91% | -13.82% |
| 12m 2027-10-28 | -50bp | 3.427 | 78.627 | 2.200 | +13.57% | +13.57% |
| -25bp | 3.677 | 74.998 | 2.200 | +8.52% | +8.52% |
| Unchanged (roll-down) | 3.927 | 71.578 | 2.200 | +3.76% | +3.76% |
| +25bp | 4.177 | 68.353 | 2.200 | -0.73% | -0.73% |
| +50bp | 4.427 | 65.312 | 2.200 | -4.96% | -4.96% |