bonds / 30Y / JGB (30-Year) No. 84
Bond Information
| Name | JGB (30-Year) No. 84 |
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| ISIN | — |
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| Issue # | 84 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2024-10-09 |
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| Maturity | 2054-09-20 （Remaining 28y） |
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| Outstanding | ¥2.4T （2026-03-31・MOF） |
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| Total issued | ¥2.8T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| SLF usage | last 30d —／ total ¥27.1B（last 2026-03-02・BOJ） |
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| BOJ Holding | ¥69.9B（2.9%）（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 | 2.100 % |
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| Compound Yield | 2.0982 % |
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| Accrued Interest | 1.018356 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.90 |
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| Macaulay Duration | 21.12 |
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| DV01 | — |
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| Convexity | 534.1 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 1.050 |
| 2027-03-20 | coupon | 1.050 |
| 2027-09-20 | coupon | 1.050 |
| …（52 omitted）… |
| 2054-03-20 | coupon | 1.050 |
| 2054-09-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 28.0y) | 4.003 % → ref. price 68.072 |
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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 | 3.504 | 75.161 | -0.535 | +9.49% | +37.94% |
| -25bp | 3.754 | 71.584 | -0.535 | +4.31% | +17.23% |
| Unchanged (roll-down) | 4.004 | 68.220 | -0.535 | -0.56% | -2.24% |
| +25bp | 4.254 | 65.056 | -0.535 | -5.14% | -20.56% |
| +50bp | 4.504 | 62.078 | -0.535 | -9.45% | -37.80% |
| 6m 2027-03-13 | -50bp | 3.505 | 75.279 | 1.033 | +11.93% | +23.85% |
| -25bp | 3.755 | 71.716 | 1.033 | +6.77% | +13.54% |
| Unchanged (roll-down) | 4.005 | 68.364 | 1.033 | +1.92% | +3.83% |
| +25bp | 4.255 | 65.209 | 1.033 | -2.65% | -5.30% |
| +50bp | 4.505 | 62.239 | 1.033 | -6.95% | -13.90% |
| 12m 2027-09-13 | -50bp | 3.508 | 75.511 | 2.100 | +13.81% | +13.81% |
| -25bp | 3.758 | 71.977 | 2.100 | +8.69% | +8.69% |
| Unchanged (roll-down) | 4.008 | 68.649 | 2.100 | +3.88% | +3.88% |
| +25bp | 4.258 | 65.515 | 2.100 | -0.66% | -0.66% |
| +50bp | 4.508 | 62.561 | 2.100 | -4.94% | -4.94% |