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 27.9y） |
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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 2026-10-20・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 | 2.100 % |
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| Compound Yield | 2.0986 % |
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| Accrued Interest | 0.218630 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 21.00 |
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| Macaulay Duration | 21.22 |
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| DV01 | — |
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| Convexity | 534.5 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 1.050 |
| 2027-09-20 | coupon | 1.050 |
| 2028-03-20 | coupon | 1.050 |
| …（51 omitted）… |
| 2054-03-20 | coupon | 1.050 |
| 2054-09-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 27.9y) | 3.919 % → ref. price 69.273 |
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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 | 3.420 | 76.476 | 0.529 | +11.13% | +44.51% |
| -25bp | 3.670 | 72.831 | 0.529 | +5.88% | +23.53% |
| Unchanged (roll-down) | 3.920 | 69.403 | 0.529 | +0.95% | +3.80% |
| +25bp | 4.170 | 66.179 | 0.529 | -3.69% | -14.77% |
| +50bp | 4.420 | 63.143 | 0.529 | -8.06% | -32.24% |
| 6m 2027-04-28 | -50bp | 3.422 | 76.568 | 1.056 | +12.02% | +24.03% |
| -25bp | 3.672 | 72.939 | 1.056 | +6.79% | +13.59% |
| Unchanged (roll-down) | 3.922 | 69.525 | 1.056 | +1.88% | +3.76% |
| +25bp | 4.172 | 66.311 | 1.056 | -2.74% | -5.49% |
| +50bp | 4.422 | 63.284 | 1.056 | -7.10% | -14.20% |
| 12m 2027-10-28 | -50bp | 3.426 | 76.786 | 2.100 | +13.83% | +13.83% |
| -25bp | 3.676 | 73.189 | 2.100 | +8.66% | +8.66% |
| Unchanged (roll-down) | 3.926 | 69.802 | 2.100 | +3.78% | +3.78% |
| +25bp | 4.176 | 66.610 | 2.100 | -0.81% | -0.81% |
| +50bp | 4.426 | 63.602 | 2.100 | -5.14% | -5.14% |