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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 27.6y)
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¥113.1B(3.8%)(as of 2026-08-10・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 Yield1.7986 %
Accrued Interest0.769315 (156 days) per 100
Settlement Amount
Modified Duration21.51
Macaulay Duration21.70
DV01
Convexity550.7

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.900
2027-03-20coupon0.900
2027-09-20coupon0.900
…(51 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 2026-08-23 ・ CMT 2026-08-20

CMT interpolated (rem 27.6y)4.006 % → ref. price 63.345
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.50770.124-0.454+9.87%+39.47%
-25bp3.75766.722-0.454+4.56%+18.24%
Unchanged (roll-down)4.00763.523-0.454-0.43%-1.72%
+25bp4.25760.513-0.454-5.12%-20.50%
+50bp4.50757.681-0.454-9.54%-38.17%
6m 2027-02-23-50bp3.50870.2750.900+12.21%+24.43%
-25bp3.75866.8860.900+6.93%+13.85%
Unchanged (roll-down)4.00863.6970.900+1.95%+3.91%
+25bp4.25860.6950.900-2.73%-5.46%
+50bp4.50857.8700.900-7.14%-14.27%
12m 2027-08-23-50bp3.51070.5671.800+14.07%+14.07%
-25bp3.76067.2041.800+8.83%+8.83%
Unchanged (roll-down)4.01064.0361.800+3.89%+3.89%
+25bp4.26061.0511.800-0.77%-0.77%
+50bp4.51058.2391.800-5.16%-5.16%