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 | ¥179.9B（6.2%）（as of 2026-08-10・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 | 0.385753 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.66 |
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| Macaulay Duration | 20.89 |
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| DV01 | — |
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| Convexity | 521.9 |
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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 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 27.8y) | 4.005 % → ref. price 69.848 |
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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 2026-11-23 | -50bp | 3.506 | 77.002 | 0.555 | +10.98% | +43.90% |
| -25bp | 3.756 | 73.386 | 0.555 | +5.83% | +23.31% |
| Unchanged (roll-down) | 4.006 | 69.984 | 0.555 | +0.98% | +3.93% |
| +25bp | 4.256 | 66.782 | 0.555 | -3.58% | -14.30% |
| +50bp | 4.506 | 63.766 | 0.555 | -7.87% | -31.48% |
| 6m 2027-02-23 | -50bp | 3.507 | 77.113 | 1.106 | +11.92% | +23.84% |
| -25bp | 3.757 | 73.512 | 1.106 | +6.79% | +13.58% |
| Unchanged (roll-down) | 4.007 | 70.123 | 1.106 | +1.97% | +3.93% |
| +25bp | 4.257 | 66.931 | 1.106 | -2.58% | -5.16% |
| +50bp | 4.507 | 63.924 | 1.106 | -6.86% | -13.72% |
| 12m 2027-08-23 | -50bp | 3.509 | 77.328 | 2.200 | +13.78% | +13.78% |
| -25bp | 3.759 | 73.758 | 2.200 | +8.70% | +8.70% |
| Unchanged (roll-down) | 4.009 | 70.394 | 2.200 | +3.91% | +3.91% |
| +25bp | 4.259 | 67.223 | 2.200 | -0.61% | -0.61% |
| +50bp | 4.509 | 64.233 | 2.200 | -4.86% | -4.86% |