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 28.1y） |
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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 | ¥68.8B（2.9%）（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 | 2.100 % |
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| Compound Yield | 2.0982 % |
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| Accrued Interest | 0.897534 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.96 |
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| Macaulay Duration | 21.18 |
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| DV01 | — |
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| Convexity | 536.5 |
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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 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 28.1y) | 4.003 % → ref. price 68.034 |
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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 | 3.505 | 75.129 | -0.529 | +9.53% | +38.10% |
| -25bp | 3.755 | 71.549 | -0.529 | +4.33% | +17.33% |
| Unchanged (roll-down) | 4.005 | 68.183 | -0.529 | -0.55% | -2.20% |
| +25bp | 4.255 | 65.017 | -0.529 | -5.14% | -20.58% |
| +50bp | 4.505 | 62.038 | -0.529 | -9.47% | -37.86% |
| 6m 2027-02-23 | -50bp | 3.506 | 75.247 | 1.050 | +11.99% | +23.98% |
| -25bp | 3.756 | 71.682 | 1.050 | +6.82% | +13.63% |
| Unchanged (roll-down) | 4.006 | 68.328 | 1.050 | +1.95% | +3.90% |
| +25bp | 4.256 | 65.172 | 1.050 | -2.63% | -5.26% |
| +50bp | 4.506 | 62.201 | 1.050 | -6.94% | -13.88% |
| 12m 2027-08-23 | -50bp | 3.508 | 75.474 | 2.100 | +13.84% | +13.84% |
| -25bp | 3.758 | 71.937 | 2.100 | +8.71% | +8.71% |
| Unchanged (roll-down) | 4.008 | 68.607 | 2.100 | +3.88% | +3.88% |
| +25bp | 4.258 | 65.470 | 2.100 | -0.67% | -0.67% |
| +50bp | 4.508 | 62.515 | 2.100 | -4.96% | -4.96% |