bonds / 30Y / JGB (30-Year) No. 38
Bond Information
| Name | JGB (30-Year) No. 38 |
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| ISIN | — |
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| Issue # | 38 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2013-03-21 |
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| Maturity | 2043-03-20 (Remaining 16.4y) |
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| Outstanding | ¥2.7T (2026-03-31・MOF) |
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| Total issued | ¥2.7T (annual report, FY-end) |
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| Statutory basis | 4条借換前倒 |
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| STRIPS principal | ¥900M (2026-09-30) |
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| BOJ Holding | ¥549.6B(20.7%)(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 | 1.800 % |
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| Compound Yield | 1.7992 % |
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| Accrued Interest | 0.187397 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.12 |
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| Macaulay Duration | 14.25 |
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| DV01 | — |
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| Convexity | 225.4 |
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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 | 0.900 |
| 2027-09-20 | coupon | 0.900 |
| 2028-03-20 | coupon | 0.900 |
| …(28 omitted)… |
| 2042-09-20 | coupon | 0.900 |
| 2043-03-20 | coupon + redemption | 100.900 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 16.4y) | 3.449 % → ref. price 79.467 |
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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 | 2.935 | 85.473 | 0.454 | +8.11% | +32.44% |
| -25bp | 3.185 | 82.607 | 0.454 | +4.51% | +18.05% |
| Unchanged (roll-down) | 3.435 | 79.850 | 0.454 | +1.05% | +4.21% |
| +25bp | 3.685 | 77.199 | 0.454 | -2.28% | -9.11% |
| +50bp | 3.935 | 74.647 | 0.454 | -5.48% | -21.92% |
| 6m 2027-04-28 | -50bp | 2.922 | 85.795 | 0.905 | +9.08% | +18.16% |
| -25bp | 3.172 | 82.953 | 0.905 | +5.51% | +11.03% |
| Unchanged (roll-down) | 3.422 | 80.219 | 0.905 | +2.08% | +4.16% |
| +25bp | 3.672 | 77.586 | 0.905 | -1.22% | -2.45% |
| +50bp | 3.922 | 75.052 | 0.905 | -4.41% | -8.81% |
| 12m 2027-10-28 | -50bp | 2.894 | 86.466 | 1.800 | +11.05% | +11.05% |
| -25bp | 3.144 | 83.676 | 1.800 | +7.54% | +7.54% |
| Unchanged (roll-down) | 3.394 | 80.987 | 1.800 | +4.17% | +4.17% |
| +25bp | 3.644 | 78.396 | 1.800 | +0.92% | +0.92% |
| +50bp | 3.894 | 75.900 | 1.800 | -2.22% | -2.22% |