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bonds / 30Y / JGB (30-Year) No. 38

Bond Information

NameJGB (30-Year) No. 38
ISIN—
Issue #38
Coupon (%)1.8% semi-annual
Issue Date2013-03-21
Maturity2043-03-20 (Remaining 16.4y)
Outstanding¥2.7T (2026-03-31・MOF)
Total issued¥2.7T (annual report, FY-end)
Statutory basis4条借換前倒
STRIPS principal¥900M (2026-09-30)
BOJ Holding¥549.6B(20.7%)(as of 2026-10-20・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 Yield1.7992 %
Accrued Interest0.187397 (38 days) per 100
Settlement Amount—
Modified Duration14.12
Macaulay Duration14.25
DV01—
Convexity225.4

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon0.900
2027-09-20coupon0.900
2028-03-20coupon0.900
…(28 omitted)…
2042-09-20coupon0.900
2043-03-20coupon + redemption100.900

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2013-05-14reopen3.57181.775
2013-04-11reopen3.641161.492
2013-03-08new3.33161.820

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 16.4y)3.449 % → ref. price 79.467
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp2.93585.4730.454+8.11%+32.44%
-25bp3.18582.6070.454+4.51%+18.05%
Unchanged (roll-down)3.43579.8500.454+1.05%+4.21%
+25bp3.68577.1990.454-2.28%-9.11%
+50bp3.93574.6470.454-5.48%-21.92%
6m 2027-04-28-50bp2.92285.7950.905+9.08%+18.16%
-25bp3.17282.9530.905+5.51%+11.03%
Unchanged (roll-down)3.42280.2190.905+2.08%+4.16%
+25bp3.67277.5860.905-1.22%-2.45%
+50bp3.92275.0520.905-4.41%-8.81%
12m 2027-10-28-50bp2.89486.4661.800+11.05%+11.05%
-25bp3.14483.6761.800+7.54%+7.54%
Unchanged (roll-down)3.39480.9871.800+4.17%+4.17%
+25bp3.64478.3961.800+0.92%+0.92%
+50bp3.89475.9001.800-2.22%-2.22%