bonds / 30Y / JGB (30-Year) No. 39
Bond Information
| Name | JGB (30-Year) No. 39 |
|---|
| ISIN | — |
|---|
| Issue # | 39 |
|---|
| Coupon (%) | 1.9% semi-annual |
|---|
| Issue Date | 2013-06-20 |
|---|
| Maturity | 2043-06-20 (Remaining 16.8y) |
|---|
| Outstanding | ¥2.5T (2026-03-31・MOF) |
|---|
| Total issued | ¥2.5T (annual report, FY-end) |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| STRIPS principal | ¥3.5B (2026-06-30) |
|---|
| SLF usage | last 30d —/ total ¥3.8B(last 2025-12-10・BOJ) |
|---|
| BOJ Holding | ¥637.5B(25.6%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates) |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.900 % |
|---|
| Compound Yield | 1.8986 % |
|---|
| Accrued Interest | 0.442466 (85 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 14.25 |
|---|
| Macaulay Duration | 14.38 |
|---|
| DV01 | — |
|---|
| Convexity | 231.4 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.950 |
| 2027-06-20 | coupon | 0.950 |
| 2027-12-20 | coupon | 0.950 |
| …(29 omitted)… |
| 2042-12-20 | coupon | 0.950 |
| 2043-06-20 | coupon + redemption | 100.950 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 16.8y) | 3.566 % → ref. price 79.083 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 3.051 | 85.124 | 0.474 | +8.19% | +32.77% |
| -25bp | 3.301 | 82.242 | 0.474 | +4.57% | +18.27% |
| Unchanged (roll-down) | 3.551 | 79.471 | 0.474 | +1.08% | +4.33% |
| +25bp | 3.801 | 76.807 | 0.474 | -2.27% | -9.06% |
| +50bp | 4.051 | 74.247 | 0.474 | -5.49% | -21.94% |
| 6m 2027-03-13 | -50bp | 3.037 | 85.464 | 0.940 | +9.20% | +18.41% |
| -25bp | 3.287 | 82.603 | 0.940 | +5.61% | +11.22% |
| Unchanged (roll-down) | 3.537 | 79.853 | 0.940 | +2.15% | +4.30% |
| +25bp | 3.787 | 77.207 | 0.940 | -1.18% | -2.36% |
| +50bp | 4.037 | 74.662 | 0.940 | -4.38% | -8.76% |
| 12m 2027-09-13 | -50bp | 3.008 | 86.147 | 1.900 | +11.27% | +11.27% |
| -25bp | 3.258 | 83.335 | 1.900 | +7.74% | +7.74% |
| Unchanged (roll-down) | 3.508 | 80.627 | 1.900 | +4.33% | +4.33% |
| +25bp | 3.758 | 78.020 | 1.900 | +1.05% | +1.05% |
| +50bp | 4.008 | 75.510 | 1.900 | -2.10% | -2.10% |