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bonds / 30Y / JGB (30-Year) No. 39

Bond Information

NameJGB (30-Year) No. 39
ISIN
Issue #39
Coupon (%)1.9% semi-annual
Issue Date2013-06-20
Maturity2043-06-20 (Remaining 16.8y)
Outstanding¥2.5T (2026-03-31・MOF)
Total issued¥2.5T (annual report, FY-end)
Statutory basis4条借換前倒財投
STRIPS principal¥3.5B (2026-06-30)
SLF usagelast 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)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.900 %
Compound Yield1.8986 %
Accrued Interest0.442466 (85 days) per 100
Settlement Amount
Modified Duration14.25
Macaulay Duration14.38
DV01
Convexity231.4

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.950
2027-06-20coupon0.950
2027-12-20coupon0.950
…(29 omitted)…
2042-12-20coupon0.950
2043-06-20coupon + redemption100.950

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2013-08-09reopen4.14261.791
2013-07-04reopen3.9611.894
2013-06-06new4.06321.865

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)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.05185.1240.474+8.19%+32.77%
-25bp3.30182.2420.474+4.57%+18.27%
Unchanged (roll-down)3.55179.4710.474+1.08%+4.33%
+25bp3.80176.8070.474-2.27%-9.06%
+50bp4.05174.2470.474-5.49%-21.94%
6m 2027-03-13-50bp3.03785.4640.940+9.20%+18.41%
-25bp3.28782.6030.940+5.61%+11.22%
Unchanged (roll-down)3.53779.8530.940+2.15%+4.30%
+25bp3.78777.2070.940-1.18%-2.36%
+50bp4.03774.6620.940-4.38%-8.76%
12m 2027-09-13-50bp3.00886.1471.900+11.27%+11.27%
-25bp3.25883.3351.900+7.74%+7.74%
Unchanged (roll-down)3.50880.6271.900+4.33%+4.33%
+25bp3.75878.0201.900+1.05%+1.05%
+50bp4.00875.5101.900-2.10%-2.10%