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 16.6y) |
|---|
| 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 (2026-09-30) |
|---|
| SLF usage | last 30d ¥17.1B/ total ¥20.9B(last 2026-10-16・BOJ) |
|---|
| BOJ Holding | ¥637.5B(25.6%)(as of 2026-10-20・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 | 0.676712 (130 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 14.13 |
|---|
| Macaulay Duration | 14.26 |
|---|
| DV01 | — |
|---|
| Convexity | 227.9 |
|---|
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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 16.6y) | 3.462 % → ref. price 80.332 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 2.949 | 86.423 | -0.474 | +6.93% | +27.74% |
| -25bp | 3.199 | 83.509 | -0.474 | +3.34% | +13.35% |
| Unchanged (roll-down) | 3.449 | 80.707 | -0.474 | -0.12% | -0.49% |
| +25bp | 3.699 | 78.012 | -0.474 | -3.45% | -13.79% |
| +50bp | 3.949 | 75.421 | -0.474 | -6.65% | -26.59% |
| 6m 2027-04-28 | -50bp | 2.935 | 86.740 | 0.945 | +9.08% | +18.15% |
| -25bp | 3.185 | 83.850 | 0.945 | +5.51% | +11.02% |
| Unchanged (roll-down) | 3.435 | 81.069 | 0.945 | +2.08% | +4.15% |
| +25bp | 3.685 | 78.394 | 0.945 | -1.23% | -2.45% |
| +50bp | 3.935 | 75.821 | 0.945 | -4.40% | -8.80% |
| 12m 2027-10-28 | -50bp | 2.908 | 87.376 | 1.900 | +11.04% | +11.04% |
| -25bp | 3.158 | 84.537 | 1.900 | +7.54% | +7.54% |
| Unchanged (roll-down) | 3.408 | 81.803 | 1.900 | +4.16% | +4.16% |
| +25bp | 3.658 | 79.169 | 1.900 | +0.91% | +0.91% |
| +50bp | 3.908 | 76.633 | 1.900 | -2.22% | -2.22% |