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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 16.6y)
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 (2026-09-30)
SLF usagelast 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)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.900 %
Compound Yield1.8986 %
Accrued Interest0.676712 (130 days) per 100
Settlement Amount—
Modified Duration14.13
Macaulay Duration14.26
DV01—
Convexity227.9

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 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 16.6y)3.462 % → ref. price 80.332
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp2.94986.423-0.474+6.93%+27.74%
-25bp3.19983.509-0.474+3.34%+13.35%
Unchanged (roll-down)3.44980.707-0.474-0.12%-0.49%
+25bp3.69978.012-0.474-3.45%-13.79%
+50bp3.94975.421-0.474-6.65%-26.59%
6m 2027-04-28-50bp2.93586.7400.945+9.08%+18.15%
-25bp3.18583.8500.945+5.51%+11.02%
Unchanged (roll-down)3.43581.0690.945+2.08%+4.15%
+25bp3.68578.3940.945-1.23%-2.45%
+50bp3.93575.8210.945-4.40%-8.80%
12m 2027-10-28-50bp2.90887.3761.900+11.04%+11.04%
-25bp3.15884.5371.900+7.54%+7.54%
Unchanged (roll-down)3.40881.8031.900+4.16%+4.16%
+25bp3.65879.1691.900+0.91%+0.91%
+50bp3.90876.6331.900-2.22%-2.22%