bonds / 30Y / JGB (30-Year) No. 40
Bond Information
| Name | JGB (30-Year) No. 40 |
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| ISIN | — |
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| Issue # | 40 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2013-09-20 |
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| Maturity | 2043-09-20 (Remaining 16.9y) |
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| Outstanding | ¥2.1T (2026-03-31・MOF) |
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| Total issued | ¥2.1T (annual report, FY-end) |
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| Statutory basis | 4条借換前倒 |
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| SLF usage | last 30d —/ total ¥100M(last 2026-05-25・BOJ) |
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| BOJ Holding | ¥653.7B(31.6%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates) |
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| Status | active |
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Results
Yield Calculator (price input) | Simple Yield | 1.800 % |
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| Compound Yield | 1.7988 % |
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| Accrued Interest | 0.187397 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.50 |
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| Macaulay Duration | 14.63 |
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| DV01 | — |
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| Convexity | 237.8 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.900 |
| 2027-09-20 | coupon | 0.900 |
| 2028-03-20 | coupon | 0.900 |
| …(29 omitted)… |
| 2043-03-20 | coupon | 0.900 |
| 2043-09-20 | coupon + redemption | 100.900 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 16.9y) | 3.476 % → ref. price 78.693 |
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| G-spread (vs interpolated CMT) | — |
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| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
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| 3m 2027-01-28 | -50bp | 2.962 | 84.790 | 0.454 | +8.30% | +33.22% |
| -25bp | 3.212 | 81.876 | 0.454 | +4.61% | +18.45% |
| Unchanged (roll-down) | 3.462 | 79.077 | 0.454 | +1.06% | +4.25% |
| +25bp | 3.712 | 76.388 | 0.454 | -2.35% | -9.39% |
| +50bp | 3.962 | 73.803 | 0.454 | -5.62% | -22.50% |
| 6m 2027-04-28 | -50bp | 2.949 | 85.115 | 0.905 | +9.29% | +18.58% |
| -25bp | 3.199 | 82.225 | 0.905 | +5.63% | +11.25% |
| Unchanged (roll-down) | 3.449 | 79.446 | 0.905 | +2.10% | +4.21% |
| +25bp | 3.699 | 76.775 | 0.905 | -1.28% | -2.57% |
| +50bp | 3.949 | 74.206 | 0.905 | -4.54% | -9.08% |
| 12m 2027-10-28 | -50bp | 2.922 | 85.794 | 1.800 | +11.29% | +11.29% |
| -25bp | 3.172 | 82.952 | 1.800 | +7.68% | +7.68% |
| Unchanged (roll-down) | 3.422 | 80.217 | 1.800 | +4.22% | +4.22% |
| +25bp | 3.672 | 77.585 | 1.800 | +0.88% | +0.88% |
| +50bp | 3.922 | 75.051 | 1.800 | -2.33% | -2.33% |