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 17y) |
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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 2026-08-31・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 | 1.7984 % |
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| Accrued Interest | 0.872877 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.49 |
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| Macaulay Duration | 14.62 |
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| DV01 | — |
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| Convexity | 239.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.900 |
| 2027-03-20 | coupon | 0.900 |
| 2027-09-20 | coupon | 0.900 |
| …(30 omitted)… |
| 2043-03-20 | coupon | 0.900 |
| 2043-09-20 | coupon + redemption | 100.900 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 17.0y) | 3.580 % → ref. price 77.423 |
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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 2026-12-13 | -50bp | 3.066 | 83.473 | -0.459 | +7.14% | +28.56% |
| -25bp | 3.316 | 80.594 | -0.459 | +3.46% | +13.85% |
| Unchanged (roll-down) | 3.566 | 77.827 | -0.459 | -0.07% | -0.28% |
| +25bp | 3.816 | 75.170 | -0.459 | -3.46% | -13.85% |
| +50bp | 4.066 | 72.617 | -0.459 | -6.72% | -26.90% |
| 6m 2027-03-13 | -50bp | 3.052 | 83.828 | 0.885 | +9.31% | +18.62% |
| -25bp | 3.302 | 80.970 | 0.885 | +5.66% | +11.32% |
| Unchanged (roll-down) | 3.552 | 78.223 | 0.885 | +2.15% | +4.30% |
| +25bp | 3.802 | 75.582 | 0.885 | -1.22% | -2.44% |
| +50bp | 4.052 | 73.044 | 0.885 | -4.46% | -8.93% |
| 12m 2027-09-13 | -50bp | 3.022 | 84.539 | 1.800 | +11.39% | +11.39% |
| -25bp | 3.272 | 81.726 | 1.800 | +7.79% | +7.79% |
| Unchanged (roll-down) | 3.522 | 79.019 | 1.800 | +4.34% | +4.34% |
| +25bp | 3.772 | 76.415 | 1.800 | +1.01% | +1.01% |
| +50bp | 4.022 | 73.909 | 1.800 | -2.19% | -2.19% |