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bonds / 30Y / JGB (30-Year) No. 40

Bond Information

NameJGB (30-Year) No. 40
ISIN
Issue #40
Coupon (%)1.8% semi-annual
Issue Date2013-09-20
Maturity2043-09-20 (Remaining 17y)
Outstanding¥2.1T (2026-03-31・MOF)
Total issued¥2.1T (annual report, FY-end)
Statutory basis4条借換前倒
SLF usagelast 30d / total ¥100M(last 2026-05-25・BOJ)
BOJ Holding¥653.7B(31.6%)(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 Yield1.800 %
Compound Yield1.7984 %
Accrued Interest0.872877 (177 days) per 100
Settlement Amount
Modified Duration14.49
Macaulay Duration14.62
DV01
Convexity239.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.900
2027-03-20coupon0.900
2027-09-20coupon0.900
…(30 omitted)…
2043-03-20coupon0.900
2043-09-20coupon + redemption100.900

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2013-11-12reopen4.4051.616
2013-10-10reopen4.0761.630
2013-09-10new3.87141.803

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 17.0y)3.580 % → ref. price 77.423
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.06683.473-0.459+7.14%+28.56%
-25bp3.31680.594-0.459+3.46%+13.85%
Unchanged (roll-down)3.56677.827-0.459-0.07%-0.28%
+25bp3.81675.170-0.459-3.46%-13.85%
+50bp4.06672.617-0.459-6.72%-26.90%
6m 2027-03-13-50bp3.05283.8280.885+9.31%+18.62%
-25bp3.30280.9700.885+5.66%+11.32%
Unchanged (roll-down)3.55278.2230.885+2.15%+4.30%
+25bp3.80275.5820.885-1.22%-2.44%
+50bp4.05273.0440.885-4.46%-8.93%
12m 2027-09-13-50bp3.02284.5391.800+11.39%+11.39%
-25bp3.27281.7261.800+7.79%+7.79%
Unchanged (roll-down)3.52279.0191.800+4.34%+4.34%
+25bp3.77276.4151.800+1.01%+1.01%
+50bp4.02273.9091.800-2.19%-2.19%