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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 16.9y)
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 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.800 %
Compound Yield1.7988 %
Accrued Interest0.187397 (38 days) per 100
Settlement Amount—
Modified Duration14.50
Macaulay Duration14.63
DV01—
Convexity237.8

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon0.900
2027-09-20coupon0.900
2028-03-20coupon0.900
…(29 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 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 16.9y)3.476 % → ref. price 78.693
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp2.96284.7900.454+8.30%+33.22%
-25bp3.21281.8760.454+4.61%+18.45%
Unchanged (roll-down)3.46279.0770.454+1.06%+4.25%
+25bp3.71276.3880.454-2.35%-9.39%
+50bp3.96273.8030.454-5.62%-22.50%
6m 2027-04-28-50bp2.94985.1150.905+9.29%+18.58%
-25bp3.19982.2250.905+5.63%+11.25%
Unchanged (roll-down)3.44979.4460.905+2.10%+4.21%
+25bp3.69976.7750.905-1.28%-2.57%
+50bp3.94974.2060.905-4.54%-9.08%
12m 2027-10-28-50bp2.92285.7941.800+11.29%+11.29%
-25bp3.17282.9521.800+7.68%+7.68%
Unchanged (roll-down)3.42280.2171.800+4.22%+4.22%
+25bp3.67277.5851.800+0.88%+0.88%
+50bp3.92275.0511.800-2.33%-2.33%