bonds / 30Y / JGB (30-Year) No. 42
Bond Information
| Name | JGB (30-Year) No. 42 |
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| ISIN | — |
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| Issue # | 42 |
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| Coupon (%) | 1.7% semi-annual |
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| Issue Date | 2014-03-20 |
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| Maturity | 2044-03-20 （Remaining 17.4y） |
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| Outstanding | ¥2.3T （2026-03-31・MOF） |
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| Total issued | ¥2.4T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| SLF usage | last 30d —／ total ¥12.8B（last 2026-03-27・BOJ） |
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| BOJ Holding | ¥637.4B（27.4%）（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 | 1.700 % |
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| Compound Yield | 1.6990 % |
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| Accrued Interest | 0.176986 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.99 |
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| Macaulay Duration | 15.11 |
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| DV01 | — |
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| Convexity | 253.4 |
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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 | 0.850 |
| 2027-09-20 | coupon | 0.850 |
| 2028-03-20 | coupon | 0.850 |
| …（30 omitted）… |
| 2043-09-20 | coupon | 0.850 |
| 2044-03-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 17.4y) | 3.503 % → ref. price 76.637 |
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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 | 2.989 | 82.780 | 0.428 | +8.55% | +34.22% |
| -25bp | 3.239 | 79.848 | 0.428 | +4.74% | +18.95% |
| Unchanged (roll-down) | 3.489 | 77.035 | 0.428 | +1.08% | +4.30% |
| +25bp | 3.739 | 74.334 | 0.428 | -2.44% | -9.76% |
| +50bp | 3.989 | 71.742 | 0.428 | -5.81% | -23.26% |
| 6m 2027-04-28 | -50bp | 2.976 | 83.122 | 0.855 | +9.56% | +19.11% |
| -25bp | 3.226 | 80.212 | 0.855 | +5.77% | +11.53% |
| Unchanged (roll-down) | 3.476 | 77.417 | 0.855 | +2.13% | +4.26% |
| +25bp | 3.726 | 74.734 | 0.855 | -1.37% | -2.73% |
| +50bp | 3.976 | 72.156 | 0.855 | -4.72% | -9.44% |
| 12m 2027-10-28 | -50bp | 2.949 | 83.836 | 1.700 | +11.58% | +11.58% |
| -25bp | 3.199 | 80.970 | 1.700 | +7.85% | +7.85% |
| Unchanged (roll-down) | 3.449 | 78.215 | 1.700 | +4.27% | +4.27% |
| +25bp | 3.699 | 75.567 | 1.700 | +0.82% | +0.82% |
| +50bp | 3.949 | 73.021 | 1.700 | -2.49% | -2.49% |