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 17.5y） |
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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 2026-08-31・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 | 1.700 % |
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| Compound Yield | 1.6986 % |
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| Accrued Interest | 0.824384 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.98 |
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| Macaulay Duration | 15.11 |
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| DV01 | — |
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| Convexity | 255.0 |
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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 | 0.850 |
| 2027-03-20 | coupon | 0.850 |
| 2027-09-20 | coupon | 0.850 |
| …（31 omitted）… |
| 2043-09-20 | coupon | 0.850 |
| 2044-03-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 17.5y) | 3.609 % → ref. price 75.337 |
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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 | 3.095 | 81.425 | -0.433 | +7.42% | +29.70% |
| -25bp | 3.345 | 78.531 | -0.433 | +3.62% | +14.50% |
| Unchanged (roll-down) | 3.595 | 75.754 | -0.433 | -0.02% | -0.09% |
| +25bp | 3.845 | 73.089 | -0.433 | -3.52% | -14.09% |
| +50bp | 4.095 | 70.531 | -0.433 | -6.88% | -27.52% |
| 6m 2027-03-13 | -50bp | 3.081 | 81.796 | 0.836 | +9.58% | +19.16% |
| -25bp | 3.331 | 78.921 | 0.836 | +5.80% | +11.61% |
| Unchanged (roll-down) | 3.581 | 76.161 | 0.836 | +2.18% | +4.36% |
| +25bp | 3.831 | 73.512 | 0.836 | -1.30% | -2.60% |
| +50bp | 4.081 | 70.967 | 0.836 | -4.64% | -9.28% |
| 12m 2027-09-13 | -50bp | 3.051 | 82.541 | 1.700 | +11.69% | +11.69% |
| -25bp | 3.301 | 79.707 | 1.700 | +7.97% | +7.97% |
| Unchanged (roll-down) | 3.551 | 76.985 | 1.700 | +4.39% | +4.39% |
| +25bp | 3.801 | 74.368 | 1.700 | +0.96% | +0.96% |
| +50bp | 4.051 | 71.852 | 1.700 | -2.34% | -2.34% |