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bonds / 30Y / JGB (30-Year) No. 43

Bond Information

NameJGB (30-Year) No. 43
ISIN—
Issue #43
Coupon (%)1.7% semi-annual
Issue Date2014-06-20
Maturity2044-06-20 (Remaining 17.7y)
Outstanding¥2.2T (2026-03-31・MOF)
Total issued¥2.3T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d —/ total ¥11.3B(last 2026-08-21・BOJ)
BOJ Holding¥1T(46.3%)(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 Yield1.700 %
Compound Yield1.6986 %
Accrued Interest0.605479 (130 days) per 100
Settlement Amount—
Modified Duration15.11
Macaulay Duration15.24
DV01—
Convexity258.9

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.850
2027-06-20coupon0.850
2027-12-20coupon0.850
…(31 omitted)…
2043-12-20coupon0.850
2044-06-20coupon + redemption100.850

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2014-08-12reopen4.0671.676
2014-07-10reopen3.12141.703
2014-06-05new3.0071.714

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 17.6y)3.517 % → ref. price 76.233
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.00382.418-0.424+7.50%+29.99%
-25bp3.25379.465-0.424+3.66%+14.62%
Unchanged (roll-down)3.50376.633-0.424-0.03%-0.12%
+25bp3.75373.917-0.424-3.57%-14.26%
+50bp4.00371.310-0.424-6.96%-27.83%
6m 2027-04-28-50bp2.99082.7680.845+9.61%+19.21%
-25bp3.24079.8360.845+5.79%+11.58%
Unchanged (roll-down)3.49077.0220.845+2.13%+4.26%
+25bp3.74074.3220.845-1.39%-2.77%
+50bp3.99071.7300.845-4.76%-9.52%
12m 2027-10-28-50bp2.96383.4751.700+11.64%+11.64%
-25bp3.21380.5871.700+7.88%+7.88%
Unchanged (roll-down)3.46377.8121.700+4.27%+4.27%
+25bp3.71375.1451.700+0.80%+0.80%
+50bp3.96372.5831.700-2.54%-2.54%