bonds / 30Y / JGB (30-Year) No. 43
Bond Information
| Name | JGB (30-Year) No. 43 |
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| ISIN | — |
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| Issue # | 43 |
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| Coupon (%) | 1.7% semi-annual |
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| Issue Date | 2014-06-20 |
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| Maturity | 2044-06-20 (Remaining 17.8y) |
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| Outstanding | ¥2.2T (2026-03-31・MOF) |
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| Total issued | ¥2.3T (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 ¥6.4B/ total ¥11.3B(last 2026-08-21・BOJ) |
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| BOJ Holding | ¥1T(46.3%)(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 | 0.395890 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 15.23 |
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| Macaulay Duration | 15.36 |
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| DV01 | — |
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| Convexity | 262.7 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.850 |
| 2027-06-20 | coupon | 0.850 |
| 2027-12-20 | coupon | 0.850 |
| …(31 omitted)… |
| 2043-12-20 | coupon | 0.850 |
| 2044-06-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 17.8y) | 3.624 % → ref. price 74.922 |
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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 | 3.110 | 81.041 | 0.424 | +8.69% | +34.75% |
| -25bp | 3.360 | 78.128 | 0.424 | +4.82% | +19.28% |
| Unchanged (roll-down) | 3.610 | 75.334 | 0.424 | +1.11% | +4.44% |
| +25bp | 3.860 | 72.655 | 0.424 | -2.45% | -9.79% |
| +50bp | 4.110 | 70.084 | 0.424 | -5.86% | -23.44% |
| 6m 2027-03-13 | -50bp | 3.095 | 81.413 | 0.841 | +9.73% | +19.47% |
| -25bp | 3.345 | 78.518 | 0.841 | +5.89% | +11.78% |
| Unchanged (roll-down) | 3.595 | 75.741 | 0.841 | +2.20% | +4.41% |
| +25bp | 3.845 | 73.076 | 0.841 | -1.33% | -2.67% |
| +50bp | 4.095 | 70.518 | 0.841 | -4.73% | -9.46% |
| 12m 2027-09-13 | -50bp | 3.066 | 82.165 | 1.700 | +11.87% | +11.87% |
| -25bp | 3.316 | 79.311 | 1.700 | +8.08% | +8.08% |
| Unchanged (roll-down) | 3.566 | 76.569 | 1.700 | +4.44% | +4.44% |
| +25bp | 3.816 | 73.935 | 1.700 | +0.95% | +0.95% |
| +50bp | 4.066 | 71.405 | 1.700 | -2.41% | -2.41% |