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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 17.8y)
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 ¥6.4B/ total ¥11.3B(last 2026-08-21・BOJ)
BOJ Holding¥1T(46.3%)(as of 2026-08-31・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 Interest0.395890 (85 days) per 100
Settlement Amount
Modified Duration15.23
Macaulay Duration15.36
DV01
Convexity262.7

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 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 17.8y)3.624 % → ref. price 74.922
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.11081.0410.424+8.69%+34.75%
-25bp3.36078.1280.424+4.82%+19.28%
Unchanged (roll-down)3.61075.3340.424+1.11%+4.44%
+25bp3.86072.6550.424-2.45%-9.79%
+50bp4.11070.0840.424-5.86%-23.44%
6m 2027-03-13-50bp3.09581.4130.841+9.73%+19.47%
-25bp3.34578.5180.841+5.89%+11.78%
Unchanged (roll-down)3.59575.7410.841+2.20%+4.41%
+25bp3.84573.0760.841-1.33%-2.67%
+50bp4.09570.5180.841-4.73%-9.46%
12m 2027-09-13-50bp3.06682.1651.700+11.87%+11.87%
-25bp3.31679.3111.700+8.08%+8.08%
Unchanged (roll-down)3.56676.5691.700+4.44%+4.44%
+25bp3.81673.9351.700+0.95%+0.95%
+50bp4.06671.4051.700-2.41%-2.41%