bonds / 30Y / JGB (30-Year) No. 44
Bond Information
| Name | JGB (30-Year) No. 44 |
|---|
| ISIN | — |
|---|
| Issue # | 44 |
|---|
| Coupon (%) | 1.7% semi-annual |
|---|
| Issue Date | 2014-09-22 |
|---|
| Maturity | 2044-09-20 （Remaining 17.9y） |
|---|
| Outstanding | ¥2.3T （2026-03-31・MOF） |
|---|
| Total issued | ¥2.3T （annual report, FY-end） |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| SLF usage | last 30d —／ total ¥32.8B（last 2026-09-04・BOJ） |
|---|
| BOJ Holding | ¥976.1B（42.1%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.700 % |
|---|
| Compound Yield | 1.6987 % |
|---|
| Accrued Interest | 0.176986 (38 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 15.36 |
|---|
| Macaulay Duration | 15.49 |
|---|
| DV01 | — |
|---|
| Convexity | 266.6 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2027-03-20 | coupon | 0.850 |
| 2027-09-20 | coupon | 0.850 |
| 2028-03-20 | coupon | 0.850 |
| …（31 omitted）… |
| 2044-03-20 | coupon | 0.850 |
| 2044-09-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 17.9y) | 3.531 % → ref. price 75.837 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 3.017 | 82.057 | 0.428 | +8.75% | +34.99% |
| -25bp | 3.267 | 79.084 | 0.428 | +4.84% | +19.34% |
| Unchanged (roll-down) | 3.517 | 76.235 | 0.428 | +1.09% | +4.35% |
| +25bp | 3.767 | 73.502 | 0.428 | -2.51% | -10.03% |
| +50bp | 4.017 | 70.882 | 0.428 | -5.95% | -23.82% |
| 6m 2027-04-28 | -50bp | 3.003 | 82.402 | 0.855 | +9.76% | +19.52% |
| -25bp | 3.253 | 79.449 | 0.855 | +5.88% | +11.75% |
| Unchanged (roll-down) | 3.503 | 76.617 | 0.855 | +2.15% | +4.30% |
| +25bp | 3.753 | 73.900 | 0.855 | -1.42% | -2.85% |
| +50bp | 4.003 | 71.294 | 0.855 | -4.85% | -9.70% |
| 12m 2027-10-28 | -50bp | 2.976 | 83.121 | 1.700 | +11.82% | +11.82% |
| -25bp | 3.226 | 80.211 | 1.700 | +7.99% | +7.99% |
| Unchanged (roll-down) | 3.476 | 77.416 | 1.700 | +4.31% | +4.31% |
| +25bp | 3.726 | 74.732 | 1.700 | +0.78% | +0.78% |
| +50bp | 3.976 | 72.155 | 1.700 | -2.61% | -2.61% |