bonds / 30Y / JGB (30-Year) No. 44
Bond Information
| Name | JGB (30-Year) No. 44 |
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| ISIN | — |
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| Issue # | 44 |
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| Coupon (%) | 1.7% semi-annual |
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| Issue Date | 2014-09-22 |
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| Maturity | 2044-09-20 (Remaining 18y) |
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| Outstanding | ¥2.3T (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 ¥5B/ total ¥32.8B(last 2026-09-04・BOJ) |
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| BOJ Holding | ¥976.1B(42.1%)(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 | 1.6983 % |
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| Accrued Interest | 0.824384 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 15.35 |
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| Macaulay Duration | 15.48 |
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| DV01 | — |
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| Convexity | 268.2 |
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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 |
| …(32 omitted)… |
| 2044-03-20 | coupon | 0.850 |
| 2044-09-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 18.0y) | 3.639 % → ref. price 74.504 |
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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 | 3.124 | 80.662 | -0.433 | +7.60% | +30.40% |
| -25bp | 3.374 | 77.730 | -0.433 | +3.71% | +14.83% |
| Unchanged (roll-down) | 3.624 | 74.919 | -0.433 | -0.02% | -0.09% |
| +25bp | 3.874 | 72.226 | -0.433 | -3.60% | -14.40% |
| +50bp | 4.124 | 69.643 | -0.433 | -7.03% | -28.11% |
| 6m 2027-03-13 | -50bp | 3.110 | 81.035 | 0.836 | +9.78% | +19.56% |
| -25bp | 3.360 | 78.121 | 0.836 | +5.91% | +11.82% |
| Unchanged (roll-down) | 3.610 | 75.327 | 0.836 | +2.20% | +4.41% |
| +25bp | 3.860 | 72.647 | 0.836 | -1.35% | -2.71% |
| +50bp | 4.110 | 70.077 | 0.836 | -4.77% | -9.53% |
| 12m 2027-09-13 | -50bp | 3.081 | 81.785 | 1.700 | +11.92% | +11.92% |
| -25bp | 3.331 | 78.910 | 1.700 | +8.11% | +8.11% |
| Unchanged (roll-down) | 3.581 | 76.150 | 1.700 | +4.44% | +4.44% |
| +25bp | 3.831 | 73.501 | 1.700 | +0.93% | +0.93% |
| +50bp | 4.081 | 70.957 | 1.700 | -2.45% | -2.45% |