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bonds / 30Y / JGB (30-Year) No. 44

Bond Information

NameJGB (30-Year) No. 44
ISIN
Issue #44
Coupon (%)1.7% semi-annual
Issue Date2014-09-22
Maturity2044-09-20 (Remaining 18y)
Outstanding¥2.3T (2026-03-31・MOF)
Total issued¥2.3T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d ¥5B/ total ¥32.8B(last 2026-09-04・BOJ)
BOJ Holding¥976.1B(42.1%)(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 Yield1.6983 %
Accrued Interest0.824384 (177 days) per 100
Settlement Amount
Modified Duration15.35
Macaulay Duration15.48
DV01
Convexity268.2

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.850
2027-03-20coupon0.850
2027-09-20coupon0.850
…(32 omitted)…
2044-03-20coupon0.850
2044-09-20coupon + redemption100.850

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2014-11-11reopen3.02141.483
2014-10-15reopen2.5991.633
2014-09-09new3.57161.679

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 18.0y)3.639 % → ref. price 74.504
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.12480.662-0.433+7.60%+30.40%
-25bp3.37477.730-0.433+3.71%+14.83%
Unchanged (roll-down)3.62474.919-0.433-0.02%-0.09%
+25bp3.87472.226-0.433-3.60%-14.40%
+50bp4.12469.643-0.433-7.03%-28.11%
6m 2027-03-13-50bp3.11081.0350.836+9.78%+19.56%
-25bp3.36078.1210.836+5.91%+11.82%
Unchanged (roll-down)3.61075.3270.836+2.20%+4.41%
+25bp3.86072.6470.836-1.35%-2.71%
+50bp4.11070.0770.836-4.77%-9.53%
12m 2027-09-13-50bp3.08181.7851.700+11.92%+11.92%
-25bp3.33178.9101.700+8.11%+8.11%
Unchanged (roll-down)3.58176.1501.700+4.44%+4.44%
+25bp3.83173.5011.700+0.93%+0.93%
+50bp4.08170.9571.700-2.45%-2.45%