bonds / 30Y / JGB (30-Year) No. 38
Bond Information
| Name | JGB (30-Year) No. 38 |
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| ISIN | — |
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| Issue # | 38 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2013-03-21 |
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| Maturity | 2043-03-20 (Remaining 16.6y) |
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| Outstanding | ¥2.7T (2026-03-31・MOF) |
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| Total issued | ¥2.7T (annual report, FY-end) |
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| Statutory basis | 4条借換前倒 |
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| STRIPS principal | ¥900M (2026-06-30) |
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| BOJ Holding | ¥548.1B(20.6%)(as of 2026-08-10・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 | 1.800 % |
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| Compound Yield | 1.7987 % |
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| Accrued Interest | 0.769315 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.18 |
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| Macaulay Duration | 14.30 |
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| DV01 | — |
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| Convexity | 228.5 |
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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 | 0.900 |
| 2027-03-20 | coupon | 0.900 |
| 2027-09-20 | coupon | 0.900 |
| …(29 omitted)… |
| 2042-09-20 | coupon | 0.900 |
| 2043-03-20 | coupon + redemption | 100.900 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 16.6y) | 3.506 % → ref. price 78.660 |
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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 2026-11-23 | -50bp | 2.991 | 84.691 | -0.454 | +7.02% | +28.08% |
| -25bp | 3.241 | 81.828 | -0.454 | +3.42% | +13.67% |
| Unchanged (roll-down) | 3.491 | 79.076 | -0.454 | -0.05% | -0.19% |
| +25bp | 3.741 | 76.429 | -0.454 | -3.38% | -13.52% |
| +50bp | 3.991 | 73.884 | -0.454 | -6.58% | -26.34% |
| 6m 2027-02-23 | -50bp | 2.975 | 85.056 | 0.900 | +9.19% | +18.37% |
| -25bp | 3.225 | 82.217 | 0.900 | +5.61% | +11.22% |
| Unchanged (roll-down) | 3.475 | 79.485 | 0.900 | +2.17% | +4.34% |
| +25bp | 3.725 | 76.857 | 0.900 | -1.14% | -2.27% |
| +50bp | 3.975 | 74.328 | 0.900 | -4.32% | -8.64% |
| 12m 2027-08-23 | -50bp | 2.944 | 85.760 | 1.800 | +11.20% | +11.20% |
| -25bp | 3.194 | 82.968 | 1.800 | +7.69% | +7.69% |
| Unchanged (roll-down) | 3.444 | 80.279 | 1.800 | +4.30% | +4.30% |
| +25bp | 3.694 | 77.688 | 1.800 | +1.04% | +1.04% |
| +50bp | 3.944 | 75.193 | 1.800 | -2.10% | -2.10% |