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bonds / 30Y / JGB (30-Year) No. 38

Bond Information

NameJGB (30-Year) No. 38
ISIN
Issue #38
Coupon (%)1.8% semi-annual
Issue Date2013-03-21
Maturity2043-03-20 (Remaining 16.6y)
Outstanding¥2.7T (2026-03-31・MOF)
Total issued¥2.7T (annual report, FY-end)
Statutory basis4条借換前倒
STRIPS principal¥900M (2026-06-30)
BOJ Holding¥548.1B(20.6%)(as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.800 %
Compound Yield1.7987 %
Accrued Interest0.769315 (156 days) per 100
Settlement Amount
Modified Duration14.18
Macaulay Duration14.30
DV01
Convexity228.5

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.900
2027-03-20coupon0.900
2027-09-20coupon0.900
…(29 omitted)…
2042-09-20coupon0.900
2043-03-20coupon + redemption100.900

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2013-05-14reopen3.57181.775
2013-04-11reopen3.641161.492
2013-03-08new3.33161.820

Horizon total return settle 2026-08-23 ・ CMT 2026-08-20

CMT interpolated (rem 16.6y)3.506 % → ref. price 78.660
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp2.99184.691-0.454+7.02%+28.08%
-25bp3.24181.828-0.454+3.42%+13.67%
Unchanged (roll-down)3.49179.076-0.454-0.05%-0.19%
+25bp3.74176.429-0.454-3.38%-13.52%
+50bp3.99173.884-0.454-6.58%-26.34%
6m 2027-02-23-50bp2.97585.0560.900+9.19%+18.37%
-25bp3.22582.2170.900+5.61%+11.22%
Unchanged (roll-down)3.47579.4850.900+2.17%+4.34%
+25bp3.72576.8570.900-1.14%-2.27%
+50bp3.97574.3280.900-4.32%-8.64%
12m 2027-08-23-50bp2.94485.7601.800+11.20%+11.20%
-25bp3.19482.9681.800+7.69%+7.69%
Unchanged (roll-down)3.44480.2791.800+4.30%+4.30%
+25bp3.69477.6881.800+1.04%+1.04%
+50bp3.94475.1931.800-2.10%-2.10%