bonds / 30Y / JGB (30-Year) No. 39
Bond Information
| Name | JGB (30-Year) No. 39 |
|---|
| ISIN | — |
|---|
| Issue # | 39 |
|---|
| Coupon (%) | 1.9% semi-annual |
|---|
| Issue Date | 2013-06-20 |
|---|
| Maturity | 2043-06-20 (Remaining 16.8y) |
|---|
| Outstanding | ¥2.5T (2026-03-31・MOF) |
|---|
| Total issued | ¥2.5T (annual report, FY-end) |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| STRIPS principal | ¥3.5B (2026-06-30) |
|---|
| SLF usage | last 30d —/ total ¥3.8B(last 2025-12-10・BOJ) |
|---|
| BOJ Holding | ¥637.5B(25.6%)(as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates) |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.900 % |
|---|
| Compound Yield | 1.8986 % |
|---|
| Accrued Interest | 0.333151 (64 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 14.31 |
|---|
| Macaulay Duration | 14.44 |
|---|
| DV01 | — |
|---|
| Convexity | 233.0 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.950 |
| 2027-06-20 | coupon | 0.950 |
| 2027-12-20 | coupon | 0.950 |
| …(29 omitted)… |
| 2042-12-20 | coupon | 0.950 |
| 2043-06-20 | coupon + redemption | 100.950 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 16.8y) | 3.522 % → ref. price 79.512 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 3.006 | 85.616 | 0.479 | +8.24% | +32.98% |
| -25bp | 3.256 | 82.706 | 0.479 | +4.60% | +18.40% |
| Unchanged (roll-down) | 3.506 | 79.910 | 0.479 | +1.10% | +4.39% |
| +25bp | 3.756 | 77.222 | 0.479 | -2.27% | -9.07% |
| +50bp | 4.006 | 74.639 | 0.479 | -5.50% | -22.02% |
| 6m 2027-02-23 | -50bp | 2.991 | 85.971 | 0.955 | +9.29% | +18.57% |
| -25bp | 3.241 | 83.084 | 0.955 | +5.67% | +11.34% |
| Unchanged (roll-down) | 3.491 | 80.308 | 0.955 | +2.19% | +4.39% |
| +25bp | 3.741 | 77.639 | 0.955 | -1.15% | -2.30% |
| +50bp | 3.991 | 75.071 | 0.955 | -4.37% | -8.73% |
| 12m 2027-08-23 | -50bp | 2.960 | 86.656 | 1.900 | +11.33% | +11.33% |
| -25bp | 3.210 | 83.816 | 1.900 | +7.77% | +7.77% |
| Unchanged (roll-down) | 3.460 | 81.083 | 1.900 | +4.35% | +4.35% |
| +25bp | 3.710 | 78.451 | 1.900 | +1.05% | +1.05% |
| +50bp | 3.960 | 75.917 | 1.900 | -2.12% | -2.12% |