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bonds / 30Y / JGB (30-Year) No. 39

Bond Information

NameJGB (30-Year) No. 39
ISIN
Issue #39
Coupon (%)1.9% semi-annual
Issue Date2013-06-20
Maturity2043-06-20 (Remaining 16.8y)
Outstanding¥2.5T (2026-03-31・MOF)
Total issued¥2.5T (annual report, FY-end)
Statutory basis4条借換前倒財投
STRIPS principal¥3.5B (2026-06-30)
SLF usagelast 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)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.900 %
Compound Yield1.8986 %
Accrued Interest0.333151 (64 days) per 100
Settlement Amount
Modified Duration14.31
Macaulay Duration14.44
DV01
Convexity233.0

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.950
2027-06-20coupon0.950
2027-12-20coupon0.950
…(29 omitted)…
2042-12-20coupon0.950
2043-06-20coupon + redemption100.950

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2013-08-09reopen4.14261.791
2013-07-04reopen3.9611.894
2013-06-06new4.06321.865

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)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.00685.6160.479+8.24%+32.98%
-25bp3.25682.7060.479+4.60%+18.40%
Unchanged (roll-down)3.50679.9100.479+1.10%+4.39%
+25bp3.75677.2220.479-2.27%-9.07%
+50bp4.00674.6390.479-5.50%-22.02%
6m 2027-02-23-50bp2.99185.9710.955+9.29%+18.57%
-25bp3.24183.0840.955+5.67%+11.34%
Unchanged (roll-down)3.49180.3080.955+2.19%+4.39%
+25bp3.74177.6390.955-1.15%-2.30%
+50bp3.99175.0710.955-4.37%-8.73%
12m 2027-08-23-50bp2.96086.6561.900+11.33%+11.33%
-25bp3.21083.8161.900+7.77%+7.77%
Unchanged (roll-down)3.46081.0831.900+4.35%+4.35%
+25bp3.71078.4511.900+1.05%+1.05%
+50bp3.96075.9171.900-2.12%-2.12%