bonds / 30Y / JGB (30-Year) No. 40
Bond Information
| Name | JGB (30-Year) No. 40 |
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| ISIN | — |
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| Issue # | 40 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2013-09-20 |
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| Maturity | 2043-09-20 (Remaining 17.1y) |
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| Outstanding | ¥2.1T (2026-03-31・MOF) |
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| Total issued | ¥2.1T (annual report, FY-end) |
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| Statutory basis | 4条借換前倒 |
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| SLF usage | last 30d —/ total ¥100M(last 2026-05-25・BOJ) |
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| BOJ Holding | ¥653.7B(31.6%)(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 | 1.7983 % |
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| Accrued Interest | 0.769315 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.54 |
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| Macaulay Duration | 14.68 |
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| DV01 | — |
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| Convexity | 241.0 |
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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 |
| …(30 omitted)… |
| 2043-03-20 | coupon | 0.900 |
| 2043-09-20 | coupon + redemption | 100.900 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 17.1y) | 3.538 % → ref. price 77.836 |
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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 | 3.022 | 83.951 | -0.454 | +7.20% | +28.81% |
| -25bp | 3.272 | 81.045 | -0.454 | +3.50% | +14.02% |
| Unchanged (roll-down) | 3.522 | 78.253 | -0.454 | -0.05% | -0.19% |
| +25bp | 3.772 | 75.572 | -0.454 | -3.46% | -13.83% |
| +50bp | 4.022 | 72.996 | -0.454 | -6.73% | -26.94% |
| 6m 2027-02-23 | -50bp | 3.006 | 84.320 | 0.900 | +9.39% | +18.79% |
| -25bp | 3.256 | 81.436 | 0.900 | +5.72% | +11.45% |
| Unchanged (roll-down) | 3.506 | 78.664 | 0.900 | +2.20% | +4.39% |
| +25bp | 3.756 | 75.999 | 0.900 | -1.19% | -2.38% |
| +50bp | 4.006 | 73.439 | 0.900 | -4.45% | -8.90% |
| 12m 2027-08-23 | -50bp | 2.976 | 85.032 | 1.800 | +11.44% | +11.44% |
| -25bp | 3.226 | 82.192 | 1.800 | +7.83% | +7.83% |
| Unchanged (roll-down) | 3.476 | 79.460 | 1.800 | +4.36% | +4.36% |
| +25bp | 3.726 | 76.831 | 1.800 | +1.01% | +1.01% |
| +50bp | 3.976 | 74.302 | 1.800 | -2.21% | -2.21% |