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bonds / 30Y / JGB (30-Year) No. 40

Bond Information

NameJGB (30-Year) No. 40
ISIN
Issue #40
Coupon (%)1.8% semi-annual
Issue Date2013-09-20
Maturity2043-09-20 (Remaining 17.1y)
Outstanding¥2.1T (2026-03-31・MOF)
Total issued¥2.1T (annual report, FY-end)
Statutory basis4条借換前倒
SLF usagelast 30d / total ¥100M(last 2026-05-25・BOJ)
BOJ Holding¥653.7B(31.6%)(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 Yield1.7983 %
Accrued Interest0.769315 (156 days) per 100
Settlement Amount
Modified Duration14.54
Macaulay Duration14.68
DV01
Convexity241.0

Estimates based on the input price.

Cashflow Schedule

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

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2013-11-12reopen4.4051.616
2013-10-10reopen4.0761.630
2013-09-10new3.87141.803

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

CMT interpolated (rem 17.1y)3.538 % → ref. price 77.836
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.02283.951-0.454+7.20%+28.81%
-25bp3.27281.045-0.454+3.50%+14.02%
Unchanged (roll-down)3.52278.253-0.454-0.05%-0.19%
+25bp3.77275.572-0.454-3.46%-13.83%
+50bp4.02272.996-0.454-6.73%-26.94%
6m 2027-02-23-50bp3.00684.3200.900+9.39%+18.79%
-25bp3.25681.4360.900+5.72%+11.45%
Unchanged (roll-down)3.50678.6640.900+2.20%+4.39%
+25bp3.75675.9990.900-1.19%-2.38%
+50bp4.00673.4390.900-4.45%-8.90%
12m 2027-08-23-50bp2.97685.0321.800+11.44%+11.44%
-25bp3.22682.1921.800+7.83%+7.83%
Unchanged (roll-down)3.47679.4601.800+4.36%+4.36%
+25bp3.72676.8311.800+1.01%+1.01%
+50bp3.97674.3021.800-2.21%-2.21%