bonds / 30Y / JGB (30-Year) No. 42
Bond Information
| Name | JGB (30-Year) No. 42 |
|---|
| ISIN | — |
|---|
| Issue # | 42 |
|---|
| Coupon (%) | 1.7% semi-annual |
|---|
| Issue Date | 2014-03-20 |
|---|
| Maturity | 2044-03-20 （Remaining 17.6y） |
|---|
| Outstanding | ¥2.3T （2026-03-31・MOF） |
|---|
| Total issued | ¥2.4T （annual report, FY-end） |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| SLF usage | last 30d —／ total ¥12.8B（last 2026-03-27・BOJ） |
|---|
| BOJ Holding | ¥637.4B（27.4%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.700 % |
|---|
| Compound Yield | 1.6986 % |
|---|
| Accrued Interest | 0.726575 (156 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 15.04 |
|---|
| Macaulay Duration | 15.17 |
|---|
| DV01 | — |
|---|
| Convexity | 256.7 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.850 |
| 2027-03-20 | coupon | 0.850 |
| 2027-09-20 | coupon | 0.850 |
| …（31 omitted）… |
| 2043-09-20 | coupon | 0.850 |
| 2044-03-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 17.6y) | 3.569 % → ref. price 75.728 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 3.053 | 81.880 | -0.428 | +7.49% | +29.94% |
| -25bp | 3.303 | 78.959 | -0.428 | +3.67% | +14.66% |
| Unchanged (roll-down) | 3.553 | 76.157 | -0.428 | +0.00% | +0.00% |
| +25bp | 3.803 | 73.469 | -0.428 | -3.52% | -14.06% |
| +50bp | 4.053 | 70.890 | -0.428 | -6.89% | -27.56% |
| 6m 2027-02-23 | -50bp | 3.037 | 82.266 | 0.850 | +9.66% | +19.33% |
| -25bp | 3.287 | 79.365 | 0.850 | +5.87% | +11.74% |
| Unchanged (roll-down) | 3.537 | 76.581 | 0.850 | +2.23% | +4.45% |
| +25bp | 3.787 | 73.908 | 0.850 | -1.27% | -2.54% |
| +50bp | 4.037 | 71.342 | 0.850 | -4.63% | -9.25% |
| 12m 2027-08-23 | -50bp | 3.007 | 83.013 | 1.700 | +11.75% | +11.75% |
| -25bp | 3.257 | 80.153 | 1.700 | +8.01% | +8.01% |
| Unchanged (roll-down) | 3.507 | 77.405 | 1.700 | +4.42% | +4.42% |
| +25bp | 3.757 | 74.764 | 1.700 | +0.96% | +0.96% |
| +50bp | 4.007 | 72.225 | 1.700 | -2.36% | -2.36% |