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bonds / 30Y / JGB (30-Year) No. 43

Bond Information

NameJGB (30-Year) No. 43
ISIN
Issue #43
Coupon (%)1.7% semi-annual
Issue Date2014-06-20
Maturity2044-06-20 (Remaining 17.8y)
Outstanding¥2.2T (2026-03-31・MOF)
Total issued¥2.3T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d ¥10.4B/ total ¥11.3B(last 2026-08-21・BOJ)
BOJ Holding¥1T(46.3%)(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 Yield1.700 %
Compound Yield1.6986 %
Accrued Interest0.298082 (64 days) per 100
Settlement Amount
Modified Duration15.29
Macaulay Duration15.42
DV01
Convexity264.4

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.850
2027-06-20coupon0.850
2027-12-20coupon0.850
…(31 omitted)…
2043-12-20coupon0.850
2044-06-20coupon + redemption100.850

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2014-08-12reopen4.0671.676
2014-07-10reopen3.12141.703
2014-06-05new3.0071.714

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

CMT interpolated (rem 17.8y)3.584 % → ref. price 75.306
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.06981.4870.428+8.74%+34.97%
-25bp3.31978.5480.428+4.86%+19.42%
Unchanged (roll-down)3.56975.7290.428+1.13%+4.51%
+25bp3.81973.0270.428-2.45%-9.79%
+50bp4.06970.4350.428-5.88%-23.50%
6m 2027-02-23-50bp3.05381.8760.855+9.82%+19.64%
-25bp3.30378.9560.855+5.96%+11.92%
Unchanged (roll-down)3.55376.1540.855+2.25%+4.50%
+25bp3.80373.4660.855-1.30%-2.61%
+50bp4.05370.8860.855-4.71%-9.43%
12m 2027-08-23-50bp3.02282.6311.700+11.94%+11.94%
-25bp3.27279.7501.700+8.13%+8.13%
Unchanged (roll-down)3.52276.9831.700+4.47%+4.47%
+25bp3.77274.3251.700+0.95%+0.95%
+50bp4.02271.7731.700-2.42%-2.42%