bonds / 30Y / JGB (30-Year) No. 44
Bond Information
| Name | JGB (30-Year) No. 44 |
|---|
| ISIN | — |
|---|
| Issue # | 44 |
|---|
| Coupon (%) | 1.7% semi-annual |
|---|
| Issue Date | 2014-09-22 |
|---|
| Maturity | 2044-09-20 （Remaining 18.1y） |
|---|
| Outstanding | ¥2.3T （2026-03-31・MOF） |
|---|
| Total issued | ¥2.3T （annual report, FY-end） |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| SLF usage | last 30d ¥3.6B／ total ¥27.8B（last 2026-08-04・BOJ） |
|---|
| BOJ Holding | ¥976.1B（42.1%）（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 | 1.6983 % |
|---|
| Accrued Interest | 0.726575 (156 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 15.41 |
|---|
| Macaulay Duration | 15.54 |
|---|
| DV01 | — |
|---|
| Convexity | 270.0 |
|---|
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 |
| …（32 omitted）… |
| 2044-03-20 | coupon | 0.850 |
| 2044-09-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 18.1y) | 3.600 % → ref. price 74.878 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 3.084 | 81.100 | -0.428 | +7.66% | +30.65% |
| -25bp | 3.334 | 78.142 | -0.428 | +3.75% | +15.00% |
| Unchanged (roll-down) | 3.584 | 75.308 | -0.428 | +0.00% | +0.00% |
| +25bp | 3.834 | 72.591 | -0.428 | -3.59% | -14.37% |
| +50bp | 4.084 | 69.987 | -0.428 | -7.04% | -28.14% |
| 6m 2027-02-23 | -50bp | 3.069 | 81.489 | 0.850 | +9.87% | +19.74% |
| -25bp | 3.319 | 78.550 | 0.850 | +5.98% | +11.96% |
| Unchanged (roll-down) | 3.569 | 75.732 | 0.850 | +2.25% | +4.51% |
| +25bp | 3.819 | 73.029 | 0.850 | -1.32% | -2.64% |
| +50bp | 4.069 | 70.437 | 0.850 | -4.75% | -9.50% |
| 12m 2027-08-23 | -50bp | 3.038 | 82.242 | 1.700 | +11.99% | +11.99% |
| -25bp | 3.288 | 79.341 | 1.700 | +8.15% | +8.15% |
| Unchanged (roll-down) | 3.538 | 76.556 | 1.700 | +4.47% | +4.47% |
| +25bp | 3.788 | 73.883 | 1.700 | +0.93% | +0.93% |
| +50bp | 4.038 | 71.317 | 1.700 | -2.46% | -2.46% |