bonds / 30Y / JGB (30-Year) No. 45
Bond Information
| Name | JGB (30-Year) No. 45 |
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| ISIN | — |
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| Issue # | 45 |
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| Coupon (%) | 1.5% semi-annual |
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| Issue Date | 2014-12-22 |
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| Maturity | 2044-12-20 （Remaining 18.2y） |
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| Outstanding | ¥2.5T （2026-03-31・MOF） |
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| Total issued | ¥2.5T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| BOJ Holding | ¥1.5T（61.0%）（as of 2026-10-20・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 | 1.500 % |
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| Compound Yield | 1.4987 % |
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| Accrued Interest | 0.534247 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 15.76 |
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| Macaulay Duration | 15.88 |
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| DV01 | — |
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| Convexity | 279.1 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.750 |
| 2027-06-20 | coupon | 0.750 |
| 2027-12-20 | coupon | 0.750 |
| …（32 omitted）… |
| 2044-06-20 | coupon | 0.750 |
| 2044-12-20 | coupon + redemption | 100.750 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 18.1y) | 3.544 % → ref. price 72.780 |
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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 2027-01-28 | -50bp | 3.030 | 78.953 | -0.374 | +7.91% | +31.64% |
| -25bp | 3.280 | 76.017 | -0.374 | +3.90% | +15.62% |
| Unchanged (roll-down) | 3.530 | 73.204 | -0.374 | +0.07% | +0.27% |
| +25bp | 3.780 | 70.510 | -0.374 | -3.61% | -14.43% |
| +50bp | 4.030 | 67.928 | -0.374 | -7.13% | -28.51% |
| 6m 2027-04-28 | -50bp | 3.017 | 79.332 | 0.746 | +9.95% | +19.91% |
| -25bp | 3.267 | 76.414 | 0.746 | +5.97% | +11.95% |
| Unchanged (roll-down) | 3.517 | 73.617 | 0.746 | +2.16% | +4.32% |
| +25bp | 3.767 | 70.936 | 0.746 | -1.50% | -3.00% |
| +50bp | 4.017 | 68.366 | 0.746 | -5.00% | -10.01% |
| 12m 2027-10-28 | -50bp | 2.990 | 80.098 | 1.500 | +12.03% | +12.03% |
| -25bp | 3.240 | 77.218 | 1.500 | +8.10% | +8.10% |
| Unchanged (roll-down) | 3.490 | 74.455 | 1.500 | +4.33% | +4.33% |
| +25bp | 3.740 | 71.805 | 1.500 | +0.72% | +0.72% |
| +50bp | 3.990 | 69.260 | 1.500 | -2.75% | -2.75% |