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 18.3y） |
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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 2026-08-31・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 | 0.349315 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 15.88 |
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| Macaulay Duration | 16.00 |
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| DV01 | — |
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| Convexity | 283.0 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 18.3y) | 3.653 % → ref. price 71.447 |
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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 2026-12-13 | -50bp | 3.139 | 77.547 | 0.374 | +9.02% | +36.06% |
| -25bp | 3.389 | 74.653 | 0.374 | +4.99% | +19.94% |
| Unchanged (roll-down) | 3.639 | 71.882 | 0.374 | +1.13% | +4.50% |
| +25bp | 3.889 | 69.227 | 0.374 | -2.57% | -10.29% |
| +50bp | 4.139 | 66.685 | 0.374 | -6.11% | -24.45% |
| 6m 2027-03-13 | -50bp | 3.124 | 77.946 | 0.742 | +10.08% | +20.17% |
| -25bp | 3.374 | 75.068 | 0.742 | +6.08% | +12.15% |
| Unchanged (roll-down) | 3.624 | 72.311 | 0.742 | +2.24% | +4.47% |
| +25bp | 3.874 | 69.669 | 0.742 | -1.44% | -2.89% |
| +50bp | 4.124 | 67.136 | 0.742 | -4.97% | -9.94% |
| 12m 2027-09-13 | -50bp | 3.095 | 78.755 | 1.500 | +12.27% | +12.27% |
| -25bp | 3.345 | 75.913 | 1.500 | +8.31% | +8.31% |
| Unchanged (roll-down) | 3.595 | 73.186 | 1.500 | +4.51% | +4.51% |
| +25bp | 3.845 | 70.571 | 1.500 | +0.87% | +0.87% |
| +50bp | 4.095 | 68.062 | 1.500 | -2.63% | -2.63% |