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bonds / 30Y / JGB (30-Year) No. 46

Bond Information

NameJGB (30-Year) No. 46
ISIN
Issue #46
Coupon (%)1.5% semi-annual
Issue Date2015-03-20
Maturity2045-03-20 (Remaining 18.5y)
Outstanding¥3T (2026-03-31・MOF)
Total issued¥3.1T (annual report, FY-end)
Statutory basis4条借換前倒財投
STRIPS principal¥3.1B (2026-06-30)
SLF usagelast 30d / total ¥31.7B(last 2026-07-17・BOJ)
BOJ Holding¥1.4T(46.6%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.500 %
Compound Yield1.4988 %
Accrued Interest0.727397 (177 days) per 100
Settlement Amount
Modified Duration16.01
Macaulay Duration16.13
DV01
Convexity288.8

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.750
2027-03-20coupon0.750
2027-09-20coupon0.750
…(33 omitted)…
2044-09-20coupon0.750
2045-03-20coupon + redemption100.750

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2015-05-14reopen2.74261.514
2015-04-09reopen2.86191.375
2015-03-05new3.76341.510

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 18.5y)3.668 % → ref. price 71.021
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.15377.153-0.382+8.01%+32.05%
-25bp3.40374.244-0.382+3.96%+15.83%
Unchanged (roll-down)3.65371.458-0.382+0.08%+0.31%
+25bp3.90368.792-0.382-3.64%-14.56%
+50bp4.15366.239-0.382-7.20%-28.79%
6m 2027-03-13-50bp3.13977.5530.738+10.13%+20.26%
-25bp3.38974.6590.738+6.10%+12.20%
Unchanged (roll-down)3.63971.8880.738+2.24%+4.47%
+25bp3.88969.2330.738-1.46%-2.93%
+50bp4.13966.6910.738-5.01%-10.02%
12m 2027-09-13-50bp3.10978.3601.500+12.32%+12.32%
-25bp3.35975.5001.500+8.33%+8.33%
Unchanged (roll-down)3.60972.7581.500+4.51%+4.51%
+25bp3.85970.1291.500+0.85%+0.85%
+50bp4.10967.6091.500-2.67%-2.67%