bonds / 30Y / JGB (30-Year) No. 47
Bond Information
| Name | JGB (30-Year) No. 47 |
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| ISIN | — |
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| Issue # | 47 |
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| Coupon (%) | 1.6% semi-annual |
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| Issue Date | 2015-06-22 |
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| Maturity | 2045-06-20 （Remaining 18.8y） |
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| Outstanding | ¥2.8T （2026-03-31・MOF） |
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| Total issued | ¥2.8T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| SLF usage | last 30d —／ total ¥3.5B（last 2025-10-07・BOJ） |
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| BOJ Holding | ¥2T（72.9%）（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 | 1.600 % |
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| Compound Yield | 1.5988 % |
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| Accrued Interest | 0.372603 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 16.11 |
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| Macaulay Duration | 16.24 |
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| DV01 | — |
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| Convexity | 293.2 |
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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 | 0.800 |
| 2027-06-20 | coupon | 0.800 |
| 2027-12-20 | coupon | 0.800 |
| …（33 omitted）… |
| 2044-12-20 | coupon | 0.800 |
| 2045-06-20 | coupon + redemption | 100.800 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 18.8y) | 3.682 % → ref. price 71.931 |
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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 | 3.168 | 78.134 | 0.399 | +9.13% | +36.52% |
| -25bp | 3.418 | 75.180 | 0.399 | +5.04% | +20.18% |
| Unchanged (roll-down) | 3.668 | 72.353 | 0.399 | +1.14% | +4.54% |
| +25bp | 3.918 | 69.648 | 0.399 | -2.61% | -10.42% |
| +50bp | 4.168 | 67.060 | 0.399 | -6.19% | -24.74% |
| 6m 2027-03-13 | -50bp | 3.153 | 78.522 | 0.791 | +10.21% | +20.42% |
| -25bp | 3.403 | 75.583 | 0.791 | +6.15% | +12.29% |
| Unchanged (roll-down) | 3.653 | 72.770 | 0.791 | +2.26% | +4.51% |
| +25bp | 3.903 | 70.077 | 0.791 | -1.47% | -2.94% |
| +50bp | 4.153 | 67.498 | 0.791 | -5.04% | -10.07% |
| 12m 2027-09-13 | -50bp | 3.124 | 79.309 | 1.600 | +12.42% | +12.42% |
| -25bp | 3.374 | 76.404 | 1.600 | +8.40% | +8.40% |
| Unchanged (roll-down) | 3.624 | 73.621 | 1.600 | +4.55% | +4.55% |
| +25bp | 3.874 | 70.953 | 1.600 | +0.86% | +0.86% |
| +50bp | 4.124 | 68.395 | 1.600 | -2.68% | -2.68% |