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 18.6y） |
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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 2026-10-20・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 | 1.600 % |
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| Compound Yield | 1.5988 % |
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| Accrued Interest | 0.569863 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 15.99 |
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| Macaulay Duration | 16.11 |
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| DV01 | — |
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| Convexity | 289.2 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 18.6y) | 3.571 % → ref. price 73.301 |
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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 | 3.058 | 79.584 | -0.399 | +7.97% | +31.86% |
| -25bp | 3.308 | 76.584 | -0.399 | +3.90% | +15.62% |
| Unchanged (roll-down) | 3.558 | 73.713 | -0.399 | +0.02% | +0.07% |
| +25bp | 3.808 | 70.964 | -0.399 | -3.70% | -14.81% |
| +50bp | 4.058 | 68.334 | -0.399 | -7.26% | -29.05% |
| 6m 2027-04-28 | -50bp | 3.044 | 79.952 | 0.796 | +10.08% | +20.16% |
| -25bp | 3.294 | 76.969 | 0.796 | +6.04% | +12.09% |
| Unchanged (roll-down) | 3.544 | 74.113 | 0.796 | +2.18% | +4.35% |
| +25bp | 3.794 | 71.378 | 0.796 | -1.53% | -3.05% |
| +50bp | 4.044 | 68.759 | 0.796 | -5.07% | -10.14% |
| 12m 2027-10-28 | -50bp | 3.017 | 80.695 | 1.600 | +12.18% | +12.18% |
| -25bp | 3.267 | 77.750 | 1.600 | +8.19% | +8.19% |
| Unchanged (roll-down) | 3.517 | 74.926 | 1.600 | +4.37% | +4.37% |
| +25bp | 3.767 | 72.220 | 1.600 | +0.70% | +0.70% |
| +50bp | 4.017 | 69.625 | 1.600 | -2.81% | -2.81% |