bonds / 30Y / JGB (30-Year) No. 48
Bond Information
| Name | JGB (30-Year) No. 48 |
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| ISIN | — |
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| Issue # | 48 |
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| Coupon (%) | 1.4% semi-annual |
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| Issue Date | 2015-09-24 |
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| Maturity | 2045-09-20 （Remaining 18.9y） |
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| Outstanding | ¥2.9T （2026-03-31・MOF） |
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| Total issued | ¥2.9T （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 ¥5.3B（last 2026-03-30・BOJ） |
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| BOJ Holding | ¥2.2T（77.1%）（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 | 1.400 % |
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| Compound Yield | 1.3990 % |
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| Accrued Interest | 0.145753 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 16.54 |
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| Macaulay Duration | 16.66 |
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| DV01 | — |
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| Convexity | 305.2 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.700 |
| 2027-09-20 | coupon | 0.700 |
| 2028-03-20 | coupon | 0.700 |
| …（33 omitted）… |
| 2045-03-20 | coupon | 0.700 |
| 2045-09-20 | coupon + redemption | 100.700 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 18.9y) | 3.585 % → ref. price 70.167 |
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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 | 3.071 | 76.384 | 0.353 | +9.34% | +37.38% |
| -25bp | 3.321 | 73.426 | 0.353 | +5.14% | +20.55% |
| Unchanged (roll-down) | 3.571 | 70.598 | 0.353 | +1.12% | +4.46% |
| +25bp | 3.821 | 67.893 | 0.353 | -2.73% | -10.93% |
| +50bp | 4.071 | 65.306 | 0.353 | -6.41% | -25.64% |
| 6m 2027-04-28 | -50bp | 3.058 | 76.772 | 0.704 | +10.40% | +20.79% |
| -25bp | 3.308 | 73.830 | 0.704 | +6.21% | +12.42% |
| Unchanged (roll-down) | 3.558 | 71.015 | 0.704 | +2.21% | +4.42% |
| +25bp | 3.808 | 68.322 | 0.704 | -1.62% | -3.25% |
| +50bp | 4.058 | 65.744 | 0.704 | -5.29% | -10.58% |
| 12m 2027-10-28 | -50bp | 3.031 | 77.576 | 1.400 | +12.53% | +12.53% |
| -25bp | 3.281 | 74.668 | 1.400 | +8.39% | +8.39% |
| Unchanged (roll-down) | 3.531 | 71.882 | 1.400 | +4.43% | +4.43% |
| +25bp | 3.781 | 69.214 | 1.400 | +0.64% | +0.64% |
| +50bp | 4.031 | 66.658 | 1.400 | -3.00% | -3.00% |