bonds / 30Y / JGB (30-Year) No. 48
Bond Information
| Name | JGB (30-Year) No. 48 |
|---|
| ISIN | — |
|---|
| Issue # | 48 |
|---|
| Coupon (%) | 1.4% semi-annual |
|---|
| Issue Date | 2015-09-24 |
|---|
| Maturity | 2045-09-20 (Remaining 19y) |
|---|
| Outstanding | ¥2.9T (2026-03-31・MOF) |
|---|
| Total issued | ¥2.9T (annual report, FY-end) |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| SLF usage | last 30d —/ total ¥5.3B(last 2026-03-30・BOJ) |
|---|
| BOJ Holding | ¥2.2T(77.1%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates) |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.400 % |
|---|
| Compound Yield | 1.3987 % |
|---|
| Accrued Interest | 0.678904 (177 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 16.55 |
|---|
| Macaulay Duration | 16.66 |
|---|
| DV01 | — |
|---|
| Convexity | 307.2 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.700 |
| 2027-03-20 | coupon | 0.700 |
| 2027-09-20 | coupon | 0.700 |
| …(34 omitted)… |
| 2045-03-20 | coupon | 0.700 |
| 2045-09-20 | coupon + redemption | 100.700 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 19.0y) | 3.697 % → ref. price 68.790 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 3.182 | 74.929 | -0.357 | +8.32% | +33.29% |
| -25bp | 3.432 | 72.018 | -0.357 | +4.13% | +16.53% |
| Unchanged (roll-down) | 3.682 | 69.236 | -0.357 | +0.13% | +0.51% |
| +25bp | 3.932 | 66.576 | -0.357 | -3.70% | -14.80% |
| +50bp | 4.182 | 64.032 | -0.357 | -7.36% | -29.45% |
| 6m 2027-03-13 | -50bp | 3.168 | 75.341 | 0.688 | +10.42% | +20.84% |
| -25bp | 3.418 | 72.445 | 0.688 | +6.25% | +12.50% |
| Unchanged (roll-down) | 3.668 | 69.675 | 0.688 | +2.26% | +4.53% |
| +25bp | 3.918 | 67.024 | 0.688 | -1.55% | -3.10% |
| +50bp | 4.168 | 64.489 | 0.688 | -5.20% | -10.40% |
| 12m 2027-09-13 | -50bp | 3.139 | 76.176 | 1.400 | +12.65% | +12.65% |
| -25bp | 3.389 | 73.310 | 1.400 | +8.52% | +8.52% |
| Unchanged (roll-down) | 3.639 | 70.566 | 1.400 | +4.57% | +4.57% |
| +25bp | 3.889 | 67.938 | 1.400 | +0.79% | +0.79% |
| +50bp | 4.139 | 65.421 | 1.400 | -2.83% | -2.83% |