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bonds / 30Y / JGB (30-Year) No. 48

Bond Information

NameJGB (30-Year) No. 48
ISIN
Issue #48
Coupon (%)1.4% semi-annual
Issue Date2015-09-24
Maturity2045-09-20 (Remaining 19y)
Outstanding¥2.9T (2026-03-31・MOF)
Total issued¥2.9T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 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)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.400 %
Compound Yield1.3987 %
Accrued Interest0.678904 (177 days) per 100
Settlement Amount
Modified Duration16.55
Macaulay Duration16.66
DV01
Convexity307.2

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.700
2027-03-20coupon0.700
2027-09-20coupon0.700
…(34 omitted)…
2045-03-20coupon0.700
2045-09-20coupon + redemption100.700

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2015-11-12reopen3.1751.385
2015-10-08reopen3.3361.350
2015-09-08new3.1191.412

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)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.18274.929-0.357+8.32%+33.29%
-25bp3.43272.018-0.357+4.13%+16.53%
Unchanged (roll-down)3.68269.236-0.357+0.13%+0.51%
+25bp3.93266.576-0.357-3.70%-14.80%
+50bp4.18264.032-0.357-7.36%-29.45%
6m 2027-03-13-50bp3.16875.3410.688+10.42%+20.84%
-25bp3.41872.4450.688+6.25%+12.50%
Unchanged (roll-down)3.66869.6750.688+2.26%+4.53%
+25bp3.91867.0240.688-1.55%-3.10%
+50bp4.16864.4890.688-5.20%-10.40%
12m 2027-09-13-50bp3.13976.1761.400+12.65%+12.65%
-25bp3.38973.3101.400+8.52%+8.52%
Unchanged (roll-down)3.63970.5661.400+4.57%+4.57%
+25bp3.88967.9381.400+0.79%+0.79%
+50bp4.13965.4211.400-2.83%-2.83%