bonds / 30Y / JGB (30-Year) No. 45
Bond Information
| Name | JGB (30-Year) No. 45 |
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| ISIN | — |
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| Issue # | 45 |
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| Coupon (%) | 1.5% semi-annual |
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| Issue Date | 2014-12-22 |
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| Maturity | 2044-12-20 （Remaining 18.3y） |
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| Outstanding | ¥2.5T （2026-03-31・MOF） |
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| Total issued | ¥2.5T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| BOJ Holding | ¥1.5T（61.0%）（as of 2026-08-10・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 | 1.500 % |
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| Compound Yield | 1.4987 % |
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| Accrued Interest | 0.263014 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 15.94 |
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| Macaulay Duration | 16.06 |
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| DV01 | — |
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| Convexity | 284.9 |
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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 | 0.750 |
| 2027-06-20 | coupon | 0.750 |
| 2027-12-20 | coupon | 0.750 |
| …（32 omitted）… |
| 2044-06-20 | coupon | 0.750 |
| 2044-12-20 | coupon + redemption | 100.750 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 18.3y) | 3.615 % → ref. price 71.801 |
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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 2026-11-23 | -50bp | 3.100 | 77.961 | 0.378 | +9.07% | +36.29% |
| -25bp | 3.350 | 75.042 | 0.378 | +5.02% | +20.09% |
| Unchanged (roll-down) | 3.600 | 72.247 | 0.378 | +1.14% | +4.58% |
| +25bp | 3.850 | 69.571 | 0.378 | -2.57% | -10.28% |
| +50bp | 4.100 | 67.007 | 0.378 | -6.13% | -24.51% |
| 6m 2027-02-23 | -50bp | 3.084 | 78.377 | 0.754 | +10.17% | +20.35% |
| -25bp | 3.334 | 75.475 | 0.754 | +6.15% | +12.29% |
| Unchanged (roll-down) | 3.584 | 72.695 | 0.754 | +2.29% | +4.57% |
| +25bp | 3.834 | 70.030 | 0.754 | -1.41% | -2.82% |
| +50bp | 4.084 | 67.477 | 0.754 | -4.95% | -9.91% |
| 12m 2027-08-23 | -50bp | 3.053 | 79.189 | 1.500 | +12.33% | +12.33% |
| -25bp | 3.303 | 76.322 | 1.500 | +8.35% | +8.35% |
| Unchanged (roll-down) | 3.553 | 73.571 | 1.500 | +4.54% | +4.54% |
| +25bp | 3.803 | 70.933 | 1.500 | +0.88% | +0.88% |
| +50bp | 4.053 | 68.402 | 1.500 | -2.64% | -2.64% |