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 18.8y） |
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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 2026-08-10・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 | 1.600 % |
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| Compound Yield | 1.5988 % |
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| Accrued Interest | 0.280548 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 16.17 |
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| Macaulay Duration | 16.30 |
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| DV01 | — |
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| Convexity | 295.1 |
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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 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 18.8y) | 3.646 % → ref. price 72.274 |
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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 | 3.131 | 78.538 | 0.403 | +9.19% | +36.75% |
| -25bp | 3.381 | 75.559 | 0.403 | +5.08% | +20.33% |
| Unchanged (roll-down) | 3.631 | 72.709 | 0.403 | +1.15% | +4.62% |
| +25bp | 3.881 | 69.982 | 0.403 | -2.60% | -10.41% |
| +50bp | 4.131 | 67.373 | 0.403 | -6.20% | -24.80% |
| 6m 2027-02-23 | -50bp | 3.115 | 78.944 | 0.804 | +10.30% | +20.60% |
| -25bp | 3.365 | 75.981 | 0.804 | +6.22% | +12.43% |
| Unchanged (roll-down) | 3.615 | 73.144 | 0.804 | +2.31% | +4.62% |
| +25bp | 3.865 | 70.429 | 0.804 | -1.43% | -2.87% |
| +50bp | 4.115 | 67.830 | 0.804 | -5.02% | -10.03% |
| 12m 2027-08-23 | -50bp | 3.084 | 79.735 | 1.600 | +12.49% | +12.49% |
| -25bp | 3.334 | 76.805 | 1.600 | +8.45% | +8.45% |
| Unchanged (roll-down) | 3.584 | 73.997 | 1.600 | +4.58% | +4.58% |
| +25bp | 3.834 | 71.307 | 1.600 | +0.87% | +0.87% |
| +50bp | 4.084 | 68.728 | 1.600 | -2.68% | -2.68% |