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 19.1y） |
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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 2026-08-10・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 | 1.400 % |
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| Compound Yield | 1.3987 % |
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| Accrued Interest | 0.598356 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 16.60 |
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| Macaulay Duration | 16.72 |
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| DV01 | — |
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| Convexity | 309.1 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 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 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 19.1y) | 3.662 % → ref. price 69.110 |
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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 | 3.146 | 75.309 | -0.353 | +8.39% | +33.55% |
| -25bp | 3.396 | 72.375 | -0.353 | +4.18% | +16.71% |
| Unchanged (roll-down) | 3.646 | 69.570 | -0.353 | +0.15% | +0.62% |
| +25bp | 3.896 | 66.889 | -0.353 | -3.69% | -14.77% |
| +50bp | 4.146 | 64.325 | -0.353 | -7.37% | -29.48% |
| 6m 2027-02-23 | -50bp | 3.131 | 75.740 | 0.700 | +10.51% | +21.03% |
| -25bp | 3.381 | 72.819 | 0.700 | +6.33% | +12.65% |
| Unchanged (roll-down) | 3.631 | 70.027 | 0.700 | +2.32% | +4.64% |
| +25bp | 3.881 | 67.355 | 0.700 | -1.51% | -3.03% |
| +50bp | 4.131 | 64.800 | 0.700 | -5.18% | -10.36% |
| 12m 2027-08-23 | -50bp | 3.100 | 76.578 | 1.400 | +12.72% | +12.72% |
| -25bp | 3.350 | 73.687 | 1.400 | +8.57% | +8.57% |
| Unchanged (roll-down) | 3.600 | 70.919 | 1.400 | +4.60% | +4.60% |
| +25bp | 3.850 | 68.269 | 1.400 | +0.80% | +0.80% |
| +50bp | 4.100 | 65.731 | 1.400 | -2.84% | -2.84% |