bonds / 40Y / JGB (40-Year) No. 10
Bond Information
| Name | JGB (40-Year) No. 10 |
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| ISIN | — |
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| Issue # | 10 |
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| Coupon (%) | 0.9% semi-annual |
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| Issue Date | 2017-05-29 |
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| Maturity | 2057-03-20 （Remaining 30.6y） |
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| Outstanding | ¥3T （2026-03-31・MOF） |
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| Total issued | ¥3.6T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| STRIPS principal | ¥100M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥9.9B（last 2026-06-22・BOJ） |
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| BOJ Holding | ¥1.2T（41.1%）（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 | 0.900 % |
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| Compound Yield | 0.8993 % |
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| Accrued Interest | 0.384658 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 26.59 |
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| Macaulay Duration | 26.71 |
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| DV01 | — |
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| Convexity | 786.2 |
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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 | 0.450 |
| 2027-03-20 | coupon | 0.450 |
| 2027-09-20 | coupon | 0.450 |
| …（57 omitted）… |
| 2056-09-20 | coupon | 0.450 |
| 2057-03-20 | coupon + redemption | 100.450 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 30.6y) | 3.995 % → ref. price 45.608 |
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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 | 3.495 | 51.686 | -0.227 | +12.72% | +50.89% |
| -25bp | 3.745 | 48.662 | -0.227 | +6.15% | +24.59% |
| Unchanged (roll-down) | 3.995 | 45.844 | -0.227 | +0.02% | +0.08% |
| +25bp | 4.245 | 43.218 | -0.227 | -5.69% | -22.76% |
| +50bp | 4.495 | 40.769 | -0.227 | -11.01% | -44.06% |
| 6m 2027-02-23 | -50bp | 3.495 | 51.916 | 0.450 | +14.70% | +29.39% |
| -25bp | 3.745 | 48.896 | 0.450 | +8.13% | +16.26% |
| Unchanged (roll-down) | 3.995 | 46.080 | 0.450 | +2.01% | +4.01% |
| +25bp | 4.245 | 43.454 | 0.450 | -3.70% | -7.41% |
| +50bp | 4.495 | 41.005 | 0.450 | -9.03% | -18.06% |
| 12m 2027-08-23 | -50bp | 3.497 | 52.344 | 0.900 | +16.60% | +16.60% |
| -25bp | 3.747 | 49.334 | 0.900 | +10.06% | +10.06% |
| Unchanged (roll-down) | 3.997 | 46.524 | 0.900 | +3.95% | +3.95% |
| +25bp | 4.247 | 43.901 | 0.900 | -1.75% | -1.75% |
| +50bp | 4.497 | 41.452 | 0.900 | -7.08% | -7.08% |