bonds / 40Y / JGB (40-Year) No. 11
Bond Information
| Name | JGB (40-Year) No. 11 |
|---|
| ISIN | — |
|---|
| Issue # | 11 |
|---|
| Coupon (%) | 0.8% semi-annual |
|---|
| Issue Date | 2018-05-30 |
|---|
| Maturity | 2058-03-20 （Remaining 31.6y） |
|---|
| Outstanding | ¥2.1T （2026-03-31・MOF） |
|---|
| Total issued | ¥2.9T （annual report, FY-end） |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| STRIPS principal | ¥100M （2026-06-30） |
|---|
| SLF usage | last 30d ¥700M／ total ¥18.6B（last 2026-08-12・BOJ） |
|---|
| BOJ Holding | ¥622.7B（29.2%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.800 % |
|---|
| Compound Yield | 0.7994 % |
|---|
| Accrued Interest | 0.341918 (156 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 27.78 |
|---|
| Macaulay Duration | 27.89 |
|---|
| DV01 | — |
|---|
| Convexity | 851.3 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.400 |
| 2027-03-20 | coupon | 0.400 |
| 2027-09-20 | coupon | 0.400 |
| …（59 omitted）… |
| 2057-09-20 | coupon | 0.400 |
| 2058-03-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 31.6y) | 3.996 % → ref. price 42.920 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 3.496 | 48.900 | -0.202 | +13.36% | +53.42% |
| -25bp | 3.746 | 45.922 | -0.202 | +6.47% | +25.89% |
| Unchanged (roll-down) | 3.996 | 43.154 | -0.202 | +0.08% | +0.30% |
| +25bp | 4.246 | 40.581 | -0.202 | -5.87% | -23.49% |
| +50bp | 4.496 | 38.189 | -0.202 | -11.40% | -45.61% |
| 6m 2027-02-23 | -50bp | 3.496 | 49.130 | 0.400 | +15.28% | +30.56% |
| -25bp | 3.746 | 46.155 | 0.400 | +8.40% | +16.81% |
| Unchanged (roll-down) | 3.996 | 43.389 | 0.400 | +2.01% | +4.02% |
| +25bp | 4.246 | 40.815 | 0.400 | -3.94% | -7.88% |
| +50bp | 4.496 | 38.421 | 0.400 | -9.48% | -18.95% |
| 12m 2027-08-23 | -50bp | 3.495 | 49.586 | 0.800 | +17.26% | +17.26% |
| -25bp | 3.745 | 46.616 | 0.800 | +10.39% | +10.39% |
| Unchanged (roll-down) | 3.995 | 43.852 | 0.800 | +4.00% | +4.00% |
| +25bp | 4.245 | 41.278 | 0.800 | -1.95% | -1.95% |
| +50bp | 4.495 | 38.880 | 0.800 | -7.49% | -7.49% |