bonds / 40Y / JGB (40-Year) No. 13
Bond Information
| Name | JGB (40-Year) No. 13 |
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| ISIN | — |
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| Issue # | 13 |
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| Coupon (%) | 0.5% semi-annual |
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| Issue Date | 2020-05-27 |
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| Maturity | 2060-03-20 （Remaining 33.6y） |
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| Outstanding | ¥4.2T （2026-03-31・MOF） |
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| Total issued | ¥4.2T （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 ¥8.8B／ total ¥128.7B（last 2026-07-30・BOJ） |
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| BOJ Holding | ¥123.4B（3.0%）（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 | 0.500 % |
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| Compound Yield | 0.4996 % |
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| Accrued Interest | 0.213699 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 30.83 |
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| Macaulay Duration | 30.90 |
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| DV01 | — |
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| Convexity | 1019.7 |
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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 | 0.250 |
| 2027-03-20 | coupon | 0.250 |
| 2027-09-20 | coupon | 0.250 |
| …（63 omitted）… |
| 2059-09-20 | coupon | 0.250 |
| 2060-03-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 33.6y) | 3.998 % → ref. price 35.644 |
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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 | 3.497 | 41.262 | -0.126 | +15.31% | +61.26% |
| -25bp | 3.747 | 38.464 | -0.126 | +7.51% | +30.05% |
| Unchanged (roll-down) | 3.997 | 35.880 | -0.126 | +0.31% | +1.22% |
| +25bp | 4.247 | 33.491 | -0.126 | -6.36% | -25.42% |
| +50bp | 4.497 | 31.284 | -0.126 | -12.51% | -50.05% |
| 6m 2027-02-23 | -50bp | 3.497 | 41.501 | 0.250 | +17.03% | +34.06% |
| -25bp | 3.747 | 38.703 | 0.250 | +9.23% | +18.45% |
| Unchanged (roll-down) | 3.997 | 36.116 | 0.250 | +2.01% | +4.03% |
| +25bp | 4.247 | 33.725 | 0.250 | -4.66% | -9.31% |
| +50bp | 4.497 | 31.513 | 0.250 | -10.82% | -21.65% |
| 12m 2027-08-23 | -50bp | 3.497 | 41.974 | 0.500 | +19.05% | +19.05% |
| -25bp | 3.747 | 39.175 | 0.500 | +11.24% | +11.24% |
| Unchanged (roll-down) | 3.997 | 36.585 | 0.500 | +4.02% | +4.02% |
| +25bp | 4.247 | 34.188 | 0.500 | -2.67% | -2.67% |
| +50bp | 4.497 | 31.968 | 0.500 | -8.86% | -8.86% |