bonds / 40Y / JGB (40-Year) No. 15
Bond Information
| Name | JGB (40-Year) No. 15 |
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| ISIN | — |
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| Issue # | 15 |
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| Coupon (%) | 1% semi-annual |
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| Issue Date | 2022-05-27 |
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| Maturity | 2062-03-20 （Remaining 35.6y） |
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| Outstanding | ¥4.5T （2026-03-31・MOF） |
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| Total issued | ¥4.5T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| STRIPS principal | ¥300M （2026-06-30） |
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| SLF usage | last 30d ¥900M／ total ¥6.1B（last 2026-08-12・BOJ） |
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| BOJ Holding | ¥1T（22.3%）（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 | 1.000 % |
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| Compound Yield | 0.9993 % |
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| Accrued Interest | 0.427397 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 29.77 |
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| Macaulay Duration | 29.91 |
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| DV01 | — |
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| Convexity | 1006.9 |
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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 | 0.500 |
| 2027-03-20 | coupon | 0.500 |
| 2027-09-20 | coupon | 0.500 |
| …（67 omitted）… |
| 2061-09-20 | coupon | 0.500 |
| 2062-03-20 | coupon + redemption | 100.500 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 35.6y) | 3.999 % → ref. price 43.310 |
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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 | 3.499 | 49.529 | -0.252 | +13.64% | +54.57% |
| -25bp | 3.749 | 46.394 | -0.252 | +6.47% | +25.89% |
| Unchanged (roll-down) | 3.999 | 43.499 | -0.252 | -0.14% | -0.57% |
| +25bp | 4.249 | 40.827 | -0.252 | -6.25% | -25.02% |
| +50bp | 4.499 | 38.357 | -0.252 | -11.90% | -47.60% |
| 6m 2027-02-23 | -50bp | 3.499 | 49.716 | 0.500 | +15.79% | +31.58% |
| -25bp | 3.749 | 46.582 | 0.500 | +8.62% | +17.25% |
| Unchanged (roll-down) | 3.999 | 43.687 | 0.500 | +2.01% | +4.01% |
| +25bp | 4.249 | 41.013 | 0.500 | -4.11% | -8.22% |
| +50bp | 4.499 | 38.541 | 0.500 | -9.76% | -19.52% |
| 12m 2027-08-23 | -50bp | 3.498 | 50.083 | 1.000 | +17.77% | +17.77% |
| -25bp | 3.748 | 46.952 | 1.000 | +10.61% | +10.61% |
| Unchanged (roll-down) | 3.998 | 44.057 | 1.000 | +3.99% | +3.99% |
| +25bp | 4.248 | 41.381 | 1.000 | -2.13% | -2.13% |
| +50bp | 4.498 | 38.904 | 1.000 | -7.79% | -7.79% |