bonds / 40Y / JGB (40-Year) No. 17
Bond Information
| Name | JGB (40-Year) No. 17 |
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| ISIN | — |
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| Issue # | 17 |
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| Coupon (%) | 2.2% semi-annual |
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| Issue Date | 2024-05-23 |
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| Maturity | 2064-03-20 （Remaining 37.6y） |
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| Outstanding | ¥4.4T （2026-03-31・MOF） |
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| Total issued | ¥4.4T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| STRIPS principal | ¥200M （2026-06-30） |
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| SLF usage | last 30d ¥400M／ total ¥5.2B（last 2026-08-19・BOJ） |
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| BOJ Holding | ¥408.4B（9.3%）（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 | 2.200 % |
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| Compound Yield | 2.1983 % |
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| Accrued Interest | 0.940274 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 25.26 |
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| Macaulay Duration | 25.54 |
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| DV01 | — |
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| Convexity | 824.7 |
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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 | 1.100 |
| 2027-03-20 | coupon | 1.100 |
| 2027-09-20 | coupon | 1.100 |
| …（71 omitted）… |
| 2063-09-20 | coupon | 1.100 |
| 2064-03-20 | coupon + redemption | 101.100 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 37.6y) | 4.000 % → ref. price 65.110 |
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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 | 3.500 | 72.990 | -0.555 | +11.09% | +44.36% |
| -25bp | 3.750 | 68.956 | -0.555 | +4.98% | +19.93% |
| Unchanged (roll-down) | 4.000 | 65.222 | -0.555 | -0.67% | -2.68% |
| +25bp | 4.250 | 61.764 | -0.555 | -5.91% | -23.62% |
| +50bp | 4.500 | 58.559 | -0.555 | -10.76% | -43.03% |
| 6m 2027-02-23 | -50bp | 3.500 | 73.083 | 1.100 | +13.74% | +27.47% |
| -25bp | 3.750 | 69.056 | 1.100 | +7.64% | +15.28% |
| Unchanged (roll-down) | 4.000 | 65.328 | 1.100 | +2.00% | +3.99% |
| +25bp | 4.250 | 61.874 | 1.100 | -3.23% | -6.47% |
| +50bp | 4.500 | 58.672 | 1.100 | -8.08% | -16.16% |
| 12m 2027-08-23 | -50bp | 3.500 | 73.256 | 2.200 | +15.66% | +15.66% |
| -25bp | 3.750 | 69.246 | 2.200 | +9.59% | +9.59% |
| Unchanged (roll-down) | 4.000 | 65.529 | 2.200 | +3.97% | +3.97% |
| +25bp | 4.250 | 62.083 | 2.200 | -1.25% | -1.25% |
| +50bp | 4.500 | 58.885 | 2.200 | -6.09% | -6.09% |