bonds / 40Y / JGB (40-Year) No. 19
Bond Information
| Name | JGB (40-Year) No. 19 |
|---|
| ISIN | — |
|---|
| Issue # | 19 |
|---|
| Coupon (%) | 3.8% semi-annual |
|---|
| Issue Date | 2026-05-28 |
|---|
| Maturity | 2066-03-20 （Remaining 39.6y） |
|---|
| Outstanding | — |
|---|
| SLF usage | last 30d —／ total ¥19B（last 2026-07-21・BOJ） |
|---|
| BOJ Holding | ¥64.3B（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 3.800 % |
|---|
| Compound Yield | 3.7969 % |
|---|
| Accrued Interest | 1.624110 (156 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 20.08 |
|---|
| Macaulay Duration | 20.46 |
|---|
| DV01 | — |
|---|
| Convexity | 603.2 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 1.900 |
| 2027-03-20 | coupon | 1.900 |
| 2027-09-20 | coupon | 1.900 |
| …（75 omitted）… |
| 2065-09-20 | coupon | 1.900 |
| 2066-03-20 | coupon + redemption | 101.900 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 39.6y) | 4.002 % → ref. price 95.947 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 3.502 | 106.297 | -0.958 | +9.63% | +38.50% |
| -25bp | 3.752 | 100.942 | -0.958 | +4.14% | +16.55% |
| Unchanged (roll-down) | 4.002 | 95.974 | -0.958 | -0.95% | -3.81% |
| +25bp | 4.252 | 91.361 | -0.958 | -5.68% | -22.73% |
| +50bp | 4.502 | 87.073 | -0.958 | -10.08% | -40.30% |
| 6m 2027-02-23 | -50bp | 3.501 | 106.283 | 1.900 | +12.54% | +25.08% |
| -25bp | 3.751 | 100.945 | 1.900 | +7.07% | +14.14% |
| Unchanged (roll-down) | 4.001 | 95.990 | 1.900 | +1.99% | +3.98% |
| +25bp | 4.251 | 91.387 | 1.900 | -2.73% | -5.45% |
| +50bp | 4.501 | 87.109 | 1.900 | -7.11% | -14.22% |
| 12m 2027-08-23 | -50bp | 3.501 | 106.236 | 3.800 | +14.44% | +14.44% |
| -25bp | 3.751 | 100.929 | 3.800 | +9.00% | +9.00% |
| Unchanged (roll-down) | 4.001 | 96.001 | 3.800 | +3.95% | +3.95% |
| +25bp | 4.251 | 91.420 | 3.800 | -0.75% | -0.75% |
| +50bp | 4.501 | 87.158 | 3.800 | -5.11% | -5.11% |