bonds / 40Y / JGB (40-Year) No. 5
Bond Information
| Name | JGB (40-Year) No. 5 |
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| ISIN | — |
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| Issue # | 5 |
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| Coupon (%) | 2% semi-annual |
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| Issue Date | 2012-05-17 |
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| Maturity | 2052-03-20 （Remaining 25.6y） |
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| Outstanding | ¥2.1T （2026-03-31・MOF） |
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| Total issued | ¥2.1T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| STRIPS principal | ¥2.1B （2026-06-30） |
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| SLF usage | last 30d —／ total ¥26.9B（last 2026-07-14・BOJ） |
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| BOJ Holding | ¥217.2B（10.4%）（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 | 2.000 % |
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| Compound Yield | 1.9984 % |
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| Accrued Interest | 0.854795 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.79 |
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| Macaulay Duration | 19.99 |
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| DV01 | — |
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| Convexity | 468.9 |
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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 | 1.000 |
| 2027-03-20 | coupon | 1.000 |
| 2027-09-20 | coupon | 1.000 |
| …（47 omitted）… |
| 2051-09-20 | coupon | 1.000 |
| 2052-03-20 | coupon + redemption | 101.000 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 25.6y) | 4.014 % → ref. price 67.938 |
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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 | 3.516 | 74.694 | -0.504 | +9.09% | +36.36% |
| -25bp | 3.766 | 71.310 | -0.504 | +4.17% | +16.68% |
| Unchanged (roll-down) | 4.016 | 68.114 | -0.504 | -0.48% | -1.91% |
| +25bp | 4.266 | 65.094 | -0.504 | -4.87% | -19.47% |
| +50bp | 4.516 | 62.240 | -0.504 | -9.02% | -36.06% |
| 6m 2027-02-23 | -50bp | 3.517 | 74.837 | 1.000 | +11.48% | +22.97% |
| -25bp | 3.767 | 71.468 | 1.000 | +6.59% | +13.17% |
| Unchanged (roll-down) | 4.017 | 68.285 | 1.000 | +1.96% | +3.92% |
| +25bp | 4.267 | 65.277 | 1.000 | -2.41% | -4.83% |
| +50bp | 4.517 | 62.432 | 1.000 | -6.55% | -13.10% |
| 12m 2027-08-23 | -50bp | 3.493 | 75.471 | 2.000 | +13.86% | +13.86% |
| -25bp | 3.743 | 72.115 | 2.000 | +8.98% | +8.98% |
| Unchanged (roll-down) | 3.993 | 68.940 | 2.000 | +4.36% | +4.36% |
| +25bp | 4.243 | 65.936 | 2.000 | -0.00% | -0.00% |
| +50bp | 4.493 | 63.094 | 2.000 | -4.13% | -4.13% |