bonds / 40Y / JGB (40-Year) No. 6
Bond Information
| Name | JGB (40-Year) No. 6 |
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| ISIN | — |
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| Issue # | 6 |
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| Coupon (%) | 1.9% semi-annual |
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| Issue Date | 2013-05-23 |
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| Maturity | 2053-03-20 （Remaining 26.6y） |
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| Outstanding | ¥2.2T （2026-03-31・MOF） |
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| Total issued | ¥2.3T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| STRIPS principal | ¥1.9B （2026-06-30） |
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| SLF usage | last 30d —／ total ¥42.2B（last 2026-07-09・BOJ） |
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| BOJ Holding | ¥968.1B（44.2%）（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 | 1.900 % |
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| Compound Yield | 1.8985 % |
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| Accrued Interest | 0.812055 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.64 |
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| Macaulay Duration | 20.83 |
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| DV01 | — |
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| Convexity | 508.5 |
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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 | 0.950 |
| 2027-03-20 | coupon | 0.950 |
| 2027-09-20 | coupon | 0.950 |
| …（49 omitted）… |
| 2052-09-20 | coupon | 0.950 |
| 2053-03-20 | coupon + redemption | 100.950 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 26.6y) | 4.010 % → ref. price 65.661 |
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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 | 3.511 | 72.438 | -0.479 | +9.47% | +37.89% |
| -25bp | 3.761 | 69.040 | -0.479 | +4.36% | +17.45% |
| Unchanged (roll-down) | 4.011 | 65.838 | -0.479 | -0.45% | -1.82% |
| +25bp | 4.261 | 62.820 | -0.479 | -5.00% | -19.98% |
| +50bp | 4.511 | 59.973 | -0.479 | -9.28% | -37.11% |
| 6m 2027-02-23 | -50bp | 3.512 | 72.585 | 0.950 | +11.84% | +23.69% |
| -25bp | 3.762 | 69.201 | 0.950 | +6.75% | +13.51% |
| Unchanged (roll-down) | 4.012 | 66.011 | 0.950 | +1.96% | +3.91% |
| +25bp | 4.262 | 63.003 | 0.950 | -2.57% | -5.14% |
| +50bp | 4.512 | 60.164 | 0.950 | -6.84% | -13.68% |
| 12m 2027-08-23 | -50bp | 3.514 | 72.868 | 1.900 | +13.70% | +13.70% |
| -25bp | 3.764 | 69.514 | 1.900 | +8.65% | +8.65% |
| Unchanged (roll-down) | 4.014 | 66.348 | 1.900 | +3.89% | +3.89% |
| +25bp | 4.264 | 63.359 | 1.900 | -0.61% | -0.61% |
| +50bp | 4.514 | 60.536 | 1.900 | -4.85% | -4.85% |