bonds / 40Y / JGB (40-Year) No. 7
Bond Information
| Name | JGB (40-Year) No. 7 |
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| ISIN | — |
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| Issue # | 7 |
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| Coupon (%) | 1.7% semi-annual |
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| Issue Date | 2014-05-29 |
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| Maturity | 2054-03-20 （Remaining 27.6y） |
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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 | ¥300M （2026-06-30） |
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| SLF usage | last 30d ¥8.7B／ total ¥10.2B（last 2026-07-31・BOJ） |
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| BOJ Holding | ¥1.1T（50.1%）（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 | 1.700 % |
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| Compound Yield | 1.6987 % |
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| Accrued Interest | 0.726575 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 21.80 |
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| Macaulay Duration | 21.98 |
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| DV01 | — |
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| Convexity | 561.0 |
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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 | 0.850 |
| 2027-03-20 | coupon | 0.850 |
| 2027-09-20 | coupon | 0.850 |
| …（51 omitted）… |
| 2053-09-20 | coupon | 0.850 |
| 2054-03-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 27.6y) | 4.006 % → ref. price 61.685 |
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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 | 3.507 | 68.376 | -0.428 | +10.03% | +40.14% |
| -25bp | 3.757 | 65.024 | -0.428 | +4.66% | +18.65% |
| Unchanged (roll-down) | 4.007 | 61.872 | -0.428 | -0.39% | -1.55% |
| +25bp | 4.257 | 58.907 | -0.428 | -5.14% | -20.55% |
| +50bp | 4.507 | 56.119 | -0.428 | -9.61% | -38.42% |
| 6m 2027-02-23 | -50bp | 3.508 | 68.537 | 0.850 | +12.34% | +24.68% |
| -25bp | 3.758 | 65.196 | 0.850 | +6.99% | +13.97% |
| Unchanged (roll-down) | 4.008 | 62.054 | 0.850 | +1.95% | +3.91% |
| +25bp | 4.258 | 59.098 | 0.850 | -2.78% | -5.57% |
| +50bp | 4.508 | 56.316 | 0.850 | -7.24% | -14.48% |
| 12m 2027-08-23 | -50bp | 3.510 | 68.849 | 1.700 | +14.20% | +14.20% |
| -25bp | 3.760 | 65.533 | 1.700 | +8.89% | +8.89% |
| Unchanged (roll-down) | 4.010 | 62.411 | 1.700 | +3.89% | +3.89% |
| +25bp | 4.260 | 59.471 | 1.700 | -0.82% | -0.82% |
| +50bp | 4.510 | 56.701 | 1.700 | -5.26% | -5.26% |