bonds / 40Y / JGB (40-Year) No. 10
Bond Information
| Name | JGB (40-Year) No. 10 |
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| ISIN | — |
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| Issue # | 10 |
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| Coupon (%) | 0.9% semi-annual |
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| Issue Date | 2017-05-29 |
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| Maturity | 2057-03-20 （Remaining 30.4y） |
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| Outstanding | ¥3T （2026-03-31・MOF） |
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| Total issued | ¥3.6T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| STRIPS principal | ¥100M （2026-09-30） |
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| SLF usage | last 30d —／ total ¥9.9B（last 2026-06-22・BOJ） |
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| BOJ Holding | ¥1.2T（41.1%）（as of 2026-10-20・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 | 0.900 % |
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| Compound Yield | 0.8995 % |
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| Accrued Interest | 0.093699 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 26.53 |
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| Macaulay Duration | 26.65 |
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| DV01 | — |
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| Convexity | 780.0 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.450 |
| 2027-09-20 | coupon | 0.450 |
| 2028-03-20 | coupon | 0.450 |
| …（56 omitted）… |
| 2056-09-20 | coupon | 0.450 |
| 2057-03-20 | coupon + redemption | 100.450 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 30.4y) | 3.904 % → ref. price 46.781 |
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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 2027-01-28 | -50bp | 3.404 | 53.004 | 0.227 | +13.76% | +55.04% |
| -25bp | 3.654 | 49.905 | 0.227 | +7.15% | +28.59% |
| Unchanged (roll-down) | 3.904 | 47.015 | 0.227 | +0.98% | +3.93% |
| +25bp | 4.154 | 44.322 | 0.227 | -4.76% | -19.05% |
| +50bp | 4.404 | 41.810 | 0.227 | -10.12% | -40.49% |
| 6m 2027-04-28 | -50bp | 3.405 | 53.217 | 0.452 | +14.69% | +29.39% |
| -25bp | 3.655 | 50.122 | 0.452 | +8.09% | +16.18% |
| Unchanged (roll-down) | 3.905 | 47.236 | 0.452 | +1.94% | +3.87% |
| +25bp | 4.155 | 44.544 | 0.452 | -3.81% | -7.62% |
| +50bp | 4.405 | 42.032 | 0.452 | -9.17% | -18.33% |
| 12m 2027-10-28 | -50bp | 3.408 | 53.633 | 0.900 | +16.54% | +16.54% |
| -25bp | 3.658 | 50.551 | 0.900 | +9.96% | +9.96% |
| Unchanged (roll-down) | 3.908 | 47.674 | 0.900 | +3.83% | +3.83% |
| +25bp | 4.158 | 44.988 | 0.900 | -1.91% | -1.91% |
| +50bp | 4.408 | 42.479 | 0.900 | -7.26% | -7.26% |