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 30.5y） |
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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 （2026-06-30） |
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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 2026-08-31・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 | 0.8993 % |
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| Accrued Interest | 0.436438 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 26.54 |
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| Macaulay Duration | 26.65 |
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| DV01 | — |
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| Convexity | 783.1 |
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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 | 0.450 |
| 2027-03-20 | coupon | 0.450 |
| 2027-09-20 | coupon | 0.450 |
| …（57 omitted）… |
| 2056-09-20 | coupon | 0.450 |
| 2057-03-20 | coupon + redemption | 100.450 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 30.5y) | 3.995 % → ref. price 45.661 |
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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 2026-12-13 | -50bp | 3.495 | 51.735 | -0.229 | +12.68% | +50.72% |
| -25bp | 3.745 | 48.712 | -0.229 | +6.12% | +24.49% |
| Unchanged (roll-down) | 3.995 | 45.895 | -0.229 | +0.01% | +0.04% |
| +25bp | 4.245 | 43.268 | -0.229 | -5.69% | -22.75% |
| +50bp | 4.495 | 40.819 | -0.229 | -11.00% | -44.00% |
| 6m 2027-03-13 | -50bp | 3.495 | 51.962 | 0.443 | +14.63% | +29.26% |
| -25bp | 3.745 | 48.942 | 0.443 | +8.08% | +16.16% |
| Unchanged (roll-down) | 3.995 | 46.127 | 0.443 | +1.97% | +3.94% |
| +25bp | 4.245 | 43.501 | 0.443 | -3.72% | -7.45% |
| +50bp | 4.495 | 41.052 | 0.443 | -9.04% | -18.08% |
| 12m 2027-09-13 | -50bp | 3.497 | 52.396 | 0.900 | +16.56% | +16.56% |
| -25bp | 3.747 | 49.387 | 0.900 | +10.04% | +10.04% |
| Unchanged (roll-down) | 3.997 | 46.578 | 0.900 | +3.94% | +3.94% |
| +25bp | 4.247 | 43.955 | 0.900 | -1.75% | -1.75% |
| +50bp | 4.497 | 41.506 | 0.900 | -7.06% | -7.06% |