bonds / 40Y / JGB (40-Year) No. 11
Bond Information
| Name | JGB (40-Year) No. 11 |
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| ISIN | — |
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| Issue # | 11 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2018-05-30 |
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| Maturity | 2058-03-20 （Remaining 31.5y） |
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| Outstanding | ¥2.1T （2026-03-31・MOF） |
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| Total issued | ¥2.9T （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 ¥18.6B（last 2026-08-12・BOJ） |
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| BOJ Holding | ¥630.7B（29.5%）（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 | 0.800 % |
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| Compound Yield | 0.7994 % |
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| Accrued Interest | 0.387945 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 27.72 |
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| Macaulay Duration | 27.83 |
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| DV01 | — |
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| Convexity | 848.1 |
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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 | 0.400 |
| 2027-03-20 | coupon | 0.400 |
| 2027-09-20 | coupon | 0.400 |
| …（59 omitted）… |
| 2057-09-20 | coupon | 0.400 |
| 2058-03-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 31.5y) | 3.996 % → ref. price 42.971 |
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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 | 3.496 | 48.948 | -0.204 | +13.31% | +53.25% |
| -25bp | 3.746 | 45.971 | -0.204 | +6.45% | +25.79% |
| Unchanged (roll-down) | 3.996 | 43.204 | -0.204 | +0.07% | +0.26% |
| +25bp | 4.246 | 40.631 | -0.204 | -5.87% | -23.48% |
| +50bp | 4.496 | 38.237 | -0.204 | -11.39% | -45.55% |
| 6m 2027-03-13 | -50bp | 3.496 | 49.175 | 0.393 | +15.21% | +30.43% |
| -25bp | 3.746 | 46.200 | 0.393 | +8.35% | +16.71% |
| Unchanged (roll-down) | 3.996 | 43.434 | 0.393 | +1.97% | +3.95% |
| +25bp | 4.246 | 40.860 | 0.393 | -3.96% | -7.92% |
| +50bp | 4.496 | 38.466 | 0.393 | -9.48% | -18.97% |
| 12m 2027-09-13 | -50bp | 3.495 | 49.640 | 0.800 | +17.22% | +17.22% |
| -25bp | 3.745 | 46.671 | 0.800 | +10.38% | +10.38% |
| Unchanged (roll-down) | 3.995 | 43.906 | 0.800 | +4.00% | +4.00% |
| +25bp | 4.245 | 41.332 | 0.800 | -1.94% | -1.94% |
| +50bp | 4.495 | 38.934 | 0.800 | -7.47% | -7.47% |