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 31.4y） |
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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 （2026-09-30） |
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| SLF usage | last 30d —／ total ¥18.6B（last 2026-08-12・BOJ） |
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| BOJ Holding | ¥641.3B（30.0%）（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 | 0.800 % |
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| Compound Yield | 0.7995 % |
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| Accrued Interest | 0.083288 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 27.71 |
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| Macaulay Duration | 27.82 |
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| DV01 | — |
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| Convexity | 844.6 |
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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 | 0.400 |
| 2027-09-20 | coupon | 0.400 |
| 2028-03-20 | coupon | 0.400 |
| …（58 omitted）… |
| 2057-09-20 | coupon | 0.400 |
| 2058-03-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 31.4y) | 3.905 % → ref. price 44.073 |
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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 | 3.405 | 50.203 | 0.202 | +14.34% | +57.36% |
| -25bp | 3.655 | 47.147 | 0.202 | +7.42% | +29.67% |
| Unchanged (roll-down) | 3.905 | 44.306 | 0.202 | +0.98% | +3.94% |
| +25bp | 4.155 | 41.664 | 0.202 | -5.00% | -20.00% |
| +50bp | 4.405 | 39.206 | 0.202 | -10.57% | -42.26% |
| 6m 2027-04-28 | -50bp | 3.405 | 50.425 | 0.402 | +15.30% | +30.59% |
| -25bp | 3.655 | 47.373 | 0.402 | +8.38% | +16.77% |
| Unchanged (roll-down) | 3.905 | 44.533 | 0.402 | +1.95% | +3.90% |
| +25bp | 4.155 | 41.891 | 0.402 | -4.03% | -8.06% |
| +50bp | 4.405 | 39.432 | 0.402 | -9.60% | -19.20% |
| 12m 2027-10-28 | -50bp | 3.404 | 50.893 | 0.800 | +17.26% | +17.26% |
| -25bp | 3.654 | 47.847 | 0.800 | +10.36% | +10.36% |
| Unchanged (roll-down) | 3.904 | 45.011 | 0.800 | +3.94% | +3.94% |
| +25bp | 4.154 | 42.369 | 0.800 | -2.05% | -2.05% |
| +50bp | 4.404 | 39.908 | 0.800 | -7.62% | -7.62% |