bonds / 40Y / JGB (40-Year) No. 13
Bond Information
| Name | JGB (40-Year) No. 13 |
|---|
| ISIN | — |
|---|
| Issue # | 13 |
|---|
| Coupon (%) | 0.5% semi-annual |
|---|
| Issue Date | 2020-05-27 |
|---|
| Maturity | 2060-03-20 （Remaining 33.4y） |
|---|
| Outstanding | ¥4.2T （2026-03-31・MOF） |
|---|
| Total issued | ¥4.2T （annual report, FY-end） |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| STRIPS principal | ¥100M （2026-09-30） |
|---|
| SLF usage | last 30d ¥7.5B／ total ¥145.1B（last 2026-10-23・BOJ） |
|---|
| BOJ Holding | ¥123.4B（3.0%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.500 % |
|---|
| Compound Yield | 0.4997 % |
|---|
| Accrued Interest | 0.052055 (38 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 30.72 |
|---|
| Macaulay Duration | 30.80 |
|---|
| DV01 | — |
|---|
| Convexity | 1011.0 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2027-03-20 | coupon | 0.250 |
| 2027-09-20 | coupon | 0.250 |
| 2028-03-20 | coupon | 0.250 |
| …（62 omitted）… |
| 2059-09-20 | coupon | 0.250 |
| 2060-03-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 33.4y) | 3.906 % → ref. price 36.731 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 3.406 | 42.507 | 0.126 | +16.05% | +64.19% |
| -25bp | 3.656 | 39.628 | 0.126 | +8.22% | +32.88% |
| Unchanged (roll-down) | 3.906 | 36.967 | 0.126 | +0.98% | +3.94% |
| +25bp | 4.156 | 34.507 | 0.126 | -5.70% | -22.81% |
| +50bp | 4.406 | 32.232 | 0.126 | -11.89% | -47.55% |
| 6m 2027-04-28 | -50bp | 3.406 | 42.740 | 0.251 | +17.02% | +34.04% |
| -25bp | 3.656 | 39.861 | 0.251 | +9.19% | +18.39% |
| Unchanged (roll-down) | 3.906 | 37.198 | 0.251 | +1.95% | +3.91% |
| +25bp | 4.156 | 34.736 | 0.251 | -4.74% | -9.48% |
| +50bp | 4.406 | 32.458 | 0.251 | -10.93% | -21.87% |
| 12m 2027-10-28 | -50bp | 3.406 | 43.226 | 0.500 | +19.02% | +19.02% |
| -25bp | 3.656 | 40.347 | 0.500 | +11.19% | +11.19% |
| Unchanged (roll-down) | 3.906 | 37.682 | 0.500 | +3.95% | +3.95% |
| +25bp | 4.156 | 35.214 | 0.500 | -2.76% | -2.76% |
| +50bp | 4.406 | 32.929 | 0.500 | -8.98% | -8.98% |