bonds / 40Y / JGB (40-Year) No. 13
Bond Information
| Name | JGB (40-Year) No. 13 |
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| ISIN | — |
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| Issue # | 13 |
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| Coupon (%) | 0.5% semi-annual |
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| Issue Date | 2020-05-27 |
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| Maturity | 2060-03-20 （Remaining 33.5y） |
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| Outstanding | ¥4.2T （2026-03-31・MOF） |
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| Total issued | ¥4.2T （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 ¥128.7B（last 2026-07-30・BOJ） |
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| BOJ Holding | ¥123.4B（3.0%）（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 | 0.500 % |
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| Compound Yield | 0.4996 % |
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| Accrued Interest | 0.242466 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 30.77 |
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| Macaulay Duration | 30.85 |
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| DV01 | — |
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| Convexity | 1016.1 |
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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 | 0.250 |
| 2027-03-20 | coupon | 0.250 |
| 2027-09-20 | coupon | 0.250 |
| …（63 omitted）… |
| 2059-09-20 | coupon | 0.250 |
| 2060-03-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 33.5y) | 3.998 % → ref. price 35.694 |
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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 | 3.498 | 41.310 | -0.127 | +15.27% | +61.09% |
| -25bp | 3.748 | 38.512 | -0.127 | +7.49% | +29.95% |
| Unchanged (roll-down) | 3.998 | 35.928 | -0.127 | +0.30% | +1.18% |
| +25bp | 4.248 | 33.539 | -0.127 | -6.35% | -25.41% |
| +50bp | 4.498 | 31.330 | -0.127 | -12.50% | -49.99% |
| 6m 2027-03-13 | -50bp | 3.497 | 41.544 | 0.246 | +16.96% | +33.93% |
| -25bp | 3.747 | 38.746 | 0.246 | +9.18% | +18.36% |
| Unchanged (roll-down) | 3.997 | 36.160 | 0.246 | +1.98% | +3.96% |
| +25bp | 4.247 | 33.768 | 0.246 | -4.68% | -9.35% |
| +50bp | 4.497 | 31.556 | 0.246 | -10.83% | -21.66% |
| 12m 2027-09-13 | -50bp | 3.497 | 42.027 | 0.500 | +19.01% | +19.01% |
| -25bp | 3.747 | 39.229 | 0.500 | +11.23% | +11.23% |
| Unchanged (roll-down) | 3.997 | 36.638 | 0.500 | +4.02% | +4.02% |
| +25bp | 4.247 | 34.241 | 0.500 | -2.65% | -2.65% |
| +50bp | 4.497 | 32.020 | 0.500 | -8.83% | -8.83% |