bonds / 40Y / JGB (40-Year) No. 15
Bond Information
| Name | JGB (40-Year) No. 15 |
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| ISIN | — |
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| Issue # | 15 |
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| Coupon (%) | 1% semi-annual |
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| Issue Date | 2022-05-27 |
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| Maturity | 2062-03-20 （Remaining 35.4y） |
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| Outstanding | ¥4.5T （2026-03-31・MOF） |
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| Total issued | ¥4.5T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| STRIPS principal | ¥300M （2026-09-30） |
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| SLF usage | last 30d —／ total ¥6.6B（last 2026-09-24・BOJ） |
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| BOJ Holding | ¥1T（22.3%）（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 | 1.000 % |
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| Compound Yield | 0.9994 % |
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| Accrued Interest | 0.104110 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 29.73 |
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| Macaulay Duration | 29.88 |
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| DV01 | — |
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| Convexity | 1001.1 |
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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 | 0.500 |
| 2027-09-20 | coupon | 0.500 |
| 2028-03-20 | coupon | 0.500 |
| …（66 omitted）… |
| 2061-09-20 | coupon | 0.500 |
| 2062-03-20 | coupon + redemption | 100.500 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 35.4y) | 3.908 % → ref. price 44.474 |
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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 | 3.408 | 50.867 | 0.252 | +14.91% | +59.63% |
| -25bp | 3.658 | 47.640 | 0.252 | +7.67% | +30.67% |
| Unchanged (roll-down) | 3.908 | 44.661 | 0.252 | +0.98% | +3.94% |
| +25bp | 4.158 | 41.909 | 0.252 | -5.19% | -20.75% |
| +50bp | 4.408 | 39.366 | 0.252 | -10.89% | -43.57% |
| 6m 2027-04-28 | -50bp | 3.407 | 51.045 | 0.503 | +15.87% | +31.74% |
| -25bp | 3.657 | 47.821 | 0.503 | +8.64% | +17.27% |
| Unchanged (roll-down) | 3.907 | 44.842 | 0.503 | +1.95% | +3.91% |
| +25bp | 4.157 | 42.089 | 0.503 | -4.22% | -8.44% |
| +50bp | 4.407 | 39.544 | 0.503 | -9.93% | -19.86% |
| 12m 2027-10-28 | -50bp | 3.407 | 51.425 | 1.000 | +17.84% | +17.84% |
| -25bp | 3.657 | 48.205 | 1.000 | +10.61% | +10.61% |
| Unchanged (roll-down) | 3.907 | 45.227 | 1.000 | +3.93% | +3.93% |
| +25bp | 4.157 | 42.473 | 1.000 | -2.25% | -2.25% |
| +50bp | 4.407 | 39.924 | 1.000 | -7.96% | -7.96% |