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 35.5y） |
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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 （2026-06-30） |
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| SLF usage | last 30d —／ total ¥6.1B（last 2026-08-12・BOJ） |
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| BOJ Holding | ¥1T（22.3%）（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 | 1.000 % |
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| Compound Yield | 0.9993 % |
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| Accrued Interest | 0.484932 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 29.71 |
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| Macaulay Duration | 29.86 |
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| DV01 | — |
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| Convexity | 1003.5 |
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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 | 0.500 |
| 2027-03-20 | coupon | 0.500 |
| 2027-09-20 | coupon | 0.500 |
| …（67 omitted）… |
| 2061-09-20 | coupon | 0.500 |
| 2062-03-20 | coupon + redemption | 100.500 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 35.5y) | 3.999 % → ref. price 43.347 |
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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 | 3.499 | 49.562 | -0.255 | +13.60% | +54.40% |
| -25bp | 3.749 | 46.428 | -0.255 | +6.45% | +25.79% |
| Unchanged (roll-down) | 3.999 | 43.534 | -0.255 | -0.15% | -0.62% |
| +25bp | 4.249 | 40.861 | -0.255 | -6.25% | -25.01% |
| +50bp | 4.499 | 38.392 | -0.255 | -11.89% | -47.54% |
| 6m 2027-03-13 | -50bp | 3.499 | 49.746 | 0.492 | +15.72% | +31.44% |
| -25bp | 3.749 | 46.613 | 0.492 | +8.57% | +17.15% |
| Unchanged (roll-down) | 3.999 | 43.719 | 0.492 | +1.97% | +3.94% |
| +25bp | 4.249 | 41.045 | 0.492 | -4.13% | -8.26% |
| +50bp | 4.499 | 38.573 | 0.492 | -9.77% | -19.54% |
| 12m 2027-09-13 | -50bp | 3.499 | 50.121 | 1.000 | +17.74% | +17.74% |
| -25bp | 3.749 | 46.991 | 1.000 | +10.59% | +10.59% |
| Unchanged (roll-down) | 3.999 | 44.097 | 1.000 | +3.99% | +3.99% |
| +25bp | 4.249 | 41.420 | 1.000 | -2.11% | -2.11% |
| +50bp | 4.499 | 38.944 | 1.000 | -7.76% | -7.76% |