bonds / 40Y / JGB (40-Year) No. 17
Bond Information
| Name | JGB (40-Year) No. 17 |
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| ISIN | — |
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| Issue # | 17 |
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| Coupon (%) | 2.2% semi-annual |
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| Issue Date | 2024-05-23 |
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| Maturity | 2064-03-20 （Remaining 37.4y） |
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| Outstanding | ¥4.4T （2026-03-31・MOF） |
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| Total issued | ¥4.4T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| STRIPS principal | ¥200M （2026-09-30） |
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| SLF usage | last 30d —／ total ¥10.2B（last 2026-08-31・BOJ） |
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| BOJ Holding | ¥419.2B（9.5%）（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 | 2.200 % |
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| Compound Yield | 2.1986 % |
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| Accrued Interest | 0.229041 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 25.36 |
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| Macaulay Duration | 25.64 |
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| DV01 | — |
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| Convexity | 824.5 |
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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 | 1.100 |
| 2027-09-20 | coupon | 1.100 |
| 2028-03-20 | coupon | 1.100 |
| …（70 omitted）… |
| 2063-09-20 | coupon | 1.100 |
| 2064-03-20 | coupon + redemption | 101.100 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 37.4y) | 3.909 % → ref. price 66.520 |
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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 | 3.409 | 74.601 | 0.555 | +12.94% | +51.75% |
| -25bp | 3.659 | 70.458 | 0.555 | +6.73% | +26.92% |
| Unchanged (roll-down) | 3.909 | 66.622 | 0.555 | +0.98% | +3.94% |
| +25bp | 4.159 | 63.070 | 0.555 | -4.34% | -17.35% |
| +50bp | 4.409 | 59.777 | 0.555 | -9.27% | -37.08% |
| 6m 2027-04-28 | -50bp | 3.409 | 74.680 | 1.106 | +13.88% | +27.76% |
| -25bp | 3.659 | 70.544 | 1.106 | +7.69% | +15.37% |
| Unchanged (roll-down) | 3.909 | 66.715 | 1.106 | +1.95% | +3.90% |
| +25bp | 4.159 | 63.167 | 1.106 | -3.37% | -6.73% |
| +50bp | 4.409 | 59.878 | 1.106 | -8.29% | -16.59% |
| 12m 2027-10-28 | -50bp | 3.408 | 74.868 | 2.200 | +15.80% | +15.80% |
| -25bp | 3.658 | 70.750 | 2.200 | +9.63% | +9.63% |
| Unchanged (roll-down) | 3.908 | 66.934 | 2.200 | +3.92% | +3.92% |
| +25bp | 4.158 | 63.395 | 2.200 | -1.38% | -1.38% |
| +50bp | 4.408 | 60.112 | 2.200 | -6.30% | -6.30% |