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 37.5y） |
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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 （2026-06-30） |
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| SLF usage | last 30d ¥5.4B／ total ¥10.2B（last 2026-08-31・BOJ） |
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| BOJ Holding | ¥416.7B（9.4%）（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 | 2.200 % |
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| Compound Yield | 2.1983 % |
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| Accrued Interest | 1.066849 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 25.20 |
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| Macaulay Duration | 25.48 |
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| DV01 | — |
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| Convexity | 821.8 |
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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 | 1.100 |
| 2027-03-20 | coupon | 1.100 |
| 2027-09-20 | coupon | 1.100 |
| …（71 omitted）… |
| 2063-09-20 | coupon | 1.100 |
| 2064-03-20 | coupon + redemption | 101.100 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 37.5y) | 4.001 % → ref. price 65.124 |
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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 | 3.501 | 72.997 | -0.561 | +11.05% | +44.19% |
| -25bp | 3.751 | 68.966 | -0.561 | +4.96% | +19.83% |
| Unchanged (roll-down) | 4.001 | 65.234 | -0.561 | -0.68% | -2.72% |
| +25bp | 4.251 | 61.778 | -0.561 | -5.90% | -23.61% |
| +50bp | 4.501 | 58.574 | -0.561 | -10.74% | -42.97% |
| 6m 2027-03-13 | -50bp | 3.501 | 73.090 | 1.082 | +13.67% | +27.34% |
| -25bp | 3.751 | 69.066 | 1.082 | +7.59% | +15.18% |
| Unchanged (roll-down) | 4.001 | 65.340 | 1.082 | +1.96% | +3.92% |
| +25bp | 4.251 | 61.887 | 1.082 | -3.26% | -6.51% |
| +50bp | 4.501 | 58.686 | 1.082 | -8.09% | -16.18% |
| 12m 2027-09-13 | -50bp | 3.500 | 73.268 | 2.200 | +15.63% | +15.63% |
| -25bp | 3.750 | 69.260 | 2.200 | +9.57% | +9.57% |
| Unchanged (roll-down) | 4.000 | 65.545 | 2.200 | +3.96% | +3.96% |
| +25bp | 4.250 | 62.101 | 2.200 | -1.24% | -1.24% |
| +50bp | 4.500 | 58.904 | 2.200 | -6.07% | -6.07% |