bonds / 40Y / JGB (40-Year) No. 19
Bond Information
| Name | JGB (40-Year) No. 19 |
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| ISIN | — |
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| Issue # | 19 |
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| Coupon (%) | 3.8% semi-annual |
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| Issue Date | 2026-05-28 |
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| Maturity | 2066-03-20 （Remaining 39.5y） |
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| Outstanding | — |
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| SLF usage | last 30d ¥1B／ total ¥20B（last 2026-09-04・BOJ） |
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| BOJ Holding | ¥66.6B（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 | 3.800 % |
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| Compound Yield | 3.7970 % |
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| Accrued Interest | 1.842740 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.02 |
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| Macaulay Duration | 20.40 |
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| DV01 | — |
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| Convexity | 600.9 |
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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 | 1.900 |
| 2027-03-20 | coupon | 1.900 |
| 2027-09-20 | coupon | 1.900 |
| …（75 omitted）… |
| 2065-09-20 | coupon | 1.900 |
| 2066-03-20 | coupon + redemption | 101.900 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 39.5y) | 4.003 % → ref. price 95.934 |
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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 | 3.502 | 106.273 | -0.968 | +9.58% | +38.34% |
| -25bp | 3.752 | 100.923 | -0.968 | +4.11% | +16.45% |
| Unchanged (roll-down) | 4.002 | 95.959 | -0.968 | -0.96% | -3.86% |
| +25bp | 4.252 | 91.349 | -0.968 | -5.68% | -22.72% |
| +50bp | 4.502 | 87.065 | -0.968 | -10.06% | -40.24% |
| 6m 2027-03-13 | -50bp | 3.502 | 106.261 | 1.869 | +12.47% | +24.95% |
| -25bp | 3.752 | 100.928 | 1.869 | +7.02% | +14.04% |
| Unchanged (roll-down) | 4.002 | 95.977 | 1.869 | +1.96% | +3.91% |
| +25bp | 4.252 | 91.378 | 1.869 | -2.75% | -5.50% |
| +50bp | 4.502 | 87.102 | 1.869 | -7.12% | -14.24% |
| 12m 2027-09-13 | -50bp | 3.502 | 106.215 | 3.800 | +14.40% | +14.40% |
| -25bp | 3.752 | 100.914 | 3.800 | +8.98% | +8.98% |
| Unchanged (roll-down) | 4.002 | 95.989 | 3.800 | +3.94% | +3.94% |
| +25bp | 4.252 | 91.412 | 3.800 | -0.74% | -0.74% |
| +50bp | 4.502 | 87.154 | 3.800 | -5.09% | -5.09% |