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 39.4y） |
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| Outstanding | — |
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| SLF usage | last 30d —／ total ¥20B（last 2026-09-04・BOJ） |
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| BOJ Holding | ¥66.6B（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 | 3.800 % |
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| Compound Yield | 3.7976 % |
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| Accrued Interest | 0.395616 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.28 |
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| Macaulay Duration | 20.66 |
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| DV01 | — |
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| Convexity | 607.2 |
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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 | 1.900 |
| 2027-09-20 | coupon | 1.900 |
| 2028-03-20 | coupon | 1.900 |
| …（74 omitted）… |
| 2065-09-20 | coupon | 1.900 |
| 2066-03-20 | coupon + redemption | 101.900 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 39.4y) | 3.911 % → ref. price 97.739 |
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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 | 3.410 | 108.333 | 0.958 | +11.77% | +47.09% |
| -25bp | 3.660 | 102.842 | 0.958 | +6.18% | +24.70% |
| Unchanged (roll-down) | 3.910 | 97.747 | 0.958 | +0.98% | +3.94% |
| +25bp | 4.160 | 93.016 | 0.958 | -3.84% | -15.34% |
| +50bp | 4.410 | 88.620 | 0.958 | -8.32% | -33.26% |
| 6m 2027-04-28 | -50bp | 3.410 | 108.296 | 1.910 | +12.71% | +25.41% |
| -25bp | 3.660 | 102.822 | 1.910 | +7.13% | +14.25% |
| Unchanged (roll-down) | 3.910 | 97.741 | 1.910 | +1.95% | +3.90% |
| +25bp | 4.160 | 93.021 | 1.910 | -2.86% | -5.72% |
| +50bp | 4.410 | 88.635 | 1.910 | -7.33% | -14.66% |
| 12m 2027-10-28 | -50bp | 3.410 | 108.267 | 3.800 | +14.60% | +14.60% |
| -25bp | 3.660 | 102.827 | 3.800 | +9.06% | +9.06% |
| Unchanged (roll-down) | 3.910 | 97.774 | 3.800 | +3.91% | +3.91% |
| +25bp | 4.160 | 93.079 | 3.800 | -0.88% | -0.88% |
| +50bp | 4.410 | 88.711 | 3.800 | -5.33% | -5.33% |