bonds / 40Y / JGB (40-Year) No. 5
Bond Information
| Name | JGB (40-Year) No. 5 |
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| ISIN | — |
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| Issue # | 5 |
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| Coupon (%) | 2% semi-annual |
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| Issue Date | 2012-05-17 |
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| Maturity | 2052-03-20 （Remaining 25.5y） |
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| Outstanding | ¥2.1T （2026-03-31・MOF） |
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| Total issued | ¥2.1T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| STRIPS principal | ¥2.1B （2026-06-30） |
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| SLF usage | last 30d —／ total ¥26.9B（last 2026-07-14・BOJ） |
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| BOJ Holding | ¥217.2B（10.4%）（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 | 2.000 % |
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| Compound Yield | 1.9984 % |
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| Accrued Interest | 0.969863 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.73 |
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| Macaulay Duration | 19.93 |
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| DV01 | — |
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| Convexity | 466.6 |
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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 | 1.000 |
| 2027-03-20 | coupon | 1.000 |
| 2027-09-20 | coupon | 1.000 |
| …（47 omitted）… |
| 2051-09-20 | coupon | 1.000 |
| 2052-03-20 | coupon + redemption | 101.000 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 25.5y) | 4.014 % → ref. price 67.988 |
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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 | 3.515 | 74.738 | -0.510 | +9.05% | +36.20% |
| -25bp | 3.765 | 71.356 | -0.510 | +4.15% | +16.58% |
| Unchanged (roll-down) | 4.015 | 68.162 | -0.510 | -0.49% | -1.95% |
| +25bp | 4.265 | 65.144 | -0.510 | -4.86% | -19.45% |
| +50bp | 4.515 | 62.291 | -0.510 | -9.00% | -36.00% |
| 6m 2027-03-13 | -50bp | 3.516 | 74.879 | 0.984 | +11.42% | +22.84% |
| -25bp | 3.766 | 71.513 | 0.984 | +6.54% | +13.08% |
| Unchanged (roll-down) | 4.016 | 68.332 | 0.984 | +1.93% | +3.85% |
| +25bp | 4.266 | 65.325 | 0.984 | -2.44% | -4.87% |
| +50bp | 4.516 | 62.482 | 0.984 | -6.56% | -13.12% |
| 12m 2027-09-13 | -50bp | 3.492 | 75.523 | 2.000 | +13.83% | +13.83% |
| -25bp | 3.742 | 72.170 | 2.000 | +8.96% | +8.96% |
| Unchanged (roll-down) | 3.992 | 68.997 | 2.000 | +4.36% | +4.36% |
| +25bp | 4.242 | 65.996 | 2.000 | +0.01% | +0.01% |
| +50bp | 4.492 | 63.155 | 2.000 | -4.11% | -4.11% |