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 25.4y） |
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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 （2026-09-30） |
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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 2026-10-20・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 | 2.000 % |
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| Compound Yield | 1.9988 % |
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| Accrued Interest | 0.208219 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.81 |
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| Macaulay Duration | 20.01 |
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| DV01 | — |
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| Convexity | 466.4 |
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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 | 1.000 |
| 2027-09-20 | coupon | 1.000 |
| 2028-03-20 | coupon | 1.000 |
| …（46 omitted）… |
| 2051-09-20 | coupon | 1.000 |
| 2052-03-20 | coupon + redemption | 101.000 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 25.4y) | 3.936 % → ref. price 69.058 |
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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 | 3.438 | 75.893 | 0.504 | +10.60% | +42.38% |
| -25bp | 3.688 | 72.460 | 0.504 | +5.64% | +22.55% |
| Unchanged (roll-down) | 3.938 | 69.216 | 0.504 | +0.96% | +3.82% |
| +25bp | 4.188 | 66.150 | 0.504 | -3.47% | -13.88% |
| +50bp | 4.438 | 63.252 | 0.504 | -7.65% | -30.62% |
| 6m 2027-04-28 | -50bp | 3.434 | 76.092 | 1.005 | +11.61% | +23.21% |
| -25bp | 3.684 | 72.671 | 1.005 | +6.67% | +13.33% |
| Unchanged (roll-down) | 3.934 | 69.437 | 1.005 | +2.00% | +4.00% |
| +25bp | 4.184 | 66.379 | 1.005 | -2.42% | -4.83% |
| +50bp | 4.434 | 63.488 | 1.005 | -6.59% | -13.18% |
| 12m 2027-10-28 | -50bp | 3.404 | 76.820 | 2.000 | +14.09% | +14.09% |
| -25bp | 3.654 | 73.408 | 2.000 | +9.17% | +9.17% |
| Unchanged (roll-down) | 3.904 | 70.181 | 2.000 | +4.51% | +4.51% |
| +25bp | 4.154 | 67.126 | 2.000 | +0.10% | +0.10% |
| +50bp | 4.404 | 64.235 | 2.000 | -4.08% | -4.08% |