bonds / 40Y / JGB (40-Year) No. 6
Bond Information
| Name | JGB (40-Year) No. 6 |
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| ISIN | — |
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| Issue # | 6 |
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| Coupon (%) | 1.9% semi-annual |
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| Issue Date | 2013-05-23 |
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| Maturity | 2053-03-20 （Remaining 26.4y） |
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| Outstanding | ¥2.2T （2026-03-31・MOF） |
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| Total issued | ¥2.3T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| STRIPS principal | ¥1.9B （2026-09-30） |
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| SLF usage | last 30d —／ total ¥42.2B（last 2026-07-09・BOJ） |
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| BOJ Holding | ¥968.1B（44.2%）（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 | 1.900 % |
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| Compound Yield | 1.8989 % |
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| Accrued Interest | 0.197808 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.65 |
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| Macaulay Duration | 20.85 |
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| DV01 | — |
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| Convexity | 505.8 |
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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 | 0.950 |
| 2027-09-20 | coupon | 0.950 |
| 2028-03-20 | coupon | 0.950 |
| …（48 omitted）… |
| 2052-09-20 | coupon | 0.950 |
| 2053-03-20 | coupon + redemption | 100.950 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 26.4y) | 3.929 % → ref. price 66.816 |
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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 | 3.431 | 73.683 | 0.479 | +10.96% | +43.85% |
| -25bp | 3.681 | 70.230 | 0.479 | +5.81% | +23.24% |
| Unchanged (roll-down) | 3.931 | 66.976 | 0.479 | +0.95% | +3.81% |
| +25bp | 4.181 | 63.906 | 0.479 | -3.63% | -14.51% |
| +50bp | 4.431 | 61.011 | 0.479 | -7.95% | -31.79% |
| 6m 2027-04-28 | -50bp | 3.433 | 73.805 | 0.955 | +11.85% | +23.71% |
| -25bp | 3.683 | 70.368 | 0.955 | +6.73% | +13.45% |
| Unchanged (roll-down) | 3.933 | 67.126 | 0.955 | +1.89% | +3.78% |
| +25bp | 4.183 | 64.068 | 0.955 | -2.68% | -5.35% |
| +50bp | 4.433 | 61.181 | 0.955 | -6.98% | -13.97% |
| 12m 2027-10-28 | -50bp | 3.436 | 74.082 | 1.900 | +13.68% | +13.68% |
| -25bp | 3.686 | 70.676 | 1.900 | +8.60% | +8.60% |
| Unchanged (roll-down) | 3.936 | 67.461 | 1.900 | +3.80% | +3.80% |
| +25bp | 4.186 | 64.425 | 1.900 | -0.73% | -0.73% |
| +50bp | 4.436 | 61.557 | 1.900 | -5.01% | -5.01% |