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 26.5y） |
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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 （2026-06-30） |
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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 2026-08-31・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 | 1.900 % |
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| Compound Yield | 1.8985 % |
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| Accrued Interest | 0.921370 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.58 |
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| Macaulay Duration | 20.78 |
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| DV01 | — |
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| Convexity | 506.1 |
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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 | 0.950 |
| 2027-03-20 | coupon | 0.950 |
| 2027-09-20 | coupon | 0.950 |
| …（49 omitted）… |
| 2052-09-20 | coupon | 0.950 |
| 2053-03-20 | coupon + redemption | 100.950 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 26.5y) | 4.010 % → ref. price 65.710 |
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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 | 3.511 | 72.480 | -0.484 | +9.43% | +37.74% |
| -25bp | 3.761 | 69.085 | -0.484 | +4.34% | +17.36% |
| Unchanged (roll-down) | 4.011 | 65.885 | -0.484 | -0.46% | -1.85% |
| +25bp | 4.261 | 62.868 | -0.484 | -4.99% | -19.97% |
| +50bp | 4.511 | 60.022 | -0.484 | -9.26% | -37.05% |
| 6m 2027-03-13 | -50bp | 3.512 | 72.625 | 0.934 | +11.78% | +23.56% |
| -25bp | 3.762 | 69.244 | 0.934 | +6.71% | +13.41% |
| Unchanged (roll-down) | 4.012 | 66.056 | 0.934 | +1.92% | +3.84% |
| +25bp | 4.262 | 63.049 | 0.934 | -2.59% | -5.18% |
| +50bp | 4.512 | 60.211 | 0.934 | -6.85% | -13.70% |
| 12m 2027-09-13 | -50bp | 3.514 | 72.916 | 1.900 | +13.67% | +13.67% |
| -25bp | 3.764 | 69.564 | 1.900 | +8.64% | +8.64% |
| Unchanged (roll-down) | 4.014 | 66.400 | 1.900 | +3.89% | +3.89% |
| +25bp | 4.264 | 63.413 | 1.900 | -0.60% | -0.60% |
| +50bp | 4.514 | 60.592 | 1.900 | -4.83% | -4.83% |