bonds / 40Y / JGB (40-Year) No. 7
Bond Information
| Name | JGB (40-Year) No. 7 |
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| ISIN | — |
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| Issue # | 7 |
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| Coupon (%) | 1.7% semi-annual |
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| Issue Date | 2014-05-29 |
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| Maturity | 2054-03-20 （Remaining 27.4y） |
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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 | ¥300M （2026-09-30） |
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| SLF usage | last 30d —／ total ¥10.2B（last 2026-07-31・BOJ） |
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| BOJ Holding | ¥1.1T（50.2%）（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 | 1.700 % |
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| Compound Yield | 1.6990 % |
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| Accrued Interest | 0.176986 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 21.80 |
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| Macaulay Duration | 21.99 |
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| DV01 | — |
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| Convexity | 557.8 |
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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 | 0.850 |
| 2027-09-20 | coupon | 0.850 |
| 2028-03-20 | coupon | 0.850 |
| …（50 omitted）… |
| 2053-09-20 | coupon | 0.850 |
| 2054-03-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 27.4y) | 3.922 % → ref. price 62.862 |
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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 | 3.424 | 69.655 | 0.428 | +11.46% | +45.82% |
| -25bp | 3.674 | 66.242 | 0.428 | +6.04% | +24.16% |
| Unchanged (roll-down) | 3.924 | 63.032 | 0.428 | +0.95% | +3.80% |
| +25bp | 4.174 | 60.012 | 0.428 | -3.84% | -15.36% |
| +50bp | 4.424 | 57.171 | 0.428 | -8.35% | -33.39% |
| 6m 2027-04-28 | -50bp | 3.426 | 69.793 | 0.855 | +12.35% | +24.70% |
| -25bp | 3.676 | 66.392 | 0.855 | +6.96% | +13.91% |
| Unchanged (roll-down) | 3.926 | 63.193 | 0.855 | +1.88% | +3.76% |
| +25bp | 4.176 | 60.183 | 0.855 | -2.89% | -5.79% |
| +50bp | 4.426 | 57.349 | 0.855 | -7.39% | -14.78% |
| 12m 2027-10-28 | -50bp | 3.429 | 70.097 | 1.700 | +14.17% | +14.17% |
| -25bp | 3.679 | 66.725 | 1.700 | +8.82% | +8.82% |
| Unchanged (roll-down) | 3.929 | 63.549 | 1.700 | +3.79% | +3.79% |
| +25bp | 4.179 | 60.557 | 1.700 | -0.96% | -0.96% |
| +50bp | 4.429 | 57.738 | 1.700 | -5.43% | -5.43% |