bonds / 40Y / JGB (40-Year) No. 7
Bond Information
| Name | JGB (40-Year) No. 7 |
|---|
| ISIN | — |
|---|
| Issue # | 7 |
|---|
| Coupon (%) | 1.7% semi-annual |
|---|
| Issue Date | 2014-05-29 |
|---|
| Maturity | 2054-03-20 （Remaining 27.5y） |
|---|
| Outstanding | ¥2.2T （2026-03-31・MOF） |
|---|
| Total issued | ¥2.3T （annual report, FY-end） |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| STRIPS principal | ¥300M （2026-06-30） |
|---|
| SLF usage | last 30d —／ total ¥10.2B（last 2026-07-31・BOJ） |
|---|
| BOJ Holding | ¥1.1T（50.2%）（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.700 % |
|---|
| Compound Yield | 1.6987 % |
|---|
| Accrued Interest | 0.824384 (177 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 21.74 |
|---|
| Macaulay Duration | 21.93 |
|---|
| DV01 | — |
|---|
| Convexity | 558.4 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.850 |
| 2027-03-20 | coupon | 0.850 |
| 2027-09-20 | coupon | 0.850 |
| …（51 omitted）… |
| 2053-09-20 | coupon | 0.850 |
| 2054-03-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 27.5y) | 4.005 % → ref. price 61.733 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 3.506 | 68.418 | -0.433 | +9.99% | +39.98% |
| -25bp | 3.756 | 65.068 | -0.433 | +4.64% | +18.55% |
| Unchanged (roll-down) | 4.006 | 61.917 | -0.433 | -0.40% | -1.59% |
| +25bp | 4.256 | 58.954 | -0.433 | -5.13% | -20.54% |
| +50bp | 4.506 | 56.167 | -0.433 | -9.59% | -38.36% |
| 6m 2027-03-13 | -50bp | 3.508 | 68.577 | 0.836 | +12.28% | +24.55% |
| -25bp | 3.758 | 65.239 | 0.836 | +6.94% | +13.88% |
| Unchanged (roll-down) | 4.008 | 62.098 | 0.836 | +1.92% | +3.84% |
| +25bp | 4.258 | 59.143 | 0.836 | -2.80% | -5.61% |
| +50bp | 4.508 | 56.361 | 0.836 | -7.25% | -14.50% |
| 12m 2027-09-13 | -50bp | 3.510 | 68.897 | 1.700 | +14.17% | +14.17% |
| -25bp | 3.760 | 65.583 | 1.700 | +8.87% | +8.87% |
| Unchanged (roll-down) | 4.010 | 62.463 | 1.700 | +3.88% | +3.88% |
| +25bp | 4.260 | 59.524 | 1.700 | -0.81% | -0.81% |
| +50bp | 4.510 | 56.755 | 1.700 | -5.24% | -5.24% |