bonds / 40Y / JGB (40-Year) No. 9
Bond Information
| Name | JGB (40-Year) No. 9 |
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| ISIN | — |
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| Issue # | 9 |
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| Coupon (%) | 0.4% semi-annual |
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| Issue Date | 2016-05-30 |
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| Maturity | 2056-03-20 （Remaining 29.4y） |
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| Outstanding | ¥3.4T （2026-03-31・MOF） |
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| Total issued | ¥4.2T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| SLF usage | last 30d —／ total ¥154.9B（last 2026-08-25・BOJ） |
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| BOJ Holding | ¥1.6T（46.2%）（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 | 0.400 % |
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| Compound Yield | 0.3998 % |
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| Accrued Interest | 0.041644 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 27.71 |
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| Macaulay Duration | 27.77 |
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| DV01 | — |
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| Convexity | 811.4 |
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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 | 0.200 |
| 2027-09-20 | coupon | 0.200 |
| 2028-03-20 | coupon | 0.200 |
| …（54 omitted）… |
| 2055-09-20 | coupon | 0.200 |
| 2056-03-20 | coupon + redemption | 100.200 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 29.4y) | 3.908 % → ref. price 38.983 |
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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 | 3.410 | 44.655 | 0.101 | +14.79% | +59.17% |
| -25bp | 3.660 | 41.855 | 0.101 | +7.62% | +30.48% |
| Unchanged (roll-down) | 3.910 | 39.247 | 0.101 | +0.93% | +3.74% |
| +25bp | 4.160 | 36.816 | 0.101 | -5.30% | -21.18% |
| +50bp | 4.410 | 34.549 | 0.101 | -11.10% | -44.41% |
| 6m 2027-04-28 | -50bp | 3.412 | 44.909 | 0.201 | +15.70% | +31.40% |
| -25bp | 3.662 | 42.113 | 0.201 | +8.54% | +17.07% |
| Unchanged (roll-down) | 3.912 | 39.506 | 0.201 | +1.86% | +3.71% |
| +25bp | 4.162 | 37.075 | 0.201 | -4.37% | -8.75% |
| +50bp | 4.412 | 34.808 | 0.201 | -10.18% | -20.36% |
| 12m 2027-10-28 | -50bp | 3.415 | 45.438 | 0.400 | +17.57% | +17.57% |
| -25bp | 3.665 | 42.649 | 0.400 | +10.42% | +10.42% |
| Unchanged (roll-down) | 3.915 | 40.047 | 0.400 | +3.75% | +3.75% |
| +25bp | 4.165 | 37.617 | 0.400 | -2.47% | -2.47% |
| +50bp | 4.415 | 35.349 | 0.400 | -8.29% | -8.29% |