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 29.5y） |
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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 ¥500M／ total ¥154.9B（last 2026-08-25・BOJ） |
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| BOJ Holding | ¥1.6T（46.2%）（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 | 0.400 % |
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| Compound Yield | 0.3997 % |
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| Accrued Interest | 0.193973 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 27.78 |
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| Macaulay Duration | 27.84 |
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| DV01 | — |
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| Convexity | 816.7 |
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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 | 0.200 |
| 2027-03-20 | coupon | 0.200 |
| 2027-09-20 | coupon | 0.200 |
| …（55 omitted）… |
| 2055-09-20 | coupon | 0.200 |
| 2056-03-20 | coupon + redemption | 100.200 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 29.5y) | 3.997 % → ref. price 37.961 |
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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 | 3.498 | 43.505 | -0.102 | +14.26% | +57.05% |
| -25bp | 3.748 | 40.774 | -0.102 | +7.10% | +28.42% |
| Unchanged (roll-down) | 3.998 | 38.230 | -0.102 | +0.44% | +1.74% |
| +25bp | 4.248 | 35.859 | -0.102 | -5.78% | -23.11% |
| +50bp | 4.498 | 33.649 | -0.102 | -11.57% | -46.28% |
| 6m 2027-03-13 | -50bp | 3.499 | 43.770 | 0.197 | +15.74% | +31.48% |
| -25bp | 3.749 | 41.041 | 0.197 | +8.59% | +17.17% |
| Unchanged (roll-down) | 3.999 | 38.497 | 0.197 | +1.92% | +3.84% |
| +25bp | 4.249 | 36.125 | 0.197 | -4.30% | -8.59% |
| +50bp | 4.499 | 33.914 | 0.197 | -10.09% | -20.19% |
| 12m 2027-09-13 | -50bp | 3.501 | 44.314 | 0.400 | +17.70% | +17.70% |
| -25bp | 3.751 | 41.591 | 0.400 | +10.56% | +10.56% |
| Unchanged (roll-down) | 4.001 | 39.049 | 0.400 | +3.90% | +3.90% |
| +25bp | 4.251 | 36.676 | 0.400 | -2.32% | -2.32% |
| +50bp | 4.501 | 34.461 | 0.400 | -8.13% | -8.13% |