bonds / 30Y / JGB (30-Year) No. 32
Bond Information
| Name | JGB (30-Year) No. 32 |
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| ISIN | — |
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| Issue # | 32 |
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| Coupon (%) | 2.3% semi-annual |
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| Issue Date | 2010-03-23 |
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| Maturity | 2040-03-20 （Remaining 13.4y） |
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| Outstanding | ¥3.5T （2026-03-31・MOF） |
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| Total issued | ¥3.4T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| STRIPS principal | ¥1.2B （2026-09-30） |
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| SLF usage | last 30d —／ total ¥24.6B（last 2026-03-09・BOJ） |
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| BOJ Holding | ¥488.8B（13.9%）（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 | 2.300 % |
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| Compound Yield | 2.2987 % |
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| Accrued Interest | 0.239452 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 11.45 |
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| Macaulay Duration | 11.58 |
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| DV01 | — |
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| Convexity | 149.7 |
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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 | 1.150 |
| 2027-09-20 | coupon | 1.150 |
| 2028-03-20 | coupon | 1.150 |
| …（22 omitted）… |
| 2039-09-20 | coupon | 1.150 |
| 2040-03-20 | coupon + redemption | 101.150 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 13.4y) | 3.201 % → ref. price 90.231 |
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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 | 2.674 | 95.864 | 0.580 | +6.87% | +27.47% |
| -25bp | 2.924 | 93.216 | 0.580 | +3.94% | +15.76% |
| Unchanged (roll-down) | 3.174 | 90.651 | 0.580 | +1.10% | +4.42% |
| +25bp | 3.424 | 88.166 | 0.580 | -1.64% | -6.57% |
| +50bp | 3.674 | 85.760 | 0.580 | -4.30% | -17.21% |
| 6m 2027-04-28 | -50bp | 2.647 | 96.200 | 1.156 | +7.88% | +15.75% |
| -25bp | 2.897 | 93.583 | 1.156 | +4.98% | +9.97% |
| Unchanged (roll-down) | 3.147 | 91.047 | 1.156 | +2.18% | +4.36% |
| +25bp | 3.397 | 88.589 | 1.156 | -0.54% | -1.07% |
| +50bp | 3.647 | 86.207 | 1.156 | -3.17% | -6.34% |
| 12m 2027-10-28 | -50bp | 2.594 | 96.889 | 2.300 | +9.90% | +9.90% |
| -25bp | 2.844 | 94.337 | 2.300 | +7.08% | +7.08% |
| Unchanged (roll-down) | 3.094 | 91.862 | 2.300 | +4.35% | +4.35% |
| +25bp | 3.344 | 89.461 | 2.300 | +1.69% | +1.69% |
| +50bp | 3.594 | 87.131 | 2.300 | -0.88% | -0.88% |