bonds / 30Y / JGB (30-Year) No. 32
Bond Information
| Name | JGB (30-Year) No. 32 |
|---|
| ISIN | — |
|---|
| Issue # | 32 |
|---|
| Coupon (%) | 2.3% semi-annual |
|---|
| Issue Date | 2010-03-23 |
|---|
| Maturity | 2040-03-20 （Remaining 13.5y） |
|---|
| Outstanding | ¥3.5T （2026-03-31・MOF） |
|---|
| Total issued | ¥3.4T （annual report, FY-end） |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| STRIPS principal | ¥1.2B （2026-06-30） |
|---|
| SLF usage | last 30d —／ total ¥24.6B（last 2026-03-09・BOJ） |
|---|
| BOJ Holding | ¥488.8B（13.9%）（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 2.300 % |
|---|
| Compound Yield | 2.2980 % |
|---|
| Accrued Interest | 1.115342 (177 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 11.44 |
|---|
| Macaulay Duration | 11.57 |
|---|
| DV01 | — |
|---|
| Convexity | 150.8 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 1.150 |
| 2027-03-20 | coupon | 1.150 |
| 2027-09-20 | coupon | 1.150 |
| …（23 omitted）… |
| 2039-09-20 | coupon | 1.150 |
| 2040-03-20 | coupon + redemption | 101.150 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 13.5y) | 3.302 % → ref. price 89.119 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 2.775 | 94.742 | -0.586 | +5.58% | +22.33% |
| -25bp | 3.025 | 92.108 | -0.586 | +2.66% | +10.65% |
| Unchanged (roll-down) | 3.275 | 89.557 | -0.586 | -0.16% | -0.65% |
| +25bp | 3.525 | 87.087 | -0.586 | -2.90% | -11.60% |
| +50bp | 3.775 | 84.695 | -0.586 | -5.55% | -22.21% |
| 6m 2027-03-13 | -50bp | 2.748 | 95.107 | 1.131 | +7.89% | +15.78% |
| -25bp | 2.998 | 92.503 | 1.131 | +5.00% | +10.01% |
| Unchanged (roll-down) | 3.248 | 89.980 | 1.131 | +2.21% | +4.42% |
| +25bp | 3.498 | 87.536 | 1.131 | -0.50% | -1.00% |
| +50bp | 3.748 | 85.167 | 1.131 | -3.13% | -6.25% |
| 12m 2027-09-13 | -50bp | 2.693 | 95.819 | 2.300 | +9.97% | +9.97% |
| -25bp | 2.943 | 93.278 | 2.300 | +7.16% | +7.16% |
| Unchanged (roll-down) | 3.193 | 90.814 | 2.300 | +4.43% | +4.43% |
| +25bp | 3.443 | 88.424 | 2.300 | +1.78% | +1.78% |
| +50bp | 3.693 | 86.106 | 2.300 | -0.79% | -0.79% |