bonds / 30Y / JGB (30-Year) No. 33
Bond Information
| Name | JGB (30-Year) No. 33 |
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| ISIN | — |
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| Issue # | 33 |
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| Coupon (%) | 2% semi-annual |
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| Issue Date | 2010-09-21 |
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| Maturity | 2040-09-20 （Remaining 14y） |
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| Outstanding | ¥4T （2026-03-31・MOF） |
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| Total issued | ¥3.8T （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 （2026-06-30） |
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| SLF usage | last 30d —／ total ¥49.3B（last 2026-08-04・BOJ） |
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| BOJ Holding | ¥608.3B（15.1%）（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 | 2.000 % |
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| Compound Yield | 1.9978 % |
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| Accrued Interest | 0.969863 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 12.07 |
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| Macaulay Duration | 12.19 |
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| DV01 | — |
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| Convexity | 165.8 |
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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 | 1.000 |
| 2027-03-20 | coupon | 1.000 |
| 2027-09-20 | coupon | 1.000 |
| …（24 omitted）… |
| 2040-03-20 | coupon | 1.000 |
| 2040-09-20 | coupon + redemption | 101.000 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 14.0y) | 3.357 % → ref. price 84.895 |
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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 | 2.830 | 90.569 | -0.510 | +6.02% | +24.06% |
| -25bp | 3.080 | 87.933 | -0.510 | +2.94% | +11.78% |
| Unchanged (roll-down) | 3.330 | 85.383 | -0.510 | -0.02% | -0.10% |
| +25bp | 3.580 | 82.917 | -0.510 | -2.90% | -11.58% |
| +50bp | 3.830 | 80.533 | -0.510 | -5.67% | -22.69% |
| 6m 2027-03-13 | -50bp | 2.803 | 90.993 | 0.984 | +8.25% | +16.49% |
| -25bp | 3.053 | 88.383 | 0.984 | +5.21% | +10.42% |
| Unchanged (roll-down) | 3.303 | 85.857 | 0.984 | +2.27% | +4.53% |
| +25bp | 3.553 | 83.414 | 0.984 | -0.58% | -1.16% |
| +50bp | 3.803 | 81.049 | 0.984 | -3.33% | -6.67% |
| 12m 2027-09-13 | -50bp | 2.748 | 91.828 | 2.000 | +10.40% | +10.40% |
| -25bp | 2.998 | 89.275 | 2.000 | +7.43% | +7.43% |
| Unchanged (roll-down) | 3.248 | 86.802 | 2.000 | +4.55% | +4.55% |
| +25bp | 3.498 | 84.406 | 2.000 | +1.76% | +1.76% |
| +50bp | 3.748 | 82.085 | 2.000 | -0.94% | -0.94% |