bonds / 30Y / JGB (30-Year) No. 33
Bond Information
| Name | JGB (30-Year) No. 33 |
|---|
| ISIN | — |
|---|
| Issue # | 33 |
|---|
| Coupon (%) | 2% semi-annual |
|---|
| Issue Date | 2010-09-21 |
|---|
| Maturity | 2040-09-20 （Remaining 13.9y） |
|---|
| Outstanding | ¥4T （2026-03-31・MOF） |
|---|
| Total issued | ¥3.8T （annual report, FY-end） |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| STRIPS principal | ¥1.2B （2026-09-30） |
|---|
| SLF usage | last 30d —／ total ¥49.3B（last 2026-08-04・BOJ） |
|---|
| BOJ Holding | ¥609.1B（15.1%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 2.000 % |
|---|
| Compound Yield | 1.9984 % |
|---|
| Accrued Interest | 0.208219 (38 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 12.06 |
|---|
| Macaulay Duration | 12.18 |
|---|
| DV01 | — |
|---|
| Convexity | 164.4 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2027-03-20 | coupon | 1.000 |
| 2027-09-20 | coupon | 1.000 |
| 2028-03-20 | coupon | 1.000 |
| …（23 omitted）… |
| 2040-03-20 | coupon | 1.000 |
| 2040-09-20 | coupon + redemption | 101.000 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 13.9y) | 3.255 % → ref. price 86.037 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 2.728 | 91.731 | 0.504 | +7.19% | +28.75% |
| -25bp | 2.978 | 89.077 | 0.504 | +4.11% | +16.44% |
| Unchanged (roll-down) | 3.228 | 86.510 | 0.504 | +1.13% | +4.53% |
| +25bp | 3.478 | 84.027 | 0.504 | -1.75% | -6.99% |
| +50bp | 3.728 | 81.624 | 0.504 | -4.53% | -18.13% |
| 6m 2027-04-28 | -50bp | 2.701 | 92.128 | 1.005 | +8.23% | +16.46% |
| -25bp | 2.951 | 89.502 | 1.005 | +5.18% | +10.37% |
| Unchanged (roll-down) | 3.201 | 86.961 | 1.005 | +2.24% | +4.47% |
| +25bp | 3.451 | 84.501 | 1.005 | -0.62% | -1.23% |
| +50bp | 3.701 | 82.119 | 1.005 | -3.38% | -6.75% |
| 12m 2027-10-28 | -50bp | 2.648 | 92.940 | 2.000 | +10.32% | +10.32% |
| -25bp | 2.898 | 90.373 | 2.000 | +7.35% | +7.35% |
| Unchanged (roll-down) | 3.148 | 87.886 | 2.000 | +4.46% | +4.46% |
| +25bp | 3.398 | 85.477 | 2.000 | +1.67% | +1.67% |
| +50bp | 3.648 | 83.142 | 2.000 | -1.04% | -1.04% |