bonds / 30Y / JGB (30-Year) No. 36
Bond Information
| Name | JGB (30-Year) No. 36 |
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| ISIN | — |
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| Issue # | 36 |
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| Coupon (%) | 2% semi-annual |
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| Issue Date | 2012-03-21 |
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| Maturity | 2042-03-20 （Remaining 15.4y） |
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| Outstanding | ¥4T （2026-03-31・MOF） |
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| Total issued | ¥3.9T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| STRIPS principal | ¥1.1B （2026-09-30） |
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| SLF usage | last 30d —／ total ¥2.4B（last 2026-07-08・BOJ） |
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| BOJ Holding | ¥771.3B（19.4%）（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 | 2.000 % |
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| Compound Yield | 1.9990 % |
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| Accrued Interest | 0.208219 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 13.17 |
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| Macaulay Duration | 13.31 |
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| DV01 | — |
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| Convexity | 197.2 |
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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 | 1.000 |
| 2027-09-20 | coupon | 1.000 |
| 2028-03-20 | coupon | 1.000 |
| …（26 omitted）… |
| 2041-09-20 | coupon | 1.000 |
| 2042-03-20 | coupon + redemption | 101.000 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 15.4y) | 3.394 % → ref. price 83.370 |
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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 | 2.881 | 89.237 | 0.504 | +7.62% | +30.49% |
| -25bp | 3.131 | 86.430 | 0.504 | +4.26% | +17.06% |
| Unchanged (roll-down) | 3.381 | 83.723 | 0.504 | +1.03% | +4.10% |
| +25bp | 3.631 | 81.113 | 0.504 | -2.10% | -8.39% |
| +50bp | 3.881 | 78.597 | 0.504 | -5.11% | -20.43% |
| 6m 2027-04-28 | -50bp | 2.862 | 89.578 | 1.005 | +8.63% | +17.26% |
| -25bp | 3.112 | 86.797 | 1.005 | +5.30% | +10.61% |
| Unchanged (roll-down) | 3.362 | 84.114 | 1.005 | +2.09% | +4.19% |
| +25bp | 3.612 | 81.525 | 1.005 | -1.00% | -2.01% |
| +50bp | 3.862 | 79.027 | 1.005 | -3.99% | -7.98% |
| 12m 2027-10-28 | -50bp | 2.808 | 90.465 | 2.000 | +10.88% | +10.88% |
| -25bp | 3.058 | 87.732 | 2.000 | +7.61% | +7.61% |
| Unchanged (roll-down) | 3.308 | 85.093 | 2.000 | +4.45% | +4.45% |
| +25bp | 3.558 | 82.544 | 2.000 | +1.40% | +1.40% |
| +50bp | 3.808 | 80.082 | 2.000 | -1.54% | -1.54% |