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 15.5y） |
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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 （2026-06-30） |
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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 2026-08-31・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 | 1.9985 % |
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| Accrued Interest | 0.969863 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 13.16 |
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| Macaulay Duration | 13.30 |
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| DV01 | — |
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| Convexity | 198.5 |
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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 |
| …（27 omitted）… |
| 2041-09-20 | coupon | 1.000 |
| 2042-03-20 | coupon + redemption | 101.000 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 15.5y) | 3.493 % → ref. price 82.205 |
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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 | 2.978 | 88.048 | -0.510 | +6.41% | +25.65% |
| -25bp | 3.228 | 85.264 | -0.510 | +3.06% | +12.26% |
| Unchanged (roll-down) | 3.478 | 82.581 | -0.510 | -0.16% | -0.64% |
| +25bp | 3.728 | 79.994 | -0.510 | -3.27% | -13.08% |
| +50bp | 3.978 | 77.500 | -0.510 | -6.27% | -25.08% |
| 6m 2027-03-13 | -50bp | 2.964 | 88.363 | 0.984 | +8.59% | +17.17% |
| -25bp | 3.214 | 85.606 | 0.984 | +5.27% | +10.54% |
| Unchanged (roll-down) | 3.464 | 82.946 | 0.984 | +2.07% | +4.15% |
| +25bp | 3.714 | 80.381 | 0.984 | -1.01% | -2.02% |
| +50bp | 3.964 | 77.907 | 0.984 | -3.98% | -7.97% |
| 12m 2027-09-13 | -50bp | 2.911 | 89.252 | 2.000 | +10.88% | +10.88% |
| -25bp | 3.161 | 86.541 | 2.000 | +7.62% | +7.62% |
| Unchanged (roll-down) | 3.411 | 83.924 | 2.000 | +4.47% | +4.47% |
| +25bp | 3.661 | 81.397 | 2.000 | +1.43% | +1.43% |
| +50bp | 3.911 | 78.956 | 2.000 | -1.50% | -1.50% |