bonds / 30Y / JGB (30-Year) No. 37
Bond Information
| Name | JGB (30-Year) No. 37 |
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| ISIN | — |
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| Issue # | 37 |
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| Coupon (%) | 1.9% semi-annual |
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| Issue Date | 2012-09-20 |
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| Maturity | 2042-09-20 （Remaining 16y） |
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| Outstanding | ¥4T （2026-03-31・MOF） |
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| Total issued | ¥4.1T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| STRIPS principal | ¥3.4B （2026-06-30） |
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| SLF usage | last 30d —／ total ¥54.5B（last 2026-04-20・BOJ） |
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| BOJ Holding | ¥282.3B（7.0%）（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 | 1.900 % |
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| Compound Yield | 1.8982 % |
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| Accrued Interest | 0.921370 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 13.64 |
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| Macaulay Duration | 13.77 |
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| DV01 | — |
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| Convexity | 212.4 |
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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 | 0.950 |
| 2027-03-20 | coupon | 0.950 |
| 2027-09-20 | coupon | 0.950 |
| …（28 omitted）… |
| 2042-03-20 | coupon | 0.950 |
| 2042-09-20 | coupon + redemption | 100.950 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 16.0y) | 3.522 % → ref. price 80.235 |
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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 | 3.008 | 86.145 | -0.484 | +6.69% | +26.74% |
| -25bp | 3.258 | 83.333 | -0.484 | +3.22% | +12.88% |
| Unchanged (roll-down) | 3.508 | 80.625 | -0.484 | -0.12% | -0.46% |
| +25bp | 3.758 | 78.018 | -0.484 | -3.33% | -13.31% |
| +50bp | 4.008 | 75.508 | -0.484 | -6.42% | -25.69% |
| 6m 2027-03-13 | -50bp | 2.993 | 86.479 | 0.934 | +8.85% | +17.69% |
| -25bp | 3.243 | 83.692 | 0.934 | +5.41% | +10.82% |
| Unchanged (roll-down) | 3.493 | 81.006 | 0.934 | +2.10% | +4.20% |
| +25bp | 3.743 | 78.419 | 0.934 | -1.09% | -2.17% |
| +50bp | 3.993 | 75.926 | 0.934 | -4.16% | -8.32% |
| 12m 2027-09-13 | -50bp | 2.964 | 87.145 | 1.900 | +10.86% | +10.86% |
| -25bp | 3.214 | 84.409 | 1.900 | +7.48% | +7.48% |
| Unchanged (roll-down) | 3.464 | 81.770 | 1.900 | +4.23% | +4.23% |
| +25bp | 3.714 | 79.226 | 1.900 | +1.10% | +1.10% |
| +50bp | 3.964 | 76.771 | 1.900 | -1.93% | -1.93% |