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 15.9y） |
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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 （2026-09-30） |
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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 2026-10-20・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 | 1.900 % |
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| Compound Yield | 1.8987 % |
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| Accrued Interest | 0.197808 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 13.65 |
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| Macaulay Duration | 13.78 |
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| DV01 | — |
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| Convexity | 211.0 |
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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 | 0.950 |
| 2027-09-20 | coupon | 0.950 |
| 2028-03-20 | coupon | 0.950 |
| …（27 omitted）… |
| 2042-03-20 | coupon | 0.950 |
| 2042-09-20 | coupon + redemption | 100.950 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 15.9y) | 3.422 % → ref. price 81.436 |
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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 | 2.908 | 87.378 | 0.479 | +7.87% | +31.47% |
| -25bp | 3.158 | 84.539 | 0.479 | +4.39% | +17.55% |
| Unchanged (roll-down) | 3.408 | 81.805 | 0.479 | +1.04% | +4.16% |
| +25bp | 3.658 | 79.171 | 0.479 | -2.19% | -8.75% |
| +50bp | 3.908 | 76.635 | 0.479 | -5.29% | -21.18% |
| 6m 2027-04-28 | -50bp | 2.895 | 87.682 | 0.955 | +8.82% | +17.64% |
| -25bp | 3.145 | 84.868 | 0.955 | +5.38% | +10.75% |
| Unchanged (roll-down) | 3.395 | 82.158 | 0.955 | +2.05% | +4.11% |
| +25bp | 3.645 | 79.546 | 0.955 | -1.14% | -2.29% |
| +50bp | 3.895 | 77.029 | 0.955 | -4.23% | -8.46% |
| 12m 2027-10-28 | -50bp | 2.862 | 88.371 | 1.900 | +10.82% | +10.82% |
| -25bp | 3.112 | 85.610 | 1.900 | +7.44% | +7.44% |
| Unchanged (roll-down) | 3.362 | 82.947 | 1.900 | +4.18% | +4.18% |
| +25bp | 3.612 | 80.379 | 1.900 | +1.03% | +1.03% |
| +50bp | 3.862 | 77.901 | 1.900 | -2.00% | -2.00% |