bonds / 30Y / JGB (30-Year) No. 32
Bond Information
| Name | JGB (30-Year) No. 32 |
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| ISIN | — |
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| Issue # | 32 |
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| Coupon (%) | 2.3% semi-annual |
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| Issue Date | 2010-03-23 |
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| Maturity | 2040-03-20 （Remaining 13.6y） |
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| Outstanding | ¥3.5T （2026-03-31・MOF） |
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| Total issued | ¥3.4T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| STRIPS principal | ¥1.2B （2026-06-30） |
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| SLF usage | last 30d —／ total ¥24.6B（last 2026-03-09・BOJ） |
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| BOJ Holding | ¥488.8B（13.9%）（as of 2026-08-10・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 | 2.300 % |
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| Compound Yield | 2.2980 % |
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| Accrued Interest | 0.983014 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 11.50 |
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| Macaulay Duration | 11.63 |
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| DV01 | — |
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| Convexity | 152.1 |
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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 | 1.150 |
| 2027-03-20 | coupon | 1.150 |
| 2027-09-20 | coupon | 1.150 |
| …（23 omitted）… |
| 2039-09-20 | coupon | 1.150 |
| 2040-03-20 | coupon + redemption | 101.150 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 13.6y) | 3.251 % → ref. price 89.604 |
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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 2026-11-23 | -50bp | 2.723 | 95.285 | -0.580 | +5.63% | +22.53% |
| -25bp | 2.973 | 92.625 | -0.580 | +2.70% | +10.78% |
| Unchanged (roll-down) | 3.223 | 90.049 | -0.580 | -0.15% | -0.59% |
| +25bp | 3.473 | 87.555 | -0.580 | -2.90% | -11.60% |
| +50bp | 3.723 | 85.140 | -0.580 | -5.57% | -22.27% |
| 6m 2027-02-23 | -50bp | 2.695 | 95.659 | 1.150 | +7.95% | +15.91% |
| -25bp | 2.945 | 93.029 | 1.150 | +5.05% | +10.10% |
| Unchanged (roll-down) | 3.195 | 90.481 | 1.150 | +2.24% | +4.48% |
| +25bp | 3.445 | 88.013 | 1.150 | -0.49% | -0.97% |
| +50bp | 3.695 | 85.622 | 1.150 | -3.13% | -6.25% |
| 12m 2027-08-23 | -50bp | 2.640 | 96.359 | 2.300 | +10.00% | +10.00% |
| -25bp | 2.890 | 93.792 | 2.300 | +7.16% | +7.16% |
| Unchanged (roll-down) | 3.140 | 91.303 | 2.300 | +4.41% | +4.41% |
| +25bp | 3.390 | 88.888 | 2.300 | +1.75% | +1.75% |
| +50bp | 3.640 | 86.547 | 2.300 | -0.84% | -0.84% |