bonds / 30Y / JGB (30-Year) No. 33
Bond Information
| Name | JGB (30-Year) No. 33 |
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| ISIN | — |
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| Issue # | 33 |
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| Coupon (%) | 2% semi-annual |
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| Issue Date | 2010-09-21 |
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| Maturity | 2040-09-20 （Remaining 14.1y） |
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| Outstanding | ¥4T （2026-03-31・MOF） |
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| Total issued | ¥3.8T （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 ¥400M／ total ¥49.3B（last 2026-08-04・BOJ） |
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| BOJ Holding | ¥608.3B（15.1%）（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 | 2.000 % |
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| Compound Yield | 1.9978 % |
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| Accrued Interest | 0.854795 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 12.12 |
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| Macaulay Duration | 12.24 |
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| DV01 | — |
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| Convexity | 167.2 |
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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 |
| …（24 omitted）… |
| 2040-03-20 | coupon | 1.000 |
| 2040-09-20 | coupon + redemption | 101.000 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 14.1y) | 3.307 % → ref. price 85.354 |
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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 | 2.779 | 91.088 | -0.504 | +6.07% | +24.26% |
| -25bp | 3.029 | 88.425 | -0.504 | +2.98% | +11.91% |
| Unchanged (roll-down) | 3.279 | 85.851 | -0.504 | -0.01% | -0.03% |
| +25bp | 3.529 | 83.361 | -0.504 | -2.90% | -11.59% |
| +50bp | 3.779 | 80.954 | -0.504 | -5.69% | -22.76% |
| 6m 2027-02-23 | -50bp | 2.751 | 91.521 | 1.000 | +8.31% | +16.63% |
| -25bp | 3.001 | 88.886 | 1.000 | +5.26% | +10.51% |
| Unchanged (roll-down) | 3.251 | 86.336 | 1.000 | +2.30% | +4.60% |
| +25bp | 3.501 | 83.870 | 1.000 | -0.56% | -1.12% |
| +50bp | 3.751 | 81.483 | 1.000 | -3.33% | -6.66% |
| 12m 2027-08-23 | -50bp | 2.696 | 92.344 | 2.000 | +10.43% | +10.43% |
| -25bp | 2.946 | 89.765 | 2.000 | +7.44% | +7.44% |
| Unchanged (roll-down) | 3.196 | 87.267 | 2.000 | +4.54% | +4.54% |
| +25bp | 3.446 | 84.848 | 2.000 | +1.73% | +1.73% |
| +50bp | 3.696 | 82.504 | 2.000 | -0.99% | -0.99% |