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 15.6y） |
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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 2026-08-10・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 | 1.9984 % |
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| Accrued Interest | 0.854795 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 13.22 |
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| Macaulay Duration | 13.35 |
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| DV01 | — |
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| Convexity | 200.0 |
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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 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 15.6y) | 3.445 % → ref. price 82.673 |
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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 | 2.929 | 88.580 | -0.504 | +6.47% | +25.87% |
| -25bp | 3.179 | 85.769 | -0.504 | +3.10% | +12.41% |
| Unchanged (roll-down) | 3.429 | 83.059 | -0.504 | -0.14% | -0.56% |
| +25bp | 3.679 | 80.448 | -0.504 | -3.27% | -13.07% |
| +50bp | 3.929 | 77.930 | -0.504 | -6.28% | -25.13% |
| 6m 2027-02-23 | -50bp | 2.913 | 88.907 | 1.000 | +8.66% | +17.32% |
| -25bp | 3.163 | 86.123 | 1.000 | +5.33% | +10.65% |
| Unchanged (roll-down) | 3.413 | 83.438 | 1.000 | +2.11% | +4.23% |
| +25bp | 3.663 | 80.848 | 1.000 | -0.99% | -1.97% |
| +50bp | 3.913 | 78.351 | 1.000 | -3.98% | -7.95% |
| 12m 2027-08-23 | -50bp | 2.862 | 89.759 | 2.000 | +10.88% | +10.88% |
| -25bp | 3.112 | 87.022 | 2.000 | +7.60% | +7.60% |
| Unchanged (roll-down) | 3.362 | 84.379 | 2.000 | +4.44% | +4.44% |
| +25bp | 3.612 | 81.828 | 2.000 | +1.38% | +1.38% |
| +50bp | 3.862 | 79.364 | 2.000 | -1.57% | -1.57% |