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 16.1y） |
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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 2026-08-10・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 | 1.900 % |
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| Compound Yield | 1.8981 % |
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| Accrued Interest | 0.812055 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 13.70 |
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| Macaulay Duration | 13.83 |
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| DV01 | — |
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| Convexity | 214.0 |
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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 | 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 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 16.1y) | 3.476 % → ref. price 80.683 |
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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 | 2.960 | 86.658 | -0.479 | +6.74% | +26.97% |
| -25bp | 3.210 | 83.818 | -0.479 | +3.26% | +13.04% |
| Unchanged (roll-down) | 3.460 | 81.085 | -0.479 | -0.09% | -0.38% |
| +25bp | 3.710 | 78.453 | -0.479 | -3.32% | -13.30% |
| +50bp | 3.960 | 75.919 | -0.479 | -6.43% | -25.73% |
| 6m 2027-02-23 | -50bp | 2.944 | 87.005 | 0.950 | +8.92% | +17.85% |
| -25bp | 3.194 | 84.190 | 0.950 | +5.47% | +10.94% |
| Unchanged (roll-down) | 3.444 | 81.479 | 0.950 | +2.14% | +4.28% |
| +25bp | 3.694 | 78.868 | 0.950 | -1.06% | -2.12% |
| +50bp | 3.944 | 76.352 | 0.950 | -4.15% | -8.30% |
| 12m 2027-08-23 | -50bp | 2.914 | 87.670 | 1.900 | +10.90% | +10.90% |
| -25bp | 3.164 | 84.907 | 1.900 | +7.51% | +7.51% |
| Unchanged (roll-down) | 3.414 | 82.242 | 1.900 | +4.24% | +4.24% |
| +25bp | 3.664 | 79.672 | 1.900 | +1.09% | +1.09% |
| +50bp | 3.914 | 77.194 | 1.900 | -1.95% | -1.95% |