First, determine the corresponding key rate '01:

Key rate'01 = $-\frac{\Delta \text{BV}}{10,000 \times \Delta y}$

Where:
$\Delta \text{BV} =$ change in bond value
$\Delta y =$ change in yield (0.01%)

The change in bond value here is measured in reference to the initial bond value.

$$= -\frac{26.01772 - 26.11485}{10,000 \times 0.01\%} = 0.09713$$

Recall that:

Duration Measure = $\frac{10,000 \times (\text{01 Measure})}{\text{Value of the Portfolio}}$

Therefore in this case, the key rate duration with respect to the 30-year shift can be calculated as:

$$\Rightarrow \text{Key Rate Duration} = \frac{10,000 \times 0.09713}{26.11485} = 37.19$$