Let Ex be a collection of i.i.d. exponential random
variables. Symmetric Bouchaud’s model on Z2 is a Markov chain
X(t) whose transition rates are given by wxy = ν exp(−βEx ) if x,
y are neighbours in Z2 . We study the behaviour of two correlation functions: P[X(tw + t) = X(tw )] and P X(t ) = X(tw )∀t ∈
[tw , tw + t] . We prove the (sub)aging behaviour of these functions
when β > 1.