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bonds / 10Y / JGB (10-Year) No. 347

Bond Information

NameJGB (10-Year) No. 347
ISIN
Issue #347
Coupon (%)0.1% semi-annual
Issue Date2017-06-20
Maturity2027-06-20 (Remaining 0.8y)
Outstanding¥7.8T (2026-03-31・MOF)
Total issued¥8.1T (annual report, FY-end)
Statutory basis4条特例出納特例借換前倒財投
SLF usagelast 30d / total ¥1.1B(last 2026-06-01・BOJ)
BOJ Holding¥7.4T(94.8%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield0.100 %
Compound Yield0.1000 %
Accrued Interest0.023288 (85 days) per 100
Settlement Amount
Modified Duration0.77
Macaulay Duration0.77
DV01
Convexity1.0

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.050
2027-06-20coupon + redemption100.050

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2017-08-01reopen4.2110.073
2017-07-04reopen4.7710.079
2017-06-01new3.6420.051

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 0.8y)1.550 % → ref. price 98.898
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp1.05099.5110.025+0.64%+2.58%
-25bp1.30099.3830.025+0.51%+2.06%
Unchanged (roll-down)1.55099.2550.025+0.39%+1.54%
+25bp1.80099.1280.025+0.26%+1.03%
+50bp2.05099.0010.025+0.13%+0.51%
6m 2027-03-13-50bp1.05099.7430.049+0.90%+1.81%
-25bp1.30099.6760.049+0.84%+1.67%
Unchanged (roll-down)1.55099.6090.049+0.77%+1.54%
+25bp1.80099.5420.049+0.70%+1.40%
+50bp2.05099.4750.049+0.63%+1.27%