bonds / 10Y / JGB (10-Year) No. 347
Bond Information
| Name | JGB (10-Year) No. 347 |
|---|
| ISIN | — |
|---|
| Issue # | 347 |
|---|
| Coupon (%) | 0.1% semi-annual |
|---|
| Issue Date | 2017-06-20 |
|---|
| Maturity | 2027-06-20 (Remaining 0.8y) |
|---|
| Outstanding | ¥7.8T (2026-03-31・MOF) |
|---|
| Total issued | ¥8.1T (annual report, FY-end) |
|---|
| Statutory basis | 4条特例出納特例借換前倒財投 |
|---|
| SLF usage | last 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) |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.100 % |
|---|
| Compound Yield | 0.1000 % |
|---|
| Accrued Interest | 0.023288 (85 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 0.77 |
|---|
| Macaulay Duration | 0.77 |
|---|
| DV01 | — |
|---|
| Convexity | 1.0 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.050 |
| 2027-06-20 | coupon + redemption | 100.050 |
Related Auctions
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) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 1.050 | 99.511 | 0.025 | +0.64% | +2.58% |
| -25bp | 1.300 | 99.383 | 0.025 | +0.51% | +2.06% |
| Unchanged (roll-down) | 1.550 | 99.255 | 0.025 | +0.39% | +1.54% |
| +25bp | 1.800 | 99.128 | 0.025 | +0.26% | +1.03% |
| +50bp | 2.050 | 99.001 | 0.025 | +0.13% | +0.51% |
| 6m 2027-03-13 | -50bp | 1.050 | 99.743 | 0.049 | +0.90% | +1.81% |
| -25bp | 1.300 | 99.676 | 0.049 | +0.84% | +1.67% |
| Unchanged (roll-down) | 1.550 | 99.609 | 0.049 | +0.77% | +1.54% |
| +25bp | 1.800 | 99.542 | 0.049 | +0.70% | +1.40% |
| +50bp | 2.050 | 99.475 | 0.049 | +0.63% | +1.27% |