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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 0.6y)
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 2026-10-20・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 Interest0.035616 (130 days) per 100
Settlement Amount—
Modified Duration0.64
Macaulay Duration0.64
DV01—
Convexity0.7

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 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 0.6y)1.642 % → ref. price 99.016
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp1.14299.594-0.025+0.56%+2.23%
-25bp1.39299.497-0.025+0.46%+1.84%
Unchanged (roll-down)1.64299.400-0.025+0.36%+1.45%
+25bp1.89299.304-0.025+0.27%+1.06%
+50bp2.14299.208-0.025+0.17%+0.67%
6m 2027-04-28-50bp1.14299.8490.050+0.89%+1.78%
-25bp1.39299.8130.050+0.85%+1.71%
Unchanged (roll-down)1.64299.7770.050+0.82%+1.64%
+25bp1.89299.7410.050+0.78%+1.56%
+50bp2.14299.7060.050+0.75%+1.49%