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bonds / 10Y / JGB (10-Year) No. 354

Bond Information

NameJGB (10-Year) No. 354
ISIN—
Issue #354
Coupon (%)0.1% semi-annual
Issue Date2019-04-03
Maturity2029-03-20 (Remaining 2.4y)
Outstanding¥7.2T (2026-03-31・MOF)
Total issued¥7.2T (annual report, FY-end)
Statutory basis4条特例借換前倒
SLF usagelast 30d —/ total ¥313.1B(last 2026-08-19・BOJ)
BOJ Holding¥6.3T(86.6%)(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 Yield0.1001 %
Accrued Interest0.010411 (38 days) per 100
Settlement Amount—
Modified Duration2.39
Macaulay Duration2.39
DV01—
Convexity6.9

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon0.050
2027-09-20coupon0.050
2028-03-20coupon0.050
2028-09-20coupon0.050
2029-03-20coupon + redemption100.050

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2019-06-04reopen3.993-0.106
2019-05-08reopen4.442-0.060
2019-04-02new5.071-0.060

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 2.4y)1.914 % → ref. price 95.774
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp1.38797.2920.025+1.61%+6.45%
-25bp1.63796.7770.025+1.07%+4.29%
Unchanged (roll-down)1.88796.2650.025+0.54%+2.16%
+25bp2.13795.7560.025+0.01%+0.03%
+50bp2.38795.2510.025-0.52%-2.08%
6m 2027-04-28-50bp1.34897.6720.050+2.03%+4.07%
-25bp1.59897.2130.050+1.56%+3.11%
Unchanged (roll-down)1.84896.7580.050+1.08%+2.16%
+25bp2.09896.3050.050+0.61%+1.21%
+50bp2.34895.8550.050+0.14%+0.27%
12m 2027-10-28-50bp1.23398.4390.100+2.89%+2.89%
-25bp1.48398.0990.100+2.53%+2.53%
Unchanged (roll-down)1.73397.7600.100+2.18%+2.18%
+25bp1.98397.4230.100+1.83%+1.83%
+50bp2.23397.0880.100+1.48%+1.48%