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bonds / 10Y / JGB (10-Year) No. 356

Bond Information

NameJGB (10-Year) No. 356
ISIN
Issue #356
Coupon (%)0.1% semi-annual
Issue Date2019-10-02
Maturity2029-09-20 (Remaining 3y)
Outstanding¥6.9T (2026-03-31・MOF)
Total issued¥7.7T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
SLF usagelast 30d ¥59.6B/ total ¥128.1B(last 2026-09-09・BOJ)
BOJ Holding¥6.7T(95.8%)(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 Yield0.0998 %
Accrued Interest0.048493 (177 days) per 100
Settlement Amount
Modified Duration3.02
Macaulay Duration3.02
DV01
Convexity10.6

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.050
2027-03-20coupon0.050
2027-09-20coupon0.050
…(2 omitted)…
2029-03-20coupon0.050
2029-09-20coupon + redemption100.050

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2019-12-03reopen3.2816-0.042
2019-11-06reopen3.625-0.099
2019-10-01new3.4229-0.158

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

CMT interpolated (rem 3.0y)1.957 % → ref. price 94.575
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp1.42496.413-0.025+1.92%+7.66%
-25bp1.67495.753-0.025+1.22%+4.87%
Unchanged (roll-down)1.92495.098-0.025+0.53%+2.10%
+25bp2.17494.449-0.025-0.16%-0.64%
+50bp2.42493.804-0.025-0.84%-3.36%
6m 2027-03-13-50bp1.39296.8050.049+2.41%+4.82%
-25bp1.64296.2010.049+1.77%+3.54%
Unchanged (roll-down)1.89295.6010.049+1.14%+2.27%
+25bp2.14295.0060.049+0.51%+1.01%
+50bp2.39294.4150.049-0.12%-0.23%
12m 2027-09-13-50bp1.32697.5620.100+3.26%+3.26%
-25bp1.57697.0740.100+2.75%+2.75%
Unchanged (roll-down)1.82696.5890.100+2.23%+2.23%
+25bp2.07696.1070.100+1.73%+1.73%
+50bp2.32695.6280.100+1.22%+1.22%