bonds / 10Y / JGB (10-Year) No. 357
Bond Information
| Name | JGB (10-Year) No. 357 |
|---|
| ISIN | — |
|---|
| Issue # | 357 |
|---|
| Coupon (%) | 0.1% semi-annual |
|---|
| Issue Date | 2020-01-08 |
|---|
| Maturity | 2029-12-20 (Remaining 3.3y) |
|---|
| Outstanding | ¥6.6T (2026-03-31・MOF) |
|---|
| Total issued | ¥8T (annual report, FY-end) |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| SLF usage | last 30d —/ total ¥40B(last 2026-04-15・BOJ) |
|---|
| BOJ Holding | ¥6.7T(100.0%)(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 | 0.0999 % |
|---|
| Accrued Interest | 0.023288 (85 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 3.26 |
|---|
| Macaulay Duration | 3.27 |
|---|
| DV01 | — |
|---|
| Convexity | 12.3 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.050 |
| 2027-06-20 | coupon | 0.050 |
| 2027-12-20 | coupon | 0.050 |
| …(2 omitted)… |
| 2029-06-20 | coupon | 0.050 |
| 2029-12-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 3.3y) | 2.000 % → ref. price 94.013 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 1.457 | 96.001 | 0.025 | +2.14% | +8.56% |
| -25bp | 1.707 | 95.285 | 0.025 | +1.38% | +5.52% |
| Unchanged (roll-down) | 1.957 | 94.575 | 0.025 | +0.62% | +2.50% |
| +25bp | 2.207 | 93.872 | 0.025 | -0.12% | -0.49% |
| +50bp | 2.457 | 93.174 | 0.025 | -0.87% | -3.46% |
| 6m 2027-03-13 | -50bp | 1.424 | 96.409 | 0.049 | +2.60% | +5.20% |
| -25bp | 1.674 | 95.748 | 0.049 | +1.90% | +3.80% |
| Unchanged (roll-down) | 1.924 | 95.093 | 0.049 | +1.20% | +2.40% |
| +25bp | 2.174 | 94.443 | 0.049 | +0.51% | +1.02% |
| +50bp | 2.424 | 93.798 | 0.049 | -0.18% | -0.35% |
| 12m 2027-09-13 | -50bp | 1.358 | 97.195 | 0.100 | +3.49% | +3.49% |
| -25bp | 1.608 | 96.649 | 0.100 | +2.91% | +2.91% |
| Unchanged (roll-down) | 1.858 | 96.107 | 0.100 | +2.33% | +2.33% |
| +25bp | 2.108 | 95.569 | 0.100 | +1.76% | +1.76% |
| +50bp | 2.358 | 95.034 | 0.100 | +1.19% | +1.19% |