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bonds / 10Y / JGB (10-Year) No. 357

Bond Information

NameJGB (10-Year) No. 357
ISIN
Issue #357
Coupon (%)0.1% semi-annual
Issue Date2020-01-08
Maturity2029-12-20 (Remaining 3.3y)
Outstanding¥6.6T (2026-03-31・MOF)
Total issued¥8T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
SLF usagelast 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)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield0.100 %
Compound Yield0.0999 %
Accrued Interest0.023288 (85 days) per 100
Settlement Amount
Modified Duration3.26
Macaulay Duration3.27
DV01
Convexity12.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.050
2027-06-20coupon0.050
2027-12-20coupon0.050
…(2 omitted)…
2029-06-20coupon0.050
2029-12-20coupon + redemption100.050

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2020-03-03reopen3.2014-0.100
2020-02-04reopen3.632-0.051
2020-01-07new3.702-0.005

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)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp1.45796.0010.025+2.14%+8.56%
-25bp1.70795.2850.025+1.38%+5.52%
Unchanged (roll-down)1.95794.5750.025+0.62%+2.50%
+25bp2.20793.8720.025-0.12%-0.49%
+50bp2.45793.1740.025-0.87%-3.46%
6m 2027-03-13-50bp1.42496.4090.049+2.60%+5.20%
-25bp1.67495.7480.049+1.90%+3.80%
Unchanged (roll-down)1.92495.0930.049+1.20%+2.40%
+25bp2.17494.4430.049+0.51%+1.02%
+50bp2.42493.7980.049-0.18%-0.35%
12m 2027-09-13-50bp1.35897.1950.100+3.49%+3.49%
-25bp1.60896.6490.100+2.91%+2.91%
Unchanged (roll-down)1.85896.1070.100+2.33%+2.33%
+25bp2.10895.5690.100+1.76%+1.76%
+50bp2.35895.0340.100+1.19%+1.19%