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bonds / 10Y / JGB (10-Year) No. 358

Bond Information

NameJGB (10-Year) No. 358
ISIN
Issue #358
Coupon (%)0.1% semi-annual
Issue Date2020-04-03
Maturity2030-03-20 (Remaining 3.5y)
Outstanding¥5.8T (2026-03-31・MOF)
Total issued¥7.1T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
SLF usagelast 30d / total ¥11.4B(last 2026-03-13・BOJ)
BOJ Holding¥5.9T(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 Interest0.048493 (177 days) per 100
Settlement Amount
Modified Duration3.51
Macaulay Duration3.51
DV01
Convexity14.1

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.050
2027-03-20coupon0.050
2027-09-20coupon0.050
…(3 omitted)…
2029-09-20coupon0.050
2030-03-20coupon + redemption100.050

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2020-06-02reopen3.3620.000
2020-05-12reopen4.091-0.001
2020-04-02new4.1910.023

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

CMT interpolated (rem 3.5y)2.042 % → ref. price 93.441
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp1.49995.553-0.025+2.23%+8.93%
-25bp1.74994.783-0.025+1.41%+5.63%
Unchanged (roll-down)1.99994.020-0.025+0.59%+2.37%
+25bp2.24993.264-0.025-0.22%-0.87%
+50bp2.49992.515-0.025-1.02%-4.07%
6m 2027-03-13-50bp1.45796.0020.049+2.79%+5.58%
-25bp1.70795.2860.049+2.03%+4.05%
Unchanged (roll-down)1.95794.5760.049+1.27%+2.53%
+25bp2.20793.8720.049+0.51%+1.03%
+50bp2.45793.1750.049-0.23%-0.46%
12m 2027-09-13-50bp1.39096.8180.100+3.72%+3.72%
-25bp1.64096.2150.100+3.07%+3.07%
Unchanged (roll-down)1.89095.6180.100+2.43%+2.43%
+25bp2.14095.0240.100+1.80%+1.80%
+50bp2.39094.4350.100+1.17%+1.17%