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bonds / 10Y / JGB (10-Year) No. 359

Bond Information

NameJGB (10-Year) No. 359
ISIN—
Issue #359
Coupon (%)0.1% semi-annual
Issue Date2020-07-03
Maturity2030-06-20 (Remaining 3.6y)
Outstanding¥6.1T (2026-03-31・MOF)
Total issued¥8.7T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
SLF usagelast 30d —/ total ¥106.9B(last 2026-08-07・BOJ)
BOJ Holding¥7.4T(100.0%)(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 Yield0.0999 %
Accrued Interest0.035616 (130 days) per 100
Settlement Amount—
Modified Duration3.64
Macaulay Duration3.64
DV01—
Convexity15.1

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.050
2027-06-20coupon0.050
2027-12-20coupon0.050
…(3 omitted)…
2029-12-20coupon0.050
2030-06-20coupon + redemption100.050

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2020-09-01reopen3.15110.034
2020-08-04reopen3.6430.018
2020-07-02new3.6620.058

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

CMT interpolated (rem 3.6y)2.070 % → ref. price 93.113
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp1.53595.272-0.025+2.29%+9.16%
-25bp1.78594.475-0.025+1.44%+5.74%
Unchanged (roll-down)2.03593.685-0.025+0.59%+2.35%
+25bp2.28592.903-0.025-0.25%-1.01%
+50bp2.53592.129-0.025-1.08%-4.33%
6m 2027-04-28-50bp1.50095.7120.050+2.84%+5.69%
-25bp1.75094.9690.050+2.05%+4.09%
Unchanged (roll-down)2.00094.2320.050+1.25%+2.51%
+25bp2.25093.5020.050+0.47%+0.94%
+50bp2.50092.7790.050-0.31%-0.61%
12m 2027-10-28-50bp1.44196.5300.100+3.78%+3.78%
-25bp1.69195.8990.100+3.10%+3.10%
Unchanged (roll-down)1.94195.2730.100+2.43%+2.43%
+25bp2.19194.6520.100+1.76%+1.76%
+50bp2.44194.0360.100+1.10%+1.10%