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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 3.8y)
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 2026-08-31・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 Duration3.76
Macaulay Duration3.76
DV01
Convexity16.0

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 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 3.8y)2.084 % → ref. price 92.841
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp1.54295.0770.025+2.43%+9.74%
-25bp1.79294.2520.025+1.55%+6.18%
Unchanged (roll-down)2.04293.4350.025+0.67%+2.67%
+25bp2.29292.6260.025-0.20%-0.82%
+50bp2.54291.8250.025-1.07%-4.27%
6m 2027-03-13-50bp1.50095.5430.049+2.96%+5.93%
-25bp1.75094.7710.049+2.13%+4.26%
Unchanged (roll-down)2.00094.0070.049+1.31%+2.62%
+25bp2.25093.2500.049+0.49%+0.99%
+50bp2.50092.5000.049-0.31%-0.63%
12m 2027-09-13-50bp1.42396.4180.100+3.96%+3.96%
-25bp1.67395.7580.100+3.25%+3.25%
Unchanged (roll-down)1.92395.1040.100+2.54%+2.54%
+25bp2.17394.4550.100+1.85%+1.85%
+50bp2.42393.8120.100+1.15%+1.15%