bonds / 10Y / JGB (10-Year) No. 359
Bond Information
| Name | JGB (10-Year) No. 359 |
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| ISIN | — |
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| Issue # | 359 |
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| Coupon (%) | 0.1% semi-annual |
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| Issue Date | 2020-07-03 |
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| Maturity | 2030-06-20 (Remaining 3.8y) |
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| Outstanding | ¥6.1T (2026-03-31・MOF) |
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| Total issued | ¥8.7T (annual report, FY-end) |
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| Statutory basis | 4条特例借換前倒財投 |
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| SLF usage | last 30d —/ total ¥106.9B(last 2026-08-07・BOJ) |
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| BOJ Holding | ¥7.4T(100.0%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates) |
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| Status | active |
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Results
Yield Calculator (price input) | Simple Yield | 0.100 % |
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| Compound Yield | 0.0999 % |
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| Accrued Interest | 0.023288 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.76 |
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| Macaulay Duration | 3.76 |
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| DV01 | — |
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| Convexity | 16.0 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.050 |
| 2027-06-20 | coupon | 0.050 |
| 2027-12-20 | coupon | 0.050 |
| …(3 omitted)… |
| 2029-12-20 | coupon | 0.050 |
| 2030-06-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 3.8y) | 2.084 % → ref. price 92.841 |
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| G-spread (vs interpolated CMT) | — |
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| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
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| 3m 2026-12-13 | -50bp | 1.542 | 95.077 | 0.025 | +2.43% | +9.74% |
| -25bp | 1.792 | 94.252 | 0.025 | +1.55% | +6.18% |
| Unchanged (roll-down) | 2.042 | 93.435 | 0.025 | +0.67% | +2.67% |
| +25bp | 2.292 | 92.626 | 0.025 | -0.20% | -0.82% |
| +50bp | 2.542 | 91.825 | 0.025 | -1.07% | -4.27% |
| 6m 2027-03-13 | -50bp | 1.500 | 95.543 | 0.049 | +2.96% | +5.93% |
| -25bp | 1.750 | 94.771 | 0.049 | +2.13% | +4.26% |
| Unchanged (roll-down) | 2.000 | 94.007 | 0.049 | +1.31% | +2.62% |
| +25bp | 2.250 | 93.250 | 0.049 | +0.49% | +0.99% |
| +50bp | 2.500 | 92.500 | 0.049 | -0.31% | -0.63% |
| 12m 2027-09-13 | -50bp | 1.423 | 96.418 | 0.100 | +3.96% | +3.96% |
| -25bp | 1.673 | 95.758 | 0.100 | +3.25% | +3.25% |
| Unchanged (roll-down) | 1.923 | 95.104 | 0.100 | +2.54% | +2.54% |
| +25bp | 2.173 | 94.455 | 0.100 | +1.85% | +1.85% |
| +50bp | 2.423 | 93.812 | 0.100 | +1.15% | +1.15% |