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 3.6y) |
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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 2026-10-20・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 | 0.035616 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.64 |
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| Macaulay Duration | 3.64 |
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| DV01 | — |
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| Convexity | 15.1 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 3.6y) | 2.070 % → ref. price 93.113 |
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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 2027-01-28 | -50bp | 1.535 | 95.272 | -0.025 | +2.29% | +9.16% |
| -25bp | 1.785 | 94.475 | -0.025 | +1.44% | +5.74% |
| Unchanged (roll-down) | 2.035 | 93.685 | -0.025 | +0.59% | +2.35% |
| +25bp | 2.285 | 92.903 | -0.025 | -0.25% | -1.01% |
| +50bp | 2.535 | 92.129 | -0.025 | -1.08% | -4.33% |
| 6m 2027-04-28 | -50bp | 1.500 | 95.712 | 0.050 | +2.84% | +5.69% |
| -25bp | 1.750 | 94.969 | 0.050 | +2.05% | +4.09% |
| Unchanged (roll-down) | 2.000 | 94.232 | 0.050 | +1.25% | +2.51% |
| +25bp | 2.250 | 93.502 | 0.050 | +0.47% | +0.94% |
| +50bp | 2.500 | 92.779 | 0.050 | -0.31% | -0.61% |
| 12m 2027-10-28 | -50bp | 1.441 | 96.530 | 0.100 | +3.78% | +3.78% |
| -25bp | 1.691 | 95.899 | 0.100 | +3.10% | +3.10% |
| Unchanged (roll-down) | 1.941 | 95.273 | 0.100 | +2.43% | +2.43% |
| +25bp | 2.191 | 94.652 | 0.100 | +1.76% | +1.76% |
| +50bp | 2.441 | 94.036 | 0.100 | +1.10% | +1.10% |