bonds / 10Y / JGB (10-Year) No. 360
Bond Information
| Name | JGB (10-Year) No. 360 |
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| ISIN | — |
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| Issue # | 360 |
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| Coupon (%) | 0.1% semi-annual |
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| Issue Date | 2020-10-02 |
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| Maturity | 2030-09-20 （Remaining 4y） |
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| Outstanding | ¥4.4T （2026-03-31・MOF） |
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| Total issued | ¥8.5T （annual report, FY-end） |
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| Statutory basis | 4条特例借換財投 |
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| SLF usage | last 30d —／ total ¥81.5B（last 2026-06-25・BOJ） |
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| BOJ Holding | ¥7.5T（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 | 0.0998 % |
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| Accrued Interest | 0.048493 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.01 |
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| Macaulay Duration | 4.01 |
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| DV01 | — |
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| Convexity | 18.1 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.050 |
| 2027-03-20 | coupon | 0.050 |
| 2027-09-20 | coupon | 0.050 |
| …（4 omitted）… |
| 2030-03-20 | coupon | 0.050 |
| 2030-09-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 4.0y) | 2.126 % → ref. price 92.228 |
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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 | 1.585 | 94.582 | -0.025 | +2.52% | +10.10% |
| -25bp | 1.835 | 93.703 | -0.025 | +1.57% | +6.29% |
| Unchanged (roll-down) | 2.085 | 92.834 | -0.025 | +0.63% | +2.52% |
| +25bp | 2.335 | 91.973 | -0.025 | -0.30% | -1.21% |
| +50bp | 2.585 | 91.122 | -0.025 | -1.23% | -4.91% |
| 6m 2027-03-13 | -50bp | 1.543 | 95.066 | 0.049 | +3.13% | +6.26% |
| -25bp | 1.793 | 94.240 | 0.049 | +2.23% | +4.47% |
| Unchanged (roll-down) | 2.043 | 93.422 | 0.049 | +1.35% | +2.69% |
| +25bp | 2.293 | 92.612 | 0.049 | +0.47% | +0.94% |
| +50bp | 2.543 | 91.810 | 0.049 | -0.40% | -0.80% |
| 12m 2027-09-13 | -50bp | 1.457 | 96.001 | 0.100 | +4.20% | +4.20% |
| -25bp | 1.707 | 95.285 | 0.100 | +3.42% | +3.42% |
| Unchanged (roll-down) | 1.957 | 94.575 | 0.100 | +2.65% | +2.65% |
| +25bp | 2.207 | 93.871 | 0.100 | +1.89% | +1.89% |
| +50bp | 2.457 | 93.174 | 0.100 | +1.13% | +1.13% |