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 3.9y） |
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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 2026-10-20・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 | 0.010411 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.89 |
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| Macaulay Duration | 3.89 |
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| DV01 | — |
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| Convexity | 17.1 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.050 |
| 2027-09-20 | coupon | 0.050 |
| 2028-03-20 | coupon | 0.050 |
| …（3 omitted）… |
| 2030-03-20 | coupon | 0.050 |
| 2030-09-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 3.9y) | 2.106 % → ref. price 92.528 |
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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 | 1.570 | 94.808 | 0.025 | +2.49% | +9.96% |
| -25bp | 1.820 | 93.956 | 0.025 | +1.57% | +6.28% |
| Unchanged (roll-down) | 2.070 | 93.113 | 0.025 | +0.66% | +2.64% |
| +25bp | 2.320 | 92.279 | 0.025 | -0.24% | -0.97% |
| +50bp | 2.570 | 91.453 | 0.025 | -1.14% | -4.54% |
| 6m 2027-04-28 | -50bp | 1.535 | 95.262 | 0.050 | +3.01% | +6.02% |
| -25bp | 1.785 | 94.463 | 0.050 | +2.15% | +4.29% |
| Unchanged (roll-down) | 2.035 | 93.672 | 0.050 | +1.29% | +2.58% |
| +25bp | 2.285 | 92.889 | 0.050 | +0.44% | +0.89% |
| +50bp | 2.535 | 92.113 | 0.050 | -0.39% | -0.79% |
| 12m 2027-10-28 | -50bp | 1.468 | 96.132 | 0.100 | +4.00% | +4.00% |
| -25bp | 1.718 | 95.444 | 0.100 | +3.26% | +3.26% |
| Unchanged (roll-down) | 1.968 | 94.762 | 0.100 | +2.52% | +2.52% |
| +25bp | 2.218 | 94.086 | 0.100 | +1.79% | +1.79% |
| +50bp | 2.468 | 93.415 | 0.100 | +1.07% | +1.07% |