bonds / 10Y / JGB (10-Year) No. 361
Bond Information
| Name | JGB (10-Year) No. 361 |
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| ISIN | — |
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| Issue # | 361 |
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| Coupon (%) | 0.1% semi-annual |
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| Issue Date | 2021-01-07 |
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| Maturity | 2030-12-20 （Remaining 4.2y） |
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| Outstanding | ¥8.6T （2026-03-31・MOF） |
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| Total issued | ¥8.4T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| SLF usage | last 30d —／ total ¥744.1B（last 2026-08-04・BOJ） |
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| BOJ Holding | ¥7.3T（85.0%）（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 | 4.14 |
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| Macaulay Duration | 4.14 |
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| DV01 | — |
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| Convexity | 19.2 |
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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 |
| …（4 omitted）… |
| 2030-06-20 | coupon | 0.050 |
| 2030-12-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 4.1y) | 2.138 % → ref. price 91.951 |
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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 | 1.606 | 94.335 | -0.025 | +2.56% | +10.26% |
| -25bp | 1.856 | 93.430 | -0.025 | +1.58% | +6.32% |
| Unchanged (roll-down) | 2.106 | 92.535 | -0.025 | +0.61% | +2.43% |
| +25bp | 2.356 | 91.649 | -0.025 | -0.36% | -1.42% |
| +50bp | 2.606 | 90.773 | -0.025 | -1.31% | -5.23% |
| 6m 2027-04-28 | -50bp | 1.571 | 94.803 | 0.050 | +3.15% | +6.31% |
| -25bp | 1.821 | 93.950 | 0.050 | +2.23% | +4.45% |
| Unchanged (roll-down) | 2.071 | 93.107 | 0.050 | +1.31% | +2.62% |
| +25bp | 2.321 | 92.272 | 0.050 | +0.40% | +0.80% |
| +50bp | 2.571 | 91.445 | 0.050 | -0.50% | -0.99% |
| 12m 2027-10-28 | -50bp | 1.500 | 95.712 | 0.100 | +4.20% | +4.20% |
| -25bp | 1.750 | 94.968 | 0.100 | +3.39% | +3.39% |
| Unchanged (roll-down) | 2.000 | 94.232 | 0.100 | +2.59% | +2.59% |
| +25bp | 2.250 | 93.502 | 0.100 | +1.79% | +1.79% |
| +50bp | 2.500 | 92.778 | 0.100 | +1.01% | +1.01% |