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 4.3y） |
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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 2026-08-31・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 | 4.26 |
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| Macaulay Duration | 4.26 |
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| DV01 | — |
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| Convexity | 20.3 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 4.3y) | 2.156 % → ref. price 91.652 |
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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 | 1.626 | 94.081 | 0.025 | +2.68% | +10.70% |
| -25bp | 1.876 | 93.149 | 0.025 | +1.66% | +6.64% |
| Unchanged (roll-down) | 2.126 | 92.228 | 0.025 | +0.66% | +2.62% |
| +25bp | 2.376 | 91.318 | 0.025 | -0.34% | -1.35% |
| +50bp | 2.626 | 90.417 | 0.025 | -1.32% | -5.28% |
| 6m 2027-03-13 | -50bp | 1.585 | 94.577 | 0.049 | +3.24% | +6.49% |
| -25bp | 1.835 | 93.697 | 0.049 | +2.28% | +4.57% |
| Unchanged (roll-down) | 2.085 | 92.827 | 0.049 | +1.34% | +2.67% |
| +25bp | 2.335 | 91.966 | 0.049 | +0.40% | +0.79% |
| +50bp | 2.585 | 91.114 | 0.049 | -0.53% | -1.07% |
| 12m 2027-09-13 | -50bp | 1.500 | 95.547 | 0.100 | +4.36% | +4.36% |
| -25bp | 1.750 | 94.777 | 0.100 | +3.52% | +3.52% |
| Unchanged (roll-down) | 2.000 | 94.013 | 0.100 | +2.68% | +2.68% |
| +25bp | 2.250 | 93.256 | 0.100 | +1.86% | +1.86% |
| +50bp | 2.500 | 92.507 | 0.100 | +1.04% | +1.04% |