bonds / 10Y / JGB (10-Year) No. 363
Bond Information
| Name | JGB (10-Year) No. 363 |
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| ISIN | — |
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| Issue # | 363 |
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| Coupon (%) | 0.1% semi-annual |
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| Issue Date | 2021-07-02 |
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| Maturity | 2031-06-20 （Remaining 4.6y） |
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| Outstanding | ¥8.3T （2026-03-31・MOF） |
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| Total issued | ¥8.3T （annual report, FY-end） |
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| Statutory basis | 特例借換 |
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| SLF usage | last 30d ¥5.3B／ total ¥367.8B（last 2026-10-05・BOJ） |
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| BOJ Holding | ¥6.7T（80.4%）（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 | 4.63 |
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| Macaulay Duration | 4.64 |
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| DV01 | — |
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| Convexity | 23.8 |
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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 |
| …（5 omitted）… |
| 2030-12-20 | coupon | 0.050 |
| 2031-06-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 4.6y) | 2.196 % → ref. price 90.788 |
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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 | 1.667 | 93.387 | -0.025 | +2.83% | +11.34% |
| -25bp | 1.917 | 92.378 | -0.025 | +1.72% | +6.89% |
| Unchanged (roll-down) | 2.167 | 91.381 | -0.025 | +0.63% | +2.50% |
| +25bp | 2.417 | 90.396 | -0.025 | -0.46% | -1.84% |
| +50bp | 2.667 | 89.422 | -0.025 | -1.53% | -6.12% |
| 6m 2027-04-28 | -50bp | 1.638 | 93.857 | 0.050 | +3.43% | +6.87% |
| -25bp | 1.888 | 92.899 | 0.050 | +2.38% | +4.76% |
| Unchanged (roll-down) | 2.138 | 91.952 | 0.050 | +1.34% | +2.67% |
| +25bp | 2.388 | 91.015 | 0.050 | +0.31% | +0.61% |
| +50bp | 2.638 | 90.090 | 0.050 | -0.71% | -1.43% |
| 12m 2027-10-28 | -50bp | 1.570 | 94.808 | 0.100 | +4.54% | +4.54% |
| -25bp | 1.820 | 93.956 | 0.100 | +3.60% | +3.60% |
| Unchanged (roll-down) | 2.070 | 93.113 | 0.100 | +2.67% | +2.67% |
| +25bp | 2.320 | 92.279 | 0.100 | +1.75% | +1.75% |
| +50bp | 2.570 | 91.453 | 0.100 | +0.84% | +0.84% |