bonds / 10Y / JGB (10-Year) No. 364
Bond Information
| Name | JGB (10-Year) No. 364 |
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| ISIN | — |
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| Issue # | 364 |
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| Coupon (%) | 0.1% semi-annual |
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| Issue Date | 2021-10-06 |
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| Maturity | 2031-09-20 （Remaining 4.9y） |
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| Outstanding | ¥5.4T （2026-03-31・MOF） |
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| Total issued | ¥8.4T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| SLF usage | last 30d ¥4.5B／ total ¥303.4B（last 2026-09-29・BOJ） |
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| BOJ Holding | ¥6.9T（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 | 4.88 |
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| Macaulay Duration | 4.89 |
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| DV01 | — |
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| Convexity | 26.3 |
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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 |
| …（5 omitted）… |
| 2031-03-20 | coupon | 0.050 |
| 2031-09-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 4.9y) | 2.226 % → ref. price 90.186 |
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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 | 1.696 | 92.896 | 0.025 | +3.03% | +12.13% |
| -25bp | 1.946 | 91.835 | 0.025 | +1.86% | +7.43% |
| Unchanged (roll-down) | 2.196 | 90.788 | 0.025 | +0.70% | +2.78% |
| +25bp | 2.446 | 89.753 | 0.025 | -0.45% | -1.80% |
| +50bp | 2.696 | 88.732 | 0.025 | -1.58% | -6.33% |
| 6m 2027-04-28 | -50bp | 1.667 | 93.376 | 0.050 | +3.59% | +7.19% |
| -25bp | 1.917 | 92.366 | 0.050 | +2.47% | +4.95% |
| Unchanged (roll-down) | 2.167 | 91.367 | 0.050 | +1.37% | +2.73% |
| +25bp | 2.417 | 90.381 | 0.050 | +0.27% | +0.55% |
| +50bp | 2.667 | 89.407 | 0.050 | -0.81% | -1.62% |
| 12m 2027-10-28 | -50bp | 1.606 | 94.330 | 0.100 | +4.71% | +4.71% |
| -25bp | 1.856 | 93.424 | 0.100 | +3.70% | +3.70% |
| Unchanged (roll-down) | 2.106 | 92.528 | 0.100 | +2.71% | +2.71% |
| +25bp | 2.356 | 91.642 | 0.100 | +1.73% | +1.73% |
| +50bp | 2.606 | 90.766 | 0.100 | +0.75% | +0.75% |