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 5y） |
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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 —／ total ¥286.2B（last 2026-06-25・BOJ） |
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| BOJ Holding | ¥6.9T（100.0%）（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 | 0.048493 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.01 |
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| Macaulay Duration | 5.01 |
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| DV01 | — |
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| Convexity | 27.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.050 |
| 2027-03-20 | coupon | 0.050 |
| 2027-09-20 | coupon | 0.050 |
| …（6 omitted）… |
| 2031-03-20 | coupon | 0.050 |
| 2031-09-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 5.0y) | 2.246 % → ref. price 89.861 |
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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 | 1.716 | 92.623 | -0.025 | +3.04% | +12.18% |
| -25bp | 1.966 | 91.537 | -0.025 | +1.84% | +7.34% |
| Unchanged (roll-down) | 2.216 | 90.465 | -0.025 | +0.64% | +2.57% |
| +25bp | 2.466 | 89.407 | -0.025 | -0.53% | -2.13% |
| +50bp | 2.716 | 88.362 | -0.025 | -1.70% | -6.78% |
| 6m 2027-03-13 | -50bp | 1.687 | 93.113 | 0.049 | +3.67% | +7.34% |
| -25bp | 1.937 | 92.077 | 0.049 | +2.52% | +5.04% |
| Unchanged (roll-down) | 2.187 | 91.054 | 0.049 | +1.38% | +2.76% |
| +25bp | 2.437 | 90.043 | 0.049 | +0.26% | +0.51% |
| +50bp | 2.687 | 89.045 | 0.049 | -0.85% | -1.71% |
| 12m 2027-09-13 | -50bp | 1.626 | 94.081 | 0.100 | +4.80% | +4.80% |
| -25bp | 1.876 | 93.149 | 0.100 | +3.77% | +3.77% |
| Unchanged (roll-down) | 2.126 | 92.228 | 0.100 | +2.74% | +2.74% |
| +25bp | 2.376 | 91.317 | 0.100 | +1.73% | +1.73% |
| +50bp | 2.626 | 90.417 | 0.100 | +0.73% | +0.73% |