bonds / 10Y / JGB (10-Year) No. 366
Bond Information
| Name | JGB (10-Year) No. 366 |
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| ISIN | — |
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| Issue # | 366 |
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| Coupon (%) | 0.2% semi-annual |
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| Issue Date | 2022-04-06 |
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| Maturity | 2032-03-20 （Remaining 5.5y） |
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| Outstanding | ¥9T （2026-03-31・MOF） |
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| Total issued | ¥9T （annual report, FY-end） |
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| Statutory basis | 借換 |
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| SLF usage | last 30d ¥1B／ total ¥888.9B（last 2026-08-25・BOJ） |
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| BOJ Holding | ¥7.5T（83.2%）（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 | 0.200 % |
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| Compound Yield | 0.1998 % |
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| Accrued Interest | 0.096986 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.48 |
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| Macaulay Duration | 5.49 |
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| DV01 | — |
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| Convexity | 32.9 |
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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 | 0.100 |
| 2027-03-20 | coupon | 0.100 |
| 2027-09-20 | coupon | 0.100 |
| …（7 omitted）… |
| 2031-09-20 | coupon | 0.100 |
| 2032-03-20 | coupon + redemption | 100.100 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 5.5y) | 2.303 % → ref. price 89.156 |
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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 | 1.774 | 92.110 | -0.051 | +3.25% | +13.01% |
| -25bp | 2.024 | 90.921 | -0.051 | +1.92% | +7.68% |
| Unchanged (roll-down) | 2.274 | 89.749 | -0.051 | +0.61% | +2.43% |
| +25bp | 2.524 | 88.594 | -0.051 | -0.69% | -2.75% |
| +50bp | 2.774 | 87.455 | -0.051 | -1.96% | -7.85% |
| 6m 2027-03-13 | -50bp | 1.746 | 92.592 | 0.098 | +3.96% | +7.92% |
| -25bp | 1.996 | 91.452 | 0.098 | +2.68% | +5.37% |
| Unchanged (roll-down) | 2.246 | 90.328 | 0.098 | +1.42% | +2.85% |
| +25bp | 2.496 | 89.219 | 0.098 | +0.18% | +0.36% |
| +50bp | 2.746 | 88.124 | 0.098 | -1.05% | -2.09% |
| 12m 2027-09-13 | -50bp | 1.686 | 93.557 | 0.200 | +5.16% | +5.16% |
| -25bp | 1.936 | 92.519 | 0.200 | +3.99% | +3.99% |
| Unchanged (roll-down) | 2.186 | 91.494 | 0.200 | +2.84% | +2.84% |
| +25bp | 2.436 | 90.482 | 0.200 | +1.71% | +1.71% |
| +50bp | 2.686 | 89.482 | 0.200 | +0.59% | +0.59% |