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 5.4y） |
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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 ¥3B／ total ¥892.4B（last 2026-10-20・BOJ） |
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| BOJ Holding | ¥7.5T（83.2%）（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 | 0.200 % |
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| Compound Yield | 0.1999 % |
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| Accrued Interest | 0.020822 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.36 |
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| Macaulay Duration | 5.37 |
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| DV01 | — |
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| Convexity | 31.6 |
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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 | 0.100 |
| 2027-09-20 | coupon | 0.100 |
| 2028-03-20 | coupon | 0.100 |
| …（6 omitted）… |
| 2031-09-20 | coupon | 0.100 |
| 2032-03-20 | coupon + redemption | 100.100 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 5.4y) | 2.272 % → ref. price 89.530 |
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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 | 1.750 | 92.403 | 0.050 | +3.27% | +13.06% |
| -25bp | 2.000 | 91.239 | 0.050 | +1.97% | +7.86% |
| Unchanged (roll-down) | 2.250 | 90.091 | 0.050 | +0.68% | +2.73% |
| +25bp | 2.500 | 88.958 | 0.050 | -0.58% | -2.33% |
| +50bp | 2.750 | 87.842 | 0.050 | -1.83% | -7.32% |
| 6m 2027-04-28 | -50bp | 1.726 | 92.861 | 0.101 | +3.83% | +7.66% |
| -25bp | 1.976 | 91.746 | 0.101 | +2.59% | +5.18% |
| Unchanged (roll-down) | 2.226 | 90.646 | 0.101 | +1.36% | +2.72% |
| +25bp | 2.476 | 89.561 | 0.101 | +0.15% | +0.29% |
| +50bp | 2.726 | 88.489 | 0.101 | -1.05% | -2.10% |
| 12m 2027-10-28 | -50bp | 1.667 | 93.804 | 0.200 | +5.00% | +5.00% |
| -25bp | 1.917 | 92.791 | 0.200 | +3.87% | +3.87% |
| Unchanged (roll-down) | 2.167 | 91.791 | 0.200 | +2.75% | +2.75% |
| +25bp | 2.417 | 90.803 | 0.200 | +1.65% | +1.65% |
| +50bp | 2.667 | 89.827 | 0.200 | +0.56% | +0.56% |