bonds / 10Y / JGB (10-Year) No. 367
Bond Information
| Name | JGB (10-Year) No. 367 |
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| ISIN | — |
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| Issue # | 367 |
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| Coupon (%) | 0.2% semi-annual |
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| Issue Date | 2022-07-06 |
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| Maturity | 2032-06-20 （Remaining 5.8y） |
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| Outstanding | ¥8.2T （2026-03-31・MOF） |
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| Total issued | ¥8.5T （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 ¥10B／ total ¥701B（last 2026-08-13・BOJ） |
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| BOJ Holding | ¥7T（85.0%）（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 | 0.200 % |
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| Compound Yield | 0.1998 % |
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| Accrued Interest | 0.046575 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.73 |
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| Macaulay Duration | 5.74 |
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| DV01 | — |
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| Convexity | 35.9 |
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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 | 0.100 |
| 2027-06-20 | coupon | 0.100 |
| 2027-12-20 | coupon | 0.100 |
| …（7 omitted）… |
| 2031-12-20 | coupon | 0.100 |
| 2032-06-20 | coupon + redemption | 100.100 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 5.8y) | 2.332 % → ref. price 88.548 |
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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 | 1.803 | 91.607 | 0.050 | +3.51% | +14.03% |
| -25bp | 2.053 | 90.369 | 0.050 | +2.11% | +8.45% |
| Unchanged (roll-down) | 2.303 | 89.149 | 0.050 | +0.73% | +2.94% |
| +25bp | 2.553 | 87.948 | 0.050 | -0.62% | -2.49% |
| +50bp | 2.803 | 86.764 | 0.050 | -1.96% | -7.83% |
| 6m 2027-03-13 | -50bp | 1.775 | 92.099 | 0.099 | +4.12% | +8.24% |
| -25bp | 2.025 | 90.909 | 0.099 | +2.78% | +5.55% |
| Unchanged (roll-down) | 2.275 | 89.736 | 0.099 | +1.45% | +2.90% |
| +25bp | 2.525 | 88.580 | 0.099 | +0.15% | +0.29% |
| +50bp | 2.775 | 87.440 | 0.099 | -1.14% | -2.28% |
| 12m 2027-09-13 | -50bp | 1.716 | 93.079 | 0.200 | +5.34% | +5.34% |
| -25bp | 1.966 | 91.990 | 0.200 | +4.11% | +4.11% |
| Unchanged (roll-down) | 2.216 | 90.915 | 0.200 | +2.90% | +2.90% |
| +25bp | 2.466 | 89.854 | 0.200 | +1.70% | +1.70% |
| +50bp | 2.716 | 88.807 | 0.200 | +0.52% | +0.52% |