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 5.7y） |
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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 —／ total ¥701B（last 2026-08-13・BOJ） |
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| BOJ Holding | ¥7T（85.0%）（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 | 0.200 % |
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| Compound Yield | 0.1998 % |
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| Accrued Interest | 0.071233 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.61 |
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| Macaulay Duration | 5.62 |
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| DV01 | — |
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| Convexity | 34.4 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 5.6y) | 2.294 % → ref. price 88.962 |
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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 | 1.772 | 91.941 | -0.050 | +3.29% | +13.16% |
| -25bp | 2.022 | 90.726 | -0.050 | +1.93% | +7.70% |
| Unchanged (roll-down) | 2.272 | 89.529 | -0.050 | +0.58% | +2.32% |
| +25bp | 2.522 | 88.350 | -0.050 | -0.74% | -2.98% |
| +50bp | 2.772 | 87.187 | -0.050 | -2.05% | -8.20% |
| 6m 2027-04-28 | -50bp | 1.751 | 92.393 | 0.099 | +3.97% | +7.93% |
| -25bp | 2.001 | 91.227 | 0.099 | +2.66% | +5.31% |
| Unchanged (roll-down) | 2.251 | 90.078 | 0.099 | +1.37% | +2.73% |
| +25bp | 2.501 | 88.945 | 0.099 | +0.09% | +0.18% |
| +50bp | 2.751 | 87.827 | 0.099 | -1.16% | -2.33% |
| 12m 2027-10-28 | -50bp | 1.697 | 93.335 | 0.200 | +5.14% | +5.14% |
| -25bp | 1.947 | 92.271 | 0.200 | +3.94% | +3.94% |
| Unchanged (roll-down) | 2.197 | 91.220 | 0.200 | +2.76% | +2.76% |
| +25bp | 2.447 | 90.182 | 0.200 | +1.60% | +1.60% |
| +50bp | 2.697 | 89.158 | 0.200 | +0.44% | +0.44% |