bonds / 10Y / JGB (10-Year) No. 368
Bond Information
| Name | JGB (10-Year) No. 368 |
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| ISIN | — |
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| Issue # | 368 |
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| Coupon (%) | 0.2% semi-annual |
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| Issue Date | 2022-10-05 |
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| Maturity | 2032-09-20 （Remaining 5.9y） |
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| Outstanding | ¥3.7T （2026-03-31・MOF） |
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| Total issued | ¥8.9T （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 ¥138.7B（last 2026-06-26・BOJ） |
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| BOJ Holding | ¥7.4T（100.0%）（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 | 0.020822 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.86 |
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| Macaulay Duration | 5.87 |
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| DV01 | — |
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| Convexity | 37.4 |
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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 |
| …（7 omitted）… |
| 2032-03-20 | coupon | 0.100 |
| 2032-09-20 | coupon + redemption | 100.100 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 5.9y) | 2.316 % → ref. price 88.390 |
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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 | 1.794 | 91.471 | 0.050 | +3.54% | +14.17% |
| -25bp | 2.044 | 90.207 | 0.050 | +2.11% | +8.45% |
| Unchanged (roll-down) | 2.294 | 88.962 | 0.050 | +0.70% | +2.82% |
| +25bp | 2.544 | 87.736 | 0.050 | -0.68% | -2.73% |
| +50bp | 2.794 | 86.529 | 0.050 | -2.05% | -8.19% |
| 6m 2027-04-28 | -50bp | 1.773 | 91.929 | 0.101 | +4.12% | +8.24% |
| -25bp | 2.023 | 90.714 | 0.101 | +2.74% | +5.49% |
| Unchanged (roll-down) | 2.273 | 89.516 | 0.101 | +1.39% | +2.78% |
| +25bp | 2.523 | 88.335 | 0.101 | +0.05% | +0.10% |
| +50bp | 2.773 | 87.172 | 0.101 | -1.26% | -2.53% |
| 12m 2027-10-28 | -50bp | 1.726 | 92.856 | 0.200 | +5.28% | +5.28% |
| -25bp | 1.976 | 91.741 | 0.200 | +4.02% | +4.02% |
| Unchanged (roll-down) | 2.226 | 90.640 | 0.200 | +2.77% | +2.77% |
| +25bp | 2.476 | 89.554 | 0.200 | +1.54% | +1.54% |
| +50bp | 2.726 | 88.482 | 0.200 | +0.33% | +0.33% |