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 6y） |
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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 2026-08-31・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 | 0.1997 % |
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| Accrued Interest | 0.096986 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.98 |
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| Macaulay Duration | 5.99 |
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| DV01 | — |
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| Convexity | 38.9 |
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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 |
| …（8 omitted）… |
| 2032-03-20 | coupon | 0.100 |
| 2032-09-20 | coupon + redemption | 100.100 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 6.0y) | 2.361 % → ref. price 87.931 |
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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 | 1.832 | 91.094 | -0.051 | +3.54% | +14.14% |
| -25bp | 2.082 | 89.808 | -0.051 | +2.07% | +8.30% |
| Unchanged (roll-down) | 2.332 | 88.542 | -0.051 | +0.64% | +2.54% |
| +25bp | 2.582 | 87.295 | -0.051 | -0.78% | -3.12% |
| +50bp | 2.832 | 86.067 | -0.051 | -2.18% | -8.70% |
| 6m 2027-03-13 | -50bp | 1.804 | 91.596 | 0.098 | +4.27% | +8.55% |
| -25bp | 2.054 | 90.357 | 0.098 | +2.87% | +5.74% |
| Unchanged (roll-down) | 2.304 | 89.137 | 0.098 | +1.48% | +2.96% |
| +25bp | 2.554 | 87.934 | 0.098 | +0.12% | +0.23% |
| +50bp | 2.804 | 86.749 | 0.098 | -1.23% | -2.46% |
| 12m 2027-09-13 | -50bp | 1.746 | 92.591 | 0.200 | +5.52% | +5.52% |
| -25bp | 1.996 | 91.451 | 0.200 | +4.23% | +4.23% |
| Unchanged (roll-down) | 2.246 | 90.326 | 0.200 | +2.95% | +2.95% |
| +25bp | 2.496 | 89.217 | 0.200 | +1.69% | +1.69% |
| +50bp | 2.746 | 88.123 | 0.200 | +0.45% | +0.45% |