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bonds / 10Y / JGB (10-Year) No. 369

Bond Information

NameJGB (10-Year) No. 369
ISIN—
Issue #369
Coupon (%)0.5% semi-annual
Issue Date2023-01-06
Maturity2032-12-20 (Remaining 6.2y)
Outstanding¥7.9T (2026-03-31・MOF)
Total issued¥8.4T (annual report, FY-end)
Statutory basis特例借換前倒財投
SLF usagelast 30d ¥2.9B/ total ¥2.4T(last 2026-10-23・BOJ)
BOJ Holding¥6.9T(87.9%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield0.500 %
Compound Yield0.4994 %
Accrued Interest0.178082 (130 days) per 100
Settlement Amount—
Modified Duration6.04
Macaulay Duration6.05
DV01—
Convexity39.9

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.250
2027-06-20coupon0.250
2027-12-20coupon0.250
…(8 omitted)…
2032-06-20coupon0.250
2032-12-20coupon + redemption100.250

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2023-03-02reopen7.5500.500
2023-02-02reopen4.61100.485
2023-01-05new4.7600.500

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 6.1y)2.340 % → ref. price 89.512
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp1.81692.669-0.125+3.38%+13.52%
-25bp2.06691.344-0.125+1.90%+7.61%
Unchanged (roll-down)2.31690.040-0.125+0.45%+1.80%
+25bp2.56688.756-0.125-0.98%-3.93%
+50bp2.81687.492-0.125-2.39%-9.57%
6m 2027-04-28-50bp1.79493.0700.249+4.24%+8.49%
-25bp2.04491.7940.249+2.82%+5.64%
Unchanged (roll-down)2.29490.5360.249+1.42%+2.84%
+25bp2.54489.2980.249+0.04%+0.08%
+50bp2.79488.0790.249-1.32%-2.64%
12m 2027-10-28-50bp1.75193.8620.500+5.41%+5.41%
-25bp2.00192.6870.500+4.10%+4.10%
Unchanged (roll-down)2.25191.5270.500+2.80%+2.80%
+25bp2.50190.3840.500+1.53%+1.53%
+50bp2.75189.2560.500+0.27%+0.27%