bonds / 10Y / JGB (10-Year) No. 370
Bond Information
| Name | JGB (10-Year) No. 370 |
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| ISIN | — |
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| Issue # | 370 |
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| Coupon (%) | 0.5% semi-annual |
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| Issue Date | 2023-04-05 |
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| Maturity | 2033-03-20 （Remaining 6.5y） |
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| Outstanding | ¥8.5T （2026-03-31・MOF） |
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| Total issued | ¥8.5T （annual report, FY-end） |
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| Statutory basis | 借換 |
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| SLF usage | last 30d ¥164.4B／ total ¥27.7T（last 2026-09-08・BOJ） |
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| BOJ Holding | ¥6.8T（80.3%）（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 | 0.500 % |
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| Compound Yield | 0.4996 % |
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| Accrued Interest | 0.242466 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.39 |
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| Macaulay Duration | 6.41 |
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| DV01 | — |
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| Convexity | 44.5 |
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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 | 0.250 |
| 2027-03-20 | coupon | 0.250 |
| 2027-09-20 | coupon | 0.250 |
| …（9 omitted）… |
| 2032-09-20 | coupon | 0.250 |
| 2033-03-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 6.5y) | 2.421 % → ref. price 88.472 |
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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 | 1.891 | 91.811 | -0.127 | +3.62% | +14.48% |
| -25bp | 2.141 | 90.418 | -0.127 | +2.05% | +8.20% |
| Unchanged (roll-down) | 2.391 | 89.048 | -0.127 | +0.51% | +2.02% |
| +25bp | 2.641 | 87.701 | -0.127 | -1.01% | -4.05% |
| +50bp | 2.891 | 86.376 | -0.127 | -2.51% | -10.02% |
| 6m 2027-03-13 | -50bp | 1.860 | 92.279 | 0.246 | +4.57% | +9.14% |
| -25bp | 2.110 | 90.933 | 0.246 | +3.05% | +6.10% |
| Unchanged (roll-down) | 2.360 | 89.608 | 0.246 | +1.56% | +3.12% |
| +25bp | 2.610 | 88.304 | 0.246 | +0.09% | +0.18% |
| +50bp | 2.860 | 87.021 | 0.246 | -1.36% | -2.72% |
| 12m 2027-09-13 | -50bp | 1.803 | 93.181 | 0.500 | +5.87% | +5.87% |
| -25bp | 2.053 | 91.932 | 0.500 | +4.46% | +4.46% |
| Unchanged (roll-down) | 2.303 | 90.702 | 0.500 | +3.08% | +3.08% |
| +25bp | 2.553 | 89.489 | 0.500 | +1.71% | +1.71% |
| +50bp | 2.803 | 88.295 | 0.500 | +0.36% | +0.36% |