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 6.4y） |
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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 ¥40.6B／ total ¥27.8T（last 2026-10-20・BOJ） |
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| BOJ Holding | ¥6.8T（80.3%）（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 | 0.500 % |
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| Compound Yield | 0.4999 % |
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| Accrued Interest | 0.052055 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.29 |
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| Macaulay Duration | 6.30 |
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| DV01 | — |
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| Convexity | 43.0 |
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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 | 0.250 |
| 2027-09-20 | coupon | 0.250 |
| 2028-03-20 | coupon | 0.250 |
| …（8 omitted）… |
| 2032-09-20 | coupon | 0.250 |
| 2033-03-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 6.4y) | 2.365 % → ref. price 88.985 |
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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 | 1.840 | 92.249 | 0.126 | +3.81% | +15.23% |
| -25bp | 2.090 | 90.877 | 0.126 | +2.27% | +9.07% |
| Unchanged (roll-down) | 2.340 | 89.527 | 0.126 | +0.75% | +3.00% |
| +25bp | 2.590 | 88.198 | 0.126 | -0.74% | -2.97% |
| +50bp | 2.840 | 86.892 | 0.126 | -2.21% | -8.84% |
| 6m 2027-04-28 | -50bp | 1.816 | 92.669 | 0.251 | +4.42% | +8.84% |
| -25bp | 2.066 | 91.344 | 0.251 | +2.93% | +5.86% |
| Unchanged (roll-down) | 2.316 | 90.040 | 0.251 | +1.47% | +2.93% |
| +25bp | 2.566 | 88.756 | 0.251 | +0.03% | +0.05% |
| +50bp | 2.816 | 87.492 | 0.251 | -1.39% | -2.79% |
| 12m 2027-10-28 | -50bp | 1.772 | 93.479 | 0.500 | +5.61% | +5.61% |
| -25bp | 2.022 | 92.253 | 0.500 | +4.23% | +4.23% |
| Unchanged (roll-down) | 2.272 | 91.045 | 0.500 | +2.88% | +2.88% |
| +25bp | 2.522 | 89.855 | 0.500 | +1.54% | +1.54% |
| +50bp | 2.772 | 88.682 | 0.500 | +0.22% | +0.22% |