bonds / 10Y / JGB (10-Year) No. 371
Bond Information
| Name | JGB (10-Year) No. 371 |
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| ISIN | — |
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| Issue # | 371 |
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| Coupon (%) | 0.4% semi-annual |
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| Issue Date | 2023-07-05 |
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| Maturity | 2033-06-20 （Remaining 6.6y） |
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| Outstanding | ¥9T （2026-03-31・MOF） |
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| Total issued | ¥9T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒 |
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| SLF usage | last 30d ¥2.6B／ total ¥175.9B（last 2026-09-30・BOJ） |
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| BOJ Holding | ¥6.3T（69.6%）（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 | 0.400 % |
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| Compound Yield | 0.3997 % |
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| Accrued Interest | 0.142466 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.55 |
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| Macaulay Duration | 6.56 |
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| DV01 | — |
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| Convexity | 46.5 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.200 |
| 2027-06-20 | coupon | 0.200 |
| 2027-12-20 | coupon | 0.200 |
| …（9 omitted）… |
| 2032-12-20 | coupon | 0.200 |
| 2033-06-20 | coupon + redemption | 100.200 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 6.6y) | 2.391 % → ref. price 87.822 |
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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 | 1.865 | 91.200 | -0.100 | +3.73% | +14.90% |
| -25bp | 2.115 | 89.785 | -0.100 | +2.12% | +8.47% |
| Unchanged (roll-down) | 2.365 | 88.393 | -0.100 | +0.54% | +2.14% |
| +25bp | 2.615 | 87.025 | -0.100 | -1.02% | -4.08% |
| +50bp | 2.865 | 85.681 | -0.100 | -2.55% | -10.19% |
| 6m 2027-04-28 | -50bp | 1.840 | 91.660 | 0.199 | +4.59% | +9.18% |
| -25bp | 2.090 | 90.291 | 0.199 | +3.03% | +6.07% |
| Unchanged (roll-down) | 2.340 | 88.945 | 0.199 | +1.50% | +3.00% |
| +25bp | 2.590 | 87.620 | 0.199 | -0.00% | -0.01% |
| +50bp | 2.840 | 86.317 | 0.199 | -1.49% | -2.97% |
| 12m 2027-10-28 | -50bp | 1.794 | 92.540 | 0.400 | +5.82% | +5.82% |
| -25bp | 2.044 | 91.268 | 0.400 | +4.37% | +4.37% |
| Unchanged (roll-down) | 2.294 | 90.016 | 0.400 | +2.95% | +2.95% |
| +25bp | 2.544 | 88.782 | 0.400 | +1.55% | +1.55% |
| +50bp | 2.794 | 87.566 | 0.400 | +0.16% | +0.16% |