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 6.8y） |
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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 —／ total ¥173.3B（last 2026-08-03・BOJ） |
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| BOJ Holding | ¥6.3T（69.6%）（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 | 0.400 % |
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| Compound Yield | 0.3997 % |
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| Accrued Interest | 0.093151 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.67 |
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| Macaulay Duration | 6.68 |
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| DV01 | — |
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| Convexity | 48.2 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 6.8y) | 2.452 % → ref. price 87.262 |
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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 | 1.922 | 90.710 | 0.100 | +4.06% | +16.24% |
| -25bp | 2.172 | 89.275 | 0.100 | +2.42% | +9.68% |
| Unchanged (roll-down) | 2.422 | 87.866 | 0.100 | +0.81% | +3.22% |
| +25bp | 2.672 | 86.480 | 0.100 | -0.78% | -3.12% |
| +50bp | 2.922 | 85.119 | 0.100 | -2.34% | -9.36% |
| 6m 2027-03-13 | -50bp | 1.891 | 91.210 | 0.198 | +4.75% | +9.49% |
| -25bp | 2.141 | 89.821 | 0.198 | +3.16% | +6.31% |
| Unchanged (roll-down) | 2.391 | 88.455 | 0.198 | +1.59% | +3.18% |
| +25bp | 2.641 | 87.112 | 0.198 | +0.05% | +0.11% |
| +50bp | 2.891 | 85.790 | 0.198 | -1.46% | -2.92% |
| 12m 2027-09-13 | -50bp | 1.832 | 92.190 | 0.400 | +6.10% | +6.10% |
| -25bp | 2.082 | 90.896 | 0.400 | +4.62% | +4.62% |
| Unchanged (roll-down) | 2.332 | 89.622 | 0.400 | +3.16% | +3.16% |
| +25bp | 2.582 | 88.367 | 0.400 | +1.72% | +1.72% |
| +50bp | 2.832 | 87.132 | 0.400 | +0.31% | +0.31% |