bonds / 10Y / JGB (10-Year) No. 372
Bond Information
| Name | JGB (10-Year) No. 372 |
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| ISIN | — |
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| Issue # | 372 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2023-10-04 |
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| Maturity | 2033-09-20 （Remaining 6.9y） |
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| Outstanding | ¥8.6T （2026-03-31・MOF） |
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| Total issued | ¥8.6T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒 |
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| SLF usage | last 30d ¥500M／ total ¥309.3B（last 2026-10-19・BOJ） |
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| BOJ Holding | ¥5.8T（67.4%）（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 | 0.800 % |
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| Compound Yield | 0.7994 % |
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| Accrued Interest | 0.083288 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.70 |
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| Macaulay Duration | 6.72 |
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| DV01 | — |
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| Convexity | 48.9 |
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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 | 0.400 |
| 2027-09-20 | coupon | 0.400 |
| 2028-03-20 | coupon | 0.400 |
| …（9 omitted）… |
| 2033-03-20 | coupon | 0.400 |
| 2033-09-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 6.9y) | 2.417 % → ref. price 89.772 |
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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 | 1.891 | 93.207 | 0.202 | +4.05% | +16.19% |
| -25bp | 2.141 | 91.723 | 0.202 | +2.40% | +9.58% |
| Unchanged (roll-down) | 2.391 | 90.266 | 0.202 | +0.77% | +3.10% |
| +25bp | 2.641 | 88.834 | 0.202 | -0.82% | -3.28% |
| +50bp | 2.891 | 87.427 | 0.202 | -2.39% | -9.54% |
| 6m 2027-04-28 | -50bp | 1.866 | 93.587 | 0.402 | +4.69% | +9.39% |
| -25bp | 2.116 | 92.151 | 0.402 | +3.10% | +6.19% |
| Unchanged (roll-down) | 2.366 | 90.739 | 0.402 | +1.52% | +3.05% |
| +25bp | 2.616 | 89.350 | 0.402 | -0.02% | -0.04% |
| +50bp | 2.866 | 87.985 | 0.402 | -1.54% | -3.08% |
| 12m 2027-10-28 | -50bp | 1.816 | 94.335 | 0.800 | +5.97% | +5.97% |
| -25bp | 2.066 | 92.996 | 0.800 | +4.48% | +4.48% |
| Unchanged (roll-down) | 2.316 | 91.679 | 0.800 | +3.01% | +3.01% |
| +25bp | 2.566 | 90.382 | 0.800 | +1.57% | +1.57% |
| +50bp | 2.816 | 89.105 | 0.800 | +0.15% | +0.15% |