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 7y） |
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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 ¥64.8B／ total ¥293B（last 2026-09-10・BOJ） |
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| BOJ Holding | ¥5.8T（67.4%）（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 | 0.800 % |
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| Compound Yield | 0.7989 % |
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| Accrued Interest | 0.387945 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.79 |
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| Macaulay Duration | 6.82 |
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| DV01 | — |
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| Convexity | 50.5 |
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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 | 0.400 |
| 2027-03-20 | coupon | 0.400 |
| 2027-09-20 | coupon | 0.400 |
| …（10 omitted）… |
| 2033-03-20 | coupon | 0.400 |
| 2033-09-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 7.0y) | 2.484 % → ref. price 89.197 |
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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 | 1.953 | 92.714 | -0.204 | +3.70% | +14.79% |
| -25bp | 2.203 | 91.213 | -0.204 | +2.02% | +8.09% |
| Unchanged (roll-down) | 2.453 | 89.737 | -0.204 | +0.38% | +1.50% |
| +25bp | 2.703 | 88.288 | -0.204 | -1.24% | -4.97% |
| +50bp | 2.953 | 86.865 | -0.204 | -2.83% | -11.32% |
| 6m 2027-03-13 | -50bp | 1.922 | 93.141 | 0.393 | +4.84% | +9.68% |
| -25bp | 2.172 | 91.685 | 0.393 | +3.22% | +6.43% |
| Unchanged (roll-down) | 2.422 | 90.254 | 0.393 | +1.62% | +3.24% |
| +25bp | 2.672 | 88.848 | 0.393 | +0.05% | +0.10% |
| +50bp | 2.922 | 87.465 | 0.393 | -1.49% | -2.99% |
| 12m 2027-09-13 | -50bp | 1.860 | 93.976 | 0.800 | +6.23% | +6.23% |
| -25bp | 2.110 | 92.617 | 0.800 | +4.71% | +4.71% |
| Unchanged (roll-down) | 2.360 | 91.278 | 0.800 | +3.22% | +3.22% |
| +25bp | 2.610 | 89.961 | 0.800 | +1.75% | +1.75% |
| +50bp | 2.860 | 88.665 | 0.800 | +0.30% | +0.30% |