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bonds / 10Y / JGB (10-Year) No. 373

Bond Information

NameJGB (10-Year) No. 373
ISIN—
Issue #373
Coupon (%)0.6% semi-annual
Issue Date2024-01-11
Maturity2033-12-20 (Remaining 7.2y)
Outstanding¥7.2T (2026-03-31・MOF)
Total issued¥8.6T (annual report, FY-end)
Statutory basis4条特例借換前倒財投GX
STRIPS principal¥100M (2026-09-30)
SLF usagelast 30d ¥14.1B/ total ¥43.9B(last 2026-10-15・BOJ)
BOJ Holding¥4.2T(58.6%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield0.600 %
Compound Yield0.5994 %
Accrued Interest0.213699 (130 days) per 100
Settlement Amount—
Modified Duration6.97
Macaulay Duration7.00
DV01—
Convexity52.8

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.300
2027-06-20coupon0.300
2027-12-20coupon0.300
…(10 omitted)…
2033-06-20coupon0.300
2033-12-20coupon + redemption100.300

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2024-03-05reopen3.2440.718
2024-02-01reopen3.6570.741
2024-01-10new2.90120.596

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 7.1y)2.450 % → ref. price 87.928
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp1.91791.525-0.150+3.91%+15.65%
-25bp2.16790.007-0.150+2.19%+8.76%
Unchanged (roll-down)2.41788.516-0.150+0.50%+1.99%
+25bp2.66787.052-0.150-1.16%-4.65%
+50bp2.91785.614-0.150-2.79%-11.18%
6m 2027-04-28-50bp1.89191.9600.298+4.91%+9.83%
-25bp2.14190.4870.298+3.24%+6.48%
Unchanged (roll-down)2.39189.0400.298+1.60%+3.20%
+25bp2.64187.6180.298-0.01%-0.03%
+50bp2.89186.2200.298-1.60%-3.20%
12m 2027-10-28-50bp1.84092.8170.600+6.23%+6.23%
-25bp2.09091.4390.600+4.66%+4.66%
Unchanged (roll-down)2.34090.0830.600+3.13%+3.13%
+25bp2.59088.7490.600+1.61%+1.61%
+50bp2.84087.4370.600+0.12%+0.12%