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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 7.3y)
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 (2026-06-30)
SLF usagelast 30d / total ¥29.8B(last 2026-07-16・BOJ)
BOJ Holding¥4.2T(58.6%)(as of 2026-08-31・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 Interest0.139726 (85 days) per 100
Settlement Amount
Modified Duration7.10
Macaulay Duration7.12
DV01
Convexity54.6

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 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 7.3y)2.526 % → ref. price 87.270
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp1.98490.9610.150+4.39%+17.58%
-25bp2.23489.4260.150+2.64%+10.55%
Unchanged (roll-down)2.48487.9190.150+0.91%+3.65%
+25bp2.73486.4390.150-0.78%-3.12%
+50bp2.98484.9870.150-2.44%-9.76%
6m 2027-03-13-50bp1.95391.4470.297+5.12%+10.24%
-25bp2.20389.9560.297+3.41%+6.82%
Unchanged (roll-down)2.45388.4910.297+1.74%+3.47%
+25bp2.70387.0520.297+0.09%+0.18%
+50bp2.95385.6390.297-1.53%-3.05%
12m 2027-09-13-50bp1.89192.3930.600+6.55%+6.55%
-25bp2.14190.9940.600+4.95%+4.95%
Unchanged (roll-down)2.39189.6190.600+3.37%+3.37%
+25bp2.64188.2670.600+1.83%+1.83%
+50bp2.89186.9370.600+0.31%+0.31%