bonds / 10Y / JGB (10-Year) No. 373
Bond Information
| Name | JGB (10-Year) No. 373 |
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| ISIN | — |
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| Issue # | 373 |
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| Coupon (%) | 0.6% semi-annual |
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| Issue Date | 2024-01-11 |
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| Maturity | 2033-12-20 (Remaining 7.2y) |
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| Outstanding | ¥7.2T (2026-03-31・MOF) |
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| Total issued | ¥8.6T (annual report, FY-end) |
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| Statutory basis | 4条特例借換前倒財投GX |
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| STRIPS principal | ¥100M (2026-09-30) |
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| SLF usage | last 30d ¥14.1B/ total ¥43.9B(last 2026-10-15・BOJ) |
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| BOJ Holding | ¥4.2T(58.6%)(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 | 0.600 % |
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| Compound Yield | 0.5994 % |
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| Accrued Interest | 0.213699 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.97 |
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| Macaulay Duration | 7.00 |
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| DV01 | — |
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| Convexity | 52.8 |
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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 | 0.300 |
| 2027-06-20 | coupon | 0.300 |
| 2027-12-20 | coupon | 0.300 |
| …(10 omitted)… |
| 2033-06-20 | coupon | 0.300 |
| 2033-12-20 | coupon + redemption | 100.300 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 7.1y) | 2.450 % → ref. price 87.928 |
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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 | 1.917 | 91.525 | -0.150 | +3.91% | +15.65% |
| -25bp | 2.167 | 90.007 | -0.150 | +2.19% | +8.76% |
| Unchanged (roll-down) | 2.417 | 88.516 | -0.150 | +0.50% | +1.99% |
| +25bp | 2.667 | 87.052 | -0.150 | -1.16% | -4.65% |
| +50bp | 2.917 | 85.614 | -0.150 | -2.79% | -11.18% |
| 6m 2027-04-28 | -50bp | 1.891 | 91.960 | 0.298 | +4.91% | +9.83% |
| -25bp | 2.141 | 90.487 | 0.298 | +3.24% | +6.48% |
| Unchanged (roll-down) | 2.391 | 89.040 | 0.298 | +1.60% | +3.20% |
| +25bp | 2.641 | 87.618 | 0.298 | -0.01% | -0.03% |
| +50bp | 2.891 | 86.220 | 0.298 | -1.60% | -3.20% |
| 12m 2027-10-28 | -50bp | 1.840 | 92.817 | 0.600 | +6.23% | +6.23% |
| -25bp | 2.090 | 91.439 | 0.600 | +4.66% | +4.66% |
| Unchanged (roll-down) | 2.340 | 90.083 | 0.600 | +3.13% | +3.13% |
| +25bp | 2.590 | 88.749 | 0.600 | +1.61% | +1.61% |
| +50bp | 2.840 | 87.437 | 0.600 | +0.12% | +0.12% |