bonds / 10Y / JGB (10-Year) No. 374
Bond Information
| Name | JGB (10-Year) No. 374 |
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| ISIN | — |
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| Issue # | 374 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2024-04-03 |
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| Maturity | 2034-03-20 （Remaining 7.4y） |
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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 —／ total ¥60.2B（last 2026-08-27・BOJ） |
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| BOJ Holding | ¥3.9T（44.8%）（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 | 0.7998 % |
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| Accrued Interest | 0.083288 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 7.16 |
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| Macaulay Duration | 7.19 |
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| DV01 | — |
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| Convexity | 55.8 |
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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 |
| …（10 omitted）… |
| 2033-09-20 | coupon | 0.400 |
| 2034-03-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 7.4y) | 2.488 % → ref. price 88.660 |
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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 | 1.949 | 92.367 | 0.202 | +4.40% | +17.62% |
| -25bp | 2.199 | 90.793 | 0.202 | +2.63% | +10.52% |
| Unchanged (roll-down) | 2.449 | 89.248 | 0.202 | +0.89% | +3.56% |
| +25bp | 2.699 | 87.731 | 0.202 | -0.82% | -3.28% |
| +50bp | 2.949 | 86.242 | 0.202 | -2.50% | -9.99% |
| 6m 2027-04-28 | -50bp | 1.917 | 92.811 | 0.402 | +5.13% | +10.26% |
| -25bp | 2.167 | 91.281 | 0.402 | +3.41% | +6.81% |
| Unchanged (roll-down) | 2.417 | 89.778 | 0.402 | +1.71% | +3.43% |
| +25bp | 2.667 | 88.303 | 0.402 | +0.05% | +0.10% |
| +50bp | 2.917 | 86.854 | 0.402 | -1.58% | -3.16% |
| 12m 2027-10-28 | -50bp | 1.865 | 93.603 | 0.800 | +6.47% | +6.47% |
| -25bp | 2.115 | 92.168 | 0.800 | +4.85% | +4.85% |
| Unchanged (roll-down) | 2.365 | 90.757 | 0.800 | +3.26% | +3.26% |
| +25bp | 2.615 | 89.370 | 0.800 | +1.70% | +1.70% |
| +50bp | 2.865 | 88.005 | 0.800 | +0.16% | +0.16% |