bonds / 10Y / JGB (10-Year) No. 376
Bond Information
| Name | JGB (10-Year) No. 376 |
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| ISIN | — |
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| Issue # | 376 |
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| Coupon (%) | 0.9% semi-annual |
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| Issue Date | 2024-10-04 |
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| Maturity | 2034-09-20 （Remaining 8y） |
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| Outstanding | ¥4.5T （2026-03-31・MOF） |
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| Total issued | ¥8.3T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投こども |
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| SLF usage | last 30d ¥106.7B／ total ¥157.8B（last 2026-08-20・BOJ） |
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| BOJ Holding | ¥2.6T（56.8%）（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 | 0.900 % |
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| Compound Yield | 0.8989 % |
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| Accrued Interest | 0.436438 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 7.69 |
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| Macaulay Duration | 7.73 |
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| DV01 | — |
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| Convexity | 64.5 |
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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 | 0.450 |
| 2027-03-20 | coupon | 0.450 |
| 2027-09-20 | coupon | 0.450 |
| …（12 omitted）… |
| 2034-03-20 | coupon | 0.450 |
| 2034-09-20 | coupon + redemption | 100.450 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 8.0y) | 2.652 % → ref. price 87.406 |
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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 | 2.111 | 91.356 | -0.229 | +4.24% | +16.95% |
| -25bp | 2.361 | 89.676 | -0.229 | +2.32% | +9.29% |
| Unchanged (roll-down) | 2.611 | 88.028 | -0.229 | +0.45% | +1.79% |
| +25bp | 2.861 | 86.414 | -0.229 | -1.39% | -5.56% |
| +50bp | 3.111 | 84.832 | -0.229 | -3.19% | -12.76% |
| 6m 2027-03-13 | -50bp | 2.069 | 91.884 | 0.443 | +5.60% | +11.20% |
| -25bp | 2.319 | 90.244 | 0.443 | +3.73% | +7.47% |
| Unchanged (roll-down) | 2.569 | 88.636 | 0.443 | +1.90% | +3.81% |
| +25bp | 2.819 | 87.059 | 0.443 | +0.11% | +0.22% |
| +50bp | 3.069 | 85.513 | 0.443 | -1.65% | -3.30% |
| 12m 2027-09-13 | -50bp | 1.984 | 92.914 | 0.900 | +7.29% | +7.29% |
| -25bp | 2.234 | 91.361 | 0.900 | +5.53% | +5.53% |
| Unchanged (roll-down) | 2.484 | 89.837 | 0.900 | +3.79% | +3.79% |
| +25bp | 2.734 | 88.340 | 0.900 | +2.09% | +2.09% |
| +50bp | 2.984 | 86.870 | 0.900 | +0.41% | +0.41% |