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 7.9y） |
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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 —／ total ¥157.8B（last 2026-08-20・BOJ） |
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| BOJ Holding | ¥2.6T（56.8%）（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 | 0.900 % |
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| Compound Yield | 0.8994 % |
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| Accrued Interest | 0.093699 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 7.60 |
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| Macaulay Duration | 7.64 |
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| DV01 | — |
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| Convexity | 62.9 |
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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 | 0.450 |
| 2027-09-20 | coupon | 0.450 |
| 2028-03-20 | coupon | 0.450 |
| …（11 omitted）… |
| 2034-03-20 | coupon | 0.450 |
| 2034-09-20 | coupon + redemption | 100.450 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 7.9y) | 2.564 % → ref. price 88.161 |
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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 | 2.026 | 92.054 | 0.227 | +4.67% | +18.67% |
| -25bp | 2.276 | 90.386 | 0.227 | +2.78% | +11.11% |
| Unchanged (roll-down) | 2.526 | 88.750 | 0.227 | +0.93% | +3.70% |
| +25bp | 2.776 | 87.147 | 0.227 | -0.89% | -3.57% |
| +50bp | 3.026 | 85.575 | 0.227 | -2.67% | -10.69% |
| 6m 2027-04-28 | -50bp | 1.988 | 92.534 | 0.452 | +5.47% | +10.94% |
| -25bp | 2.238 | 90.908 | 0.452 | +3.63% | +7.25% |
| Unchanged (roll-down) | 2.488 | 89.313 | 0.452 | +1.82% | +3.64% |
| +25bp | 2.738 | 87.749 | 0.452 | +0.05% | +0.09% |
| +50bp | 2.988 | 86.214 | 0.452 | -1.69% | -3.39% |
| 12m 2027-10-28 | -50bp | 1.917 | 93.450 | 0.900 | +7.01% | +7.01% |
| -25bp | 2.167 | 91.914 | 0.900 | +5.27% | +5.27% |
| Unchanged (roll-down) | 2.417 | 90.405 | 0.900 | +3.56% | +3.56% |
| +25bp | 2.667 | 88.924 | 0.900 | +1.88% | +1.88% |
| +50bp | 2.917 | 87.469 | 0.900 | +0.24% | +0.24% |