bonds / 10Y / JGB (10-Year) No. 377
Bond Information
| Name | JGB (10-Year) No. 377 |
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| ISIN | — |
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| Issue # | 377 |
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| Coupon (%) | 1.2% semi-annual |
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| Issue Date | 2025-01-08 |
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| Maturity | 2034-12-20 （Remaining 8.2y） |
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| Outstanding | ¥8.4T （2026-03-31・MOF） |
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| Total issued | ¥8T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒こども |
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| SLF usage | last 30d —／ total ¥80.1B（last 2026-07-21・BOJ） |
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| BOJ Holding | ¥2.7T（31.6%）（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 | 1.200 % |
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| Compound Yield | 1.1989 % |
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| Accrued Interest | 0.427397 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 7.71 |
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| Macaulay Duration | 7.76 |
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| DV01 | — |
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| Convexity | 65.3 |
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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 | 0.600 |
| 2027-06-20 | coupon | 0.600 |
| 2027-12-20 | coupon | 0.600 |
| …（12 omitted）… |
| 2034-06-20 | coupon | 0.600 |
| 2034-12-20 | coupon + redemption | 100.600 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 8.1y) | 2.599 % → ref. price 89.778 |
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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 | 2.064 | 93.727 | -0.299 | +4.05% | +16.18% |
| -25bp | 2.314 | 91.995 | -0.299 | +2.13% | +8.50% |
| Unchanged (roll-down) | 2.564 | 90.297 | -0.299 | +0.24% | +0.98% |
| +25bp | 2.814 | 88.634 | -0.299 | -1.60% | -6.40% |
| +50bp | 3.064 | 87.005 | -0.299 | -3.41% | -13.62% |
| 6m 2027-04-28 | -50bp | 2.026 | 94.163 | 0.597 | +5.52% | +11.04% |
| -25bp | 2.276 | 92.473 | 0.597 | +3.65% | +7.30% |
| Unchanged (roll-down) | 2.526 | 90.817 | 0.597 | +1.81% | +3.63% |
| +25bp | 2.776 | 89.193 | 0.597 | +0.01% | +0.03% |
| +50bp | 3.026 | 87.601 | 0.597 | -1.75% | -3.50% |
| 12m 2027-10-28 | -50bp | 1.950 | 95.007 | 1.200 | +7.13% | +7.13% |
| -25bp | 2.200 | 93.407 | 1.200 | +5.35% | +5.35% |
| Unchanged (roll-down) | 2.450 | 91.837 | 1.200 | +3.61% | +3.61% |
| +25bp | 2.700 | 90.295 | 1.200 | +1.90% | +1.90% |
| +50bp | 2.950 | 88.782 | 1.200 | +0.23% | +0.23% |