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bonds / 10Y / JGB (10-Year) No. 379

Bond Information

NameJGB (10-Year) No. 379
ISIN
Issue #379
Coupon (%)1.5% semi-annual
Issue Date2025-07-02
Maturity2035-06-20 (Remaining 8.8y)
Outstanding¥5.2T (2026-03-31・MOF)
SLF usagelast 30d ¥100M/ total ¥961.1B(last 2026-08-19・BOJ)
BOJ Holding¥1.4T(25.9%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.500 %
Compound Yield1.4989 %
Accrued Interest0.349315 (85 days) per 100
Settlement Amount
Modified Duration8.16
Macaulay Duration8.22
DV01
Convexity73.6

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.750
2027-06-20coupon0.750
2027-12-20coupon0.750
…(13 omitted)…
2034-12-20coupon0.750
2035-06-20coupon + redemption100.750

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2025-09-02reopen3.9261.612
2025-08-05reopen3.06141.462
2025-07-01new3.5131.442

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 8.8y)2.751 % → ref. price 90.299
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp2.21894.4450.374+4.99%+19.94%
-25bp2.46892.5940.374+2.94%+11.77%
Unchanged (roll-down)2.71890.7820.374+0.95%+3.78%
+25bp2.96889.0100.374-1.01%-4.04%
+50bp3.21887.2760.374-2.92%-11.69%
6m 2027-03-13-50bp2.18594.8320.742+5.82%+11.64%
-25bp2.43593.0230.742+3.82%+7.64%
Unchanged (roll-down)2.68591.2510.742+1.87%+3.74%
+25bp2.93589.5160.742-0.05%-0.09%
+50bp3.18587.8180.742-1.92%-3.84%
12m 2027-09-13-50bp2.11095.6391.500+7.55%+7.55%
-25bp2.36093.9161.500+5.64%+5.64%
Unchanged (roll-down)2.61092.2281.500+3.78%+3.78%
+25bp2.86090.5731.500+1.96%+1.96%
+50bp3.11088.9501.500+0.17%+0.17%