bonds / 10Y / JGB (10-Year) No. 379
Bond Information
| Name | JGB (10-Year) No. 379 |
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| ISIN | — |
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| Issue # | 379 |
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| Coupon (%) | 1.5% semi-annual |
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| Issue Date | 2025-07-02 |
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| Maturity | 2035-06-20 (Remaining 8.8y) |
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| Outstanding | ¥5.2T (2026-03-31・MOF) |
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| SLF usage | last 30d ¥100M/ total ¥961.1B(last 2026-08-19・BOJ) |
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| BOJ Holding | ¥1.4T(25.9%)(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 | 1.500 % |
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| Compound Yield | 1.4989 % |
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| Accrued Interest | 0.349315 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.16 |
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| Macaulay Duration | 8.22 |
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| DV01 | — |
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| Convexity | 73.6 |
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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 | 0.750 |
| 2027-06-20 | coupon | 0.750 |
| 2027-12-20 | coupon | 0.750 |
| …(13 omitted)… |
| 2034-12-20 | coupon | 0.750 |
| 2035-06-20 | coupon + redemption | 100.750 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 8.8y) | 2.751 % → ref. price 90.299 |
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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 | 2.218 | 94.445 | 0.374 | +4.99% | +19.94% |
| -25bp | 2.468 | 92.594 | 0.374 | +2.94% | +11.77% |
| Unchanged (roll-down) | 2.718 | 90.782 | 0.374 | +0.95% | +3.78% |
| +25bp | 2.968 | 89.010 | 0.374 | -1.01% | -4.04% |
| +50bp | 3.218 | 87.276 | 0.374 | -2.92% | -11.69% |
| 6m 2027-03-13 | -50bp | 2.185 | 94.832 | 0.742 | +5.82% | +11.64% |
| -25bp | 2.435 | 93.023 | 0.742 | +3.82% | +7.64% |
| Unchanged (roll-down) | 2.685 | 91.251 | 0.742 | +1.87% | +3.74% |
| +25bp | 2.935 | 89.516 | 0.742 | -0.05% | -0.09% |
| +50bp | 3.185 | 87.818 | 0.742 | -1.92% | -3.84% |
| 12m 2027-09-13 | -50bp | 2.110 | 95.639 | 1.500 | +7.55% | +7.55% |
| -25bp | 2.360 | 93.916 | 1.500 | +5.64% | +5.64% |
| Unchanged (roll-down) | 2.610 | 92.228 | 1.500 | +3.78% | +3.78% |
| +25bp | 2.860 | 90.573 | 1.500 | +1.96% | +1.96% |
| +50bp | 3.110 | 88.950 | 1.500 | +0.17% | +0.17% |