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 8.6y) |
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| Outstanding | ¥5.2T (2026-03-31・MOF) |
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| SLF usage | last 30d ¥600M/ total ¥971.8B(last 2026-10-20・BOJ) |
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| BOJ Holding | ¥1.4T(25.9%)(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 | 1.500 % |
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| Compound Yield | 1.4989 % |
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| Accrued Interest | 0.534247 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.04 |
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| Macaulay Duration | 8.10 |
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| DV01 | — |
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| Convexity | 71.5 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 8.6y) | 2.662 % → ref. price 91.064 |
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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 | 2.130 | 95.172 | -0.374 | +4.08% | +16.31% |
| -25bp | 2.380 | 93.331 | -0.374 | +2.07% | +8.26% |
| Unchanged (roll-down) | 2.630 | 91.528 | -0.374 | +0.10% | +0.39% |
| +25bp | 2.880 | 89.764 | -0.374 | -1.83% | -7.31% |
| +50bp | 3.130 | 88.038 | -0.374 | -3.71% | -14.85% |
| 6m 2027-04-28 | -50bp | 2.099 | 95.531 | 0.746 | +5.69% | +11.38% |
| -25bp | 2.349 | 93.732 | 0.746 | +3.73% | +7.45% |
| Unchanged (roll-down) | 2.599 | 91.971 | 0.746 | +1.80% | +3.61% |
| +25bp | 2.849 | 90.246 | 0.746 | -0.08% | -0.16% |
| +50bp | 3.099 | 88.557 | 0.746 | -1.92% | -3.85% |
| 12m 2027-10-28 | -50bp | 2.026 | 96.282 | 1.500 | +7.33% | +7.33% |
| -25bp | 2.276 | 94.572 | 1.500 | +5.47% | +5.47% |
| Unchanged (roll-down) | 2.526 | 92.896 | 1.500 | +3.64% | +3.64% |
| +25bp | 2.776 | 91.252 | 1.500 | +1.84% | +1.84% |
| +50bp | 3.026 | 89.640 | 1.500 | +0.08% | +0.08% |