bonds / 10Y / JGB (10-Year) No. 381
Bond Information
| Name | JGB (10-Year) No. 381 |
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| ISIN | — |
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| Issue # | 381 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2026-01-07 |
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| Maturity | 2035-12-20 （Remaining 9.3y） |
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| Outstanding | ¥7.9T （2026-03-31・MOF） |
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| SLF usage | last 30d ¥6B／ total ¥64.3B（last 2026-09-09・BOJ） |
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| BOJ Holding | ¥722.1B（9.1%）（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 | 2.100 % |
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| Compound Yield | 2.0982 % |
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| Accrued Interest | 0.489041 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.35 |
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| Macaulay Duration | 8.44 |
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| DV01 | — |
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| Convexity | 78.3 |
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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 | 1.050 |
| 2027-06-20 | coupon | 1.050 |
| 2027-12-20 | coupon | 1.050 |
| …（14 omitted）… |
| 2035-06-20 | coupon | 1.050 |
| 2035-12-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 9.3y) | 2.819 % → ref. price 94.154 |
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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 | 2.285 | 98.489 | 0.524 | +5.13% | +20.54% |
| -25bp | 2.535 | 96.501 | 0.524 | +3.03% | +12.13% |
| Unchanged (roll-down) | 2.785 | 94.557 | 0.524 | +0.98% | +3.92% |
| +25bp | 3.035 | 92.657 | 0.524 | -1.03% | -4.11% |
| +50bp | 3.285 | 90.800 | 0.524 | -2.99% | -11.96% |
| 6m 2027-03-13 | -50bp | 2.252 | 98.787 | 1.038 | +5.99% | +11.98% |
| -25bp | 2.502 | 96.840 | 1.038 | +3.94% | +7.87% |
| Unchanged (roll-down) | 2.752 | 94.937 | 1.038 | +1.92% | +3.85% |
| +25bp | 3.002 | 93.076 | 1.038 | -0.04% | -0.08% |
| +50bp | 3.252 | 91.255 | 1.038 | -1.97% | -3.93% |
| 12m 2027-09-13 | -50bp | 2.185 | 99.348 | 2.100 | +7.71% | +7.71% |
| -25bp | 2.435 | 97.491 | 2.100 | +5.75% | +5.75% |
| Unchanged (roll-down) | 2.685 | 95.674 | 2.100 | +3.82% | +3.82% |
| +25bp | 2.935 | 93.893 | 2.100 | +1.94% | +1.94% |
| +50bp | 3.185 | 92.150 | 2.100 | +0.10% | +0.10% |