bonds / 10Y / JGB (10-Year) No. 381
Bond Information
| Name | JGB (10-Year) No. 381 |
|---|
| ISIN | — |
|---|
| Issue # | 381 |
|---|
| Coupon (%) | 2.1% semi-annual |
|---|
| Issue Date | 2026-01-07 |
|---|
| Maturity | 2035-12-20 （Remaining 9.1y） |
|---|
| Outstanding | ¥7.9T （2026-03-31・MOF） |
|---|
| SLF usage | last 30d —／ total ¥64.3B（last 2026-09-09・BOJ） |
|---|
| BOJ Holding | ¥722.1B（9.1%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 2.100 % |
|---|
| Compound Yield | 2.0983 % |
|---|
| Accrued Interest | 0.747945 (130 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 8.23 |
|---|
| Macaulay Duration | 8.31 |
|---|
| DV01 | — |
|---|
| Convexity | 76.2 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 9.1y) | 2.727 % → ref. price 94.941 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 2.194 | 99.231 | -0.524 | +3.94% | +15.74% |
| -25bp | 2.444 | 97.251 | -0.524 | +1.87% | +7.47% |
| Unchanged (roll-down) | 2.694 | 95.315 | -0.524 | -0.16% | -0.63% |
| +25bp | 2.944 | 93.422 | -0.524 | -2.13% | -8.54% |
| +50bp | 3.194 | 91.571 | -0.524 | -4.07% | -16.28% |
| 6m 2027-04-28 | -50bp | 2.163 | 99.496 | 1.044 | +5.85% | +11.70% |
| -25bp | 2.413 | 97.560 | 1.044 | +3.83% | +7.66% |
| Unchanged (roll-down) | 2.663 | 95.666 | 1.044 | +1.85% | +3.70% |
| +25bp | 2.913 | 93.812 | 1.044 | -0.09% | -0.18% |
| +50bp | 3.163 | 91.999 | 1.044 | -1.98% | -3.97% |
| 12m 2027-10-28 | -50bp | 2.098 | 99.997 | 2.100 | +7.48% | +7.48% |
| -25bp | 2.348 | 98.152 | 2.100 | +5.55% | +5.55% |
| Unchanged (roll-down) | 2.598 | 96.345 | 2.100 | +3.66% | +3.66% |
| +25bp | 2.848 | 94.575 | 2.100 | +1.81% | +1.81% |
| +50bp | 3.098 | 92.842 | 2.100 | +0.00% | +0.00% |