bonds / 10Y / JGB (10-Year) No. 383
Bond Information
| Name | JGB (10-Year) No. 383 |
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| ISIN | — |
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| Issue # | 383 |
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| Coupon (%) | 2.7% semi-annual |
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| Issue Date | 2026-07-03 |
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| Maturity | 2036-06-20 （Remaining 9.7y） |
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| Outstanding | — |
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| BOJ Holding | ¥474.1B（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 | 2.700 % |
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| Compound Yield | 2.6974 % |
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| Accrued Interest | 0.961644 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.37 |
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| Macaulay Duration | 8.48 |
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| DV01 | — |
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| Convexity | 80.4 |
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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 | 1.350 |
| 2027-06-20 | coupon | 1.350 |
| 2027-12-20 | coupon | 1.350 |
| …（15 omitted）… |
| 2035-12-20 | coupon | 1.350 |
| 2036-06-20 | coupon + redemption | 101.350 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 9.6y) | 2.791 % → ref. price 99.211 |
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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 | 2.259 | 103.700 | -0.673 | +3.81% | +15.24% |
| -25bp | 2.509 | 101.575 | -0.673 | +1.69% | +6.75% |
| Unchanged (roll-down) | 2.759 | 99.499 | -0.673 | -0.38% | -1.54% |
| +25bp | 3.009 | 97.471 | -0.673 | -2.41% | -9.64% |
| +50bp | 3.259 | 95.490 | -0.673 | -4.39% | -17.55% |
| 6m 2027-04-28 | -50bp | 2.227 | 103.880 | 1.343 | +6.00% | +12.00% |
| -25bp | 2.477 | 101.799 | 1.343 | +3.92% | +7.85% |
| Unchanged (roll-down) | 2.727 | 99.765 | 1.343 | +1.89% | +3.79% |
| +25bp | 2.977 | 97.777 | 1.343 | -0.09% | -0.18% |
| +50bp | 3.227 | 95.834 | 1.343 | -2.03% | -4.06% |
| 12m 2027-10-28 | -50bp | 2.163 | 104.198 | 2.700 | +7.67% | +7.67% |
| -25bp | 2.413 | 102.210 | 2.700 | +5.69% | +5.69% |
| Unchanged (roll-down) | 2.663 | 100.265 | 2.700 | +3.75% | +3.75% |
| +25bp | 2.913 | 98.362 | 2.700 | +1.85% | +1.85% |
| +50bp | 3.163 | 96.500 | 2.700 | -0.01% | -0.01% |