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 9.8y） |
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| Outstanding | — |
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| BOJ Holding | ¥92.5B（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 | 2.700 % |
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| Compound Yield | 2.6974 % |
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| Accrued Interest | 0.628767 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.49 |
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| Macaulay Duration | 8.60 |
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| DV01 | — |
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| Convexity | 82.5 |
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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 | 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 9.8y) | 2.888 % → ref. price 98.386 |
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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 | 2.354 | 102.920 | 0.673 | +5.26% | +21.03% |
| -25bp | 2.604 | 100.788 | 0.673 | +3.11% | +12.42% |
| Unchanged (roll-down) | 2.854 | 98.706 | 0.673 | +1.00% | +4.01% |
| +25bp | 3.104 | 96.673 | 0.673 | -1.05% | -4.20% |
| +50bp | 3.354 | 94.688 | 0.673 | -3.06% | -12.22% |
| 6m 2027-03-13 | -50bp | 2.320 | 103.141 | 1.335 | +6.15% | +12.30% |
| -25bp | 2.570 | 101.052 | 1.335 | +4.04% | +8.08% |
| Unchanged (roll-down) | 2.820 | 99.011 | 1.335 | +1.98% | +3.96% |
| +25bp | 3.070 | 97.016 | 1.335 | -0.04% | -0.07% |
| +50bp | 3.320 | 95.068 | 1.335 | -2.00% | -4.01% |
| 12m 2027-09-13 | -50bp | 2.251 | 103.533 | 2.700 | +7.93% | +7.93% |
| -25bp | 2.501 | 101.535 | 2.700 | +5.91% | +5.91% |
| Unchanged (roll-down) | 2.751 | 99.581 | 2.700 | +3.93% | +3.93% |
| +25bp | 3.001 | 97.669 | 2.700 | +2.00% | +2.00% |
| +50bp | 3.251 | 95.799 | 2.700 | +0.11% | +0.11% |