bonds / 10Y / JGB (10-Year) No. 384
Bond Information
| Name | JGB (10-Year) No. 384 |
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| ISIN | — |
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| Issue # | 384 |
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| Coupon (%) | 3.1% semi-annual |
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| Issue Date | 2026-10-07 |
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| Maturity | 2036-09-20 （Remaining 9.9y） |
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| Outstanding | — |
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| BOJ Holding | — |
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| Status | active |
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Results
Yield Calculator (price input) | Simple Yield | 3.100 % |
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| Compound Yield | 3.0974 % |
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| Accrued Interest | 0.322740 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.45 |
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| Macaulay Duration | 8.58 |
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| DV01 | — |
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| Convexity | 82.4 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 1.550 |
| 2027-09-20 | coupon | 1.550 |
| 2028-03-20 | coupon | 1.550 |
| …（15 omitted）… |
| 2036-03-20 | coupon | 1.550 |
| 2036-09-20 | coupon + redemption | 101.550 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2026-10-06 | new | 3.76 | 2 | 3.101 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 9.9y) | 2.824 % → ref. price 102.350 |
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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 | 2.291 | 106.944 | 0.781 | +5.24% | +20.94% |
| -25bp | 2.541 | 104.733 | 0.781 | +3.08% | +12.33% |
| Unchanged (roll-down) | 2.791 | 102.574 | 0.781 | +0.98% | +3.92% |
| +25bp | 3.041 | 100.465 | 0.781 | -1.07% | -4.30% |
| +50bp | 3.291 | 98.407 | 0.781 | -3.08% | -12.32% |
| 6m 2027-04-28 | -50bp | 2.259 | 107.050 | 1.558 | +6.10% | +12.19% |
| -25bp | 2.509 | 104.885 | 1.558 | +3.99% | +7.97% |
| Unchanged (roll-down) | 2.759 | 102.769 | 1.558 | +1.93% | +3.85% |
| +25bp | 3.009 | 100.702 | 1.558 | -0.09% | -0.17% |
| +50bp | 3.259 | 98.682 | 1.558 | -2.05% | -4.11% |
| 12m 2027-10-28 | -50bp | 2.195 | 107.261 | 3.100 | +7.80% | +7.80% |
| -25bp | 2.445 | 105.190 | 3.100 | +5.79% | +5.79% |
| Unchanged (roll-down) | 2.695 | 103.165 | 3.100 | +3.81% | +3.81% |
| +25bp | 2.945 | 101.184 | 3.100 | +1.88% | +1.88% |
| +50bp | 3.195 | 99.247 | 3.100 | -0.00% | -0.00% |