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bonds / 10Y / JGB (10-Year) No. 347

Bond Information

NameJGB (10-Year) No. 347
ISIN
Issue #347
Coupon (%)0.1% semi-annual
Issue Date2017-06-20
Maturity2027-06-20 (Remaining 0.8y)
Outstanding¥7.8T (2026-03-31・MOF)
Total issued¥8.1T (annual report, FY-end)
Statutory basis4条特例出納特例借換前倒財投
SLF usagelast 30d / total ¥1.1B(last 2026-06-01・BOJ)
BOJ Holding¥7.4T(94.8%)(as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield0.100 %
Compound Yield0.1000 %
Accrued Interest0.017534 (64 days) per 100
Settlement Amount
Modified Duration0.82
Macaulay Duration0.82
DV01
Convexity1.1

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.050
2027-06-20coupon + redemption100.050

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2017-08-01reopen4.2110.073
2017-07-04reopen4.7710.079
2017-06-01new3.6420.051

Horizon total return settle 2026-08-23 ・ CMT 2026-08-20

CMT interpolated (rem 0.8y)1.430 % → ref. price 98.913
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp0.93099.5270.025+0.65%+2.58%
-25bp1.18099.3850.025+0.50%+2.01%
Unchanged (roll-down)1.43099.2440.025+0.36%+1.44%
+25bp1.68099.1030.025+0.22%+0.87%
+50bp1.93098.9630.025+0.08%+0.30%
6m 2027-02-23-50bp0.93099.7350.050+0.88%+1.76%
-25bp1.18099.6560.050+0.80%+1.60%
Unchanged (roll-down)1.43099.5760.050+0.72%+1.44%
+25bp1.68099.4970.050+0.64%+1.28%
+50bp1.93099.4180.050+0.56%+1.12%