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bonds / 10Y / JGB (10-Year) No. 355

Bond Information

NameJGB (10-Year) No. 355
ISIN
Issue #355
Coupon (%)0.1% semi-annual
Issue Date2019-07-03
Maturity2029-06-20 (Remaining 2.8y)
Outstanding¥6.3T (2026-03-31・MOF)
Total issued¥7.4T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
SLF usagelast 30d / total ¥240.5B(last 2026-07-03・BOJ)
BOJ Holding¥6.3T(99.8%)(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 Yield0.0999 %
Accrued Interest0.017534 (64 days) per 100
Settlement Amount
Modified Duration2.82
Macaulay Duration2.82
DV01
Convexity9.4

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.050
2027-06-20coupon0.050
2027-12-20coupon0.050
…(1 omitted)…
2028-12-20coupon0.050
2029-06-20coupon + redemption100.050

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2019-09-03reopen3.602-0.265
2019-08-01reopen3.762-0.152
2019-07-02new3.922-0.139

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

CMT interpolated (rem 2.8y)1.791 % → ref. price 95.358
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp1.25897.0750.025+1.83%+7.31%
-25bp1.50896.4570.025+1.18%+4.72%
Unchanged (roll-down)1.75895.8440.025+0.54%+2.14%
+25bp2.00895.2350.025-0.10%-0.41%
+50bp2.25894.6310.025-0.74%-2.94%
6m 2027-02-23-50bp1.22497.4320.050+2.23%+4.45%
-25bp1.47496.8720.050+1.64%+3.28%
Unchanged (roll-down)1.72496.3160.050+1.06%+2.11%
+25bp1.97495.7640.050+0.48%+0.96%
+50bp2.22495.2150.050-0.10%-0.19%
12m 2027-08-23-50bp1.13898.1270.100+3.01%+3.01%
-25bp1.38897.6830.100+2.54%+2.54%
Unchanged (roll-down)1.63897.2410.100+2.08%+2.08%
+25bp1.88896.8020.100+1.62%+1.62%
+50bp2.13896.3660.100+1.16%+1.16%