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bonds / 10Y / JGB (10-Year) No. 357

Bond Information

NameJGB (10-Year) No. 357
ISIN
Issue #357
Coupon (%)0.1% semi-annual
Issue Date2020-01-08
Maturity2029-12-20 (Remaining 3.3y)
Outstanding¥6.6T (2026-03-31・MOF)
Total issued¥8T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
SLF usagelast 30d / total ¥40B(last 2026-04-15・BOJ)
BOJ Holding¥6.7T(100.0%)(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 Duration3.32
Macaulay Duration3.32
DV01
Convexity12.7

Estimates based on the input price.

Cashflow Schedule

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

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2020-03-03reopen3.2014-0.100
2020-02-04reopen3.632-0.051
2020-01-07new3.702-0.005

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

CMT interpolated (rem 3.3y)1.875 % → ref. price 94.298
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp1.32896.3100.025+2.16%+8.64%
-25bp1.57895.5780.025+1.38%+5.54%
Unchanged (roll-down)1.82894.8530.025+0.61%+2.46%
+25bp2.07894.1340.025-0.15%-0.59%
+50bp2.32893.4220.025-0.90%-3.61%
6m 2027-02-23-50bp1.29096.7080.050+2.61%+5.22%
-25bp1.54096.0330.050+1.89%+3.79%
Unchanged (roll-down)1.79095.3640.050+1.18%+2.37%
+25bp2.04094.7000.050+0.48%+0.96%
+50bp2.29094.0410.050-0.22%-0.44%
12m 2027-08-23-50bp1.22597.4250.100+3.42%+3.42%
-25bp1.47596.8630.100+2.83%+2.83%
Unchanged (roll-down)1.72596.3060.100+2.23%+2.23%
+25bp1.97595.7530.100+1.65%+1.65%
+50bp2.22595.2030.100+1.07%+1.07%