bonds / 10Y / JGB (10-Year) No. 357
Bond Information
| Name | JGB (10-Year) No. 357 |
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| ISIN | — |
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| Issue # | 357 |
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| Coupon (%) | 0.1% semi-annual |
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| Issue Date | 2020-01-08 |
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| Maturity | 2029-12-20 (Remaining 3.3y) |
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| Outstanding | ¥6.6T (2026-03-31・MOF) |
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| Total issued | ¥8T (annual report, FY-end) |
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| Statutory basis | 4条特例借換前倒財投 |
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| SLF usage | last 30d —/ total ¥40B(last 2026-04-15・BOJ) |
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| BOJ Holding | ¥6.7T(100.0%)(as of 2026-08-10・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 | 0.100 % |
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| Compound Yield | 0.0999 % |
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| Accrued Interest | 0.017534 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.32 |
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| Macaulay Duration | 3.32 |
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| DV01 | — |
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| Convexity | 12.7 |
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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 | 0.050 |
| 2027-06-20 | coupon | 0.050 |
| 2027-12-20 | coupon | 0.050 |
| …(2 omitted)… |
| 2029-06-20 | coupon | 0.050 |
| 2029-12-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 3.3y) | 1.875 % → ref. price 94.298 |
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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 2026-11-23 | -50bp | 1.328 | 96.310 | 0.025 | +2.16% | +8.64% |
| -25bp | 1.578 | 95.578 | 0.025 | +1.38% | +5.54% |
| Unchanged (roll-down) | 1.828 | 94.853 | 0.025 | +0.61% | +2.46% |
| +25bp | 2.078 | 94.134 | 0.025 | -0.15% | -0.59% |
| +50bp | 2.328 | 93.422 | 0.025 | -0.90% | -3.61% |
| 6m 2027-02-23 | -50bp | 1.290 | 96.708 | 0.050 | +2.61% | +5.22% |
| -25bp | 1.540 | 96.033 | 0.050 | +1.89% | +3.79% |
| Unchanged (roll-down) | 1.790 | 95.364 | 0.050 | +1.18% | +2.37% |
| +25bp | 2.040 | 94.700 | 0.050 | +0.48% | +0.96% |
| +50bp | 2.290 | 94.041 | 0.050 | -0.22% | -0.44% |
| 12m 2027-08-23 | -50bp | 1.225 | 97.425 | 0.100 | +3.42% | +3.42% |
| -25bp | 1.475 | 96.863 | 0.100 | +2.83% | +2.83% |
| Unchanged (roll-down) | 1.725 | 96.306 | 0.100 | +2.23% | +2.23% |
| +25bp | 1.975 | 95.753 | 0.100 | +1.65% | +1.65% |
| +50bp | 2.225 | 95.203 | 0.100 | +1.07% | +1.07% |