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bonds / 10Y / JGB (10-Year) No. 358

Bond Information

NameJGB (10-Year) No. 358
ISIN
Issue #358
Coupon (%)0.1% semi-annual
Issue Date2020-04-03
Maturity2030-03-20 (Remaining 3.6y)
Outstanding¥5.8T (2026-03-31・MOF)
Total issued¥7.1T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
SLF usagelast 30d / total ¥11.4B(last 2026-03-13・BOJ)
BOJ Holding¥5.9T(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 Interest0.042740 (156 days) per 100
Settlement Amount
Modified Duration3.57
Macaulay Duration3.57
DV01
Convexity14.5

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.050
2027-03-20coupon0.050
2027-09-20coupon0.050
…(3 omitted)…
2029-09-20coupon0.050
2030-03-20coupon + redemption100.050

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2020-06-02reopen3.3620.000
2020-05-12reopen4.091-0.001
2020-04-02new4.1910.023

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

CMT interpolated (rem 3.6y)1.921 % → ref. price 93.738
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp1.37495.876-0.025+2.25%+9.01%
-25bp1.62495.090-0.025+1.41%+5.66%
Unchanged (roll-down)1.87494.311-0.025+0.58%+2.34%
+25bp2.12493.540-0.025-0.24%-0.95%
+50bp2.37492.775-0.025-1.05%-4.21%
6m 2027-02-23-50bp1.32796.3200.050+2.81%+5.61%
-25bp1.57795.5900.050+2.03%+4.06%
Unchanged (roll-down)1.82794.8660.050+1.26%+2.51%
+25bp2.07794.1480.050+0.49%+0.98%
+50bp2.32793.4360.050-0.27%-0.54%
12m 2027-08-23-50bp1.25797.0760.100+3.67%+3.67%
-25bp1.50796.4570.100+3.01%+3.01%
Unchanged (roll-down)1.75795.8440.100+2.35%+2.35%
+25bp2.00795.2350.100+1.70%+1.70%
+50bp2.25794.6310.100+1.06%+1.06%