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bonds / 10Y / JGB (10-Year) No. 359

Bond Information

NameJGB (10-Year) No. 359
ISIN
Issue #359
Coupon (%)0.1% semi-annual
Issue Date2020-07-03
Maturity2030-06-20 (Remaining 3.8y)
Outstanding¥6.1T (2026-03-31・MOF)
Total issued¥8.7T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
SLF usagelast 30d ¥15B/ total ¥106.9B(last 2026-08-07・BOJ)
BOJ Holding¥7.4T(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 Duration3.82
Macaulay Duration3.82
DV01
Convexity16.5

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.050
2027-06-20coupon0.050
2027-12-20coupon0.050
…(3 omitted)…
2029-12-20coupon0.050
2030-06-20coupon + redemption100.050

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2020-09-01reopen3.15110.034
2020-08-04reopen3.6430.018
2020-07-02new3.6620.058

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

CMT interpolated (rem 3.8y)1.967 % → ref. price 93.147
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp1.42195.4120.025+2.46%+9.83%
-25bp1.67194.5710.025+1.56%+6.22%
Unchanged (roll-down)1.92193.7380.025+0.66%+2.65%
+25bp2.17192.9140.025-0.22%-0.89%
+50bp2.42192.0980.025-1.10%-4.40%
6m 2027-02-23-50bp1.37495.8760.050+2.98%+5.97%
-25bp1.62495.0900.050+2.14%+4.28%
Unchanged (roll-down)1.87494.3110.050+1.30%+2.61%
+25bp2.12493.5400.050+0.48%+0.95%
+50bp2.37492.7750.050-0.35%-0.69%
12m 2027-08-23-50bp1.29196.7040.100+3.93%+3.93%
-25bp1.54196.0290.100+3.20%+3.20%
Unchanged (roll-down)1.79195.3590.100+2.48%+2.48%
+25bp2.04194.6940.100+1.77%+1.77%
+50bp2.29194.0350.100+1.06%+1.06%