bonds / 10Y / JGB (10-Year) No. 359
Bond Information
| Name | JGB (10-Year) No. 359 |
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| ISIN | — |
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| Issue # | 359 |
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| Coupon (%) | 0.1% semi-annual |
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| Issue Date | 2020-07-03 |
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| Maturity | 2030-06-20 (Remaining 3.8y) |
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| Outstanding | ¥6.1T (2026-03-31・MOF) |
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| Total issued | ¥8.7T (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 ¥15B/ total ¥106.9B(last 2026-08-07・BOJ) |
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| BOJ Holding | ¥7.4T(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 | 3.82 |
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| Macaulay Duration | 3.82 |
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| DV01 | — |
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| Convexity | 16.5 |
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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 |
| …(3 omitted)… |
| 2029-12-20 | coupon | 0.050 |
| 2030-06-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 3.8y) | 1.967 % → ref. price 93.147 |
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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 | 1.421 | 95.412 | 0.025 | +2.46% | +9.83% |
| -25bp | 1.671 | 94.571 | 0.025 | +1.56% | +6.22% |
| Unchanged (roll-down) | 1.921 | 93.738 | 0.025 | +0.66% | +2.65% |
| +25bp | 2.171 | 92.914 | 0.025 | -0.22% | -0.89% |
| +50bp | 2.421 | 92.098 | 0.025 | -1.10% | -4.40% |
| 6m 2027-02-23 | -50bp | 1.374 | 95.876 | 0.050 | +2.98% | +5.97% |
| -25bp | 1.624 | 95.090 | 0.050 | +2.14% | +4.28% |
| Unchanged (roll-down) | 1.874 | 94.311 | 0.050 | +1.30% | +2.61% |
| +25bp | 2.124 | 93.540 | 0.050 | +0.48% | +0.95% |
| +50bp | 2.374 | 92.775 | 0.050 | -0.35% | -0.69% |
| 12m 2027-08-23 | -50bp | 1.291 | 96.704 | 0.100 | +3.93% | +3.93% |
| -25bp | 1.541 | 96.029 | 0.100 | +3.20% | +3.20% |
| Unchanged (roll-down) | 1.791 | 95.359 | 0.100 | +2.48% | +2.48% |
| +25bp | 2.041 | 94.694 | 0.100 | +1.77% | +1.77% |
| +50bp | 2.291 | 94.035 | 0.100 | +1.06% | +1.06% |