bonds / 10Y / JGB (10-Year) No. 360
Bond Information
| Name | JGB (10-Year) No. 360 |
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| ISIN | — |
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| Issue # | 360 |
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| Coupon (%) | 0.1% semi-annual |
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| Issue Date | 2020-10-02 |
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| Maturity | 2030-09-20 （Remaining 4.1y） |
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| Outstanding | ¥4.4T （2026-03-31・MOF） |
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| Total issued | ¥8.5T （annual report, FY-end） |
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| Statutory basis | 4条特例借換財投 |
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| SLF usage | last 30d —／ total ¥81.5B（last 2026-06-25・BOJ） |
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| BOJ Holding | ¥7.5T（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 | 0.0998 % |
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| Accrued Interest | 0.042740 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.07 |
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| Macaulay Duration | 4.07 |
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| DV01 | — |
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| Convexity | 18.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.050 |
| 2027-03-20 | coupon | 0.050 |
| 2027-09-20 | coupon | 0.050 |
| …（4 omitted）… |
| 2030-03-20 | coupon | 0.050 |
| 2030-09-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 4.1y) | 2.010 % → ref. price 92.555 |
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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 | 1.468 | 94.928 | -0.025 | +2.54% | +10.14% |
| -25bp | 1.718 | 94.033 | -0.025 | +1.57% | +6.27% |
| Unchanged (roll-down) | 1.968 | 93.147 | -0.025 | +0.61% | +2.45% |
| +25bp | 2.218 | 92.270 | -0.025 | -0.33% | -1.34% |
| +50bp | 2.468 | 91.403 | -0.025 | -1.27% | -5.08% |
| 6m 2027-02-23 | -50bp | 1.421 | 95.412 | 0.050 | +3.14% | +6.28% |
| -25bp | 1.671 | 94.570 | 0.050 | +2.23% | +4.46% |
| Unchanged (roll-down) | 1.921 | 93.738 | 0.050 | +1.33% | +2.66% |
| +25bp | 2.171 | 92.913 | 0.050 | +0.44% | +0.88% |
| +50bp | 2.421 | 92.097 | 0.050 | -0.44% | -0.88% |
| 12m 2027-08-23 | -50bp | 1.328 | 96.305 | 0.100 | +4.16% | +4.16% |
| -25bp | 1.578 | 95.572 | 0.100 | +3.37% | +3.37% |
| Unchanged (roll-down) | 1.828 | 94.847 | 0.100 | +2.58% | +2.58% |
| +25bp | 2.078 | 94.127 | 0.100 | +1.81% | +1.81% |
| +50bp | 2.328 | 93.414 | 0.100 | +1.04% | +1.04% |