bonds / 10Y / JGB (10-Year) No. 361
Bond Information
| Name | JGB (10-Year) No. 361 |
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| ISIN | — |
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| Issue # | 361 |
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| Coupon (%) | 0.1% semi-annual |
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| Issue Date | 2021-01-07 |
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| Maturity | 2030-12-20 （Remaining 4.3y） |
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| Outstanding | ¥8.6T （2026-03-31・MOF） |
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| Total issued | ¥8.4T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| SLF usage | last 30d ¥700M／ total ¥744.1B（last 2026-08-04・BOJ） |
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| BOJ Holding | ¥7.3T（85.0%）（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 | 4.32 |
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| Macaulay Duration | 4.32 |
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| DV01 | — |
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| Convexity | 20.8 |
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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 |
| …（4 omitted）… |
| 2030-06-20 | coupon | 0.050 |
| 2030-12-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 4.3y) | 2.041 % → ref. price 91.995 |
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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 | 1.509 | 94.447 | 0.025 | +2.69% | +10.77% |
| -25bp | 1.759 | 93.499 | 0.025 | +1.66% | +6.65% |
| Unchanged (roll-down) | 2.009 | 92.562 | 0.025 | +0.64% | +2.57% |
| +25bp | 2.259 | 91.635 | 0.025 | -0.36% | -1.46% |
| +50bp | 2.509 | 90.718 | 0.025 | -1.36% | -5.44% |
| 6m 2027-02-23 | -50bp | 1.467 | 94.933 | 0.050 | +3.25% | +6.50% |
| -25bp | 1.717 | 94.039 | 0.050 | +2.28% | +4.55% |
| Unchanged (roll-down) | 1.967 | 93.153 | 0.050 | +1.31% | +2.63% |
| +25bp | 2.217 | 92.278 | 0.050 | +0.36% | +0.72% |
| +50bp | 2.467 | 91.411 | 0.050 | -0.58% | -1.16% |
| 12m 2027-08-23 | -50bp | 1.375 | 95.866 | 0.100 | +4.31% | +4.31% |
| -25bp | 1.625 | 95.078 | 0.100 | +3.46% | +3.46% |
| Unchanged (roll-down) | 1.875 | 94.298 | 0.100 | +2.61% | +2.61% |
| +25bp | 2.125 | 93.525 | 0.100 | +1.77% | +1.77% |
| +50bp | 2.375 | 92.760 | 0.100 | +0.94% | +0.94% |