bonds / 10Y / JGB (10-Year) No. 362
Bond Information
| Name | JGB (10-Year) No. 362 |
|---|
| ISIN | — |
|---|
| Issue # | 362 |
|---|
| Coupon (%) | 0.1% semi-annual |
|---|
| Issue Date | 2021-04-02 |
|---|
| Maturity | 2031-03-20 （Remaining 4.6y） |
|---|
| Outstanding | ¥8.5T （2026-03-31・MOF） |
|---|
| Total issued | ¥8.3T （annual report, FY-end） |
|---|
| Statutory basis | 借換 |
|---|
| SLF usage | last 30d ¥4.4B／ total ¥431.5B（last 2026-08-13・BOJ） |
|---|
| BOJ Holding | ¥6.9T（80.6%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.100 % |
|---|
| Compound Yield | 0.0999 % |
|---|
| Accrued Interest | 0.042740 (156 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 4.56 |
|---|
| Macaulay Duration | 4.56 |
|---|
| DV01 | — |
|---|
| Convexity | 23.1 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.050 |
| 2027-03-20 | coupon | 0.050 |
| 2027-09-20 | coupon | 0.050 |
| …（5 omitted）… |
| 2030-09-20 | coupon | 0.050 |
| 2031-03-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 4.6y) | 2.073 % → ref. price 91.431 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 1.541 | 93.997 | -0.025 | +2.78% | +11.11% |
| -25bp | 1.791 | 92.997 | -0.025 | +1.68% | +6.74% |
| Unchanged (roll-down) | 2.041 | 92.008 | -0.025 | +0.60% | +2.41% |
| +25bp | 2.291 | 91.032 | -0.025 | -0.46% | -1.86% |
| +50bp | 2.541 | 90.067 | -0.025 | -1.52% | -6.08% |
| 6m 2027-02-23 | -50bp | 1.509 | 94.458 | 0.050 | +3.36% | +6.73% |
| -25bp | 1.759 | 93.511 | 0.050 | +2.33% | +4.66% |
| Unchanged (roll-down) | 2.009 | 92.575 | 0.050 | +1.30% | +2.61% |
| +25bp | 2.259 | 91.649 | 0.050 | +0.29% | +0.59% |
| +50bp | 2.509 | 90.733 | 0.050 | -0.71% | -1.42% |
| 12m 2027-08-23 | -50bp | 1.421 | 95.412 | 0.100 | +4.46% | +4.46% |
| -25bp | 1.671 | 94.571 | 0.100 | +3.54% | +3.54% |
| Unchanged (roll-down) | 1.921 | 93.738 | 0.100 | +2.63% | +2.63% |
| +25bp | 2.171 | 92.913 | 0.100 | +1.73% | +1.73% |
| +50bp | 2.421 | 92.097 | 0.100 | +0.84% | +0.84% |