bonds / 10Y / JGB (10-Year) No. 363
Bond Information
| Name | JGB (10-Year) No. 363 |
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| ISIN | — |
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| Issue # | 363 |
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| Coupon (%) | 0.1% semi-annual |
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| Issue Date | 2021-07-02 |
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| Maturity | 2031-06-20 （Remaining 4.8y） |
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| Outstanding | ¥8.3T （2026-03-31・MOF） |
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| Total issued | ¥8.3T （annual report, FY-end） |
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| Statutory basis | 特例借換 |
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| SLF usage | last 30d ¥4B／ total ¥345.9B（last 2026-08-07・BOJ） |
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| BOJ Holding | ¥6.7T（80.4%）（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 | 4.81 |
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| Macaulay Duration | 4.82 |
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| DV01 | — |
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| Convexity | 25.6 |
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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 |
| …（5 omitted）… |
| 2030-12-20 | coupon | 0.050 |
| 2031-06-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 4.8y) | 2.105 % → ref. price 90.843 |
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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 | 1.573 | 93.523 | 0.025 | +2.98% | +11.91% |
| -25bp | 1.823 | 92.471 | 0.025 | +1.82% | +7.27% |
| Unchanged (roll-down) | 2.073 | 91.431 | 0.025 | +0.67% | +2.70% |
| +25bp | 2.323 | 90.405 | 0.025 | -0.46% | -1.82% |
| +50bp | 2.573 | 89.391 | 0.025 | -1.57% | -6.28% |
| 6m 2027-02-23 | -50bp | 1.541 | 93.997 | 0.050 | +3.53% | +7.05% |
| -25bp | 1.791 | 92.997 | 0.050 | +2.43% | +4.85% |
| Unchanged (roll-down) | 2.041 | 92.008 | 0.050 | +1.34% | +2.67% |
| +25bp | 2.291 | 91.032 | 0.050 | +0.26% | +0.52% |
| +50bp | 2.541 | 90.067 | 0.050 | -0.80% | -1.60% |
| 12m 2027-08-23 | -50bp | 1.467 | 94.928 | 0.100 | +4.61% | +4.61% |
| -25bp | 1.717 | 94.033 | 0.100 | +3.62% | +3.62% |
| Unchanged (roll-down) | 1.967 | 93.147 | 0.100 | +2.65% | +2.65% |
| +25bp | 2.217 | 92.271 | 0.100 | +1.68% | +1.68% |
| +50bp | 2.467 | 91.404 | 0.100 | +0.73% | +0.73% |