bonds / 10Y / JGB (10-Year) No. 364
Bond Information
| Name | JGB (10-Year) No. 364 |
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| ISIN | — |
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| Issue # | 364 |
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| Coupon (%) | 0.1% semi-annual |
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| Issue Date | 2021-10-06 |
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| Maturity | 2031-09-20 （Remaining 5.1y） |
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| Outstanding | ¥5.4T （2026-03-31・MOF） |
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| Total issued | ¥8.4T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| SLF usage | last 30d —／ total ¥286.2B（last 2026-06-25・BOJ） |
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| BOJ Holding | ¥6.9T（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 | 0.042740 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.06 |
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| Macaulay Duration | 5.07 |
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| DV01 | — |
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| Convexity | 28.2 |
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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 |
| …（6 omitted）… |
| 2031-03-20 | coupon | 0.050 |
| 2031-09-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 5.1y) | 2.138 % → ref. price 90.240 |
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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 | 1.605 | 93.037 | -0.025 | +3.07% | +12.28% |
| -25bp | 1.855 | 91.933 | -0.025 | +1.85% | +7.39% |
| Unchanged (roll-down) | 2.105 | 90.844 | -0.025 | +0.64% | +2.56% |
| +25bp | 2.355 | 89.768 | -0.025 | -0.55% | -2.20% |
| +50bp | 2.605 | 88.707 | -0.025 | -1.73% | -6.90% |
| 6m 2027-02-23 | -50bp | 1.573 | 93.523 | 0.050 | +3.69% | +7.38% |
| -25bp | 1.823 | 92.471 | 0.050 | +2.53% | +5.05% |
| Unchanged (roll-down) | 2.073 | 91.431 | 0.050 | +1.38% | +2.75% |
| +25bp | 2.323 | 90.405 | 0.050 | +0.24% | +0.48% |
| +50bp | 2.573 | 89.391 | 0.050 | -0.88% | -1.77% |
| 12m 2027-08-23 | -50bp | 1.510 | 94.443 | 0.100 | +4.77% | +4.77% |
| -25bp | 1.760 | 93.494 | 0.100 | +3.71% | +3.71% |
| Unchanged (roll-down) | 2.010 | 92.556 | 0.100 | +2.68% | +2.68% |
| +25bp | 2.260 | 91.628 | 0.100 | +1.65% | +1.65% |
| +50bp | 2.510 | 90.711 | 0.100 | +0.63% | +0.63% |