bonds / 10Y / JGB (10-Year) No. 366
Bond Information
| Name | JGB (10-Year) No. 366 |
|---|
| ISIN | — |
|---|
| Issue # | 366 |
|---|
| Coupon (%) | 0.2% semi-annual |
|---|
| Issue Date | 2022-04-06 |
|---|
| Maturity | 2032-03-20 （Remaining 5.6y） |
|---|
| Outstanding | ¥9T （2026-03-31・MOF） |
|---|
| Total issued | ¥9T （annual report, FY-end） |
|---|
| Statutory basis | 借換 |
|---|
| SLF usage | last 30d —／ total ¥887.9B（last 2026-06-29・BOJ） |
|---|
| BOJ Holding | ¥7.5T（83.2%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.200 % |
|---|
| Compound Yield | 0.1998 % |
|---|
| Accrued Interest | 0.085479 (156 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 5.54 |
|---|
| Macaulay Duration | 5.55 |
|---|
| DV01 | — |
|---|
| Convexity | 33.6 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.100 |
| 2027-03-20 | coupon | 0.100 |
| 2027-09-20 | coupon | 0.100 |
| …（7 omitted）… |
| 2031-09-20 | coupon | 0.100 |
| 2032-03-20 | coupon + redemption | 100.100 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 5.6y) | 2.209 % → ref. price 89.512 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 1.673 | 92.525 | -0.050 | +3.31% | +13.23% |
| -25bp | 1.923 | 91.318 | -0.050 | +1.96% | +7.84% |
| Unchanged (roll-down) | 2.173 | 90.128 | -0.050 | +0.63% | +2.53% |
| +25bp | 2.423 | 88.956 | -0.050 | -0.68% | -2.71% |
| +50bp | 2.673 | 87.800 | -0.050 | -1.97% | -7.87% |
| 6m 2027-02-23 | -50bp | 1.637 | 93.030 | 0.100 | +4.04% | +8.08% |
| -25bp | 1.887 | 91.874 | 0.100 | +2.75% | +5.49% |
| Unchanged (roll-down) | 2.137 | 90.732 | 0.100 | +1.47% | +2.95% |
| +25bp | 2.387 | 89.607 | 0.100 | +0.22% | +0.44% |
| +50bp | 2.637 | 88.497 | 0.100 | -1.02% | -2.04% |
| 12m 2027-08-23 | -50bp | 1.573 | 93.958 | 0.200 | +5.18% | +5.18% |
| -25bp | 1.823 | 92.902 | 0.200 | +4.01% | +4.01% |
| Unchanged (roll-down) | 2.073 | 91.859 | 0.200 | +2.84% | +2.84% |
| +25bp | 2.323 | 90.829 | 0.200 | +1.69% | +1.69% |
| +50bp | 2.573 | 89.813 | 0.200 | +0.56% | +0.56% |