bonds / 10Y / JGB (10-Year) No. 367
Bond Information
| Name | JGB (10-Year) No. 367 |
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| ISIN | — |
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| Issue # | 367 |
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| Coupon (%) | 0.2% semi-annual |
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| Issue Date | 2022-07-06 |
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| Maturity | 2032-06-20 （Remaining 5.8y） |
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| Outstanding | ¥8.2T （2026-03-31・MOF） |
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| Total issued | ¥8.5T （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 ¥71.5B／ total ¥701B（last 2026-08-13・BOJ） |
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| BOJ Holding | ¥7T（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 | 0.200 % |
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| Compound Yield | 0.1998 % |
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| Accrued Interest | 0.035068 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.79 |
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| Macaulay Duration | 5.80 |
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| DV01 | — |
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| Convexity | 36.6 |
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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 | 0.100 |
| 2027-06-20 | coupon | 0.100 |
| 2027-12-20 | coupon | 0.100 |
| …（7 omitted）… |
| 2031-12-20 | coupon | 0.100 |
| 2032-06-20 | coupon + redemption | 100.100 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 5.8y) | 2.244 % → ref. price 88.885 |
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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 | 1.709 | 92.005 | 0.050 | +3.57% | +14.26% |
| -25bp | 1.959 | 90.749 | 0.050 | +2.15% | +8.61% |
| Unchanged (roll-down) | 2.209 | 89.512 | 0.050 | +0.76% | +3.05% |
| +25bp | 2.459 | 88.293 | 0.050 | -0.61% | -2.44% |
| +50bp | 2.709 | 87.093 | 0.050 | -1.96% | -7.84% |
| 6m 2027-02-23 | -50bp | 1.673 | 92.524 | 0.101 | +4.21% | +8.41% |
| -25bp | 1.923 | 91.318 | 0.101 | +2.85% | +5.70% |
| Unchanged (roll-down) | 2.173 | 90.128 | 0.101 | +1.51% | +3.02% |
| +25bp | 2.423 | 88.955 | 0.101 | +0.19% | +0.38% |
| +50bp | 2.673 | 87.799 | 0.101 | -1.11% | -2.22% |
| 12m 2027-08-23 | -50bp | 1.605 | 93.495 | 0.200 | +5.41% | +5.41% |
| -25bp | 1.855 | 92.387 | 0.200 | +4.16% | +4.16% |
| Unchanged (roll-down) | 2.105 | 91.294 | 0.200 | +2.93% | +2.93% |
| +25bp | 2.355 | 90.215 | 0.200 | +1.72% | +1.72% |
| +50bp | 2.605 | 89.150 | 0.200 | +0.52% | +0.52% |