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bonds / 10Y / JGB (10-Year) No. 368

Bond Information

NameJGB (10-Year) No. 368
ISIN
Issue #368
Coupon (%)0.2% semi-annual
Issue Date2022-10-05
Maturity2032-09-20 (Remaining 6.1y)
Outstanding¥3.7T (2026-03-31・MOF)
Total issued¥8.9T (annual report, FY-end)
Statutory basis特例借換前倒財投
SLF usagelast 30d / total ¥138.7B(last 2026-06-26・BOJ)
BOJ Holding¥7.4T(100.0%)(as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield0.200 %
Compound Yield0.1997 %
Accrued Interest0.085479 (156 days) per 100
Settlement Amount
Modified Duration6.04
Macaulay Duration6.04
DV01
Convexity39.6

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.100
2027-03-20coupon0.100
2027-09-20coupon0.100
…(8 omitted)…
2032-03-20coupon0.100
2032-09-20coupon + redemption100.100

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2022-12-01reopen6.0300.250
2022-11-01reopen5.2410.248
2022-10-04new5.5520.248

Horizon total return settle 2026-08-23 ・ CMT 2026-08-20

CMT interpolated (rem 6.1y)2.280 % → ref. price 88.247
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp1.74491.473-0.050+3.59%+14.38%
-25bp1.99490.169-0.050+2.12%+8.47%
Unchanged (roll-down)2.24488.885-0.050+0.67%+2.66%
+25bp2.49487.622-0.050-0.77%-3.06%
+50bp2.74486.377-0.050-2.17%-8.70%
6m 2027-02-23-50bp1.70992.0050.100+4.37%+8.73%
-25bp1.95990.7490.100+2.95%+5.89%
Unchanged (roll-down)2.20989.5120.100+1.55%+3.09%
+25bp2.45988.2940.100+0.17%+0.33%
+50bp2.70987.0930.100-1.19%-2.39%
12m 2027-08-23-50bp1.63893.0130.200+5.62%+5.62%
-25bp1.88891.8540.200+4.31%+4.31%
Unchanged (roll-down)2.13890.7120.200+3.02%+3.02%
+25bp2.38889.5850.200+1.74%+1.74%
+50bp2.63888.4730.200+0.48%+0.48%