bonds / 10Y / JGB (10-Year) No. 368
Bond Information
| Name | JGB (10-Year) No. 368 |
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| ISIN | — |
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| Issue # | 368 |
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| Coupon (%) | 0.2% semi-annual |
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| Issue Date | 2022-10-05 |
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| Maturity | 2032-09-20 (Remaining 6.1y) |
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| Outstanding | ¥3.7T (2026-03-31・MOF) |
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| Total issued | ¥8.9T (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 ¥138.7B(last 2026-06-26・BOJ) |
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| BOJ Holding | ¥7.4T(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 | 0.200 % |
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| Compound Yield | 0.1997 % |
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| Accrued Interest | 0.085479 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.04 |
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| Macaulay Duration | 6.04 |
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| DV01 | — |
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| Convexity | 39.6 |
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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 | 0.100 |
| 2027-03-20 | coupon | 0.100 |
| 2027-09-20 | coupon | 0.100 |
| …(8 omitted)… |
| 2032-03-20 | coupon | 0.100 |
| 2032-09-20 | coupon + redemption | 100.100 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 6.1y) | 2.280 % → ref. price 88.247 |
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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 | 1.744 | 91.473 | -0.050 | +3.59% | +14.38% |
| -25bp | 1.994 | 90.169 | -0.050 | +2.12% | +8.47% |
| Unchanged (roll-down) | 2.244 | 88.885 | -0.050 | +0.67% | +2.66% |
| +25bp | 2.494 | 87.622 | -0.050 | -0.77% | -3.06% |
| +50bp | 2.744 | 86.377 | -0.050 | -2.17% | -8.70% |
| 6m 2027-02-23 | -50bp | 1.709 | 92.005 | 0.100 | +4.37% | +8.73% |
| -25bp | 1.959 | 90.749 | 0.100 | +2.95% | +5.89% |
| Unchanged (roll-down) | 2.209 | 89.512 | 0.100 | +1.55% | +3.09% |
| +25bp | 2.459 | 88.294 | 0.100 | +0.17% | +0.33% |
| +50bp | 2.709 | 87.093 | 0.100 | -1.19% | -2.39% |
| 12m 2027-08-23 | -50bp | 1.638 | 93.013 | 0.200 | +5.62% | +5.62% |
| -25bp | 1.888 | 91.854 | 0.200 | +4.31% | +4.31% |
| Unchanged (roll-down) | 2.138 | 90.712 | 0.200 | +3.02% | +3.02% |
| +25bp | 2.388 | 89.585 | 0.200 | +1.74% | +1.74% |
| +50bp | 2.638 | 88.473 | 0.200 | +0.48% | +0.48% |