bonds / 10Y / JGB (10-Year) No. 369
Bond Information
| Name | JGB (10-Year) No. 369 |
|---|
| ISIN | — |
|---|
| Issue # | 369 |
|---|
| Coupon (%) | 0.5% semi-annual |
|---|
| Issue Date | 2023-01-06 |
|---|
| Maturity | 2032-12-20 （Remaining 6.3y） |
|---|
| Outstanding | ¥7.9T （2026-03-31・MOF） |
|---|
| Total issued | ¥8.4T （annual report, FY-end） |
|---|
| Statutory basis | 特例借換前倒財投 |
|---|
| SLF usage | last 30d —／ total ¥2.4T（last 2026-07-10・BOJ） |
|---|
| BOJ Holding | ¥6.9T（87.9%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.500 % |
|---|
| Compound Yield | 0.4994 % |
|---|
| Accrued Interest | 0.087671 (64 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 6.22 |
|---|
| Macaulay Duration | 6.24 |
|---|
| DV01 | — |
|---|
| Convexity | 42.2 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.250 |
| 2027-06-20 | coupon | 0.250 |
| 2027-12-20 | coupon | 0.250 |
| …（8 omitted）… |
| 2032-06-20 | coupon | 0.250 |
| 2032-12-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 6.3y) | 2.315 % → ref. price 89.364 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 1.780 | 92.654 | 0.126 | +3.82% | +15.28% |
| -25bp | 2.030 | 91.290 | 0.126 | +2.29% | +9.18% |
| Unchanged (roll-down) | 2.280 | 89.947 | 0.126 | +0.79% | +3.17% |
| +25bp | 2.530 | 88.626 | 0.126 | -0.68% | -2.73% |
| +50bp | 2.780 | 87.326 | 0.126 | -2.14% | -8.55% |
| 6m 2027-02-23 | -50bp | 1.744 | 93.133 | 0.251 | +4.50% | +8.99% |
| -25bp | 1.994 | 91.817 | 0.251 | +3.02% | +6.05% |
| Unchanged (roll-down) | 2.244 | 90.521 | 0.251 | +1.57% | +3.15% |
| +25bp | 2.494 | 89.245 | 0.251 | +0.15% | +0.30% |
| +50bp | 2.744 | 87.989 | 0.251 | -1.26% | -2.51% |
| 12m 2027-08-23 | -50bp | 1.673 | 94.035 | 0.500 | +5.78% | +5.78% |
| -25bp | 1.923 | 92.816 | 0.500 | +4.42% | +4.42% |
| Unchanged (roll-down) | 2.173 | 91.615 | 0.500 | +3.08% | +3.08% |
| +25bp | 2.423 | 90.431 | 0.500 | +1.75% | +1.75% |
| +50bp | 2.673 | 89.263 | 0.500 | +0.45% | +0.45% |