bonds / 10Y / JGB (10-Year) No. 370
Bond Information
| Name | JGB (10-Year) No. 370 |
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| ISIN | — |
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| Issue # | 370 |
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| Coupon (%) | 0.5% semi-annual |
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| Issue Date | 2023-04-05 |
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| Maturity | 2033-03-20 （Remaining 6.6y） |
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| Outstanding | ¥8.5T （2026-03-31・MOF） |
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| Total issued | ¥8.5T （annual report, FY-end） |
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| Statutory basis | 借換 |
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| SLF usage | last 30d ¥61.4B／ total ¥27.6T（last 2026-08-21・BOJ） |
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| BOJ Holding | ¥6.8T（80.3%）（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 | 0.500 % |
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| Compound Yield | 0.4996 % |
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| Accrued Interest | 0.213699 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.45 |
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| Macaulay Duration | 6.47 |
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| DV01 | — |
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| Convexity | 45.3 |
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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 | 0.250 |
| 2027-03-20 | coupon | 0.250 |
| 2027-09-20 | coupon | 0.250 |
| …（9 omitted）… |
| 2032-09-20 | coupon | 0.250 |
| 2033-03-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 6.6y) | 2.350 % → ref. price 88.783 |
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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 | 1.814 | 92.177 | -0.126 | +3.67% | +14.69% |
| -25bp | 2.064 | 90.766 | -0.126 | +2.09% | +8.35% |
| Unchanged (roll-down) | 2.314 | 89.379 | -0.126 | +0.53% | +2.11% |
| +25bp | 2.564 | 88.015 | -0.126 | -1.00% | -4.02% |
| +50bp | 2.814 | 86.673 | -0.126 | -2.51% | -10.05% |
| 6m 2027-02-23 | -50bp | 1.779 | 92.668 | 0.250 | +4.65% | +9.29% |
| -25bp | 2.029 | 91.304 | 0.250 | +3.11% | +6.23% |
| Unchanged (roll-down) | 2.279 | 89.962 | 0.250 | +1.61% | +3.21% |
| +25bp | 2.529 | 88.642 | 0.250 | +0.12% | +0.25% |
| +50bp | 2.779 | 87.343 | 0.250 | -1.34% | -2.67% |
| 12m 2027-08-23 | -50bp | 1.708 | 93.594 | 0.500 | +5.97% | +5.97% |
| -25bp | 1.958 | 92.326 | 0.500 | +4.54% | +4.54% |
| Unchanged (roll-down) | 2.208 | 91.077 | 0.500 | +3.14% | +3.14% |
| +25bp | 2.458 | 89.847 | 0.500 | +1.76% | +1.76% |
| +50bp | 2.708 | 88.635 | 0.500 | +0.39% | +0.39% |