bonds / 10Y / JGB (10-Year) No. 371
Bond Information
| Name | JGB (10-Year) No. 371 |
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| ISIN | — |
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| Issue # | 371 |
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| Coupon (%) | 0.4% semi-annual |
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| Issue Date | 2023-07-05 |
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| Maturity | 2033-06-20 （Remaining 6.8y） |
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| Outstanding | ¥9T （2026-03-31・MOF） |
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| Total issued | ¥9T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒 |
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| SLF usage | last 30d ¥25B／ total ¥173.3B（last 2026-08-03・BOJ） |
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| BOJ Holding | ¥6.3T（69.6%）（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 | 0.400 % |
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| Compound Yield | 0.3997 % |
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| Accrued Interest | 0.070137 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.73 |
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| Macaulay Duration | 6.74 |
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| DV01 | — |
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| Convexity | 49.0 |
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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 | 0.200 |
| 2027-06-20 | coupon | 0.200 |
| 2027-12-20 | coupon | 0.200 |
| …（9 omitted）… |
| 2032-12-20 | coupon | 0.200 |
| 2033-06-20 | coupon + redemption | 100.200 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 6.8y) | 2.385 % → ref. price 87.552 |
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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 | 1.850 | 91.057 | 0.101 | +4.11% | +16.46% |
| -25bp | 2.100 | 89.605 | 0.101 | +2.46% | +9.83% |
| Unchanged (roll-down) | 2.350 | 88.178 | 0.101 | +0.83% | +3.31% |
| +25bp | 2.600 | 86.775 | 0.101 | -0.77% | -3.09% |
| +50bp | 2.850 | 85.397 | 0.101 | -2.34% | -9.38% |
| 6m 2027-02-23 | -50bp | 1.814 | 91.582 | 0.201 | +4.83% | +9.66% |
| -25bp | 2.064 | 90.176 | 0.201 | +3.22% | +6.45% |
| Unchanged (roll-down) | 2.314 | 88.793 | 0.201 | +1.65% | +3.29% |
| +25bp | 2.564 | 87.434 | 0.201 | +0.09% | +0.19% |
| +50bp | 2.814 | 86.097 | 0.201 | -1.43% | -2.86% |
| 12m 2027-08-23 | -50bp | 1.744 | 92.577 | 0.400 | +6.19% | +6.19% |
| -25bp | 1.994 | 91.264 | 0.400 | +4.69% | +4.69% |
| Unchanged (roll-down) | 2.244 | 89.972 | 0.400 | +3.22% | +3.22% |
| +25bp | 2.494 | 88.700 | 0.400 | +1.77% | +1.77% |
| +50bp | 2.744 | 87.447 | 0.400 | +0.34% | +0.34% |