bonds / 10Y / JGB (10-Year) No. 372
Bond Information
| Name | JGB (10-Year) No. 372 |
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| ISIN | — |
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| Issue # | 372 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2023-10-04 |
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| Maturity | 2033-09-20 （Remaining 7.1y） |
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| Outstanding | ¥8.6T （2026-03-31・MOF） |
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| Total issued | ¥8.6T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒 |
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| SLF usage | last 30d ¥102B／ total ¥228.2B（last 2026-08-10・BOJ） |
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| BOJ Holding | ¥5.8T（67.4%）（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 | 0.800 % |
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| Compound Yield | 0.7989 % |
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| Accrued Interest | 0.341918 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.85 |
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| Macaulay Duration | 6.88 |
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| DV01 | — |
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| Convexity | 51.3 |
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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 | 0.400 |
| 2027-03-20 | coupon | 0.400 |
| 2027-09-20 | coupon | 0.400 |
| …（10 omitted）… |
| 2033-03-20 | coupon | 0.400 |
| 2033-09-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 7.1y) | 2.423 % → ref. price 89.490 |
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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 | 1.885 | 93.071 | -0.202 | +3.76% | +15.05% |
| -25bp | 2.135 | 91.551 | -0.202 | +2.07% | +8.28% |
| Unchanged (roll-down) | 2.385 | 90.059 | -0.202 | +0.41% | +1.64% |
| +25bp | 2.635 | 88.592 | -0.202 | -1.22% | -4.89% |
| +50bp | 2.885 | 87.152 | -0.202 | -2.83% | -11.31% |
| 6m 2027-02-23 | -50bp | 1.850 | 93.522 | 0.400 | +4.93% | +9.87% |
| -25bp | 2.100 | 92.049 | 0.400 | +3.29% | +6.59% |
| Unchanged (roll-down) | 2.350 | 90.601 | 0.400 | +1.68% | +3.37% |
| +25bp | 2.600 | 89.179 | 0.400 | +0.10% | +0.20% |
| +50bp | 2.850 | 87.780 | 0.400 | -1.46% | -2.92% |
| 12m 2027-08-23 | -50bp | 1.780 | 94.368 | 0.800 | +6.32% | +6.32% |
| -25bp | 2.030 | 92.989 | 0.800 | +4.79% | +4.79% |
| Unchanged (roll-down) | 2.280 | 91.633 | 0.800 | +3.28% | +3.28% |
| +25bp | 2.530 | 90.298 | 0.800 | +1.79% | +1.79% |
| +50bp | 2.780 | 88.984 | 0.800 | +0.33% | +0.33% |