bonds / 10Y / JGB (10-Year) No. 373
Bond Information
| Name | JGB (10-Year) No. 373 |
|---|
| ISIN | — |
|---|
| Issue # | 373 |
|---|
| Coupon (%) | 0.6% semi-annual |
|---|
| Issue Date | 2024-01-11 |
|---|
| Maturity | 2033-12-20 （Remaining 7.3y） |
|---|
| Outstanding | ¥7.2T （2026-03-31・MOF） |
|---|
| Total issued | ¥8.6T （annual report, FY-end） |
|---|
| Statutory basis | 4条特例借換前倒財投GX |
|---|
| STRIPS principal | ¥100M （2026-06-30） |
|---|
| SLF usage | last 30d —／ total ¥29.8B（last 2026-07-16・BOJ） |
|---|
| BOJ Holding | ¥4.2T（58.6%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.600 % |
|---|
| Compound Yield | 0.5994 % |
|---|
| Accrued Interest | 0.105205 (64 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 7.15 |
|---|
| Macaulay Duration | 7.18 |
|---|
| DV01 | — |
|---|
| Convexity | 55.5 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.300 |
| 2027-06-20 | coupon | 0.300 |
| 2027-12-20 | coupon | 0.300 |
| …（10 omitted）… |
| 2033-06-20 | coupon | 0.300 |
| 2033-12-20 | coupon + redemption | 100.300 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 7.3y) | 2.464 % → ref. price 87.562 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 1.922 | 91.283 | 0.151 | +4.42% | +17.67% |
| -25bp | 2.172 | 89.730 | 0.151 | +2.65% | +10.58% |
| Unchanged (roll-down) | 2.422 | 88.206 | 0.151 | +0.91% | +3.63% |
| +25bp | 2.672 | 86.710 | 0.151 | -0.80% | -3.20% |
| +50bp | 2.922 | 85.241 | 0.151 | -2.47% | -9.90% |
| 6m 2027-02-23 | -50bp | 1.885 | 91.802 | 0.302 | +5.18% | +10.36% |
| -25bp | 2.135 | 90.294 | 0.302 | +3.46% | +6.92% |
| Unchanged (roll-down) | 2.385 | 88.812 | 0.302 | +1.77% | +3.54% |
| +25bp | 2.635 | 87.358 | 0.302 | +0.11% | +0.22% |
| +50bp | 2.885 | 85.929 | 0.302 | -1.52% | -3.04% |
| 12m 2027-08-23 | -50bp | 1.815 | 92.760 | 0.600 | +6.61% | +6.61% |
| -25bp | 2.065 | 91.343 | 0.600 | +5.00% | +5.00% |
| Unchanged (roll-down) | 2.315 | 89.950 | 0.600 | +3.41% | +3.41% |
| +25bp | 2.565 | 88.580 | 0.600 | +1.85% | +1.85% |
| +50bp | 2.815 | 87.232 | 0.600 | +0.31% | +0.31% |