bonds / 10Y / JGB (10-Year) No. 374
Bond Information
| Name | JGB (10-Year) No. 374 |
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| ISIN | — |
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| Issue # | 374 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2024-04-03 |
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| Maturity | 2034-03-20 （Remaining 7.6y） |
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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 ¥7.7B／ total ¥56.2B（last 2026-08-20・BOJ） |
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| BOJ Holding | ¥3.9T（44.8%）（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 | 0.7994 % |
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| Accrued Interest | 0.341918 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 7.31 |
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| Macaulay Duration | 7.34 |
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| DV01 | — |
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| Convexity | 58.3 |
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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 |
| …（11 omitted）… |
| 2033-09-20 | coupon | 0.400 |
| 2034-03-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 7.6y) | 2.505 % → ref. price 88.293 |
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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 | 1.963 | 92.097 | -0.202 | +4.06% | +16.26% |
| -25bp | 2.213 | 90.489 | -0.202 | +2.25% | +9.00% |
| Unchanged (roll-down) | 2.463 | 88.912 | -0.202 | +0.47% | +1.88% |
| +25bp | 2.713 | 87.364 | -0.202 | -1.28% | -5.10% |
| +50bp | 2.963 | 85.846 | -0.202 | -2.99% | -11.95% |
| 6m 2027-02-23 | -50bp | 1.921 | 92.614 | 0.400 | +5.33% | +10.65% |
| -25bp | 2.171 | 91.051 | 0.400 | +3.56% | +7.13% |
| Unchanged (roll-down) | 2.421 | 89.515 | 0.400 | +1.83% | +3.66% |
| +25bp | 2.671 | 88.009 | 0.400 | +0.13% | +0.26% |
| +50bp | 2.921 | 86.529 | 0.400 | -1.54% | -3.08% |
| 12m 2027-08-23 | -50bp | 1.850 | 93.522 | 0.800 | +6.80% | +6.80% |
| -25bp | 2.100 | 92.049 | 0.800 | +5.14% | +5.14% |
| Unchanged (roll-down) | 2.350 | 90.601 | 0.800 | +3.51% | +3.51% |
| +25bp | 2.600 | 89.178 | 0.800 | +1.90% | +1.90% |
| +50bp | 2.850 | 87.780 | 0.800 | +0.32% | +0.32% |