bonds / 10Y / JGB (10-Year) No. 376
Bond Information
| Name | JGB (10-Year) No. 376 |
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| ISIN | — |
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| Issue # | 376 |
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| Coupon (%) | 0.9% semi-annual |
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| Issue Date | 2024-10-04 |
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| Maturity | 2034-09-20 （Remaining 8.1y） |
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| Outstanding | ¥4.5T （2026-03-31・MOF） |
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| Total issued | ¥8.3T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投こども |
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| SLF usage | last 30d ¥106.7B／ total ¥157.8B（last 2026-08-20・BOJ） |
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| BOJ Holding | ¥2.5T（55.5%）（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 | 0.900 % |
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| Compound Yield | 0.8989 % |
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| Accrued Interest | 0.384658 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 7.75 |
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| Macaulay Duration | 7.78 |
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| DV01 | — |
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| Convexity | 65.5 |
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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 | 0.450 |
| 2027-03-20 | coupon | 0.450 |
| 2027-09-20 | coupon | 0.450 |
| …（12 omitted）… |
| 2034-03-20 | coupon | 0.450 |
| 2034-09-20 | coupon + redemption | 100.450 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 8.1y) | 2.587 % → ref. price 87.762 |
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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 | 2.047 | 91.735 | -0.227 | +4.25% | +17.00% |
| -25bp | 2.297 | 90.036 | -0.227 | +2.32% | +9.29% |
| Unchanged (roll-down) | 2.547 | 88.370 | -0.227 | +0.43% | +1.73% |
| +25bp | 2.797 | 86.738 | -0.227 | -1.42% | -5.68% |
| +50bp | 3.047 | 85.139 | -0.227 | -3.23% | -12.94% |
| 6m 2027-02-23 | -50bp | 2.005 | 92.261 | 0.450 | +5.61% | +11.23% |
| -25bp | 2.255 | 90.604 | 0.450 | +3.73% | +7.47% |
| Unchanged (roll-down) | 2.505 | 88.978 | 0.450 | +1.89% | +3.78% |
| +25bp | 2.755 | 87.385 | 0.450 | +0.08% | +0.16% |
| +50bp | 3.005 | 85.823 | 0.450 | -1.69% | -3.38% |
| 12m 2027-08-23 | -50bp | 1.923 | 93.249 | 0.900 | +7.25% | +7.25% |
| -25bp | 2.173 | 91.678 | 0.900 | +5.46% | +5.46% |
| Unchanged (roll-down) | 2.423 | 90.135 | 0.900 | +3.71% | +3.71% |
| +25bp | 2.673 | 88.621 | 0.900 | +2.00% | +2.00% |
| +50bp | 2.923 | 87.135 | 0.900 | +0.31% | +0.31% |