bonds / 10Y / JGB (10-Year) No. 377
Bond Information
| Name | JGB (10-Year) No. 377 |
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| ISIN | — |
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| Issue # | 377 |
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| Coupon (%) | 1.2% semi-annual |
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| Issue Date | 2025-01-08 |
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| Maturity | 2034-12-20 （Remaining 8.3y） |
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| Outstanding | ¥8.4T （2026-03-31・MOF） |
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| Total issued | ¥8T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒こども |
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| SLF usage | last 30d —／ total ¥80.1B（last 2026-07-21・BOJ） |
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| BOJ Holding | ¥2.4T（28.7%）（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 | 1.200 % |
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| Compound Yield | 1.1990 % |
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| Accrued Interest | 0.210411 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 7.89 |
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| Macaulay Duration | 7.94 |
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| DV01 | — |
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| Convexity | 68.2 |
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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 | 0.600 |
| 2027-06-20 | coupon | 0.600 |
| 2027-12-20 | coupon | 0.600 |
| …（12 omitted）… |
| 2034-06-20 | coupon | 0.600 |
| 2034-12-20 | coupon + redemption | 100.600 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 8.3y) | 2.621 % → ref. price 89.420 |
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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 | 2.086 | 93.435 | 0.302 | +4.82% | +19.27% |
| -25bp | 2.336 | 91.671 | 0.302 | +2.85% | +11.39% |
| Unchanged (roll-down) | 2.586 | 89.944 | 0.302 | +0.92% | +3.69% |
| +25bp | 2.836 | 88.252 | 0.302 | -0.97% | -3.86% |
| +50bp | 3.086 | 86.595 | 0.302 | -2.81% | -11.26% |
| 6m 2027-02-23 | -50bp | 2.047 | 93.899 | 0.603 | +5.67% | +11.34% |
| -25bp | 2.297 | 92.178 | 0.603 | +3.75% | +7.50% |
| Unchanged (roll-down) | 2.547 | 90.492 | 0.603 | +1.87% | +3.74% |
| +25bp | 2.797 | 88.839 | 0.603 | +0.02% | +0.05% |
| +50bp | 3.047 | 87.219 | 0.603 | -1.78% | -3.57% |
| 12m 2027-08-23 | -50bp | 1.964 | 94.797 | 1.200 | +7.34% | +7.34% |
| -25bp | 2.214 | 93.162 | 1.200 | +5.51% | +5.51% |
| Unchanged (roll-down) | 2.464 | 91.559 | 1.200 | +3.72% | +3.72% |
| +25bp | 2.714 | 89.986 | 1.200 | +1.97% | +1.97% |
| +50bp | 2.964 | 88.442 | 1.200 | +0.25% | +0.25% |