bonds / 10Y / JGB (10-Year) No. 381
Bond Information
| Name | JGB (10-Year) No. 381 |
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| ISIN | — |
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| Issue # | 381 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2026-01-07 |
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| Maturity | 2035-12-20 （Remaining 9.3y） |
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| Outstanding | ¥7.9T （2026-03-31・MOF） |
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| SLF usage | last 30d ¥5B／ total ¥63.3B（last 2026-08-21・BOJ） |
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| BOJ Holding | ¥720.6B（9.1%）（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 | 2.100 % |
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| Compound Yield | 2.0983 % |
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| Accrued Interest | 0.368219 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.40 |
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| Macaulay Duration | 8.49 |
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| DV01 | — |
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| Convexity | 79.3 |
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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 | 1.050 |
| 2027-06-20 | coupon | 1.050 |
| 2027-12-20 | coupon | 1.050 |
| …（14 omitted）… |
| 2035-06-20 | coupon | 1.050 |
| 2035-12-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 9.3y) | 2.759 % → ref. price 94.597 |
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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 | 2.223 | 98.977 | 0.529 | +5.17% | +20.68% |
| -25bp | 2.473 | 96.967 | 0.529 | +3.05% | +12.21% |
| Unchanged (roll-down) | 2.723 | 95.002 | 0.529 | +0.98% | +3.93% |
| +25bp | 2.973 | 93.082 | 0.529 | -1.04% | -4.16% |
| +50bp | 3.223 | 91.205 | 0.529 | -3.02% | -12.06% |
| 6m 2027-02-23 | -50bp | 2.188 | 99.282 | 1.056 | +6.04% | +12.09% |
| -25bp | 2.438 | 97.315 | 1.056 | +3.97% | +7.95% |
| Unchanged (roll-down) | 2.688 | 95.391 | 1.056 | +1.95% | +3.90% |
| +25bp | 2.938 | 93.510 | 1.056 | -0.03% | -0.07% |
| +50bp | 3.188 | 91.671 | 1.056 | -1.97% | -3.94% |
| 12m 2027-08-23 | -50bp | 2.121 | 99.829 | 2.100 | +7.72% | +7.72% |
| -25bp | 2.371 | 97.951 | 2.100 | +5.74% | +5.74% |
| Unchanged (roll-down) | 2.621 | 96.112 | 2.100 | +3.81% | +3.81% |
| +25bp | 2.871 | 94.311 | 2.100 | +1.91% | +1.91% |
| +50bp | 3.121 | 92.549 | 2.100 | +0.05% | +0.05% |