bonds / 10Y / JGB (10-Year) No. 383
Bond Information
| Name | JGB (10-Year) No. 383 |
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| ISIN | — |
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| Issue # | 383 |
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| Coupon (%) | 2.7% semi-annual |
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| Issue Date | 2026-07-03 |
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| Maturity | 2036-06-20 （Remaining 9.8y） |
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| Outstanding | — |
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| BOJ Holding | — |
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| Status | active |
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Results
Yield Calculator (price input) | Simple Yield | 2.700 % |
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| Compound Yield | 2.6975 % |
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| Accrued Interest | 0.473425 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.55 |
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| Macaulay Duration | 8.66 |
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| DV01 | — |
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| Convexity | 83.5 |
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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 | 1.350 |
| 2027-06-20 | coupon | 1.350 |
| 2027-12-20 | coupon | 1.350 |
| …（15 omitted）… |
| 2035-12-20 | coupon | 1.350 |
| 2036-06-20 | coupon + redemption | 101.350 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 9.8y) | 2.829 % → ref. price 98.874 |
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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 | 2.294 | 103.454 | 0.681 | +5.30% | +21.18% |
| -25bp | 2.544 | 101.299 | 0.681 | +3.13% | +12.50% |
| Unchanged (roll-down) | 2.794 | 99.194 | 0.681 | +1.01% | +4.03% |
| +25bp | 3.044 | 97.140 | 0.681 | -1.06% | -4.24% |
| +50bp | 3.294 | 95.133 | 0.681 | -3.08% | -12.32% |
| 6m 2027-02-23 | -50bp | 2.258 | 103.678 | 1.357 | +6.20% | +12.40% |
| -25bp | 2.508 | 101.567 | 1.357 | +4.08% | +8.15% |
| Unchanged (roll-down) | 2.758 | 99.504 | 1.357 | +2.00% | +4.00% |
| +25bp | 3.008 | 97.489 | 1.357 | -0.03% | -0.05% |
| +50bp | 3.258 | 95.521 | 1.357 | -2.01% | -4.02% |
| 12m 2027-08-23 | -50bp | 2.189 | 104.060 | 2.700 | +7.94% | +7.94% |
| -25bp | 2.439 | 102.039 | 2.700 | +5.90% | +5.90% |
| Unchanged (roll-down) | 2.689 | 100.063 | 2.700 | +3.91% | +3.91% |
| +25bp | 2.939 | 98.129 | 2.700 | +1.97% | +1.97% |
| +50bp | 3.189 | 96.238 | 2.700 | +0.06% | +0.06% |