bonds / 2Y / JGB (2-Year) No. 468
Bond Information
| Name | JGB (2-Year) No. 468 |
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| ISIN | — |
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| Issue # | 468 |
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| Coupon (%) | 0.6% semi-annual |
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| Issue Date | 2025-01-06 |
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| Maturity | 2027-01-01 （Remaining 0.2y） |
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| Outstanding | ¥2.6T （2026-03-31・MOF） |
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| Total issued | ¥2.6T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒 |
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| SLF usage | last 30d —／ total ¥65B（last 2026-08-07・BOJ） |
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| BOJ Holding | ¥552.2B（21.2%）（as of 2026-10-20・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 | 0.600 % |
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| Compound Yield | 0.5856 % |
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| Accrued Interest | 0.195616 (119 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.18 |
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| Macaulay Duration | 0.18 |
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| DV01 | — |
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| Convexity | 0.1 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-01-01 | coupon + redemption | 100.300 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2024-12-26 | new | 3.95 | 1 | 0.602 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 0.2y) | 1.642 % → ref. price 99.813 |
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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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