bonds / 2Y / JGB (2-Year) No. 469
Bond Information
| Name | JGB (2-Year) No. 469 |
|---|
| ISIN | — |
|---|
| Issue # | 469 |
|---|
| Coupon (%) | 0.7% semi-annual |
|---|
| Issue Date | 2025-02-03 |
|---|
| Maturity | 2027-02-01 （Remaining 0.4y） |
|---|
| Outstanding | ¥2.7T （2026-03-31・MOF） |
|---|
| Total issued | ¥2.7T （annual report, FY-end） |
|---|
| Statutory basis | 借換前倒復興 |
|---|
| SLF usage | last 30d —／ total ¥5.6B（last 2025-12-17・BOJ） |
|---|
| BOJ Holding | ¥722.8B（27.0%）（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.700 % |
|---|
| Compound Yield | 0.6923 % |
|---|
| Accrued Interest | 0.082466 (43 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 0.38 |
|---|
| Macaulay Duration | 0.39 |
|---|
| DV01 | — |
|---|
| Convexity | 0.3 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2027-02-01 | coupon + redemption | 100.350 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2025-01-31 | new | 4.06 | 1 | 0.727 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 0.4y) | 1.550 % → ref. price 99.671 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 1.050 | 99.949 | 0.175 | +0.45% | +1.82% |
| -25bp | 1.300 | 99.915 | 0.175 | +0.42% | +1.68% |
| Unchanged (roll-down) | 1.550 | 99.881 | 0.175 | +0.39% | +1.54% |
| +25bp | 1.800 | 99.847 | 0.175 | +0.35% | +1.41% |
| +50bp | 2.050 | 99.813 | 0.175 | +0.32% | +1.27% |