bonds / 2Y / JGB (2-Year) No. 470
Bond Information
| Name | JGB (2-Year) No. 470 |
|---|
| ISIN | — |
|---|
| Issue # | 470 |
|---|
| Coupon (%) | 0.8% semi-annual |
|---|
| Issue Date | 2025-03-03 |
|---|
| Maturity | 2027-03-01 （Remaining 0.5y） |
|---|
| Outstanding | ¥2.8T （2026-03-31・MOF） |
|---|
| Total issued | ¥2.6T （annual report, FY-end） |
|---|
| Statutory basis | 特例借換前倒 |
|---|
| BOJ Holding | ¥135.3B（4.8%）（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.800 % |
|---|
| Compound Yield | 0.8070 % |
|---|
| Accrued Interest | 0.026301 (12 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 0.46 |
|---|
| Macaulay Duration | 0.46 |
|---|
| DV01 | — |
|---|
| Convexity | 0.4 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2027-03-01 | coupon + redemption | 100.400 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2025-02-27 | new | 3.16 | 1 | 0.826 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 0.5y) | 1.550 % → ref. price 99.658 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 1.050 | 99.950 | 0.199 | +0.49% | +1.97% |
| -25bp | 1.300 | 99.897 | 0.199 | +0.44% | +1.76% |
| Unchanged (roll-down) | 1.550 | 99.844 | 0.199 | +0.39% | +1.54% |
| +25bp | 1.800 | 99.791 | 0.199 | +0.33% | +1.33% |
| +50bp | 2.050 | 99.738 | 0.199 | +0.28% | +1.12% |