bonds / 2Y / JGB (2-Year) No. 470
Bond Information
| Name | JGB (2-Year) No. 470 |
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| ISIN | — |
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| Issue # | 470 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2025-03-03 |
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| Maturity | 2027-03-01 （Remaining 0.3y） |
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| Outstanding | ¥2.8T （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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| BOJ Holding | ¥161.3B（5.7%）（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 | 0.800 % |
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| Compound Yield | 0.8092 % |
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| Accrued Interest | 0.124932 (57 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.34 |
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| Macaulay Duration | 0.34 |
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| DV01 | — |
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| Convexity | 0.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-01 | coupon + redemption | 100.400 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2025-02-27 | new | 3.16 | 1 | 0.826 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 0.3y) | 1.642 % → ref. price 99.719 |
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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 2027-01-28 | -50bp | 1.142 | 99.973 | 0.202 | +0.46% | +1.83% |
| -25bp | 1.392 | 99.951 | 0.202 | +0.43% | +1.74% |
| Unchanged (roll-down) | 1.642 | 99.930 | 0.202 | +0.41% | +1.65% |
| +25bp | 1.892 | 99.908 | 0.202 | +0.39% | +1.56% |
| +50bp | 2.142 | 99.886 | 0.202 | +0.37% | +1.48% |