bonds / 2Y / JGB (2-Year) No. 471
Bond Information
| Name | JGB (2-Year) No. 471 |
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| ISIN | — |
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| Issue # | 471 |
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| Coupon (%) | 0.9% semi-annual |
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| Issue Date | 2025-04-01 |
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| Maturity | 2027-04-01 （Remaining 0.6y） |
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| Outstanding | ¥2.9T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥51.5B（last 2026-03-18・BOJ） |
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| BOJ Holding | ¥615.9B（21.2%）（as of 2026-08-31・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 | 0.900 % |
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| Compound Yield | 0.8998 % |
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| Accrued Interest | 0.406849 (165 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.54 |
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| Macaulay Duration | 0.55 |
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| DV01 | — |
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| Convexity | 0.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-10-01 | coupon | 0.450 |
| 2027-04-01 | coupon + redemption | 100.450 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2025-03-31 | new | 3.41 | 1 | 0.863 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 0.5y) | 1.550 % → ref. price 99.647 |
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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 2026-12-13 | -50bp | 1.050 | 99.956 | -0.227 | +0.08% | +0.33% |
| -25bp | 1.300 | 99.882 | -0.227 | +0.01% | +0.03% |
| Unchanged (roll-down) | 1.550 | 99.808 | -0.227 | -0.07% | -0.26% |
| +25bp | 1.800 | 99.734 | -0.227 | -0.14% | -0.56% |
| +50bp | 2.050 | 99.660 | -0.227 | -0.21% | -0.85% |
| 6m 2027-03-13 | -50bp | 1.050 | 99.993 | 0.445 | +0.79% | +1.58% |
| -25bp | 1.300 | 99.980 | 0.445 | +0.78% | +1.56% |
| Unchanged (roll-down) | 1.550 | 99.967 | 0.445 | +0.77% | +1.53% |
| +25bp | 1.800 | 99.954 | 0.445 | +0.75% | +1.51% |
| +50bp | 2.050 | 99.941 | 0.445 | +0.74% | +1.48% |