bonds / 2Y / JGB (2-Year) No. 472
Bond Information
| Name | JGB (2-Year) No. 472 |
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| ISIN | — |
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| Issue # | 472 |
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| Coupon (%) | 0.7% semi-annual |
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| Issue Date | 2025-05-01 |
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| Maturity | 2027-05-01 （Remaining 0.5y） |
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| Outstanding | ¥2.9T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥110.4B（last 2026-04-27・BOJ） |
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| BOJ Holding | ¥229.6B（8.0%）（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 | 0.700 % |
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| Compound Yield | 0.7000 % |
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| Accrued Interest | 0.345205 (180 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.50 |
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| Macaulay Duration | 0.51 |
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| DV01 | — |
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| Convexity | 0.5 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-11-01 | coupon | 0.350 |
| 2027-05-01 | coupon + redemption | 100.350 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2025-04-24 | new | 3.58 | 1 | 0.691 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 0.5y) | 1.642 % → ref. price 99.526 |
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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 | 99.890 | -0.176 | +0.19% | +0.75% |
| -25bp | 1.392 | 99.827 | -0.176 | +0.12% | +0.50% |
| Unchanged (roll-down) | 1.642 | 99.764 | -0.176 | +0.06% | +0.24% |
| +25bp | 1.892 | 99.701 | -0.176 | -0.00% | -0.01% |
| +50bp | 2.142 | 99.638 | -0.176 | -0.07% | -0.26% |