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 0.6y） |
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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 | ¥226.2B（7.9%）（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 | 0.700 % |
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| Compound Yield | 0.6998 % |
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| Accrued Interest | 0.258904 (135 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.63 |
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| Macaulay Duration | 0.63 |
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| DV01 | — |
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| Convexity | 0.7 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 0.6y) | 1.550 % → ref. price 99.469 |
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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 | 99.870 | -0.178 | +0.22% | +0.89% |
| -25bp | 1.300 | 99.775 | -0.178 | +0.13% | +0.51% |
| Unchanged (roll-down) | 1.550 | 99.681 | -0.178 | +0.03% | +0.14% |
| +25bp | 1.800 | 99.587 | -0.178 | -0.06% | -0.24% |
| +50bp | 2.050 | 99.493 | -0.178 | -0.15% | -0.62% |
| 6m 2027-03-13 | -50bp | 1.050 | 99.956 | 0.344 | +0.83% | +1.67% |
| -25bp | 1.300 | 99.922 | 0.344 | +0.80% | +1.60% |
| Unchanged (roll-down) | 1.550 | 99.889 | 0.344 | +0.77% | +1.53% |
| +25bp | 1.800 | 99.856 | 0.344 | +0.73% | +1.47% |
| +50bp | 2.050 | 99.822 | 0.344 | +0.70% | +1.40% |