bonds / 2Y / JGB (2-Year) No. 473
Bond Information
| Name | JGB (2-Year) No. 473 |
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| ISIN | — |
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| Issue # | 473 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2025-06-02 |
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| Maturity | 2027-06-01 （Remaining 0.7y） |
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| Outstanding | ¥2.8T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥23.6B（last 2026-01-27・BOJ） |
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| BOJ Holding | ¥1.2T（43.9%）（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 | 0.800 % |
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| Compound Yield | 0.7997 % |
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| Accrued Interest | 0.227945 (104 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.71 |
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| Macaulay Duration | 0.71 |
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| DV01 | — |
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| Convexity | 0.9 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-01 | coupon | 0.400 |
| 2027-06-01 | coupon + redemption | 100.400 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2025-05-30 | new | 3.77 | 1 | 0.752 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 0.7y) | 1.550 % → ref. price 99.468 |
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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 | 99.885 | -0.202 | +0.22% | +0.86% |
| -25bp | 1.300 | 99.770 | -0.202 | +0.10% | +0.40% |
| Unchanged (roll-down) | 1.550 | 99.654 | -0.202 | -0.02% | -0.06% |
| +25bp | 1.800 | 99.539 | -0.202 | -0.13% | -0.52% |
| +50bp | 2.050 | 99.424 | -0.202 | -0.25% | -0.98% |
| 6m 2027-03-13 | -50bp | 1.050 | 99.946 | 0.396 | +0.88% | +1.75% |
| -25bp | 1.300 | 99.892 | 0.396 | +0.82% | +1.64% |
| Unchanged (roll-down) | 1.550 | 99.837 | 0.396 | +0.77% | +1.53% |
| +25bp | 1.800 | 99.783 | 0.396 | +0.71% | +1.42% |
| +50bp | 2.050 | 99.729 | 0.396 | +0.66% | +1.32% |