bonds / 2Y / JGB (2-Year) No. 474
Bond Information
| Name | JGB (2-Year) No. 474 |
|---|
| ISIN | — |
|---|
| Issue # | 474 |
|---|
| Coupon (%) | 0.7% semi-annual |
|---|
| Issue Date | 2025-07-01 |
|---|
| Maturity | 2027-07-01 （Remaining 0.7y） |
|---|
| Outstanding | ¥2.6T （2026-03-31・MOF） |
|---|
| SLF usage | last 30d —／ total ¥16.3B（last 2026-08-04・BOJ） |
|---|
| BOJ Holding | ¥419.9B（16.1%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.700 % |
|---|
| Compound Yield | 0.6998 % |
|---|
| Accrued Interest | 0.228219 (119 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 0.67 |
|---|
| Macaulay Duration | 0.67 |
|---|
| DV01 | — |
|---|
| Convexity | 0.8 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2027-01-01 | coupon | 0.350 |
| 2027-07-01 | coupon + redemption | 100.350 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2025-06-26 | new | 3.90 | 1 | 0.729 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 0.7y) | 1.642 % → ref. price 99.371 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 1.142 | 99.817 | -0.176 | +0.27% | +1.08% |
| -25bp | 1.392 | 99.713 | -0.176 | +0.17% | +0.66% |
| Unchanged (roll-down) | 1.642 | 99.608 | -0.176 | +0.06% | +0.24% |
| +25bp | 1.892 | 99.504 | -0.176 | -0.04% | -0.17% |
| +50bp | 2.142 | 99.400 | -0.176 | -0.15% | -0.59% |
| 6m 2027-04-28 | -50bp | 1.142 | 99.925 | 0.346 | +0.90% | +1.81% |
| -25bp | 1.392 | 99.882 | 0.346 | +0.86% | +1.72% |
| Unchanged (roll-down) | 1.642 | 99.838 | 0.346 | +0.82% | +1.63% |
| +25bp | 1.892 | 99.795 | 0.346 | +0.77% | +1.55% |
| +50bp | 2.142 | 99.751 | 0.346 | +0.73% | +1.46% |