bonds / 2Y / JGB (2-Year) No. 474
Bond Information
| Name | JGB (2-Year) No. 474 |
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| ISIN | — |
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| Issue # | 474 |
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| Coupon (%) | 0.7% semi-annual |
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| Issue Date | 2025-07-01 |
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| Maturity | 2027-07-01 （Remaining 0.8y） |
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| Outstanding | ¥2.6T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥16.3B（last 2026-08-04・BOJ） |
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| BOJ Holding | ¥413.1B（15.8%）（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 | 0.141918 (74 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.79 |
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| Macaulay Duration | 0.80 |
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| DV01 | — |
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| Convexity | 1.0 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-01-01 | coupon | 0.350 |
| 2027-07-01 | coupon + redemption | 100.350 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2025-06-26 | new | 3.90 | 1 | 0.729 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 0.8y) | 1.550 % → ref. price 99.329 |
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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 | 99.809 | 0.175 | +0.66% | +2.63% |
| -25bp | 1.300 | 99.673 | 0.175 | +0.52% | +2.09% |
| Unchanged (roll-down) | 1.550 | 99.538 | 0.175 | +0.39% | +1.54% |
| +25bp | 1.800 | 99.403 | 0.175 | +0.25% | +1.00% |
| +50bp | 2.050 | 99.268 | 0.175 | +0.11% | +0.46% |
| 6m 2027-03-13 | -50bp | 1.050 | 99.898 | 0.344 | +0.92% | +1.84% |
| -25bp | 1.300 | 99.823 | 0.344 | +0.84% | +1.69% |
| Unchanged (roll-down) | 1.550 | 99.748 | 0.344 | +0.77% | +1.54% |
| +25bp | 1.800 | 99.673 | 0.344 | +0.69% | +1.39% |
| +50bp | 2.050 | 99.599 | 0.344 | +0.62% | +1.24% |