bonds / 2Y / JGB (2-Year) No. 475
Bond Information
| Name | JGB (2-Year) No. 475 |
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| ISIN | — |
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| Issue # | 475 |
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| Coupon (%) | 0.9% semi-annual |
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| Issue Date | 2025-08-01 |
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| Maturity | 2027-08-01 （Remaining 0.8y） |
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| Outstanding | ¥2.8T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥32.2B（last 2026-01-29・BOJ） |
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| BOJ Holding | ¥1.3T（47.1%）（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 | 0.900 % |
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| Compound Yield | 0.8996 % |
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| Accrued Interest | 0.216986 (88 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.75 |
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| Macaulay Duration | 0.76 |
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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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| 2027-02-01 | coupon | 0.450 |
| 2027-08-01 | coupon + redemption | 100.450 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2025-07-29 | new | 4.47 | 1 | 0.841 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 0.8y) | 1.642 % → ref. price 99.442 |
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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 | 99.878 | 0.227 | +0.66% | +2.66% |
| -25bp | 1.392 | 99.752 | 0.227 | +0.54% | +2.16% |
| Unchanged (roll-down) | 1.642 | 99.627 | 0.227 | +0.41% | +1.65% |
| +25bp | 1.892 | 99.502 | 0.227 | +0.29% | +1.15% |
| +50bp | 2.142 | 99.377 | 0.227 | +0.16% | +0.65% |
| 6m 2027-04-28 | -50bp | 1.142 | 99.941 | 0.445 | +0.95% | +1.89% |
| -25bp | 1.392 | 99.876 | 0.445 | +0.88% | +1.76% |
| Unchanged (roll-down) | 1.642 | 99.811 | 0.445 | +0.82% | +1.63% |
| +25bp | 1.892 | 99.747 | 0.445 | +0.75% | +1.50% |
| +50bp | 2.142 | 99.682 | 0.445 | +0.69% | +1.38% |