bonds / 2Y / JGB (2-Year) No. 476
Bond Information
| Name | JGB (2-Year) No. 476 |
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| ISIN | — |
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| Issue # | 476 |
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| Coupon (%) | 0.9% semi-annual |
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| Issue Date | 2025-09-01 |
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| Maturity | 2027-09-01 （Remaining 1y） |
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| Outstanding | ¥2.4T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥23.3B（last 2026-06-30・BOJ） |
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| BOJ Holding | ¥654.3B（27.8%）（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 | 0.900 % |
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| Compound Yield | 0.9000 % |
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| Accrued Interest | 0.029589 (12 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.96 |
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| Macaulay Duration | 0.96 |
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| DV01 | — |
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| Convexity | 1.4 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-01 | coupon | 0.450 |
| 2027-09-01 | coupon + redemption | 100.450 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2025-08-28 | new | 2.84 | 2 | 0.863 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.0y) | 1.550 % → ref. price 99.378 |
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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 | 99.893 | 0.224 | +0.74% | +2.97% |
| -25bp | 1.300 | 99.715 | 0.224 | +0.56% | +2.26% |
| Unchanged (roll-down) | 1.550 | 99.537 | 0.224 | +0.39% | +1.54% |
| +25bp | 1.800 | 99.361 | 0.224 | +0.21% | +0.83% |
| +50bp | 2.050 | 99.184 | 0.224 | +0.03% | +0.12% |
| 6m 2027-03-13 | -50bp | 1.050 | 99.926 | 0.450 | +1.00% | +2.01% |
| -25bp | 1.300 | 99.809 | 0.450 | +0.89% | +1.77% |
| Unchanged (roll-down) | 1.550 | 99.692 | 0.450 | +0.77% | +1.54% |
| +25bp | 1.800 | 99.576 | 0.450 | +0.65% | +1.30% |
| +50bp | 2.050 | 99.460 | 0.450 | +0.53% | +1.07% |