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 0.8y） |
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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 2026-10-20・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 | 0.8998 % |
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| Accrued Interest | 0.140548 (57 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.84 |
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| Macaulay Duration | 0.84 |
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| DV01 | — |
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| Convexity | 1.1 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 0.8y) | 1.642 % → ref. price 99.380 |
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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 | 99.858 | 0.227 | +0.71% | +2.83% |
| -25bp | 1.392 | 99.711 | 0.227 | +0.56% | +2.24% |
| Unchanged (roll-down) | 1.642 | 99.565 | 0.227 | +0.41% | +1.65% |
| +25bp | 1.892 | 99.419 | 0.227 | +0.27% | +1.07% |
| +50bp | 2.142 | 99.273 | 0.227 | +0.12% | +0.48% |
| 6m 2027-04-28 | -50bp | 1.142 | 99.913 | 0.452 | +0.99% | +1.98% |
| -25bp | 1.392 | 99.827 | 0.452 | +0.90% | +1.81% |
| Unchanged (roll-down) | 1.642 | 99.742 | 0.452 | +0.82% | +1.64% |
| +25bp | 1.892 | 99.656 | 0.452 | +0.73% | +1.46% |
| +50bp | 2.142 | 99.571 | 0.452 | +0.65% | +1.29% |