bonds / 2Y / JGB (2-Year) No. 477
Bond Information
| Name | JGB (2-Year) No. 477 |
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| ISIN | — |
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| Issue # | 477 |
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| Coupon (%) | 1% semi-annual |
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| Issue Date | 2025-10-01 |
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| Maturity | 2027-10-01 （Remaining 1.1y） |
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| Outstanding | ¥2.7T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥85.8B（last 2026-03-30・BOJ） |
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| BOJ Holding | ¥544.7B（20.1%）（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 | 1.000 % |
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| Compound Yield | 0.9986 % |
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| Accrued Interest | 0.452055 (165 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.04 |
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| Macaulay Duration | 1.04 |
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| DV01 | — |
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| Convexity | 1.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-10-01 | coupon | 0.500 |
| 2027-04-01 | coupon | 0.500 |
| 2027-10-01 | coupon + redemption | 100.500 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2025-09-30 | new | 2.81 | 3 | 0.949 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.0y) | 1.563 % → ref. price 99.415 |
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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 | 99.960 | -0.252 | +0.29% | +1.18% |
| -25bp | 1.300 | 99.762 | -0.252 | +0.10% | +0.38% |
| Unchanged (roll-down) | 1.550 | 99.564 | -0.252 | -0.10% | -0.41% |
| +25bp | 1.800 | 99.367 | -0.252 | -0.30% | -1.20% |
| +50bp | 2.050 | 99.171 | -0.252 | -0.50% | -1.99% |
| 6m 2027-03-13 | -50bp | 1.050 | 99.972 | 0.495 | +1.05% | +2.11% |
| -25bp | 1.300 | 99.835 | 0.495 | +0.92% | +1.83% |
| Unchanged (roll-down) | 1.550 | 99.698 | 0.495 | +0.78% | +1.56% |
| +25bp | 1.800 | 99.561 | 0.495 | +0.64% | +1.28% |
| +50bp | 2.050 | 99.425 | 0.495 | +0.51% | +1.01% |