bonds / 2Y / JGB (2-Year) No. 477
Bond Information
| Name | JGB (2-Year) No. 477 |
|---|
| ISIN | — |
|---|
| Issue # | 477 |
|---|
| Coupon (%) | 1% semi-annual |
|---|
| Issue Date | 2025-10-01 |
|---|
| Maturity | 2027-10-01 （Remaining 0.9y） |
|---|
| Outstanding | ¥2.7T （2026-03-31・MOF） |
|---|
| SLF usage | last 30d —／ total ¥85.8B（last 2026-03-30・BOJ） |
|---|
| BOJ Holding | ¥641.7B（23.7%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.000 % |
|---|
| Compound Yield | 0.9998 % |
|---|
| Accrued Interest | 0.073973 (27 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 0.92 |
|---|
| Macaulay Duration | 0.92 |
|---|
| DV01 | — |
|---|
| Convexity | 1.3 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2027-04-01 | coupon | 0.500 |
| 2027-10-01 | coupon + redemption | 100.500 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2025-09-30 | new | 2.81 | 3 | 0.949 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 0.9y) | 1.642 % → ref. price 99.412 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 1.142 | 99.905 | 0.252 | +0.75% | +2.99% |
| -25bp | 1.392 | 99.738 | 0.252 | +0.58% | +2.32% |
| Unchanged (roll-down) | 1.642 | 99.571 | 0.252 | +0.41% | +1.65% |
| +25bp | 1.892 | 99.405 | 0.252 | +0.25% | +0.98% |
| +50bp | 2.142 | 99.239 | 0.252 | +0.08% | +0.32% |
| 6m 2027-04-28 | -50bp | 1.142 | 99.938 | 0.500 | +1.03% | +2.06% |
| -25bp | 1.392 | 99.832 | 0.500 | +0.92% | +1.85% |
| Unchanged (roll-down) | 1.642 | 99.726 | 0.500 | +0.82% | +1.64% |
| +25bp | 1.892 | 99.620 | 0.500 | +0.71% | +1.42% |
| +50bp | 2.142 | 99.515 | 0.500 | +0.61% | +1.21% |