bonds / 2Y / JGB (2-Year) No. 478
Bond Information
| Name | JGB (2-Year) No. 478 |
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| ISIN | — |
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| Issue # | 478 |
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| Coupon (%) | 1% semi-annual |
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| Issue Date | 2025-11-04 |
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| Maturity | 2027-11-01 （Remaining 1y） |
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| Outstanding | ¥3T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥23.4B（last 2026-07-22・BOJ） |
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| BOJ Holding | ¥613.1B（20.4%）（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 | 1.000 % |
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| Compound Yield | 0.9959 % |
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| Accrued Interest | 0.493151 (180 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.00 |
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| Macaulay Duration | 1.00 |
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| DV01 | — |
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| Convexity | 1.5 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-11-01 | coupon | 0.500 |
| 2027-05-01 | coupon | 0.500 |
| 2027-11-01 | coupon + redemption | 100.500 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2025-10-31 | new | 4.35 | 0 | 0.932 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.0y) | 1.644 % → ref. price 99.352 |
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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 | 99.893 | -0.252 | +0.29% | +1.15% |
| -25bp | 1.392 | 99.705 | -0.252 | +0.10% | +0.40% |
| Unchanged (roll-down) | 1.642 | 99.517 | -0.252 | -0.09% | -0.35% |
| +25bp | 1.892 | 99.331 | -0.252 | -0.27% | -1.10% |
| +50bp | 2.142 | 99.144 | -0.252 | -0.46% | -1.84% |
| 6m 2027-04-28 | -50bp | 1.142 | 99.928 | 0.495 | +1.07% | +2.14% |
| -25bp | 1.392 | 99.801 | 0.495 | +0.94% | +1.89% |
| Unchanged (roll-down) | 1.642 | 99.674 | 0.495 | +0.82% | +1.63% |
| +25bp | 1.892 | 99.547 | 0.495 | +0.69% | +1.38% |
| +50bp | 2.142 | 99.421 | 0.495 | +0.56% | +1.13% |