bonds / 2Y / JGB (2-Year) No. 479
Bond Information
| Name | JGB (2-Year) No. 479 |
|---|
| ISIN | — |
|---|
| Issue # | 479 |
|---|
| Coupon (%) | 1% semi-annual |
|---|
| Issue Date | 2025-12-01 |
|---|
| Maturity | 2027-12-01 （Remaining 1.2y） |
|---|
| Outstanding | ¥3T （2026-03-31・MOF） |
|---|
| SLF usage | last 30d ¥100M／ total ¥27.5B（last 2026-08-26・BOJ） |
|---|
| BOJ Holding | ¥158.8B（5.4%）（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.000 % |
|---|
| Compound Yield | 0.9986 % |
|---|
| Accrued Interest | 0.284932 (104 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 1.20 |
|---|
| Macaulay Duration | 1.21 |
|---|
| DV01 | — |
|---|
| Convexity | 2.1 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-01 | coupon | 0.500 |
| 2027-06-01 | coupon | 0.500 |
| 2027-12-01 | coupon + redemption | 100.500 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2025-11-28 | new | 3.53 | 1 | 0.993 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.2y) | 1.609 % → ref. price 99.268 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 1.050 | 99.952 | -0.252 | +0.43% | +1.74% |
| -25bp | 1.300 | 99.713 | -0.252 | +0.19% | +0.78% |
| Unchanged (roll-down) | 1.550 | 99.474 | -0.252 | -0.05% | -0.18% |
| +25bp | 1.800 | 99.236 | -0.252 | -0.28% | -1.14% |
| +50bp | 2.050 | 99.000 | -0.252 | -0.52% | -2.09% |
| 6m 2027-03-13 | -50bp | 1.050 | 99.964 | 0.495 | +1.20% | +2.39% |
| -25bp | 1.300 | 99.785 | 0.495 | +1.02% | +2.03% |
| Unchanged (roll-down) | 1.550 | 99.607 | 0.495 | +0.84% | +1.68% |
| +25bp | 1.800 | 99.429 | 0.495 | +0.66% | +1.32% |
| +50bp | 2.050 | 99.252 | 0.495 | +0.48% | +0.96% |
| 12m 2027-09-13 | -50bp | 1.050 | 99.988 | 1.000 | +1.73% | +1.73% |
| -25bp | 1.300 | 99.934 | 1.000 | +1.67% | +1.67% |
| Unchanged (roll-down) | 1.550 | 99.880 | 1.000 | +1.62% | +1.62% |
| +25bp | 1.800 | 99.826 | 1.000 | +1.57% | +1.57% |
| +50bp | 2.050 | 99.772 | 1.000 | +1.51% | +1.51% |