bonds / 2Y / JGB (2-Year) No. 479
Bond Information
| Name | JGB (2-Year) No. 479 |
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| ISIN | — |
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| Issue # | 479 |
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| Coupon (%) | 1% semi-annual |
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| Issue Date | 2025-12-01 |
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| Maturity | 2027-12-01 （Remaining 1.1y） |
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| Outstanding | ¥3T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥27.5B（last 2026-08-26・BOJ） |
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| BOJ Holding | ¥194B（6.6%）（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 | 0.9986 % |
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| Accrued Interest | 0.408219 (149 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.08 |
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| Macaulay Duration | 1.09 |
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| DV01 | — |
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| Convexity | 1.7 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 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 (%) |
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| 2025-11-28 | new | 3.53 | 1 | 0.993 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.1y) | 1.663 % → ref. price 99.283 |
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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 | 99.881 | -0.249 | +0.35% | +1.40% |
| -25bp | 1.392 | 99.673 | -0.249 | +0.14% | +0.57% |
| Unchanged (roll-down) | 1.642 | 99.466 | -0.249 | -0.07% | -0.27% |
| +25bp | 1.892 | 99.259 | -0.249 | -0.27% | -1.10% |
| +50bp | 2.142 | 99.053 | -0.249 | -0.48% | -1.92% |
| 6m 2027-04-28 | -50bp | 1.142 | 99.916 | 0.497 | +1.13% | +2.27% |
| -25bp | 1.392 | 99.769 | 0.497 | +0.99% | +1.97% |
| Unchanged (roll-down) | 1.642 | 99.622 | 0.497 | +0.84% | +1.68% |
| +25bp | 1.892 | 99.475 | 0.497 | +0.69% | +1.38% |
| +50bp | 2.142 | 99.329 | 0.497 | +0.54% | +1.09% |
| 12m 2027-10-28 | -50bp | 1.142 | 99.985 | 1.000 | +1.71% | +1.71% |
| -25bp | 1.392 | 99.962 | 1.000 | +1.68% | +1.68% |
| Unchanged (roll-down) | 1.642 | 99.939 | 1.000 | +1.66% | +1.66% |
| +25bp | 1.892 | 99.916 | 1.000 | +1.64% | +1.64% |
| +50bp | 2.142 | 99.893 | 1.000 | +1.61% | +1.61% |