bonds / 2Y / JGB (2-Year) No. 464
Bond Information
| Name | JGB (2-Year) No. 464 |
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| ISIN | — |
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| Issue # | 464 |
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| Coupon (%) | 0.4% semi-annual |
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| Issue Date | 2024-09-02 |
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| Maturity | 2026-09-01 （Remaining 0y） |
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| Outstanding | ¥2.9T （2026-03-31・MOF） |
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| Total issued | ¥2.9T （annual report, FY-end） |
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| Statutory basis | 特例借換 |
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| SLF usage | last 30d —／ total ¥25.5B（last 2026-06-03・BOJ） |
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| BOJ Holding | ¥1.5T（51.1%）（as of 2026-08-10・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 | 0.400 % |
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| Compound Yield | 0.3330 % |
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| Accrued Interest | 0.191781 (175 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.02 |
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| Macaulay Duration | 0.02 |
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| DV01 | — |
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| Convexity | 0.0 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-01 | coupon + redemption | 100.200 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2024-08-29 | new | 5.54 | 0 | 0.385 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 0.0y) | 1.430 % → ref. price 99.973 |
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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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