bonds / 2Y / JGB (2-Year) No. 468
Bond Information
| Name | JGB (2-Year) No. 468 |
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| ISIN | — |
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| Issue # | 468 |
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| Coupon (%) | 0.6% semi-annual |
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| Issue Date | 2025-01-06 |
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| Maturity | 2027-01-01 （Remaining 0.4y） |
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| Outstanding | ¥2.6T （2026-03-31・MOF） |
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| Total issued | ¥2.6T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒 |
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| SLF usage | last 30d ¥9.9B／ total ¥65B（last 2026-08-07・BOJ） |
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| BOJ Holding | ¥547.6B（21.0%）（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 | 0.600 % |
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| Compound Yield | 0.5929 % |
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| Accrued Interest | 0.087123 (53 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.36 |
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| Macaulay Duration | 0.36 |
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| DV01 | — |
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| Convexity | 0.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-01-01 | coupon + redemption | 100.300 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2024-12-26 | new | 3.95 | 1 | 0.602 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 0.4y) | 1.430 % → ref. price 99.701 |
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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 2026-11-23 | -50bp | 0.930 | 99.962 | 0.151 | +0.41% | +1.65% |
| -25bp | 1.180 | 99.936 | 0.151 | +0.39% | +1.55% |
| Unchanged (roll-down) | 1.430 | 99.909 | 0.151 | +0.36% | +1.44% |
| +25bp | 1.680 | 99.883 | 0.151 | +0.33% | +1.33% |
| +50bp | 1.930 | 99.856 | 0.151 | +0.31% | +1.23% |