bonds / 2Y / JGB (2-Year) No. 471
Bond Information
| Name | JGB (2-Year) No. 471 |
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| ISIN | — |
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| Issue # | 471 |
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| Coupon (%) | 0.9% semi-annual |
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| Issue Date | 2025-04-01 |
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| Maturity | 2027-04-01 （Remaining 0.6y） |
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| Outstanding | ¥2.9T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥51.5B（last 2026-03-18・BOJ） |
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| BOJ Holding | ¥615.9B（21.2%）（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 | 0.900 % |
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| Compound Yield | 0.8997 % |
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| Accrued Interest | 0.355068 (144 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.60 |
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| Macaulay Duration | 0.60 |
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| DV01 | — |
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| Convexity | 0.7 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-10-01 | coupon | 0.450 |
| 2027-04-01 | coupon + redemption | 100.450 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2025-03-31 | new | 3.41 | 1 | 0.863 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 0.6y) | 1.430 % → ref. price 99.681 |
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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 | 99.990 | -0.224 | +0.08% | +0.34% |
| -25bp | 1.180 | 99.902 | -0.224 | -0.00% | -0.01% |
| Unchanged (roll-down) | 1.430 | 99.815 | -0.224 | -0.09% | -0.36% |
| +25bp | 1.680 | 99.727 | -0.224 | -0.18% | -0.71% |
| +50bp | 1.930 | 99.640 | -0.224 | -0.27% | -1.06% |
| 6m 2027-02-23 | -50bp | 0.930 | 99.998 | 0.452 | +0.77% | +1.54% |
| -25bp | 1.180 | 99.973 | 0.452 | +0.74% | +1.49% |
| Unchanged (roll-down) | 1.430 | 99.947 | 0.452 | +0.72% | +1.44% |
| +25bp | 1.680 | 99.922 | 0.452 | +0.69% | +1.39% |
| +50bp | 1.930 | 99.897 | 0.452 | +0.67% | +1.34% |