bonds / 2Y / JGB (2-Year) No. 473
Bond Information
| Name | JGB (2-Year) No. 473 |
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| ISIN | — |
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| Issue # | 473 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2025-06-02 |
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| Maturity | 2027-06-01 （Remaining 0.8y） |
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| Outstanding | ¥2.8T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥23.6B（last 2026-01-27・BOJ） |
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| BOJ Holding | ¥1.2T（43.9%）（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 | 0.800 % |
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| Compound Yield | 0.7997 % |
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| Accrued Interest | 0.181918 (83 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.77 |
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| Macaulay Duration | 0.77 |
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| DV01 | — |
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| Convexity | 1.0 |
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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 | 0.400 |
| 2027-06-01 | coupon + redemption | 100.400 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2025-05-30 | new | 3.77 | 1 | 0.752 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 0.8y) | 1.430 % → ref. price 99.517 |
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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 | 99.933 | 0.202 | +0.62% | +2.48% |
| -25bp | 1.180 | 99.803 | 0.202 | +0.49% | +1.96% |
| Unchanged (roll-down) | 1.430 | 99.674 | 0.202 | +0.36% | +1.44% |
| +25bp | 1.680 | 99.546 | 0.202 | +0.23% | +0.92% |
| +50bp | 1.930 | 99.417 | 0.202 | +0.10% | +0.41% |
| 6m 2027-02-23 | -50bp | 0.930 | 99.966 | 0.402 | +0.85% | +1.71% |
| -25bp | 1.180 | 99.899 | 0.402 | +0.79% | +1.57% |
| Unchanged (roll-down) | 1.430 | 99.833 | 0.402 | +0.72% | +1.44% |
| +25bp | 1.680 | 99.766 | 0.402 | +0.65% | +1.31% |
| +50bp | 1.930 | 99.699 | 0.402 | +0.59% | +1.17% |