bonds / 2Y / JGB (2-Year) No. 476
Bond Information
| Name | JGB (2-Year) No. 476 |
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| ISIN | — |
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| Issue # | 476 |
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| Coupon (%) | 0.9% semi-annual |
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| Issue Date | 2025-09-01 |
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| Maturity | 2027-09-01 （Remaining 1y） |
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| Outstanding | ¥2.4T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥23.3B（last 2026-06-30・BOJ） |
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| BOJ Holding | ¥600.4B（25.5%）（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 | 0.8963 % |
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| Accrued Interest | 0.431507 (175 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.01 |
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| Macaulay Duration | 1.02 |
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| DV01 | — |
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| Convexity | 1.5 |
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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 | 0.450 |
| 2027-03-01 | coupon | 0.450 |
| 2027-09-01 | coupon + redemption | 100.450 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2025-08-28 | new | 2.84 | 2 | 0.863 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 1.0y) | 1.436 % → ref. price 99.453 |
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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 | 99.977 | -0.227 | +0.30% | +1.19% |
| -25bp | 1.180 | 99.785 | -0.227 | +0.11% | +0.42% |
| Unchanged (roll-down) | 1.430 | 99.594 | -0.227 | -0.09% | -0.34% |
| +25bp | 1.680 | 99.403 | -0.227 | -0.28% | -1.11% |
| +50bp | 1.930 | 99.214 | -0.227 | -0.47% | -1.87% |
| 6m 2027-02-23 | -50bp | 0.930 | 99.985 | 0.450 | +0.98% | +1.97% |
| -25bp | 1.180 | 99.855 | 0.450 | +0.85% | +1.71% |
| Unchanged (roll-down) | 1.430 | 99.726 | 0.450 | +0.72% | +1.45% |
| +25bp | 1.680 | 99.597 | 0.450 | +0.60% | +1.19% |
| +50bp | 1.930 | 99.469 | 0.450 | +0.47% | +0.93% |