bonds / 2Y / JGB (2-Year) No. 477
Bond Information
| Name | JGB (2-Year) No. 477 |
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| ISIN | — |
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| Issue # | 477 |
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| Coupon (%) | 1% semi-annual |
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| Issue Date | 2025-10-01 |
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| Maturity | 2027-10-01 （Remaining 1.1y） |
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| Outstanding | ¥2.7T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥85.8B（last 2026-03-30・BOJ） |
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| BOJ Holding | ¥544.2B（20.1%）（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 | 1.000 % |
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| Compound Yield | 0.9986 % |
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| Accrued Interest | 0.394521 (144 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.09 |
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| Macaulay Duration | 1.10 |
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| DV01 | — |
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| Convexity | 1.7 |
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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 | 0.500 |
| 2027-04-01 | coupon | 0.500 |
| 2027-10-01 | coupon + redemption | 100.500 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2025-09-30 | new | 2.81 | 3 | 0.949 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 1.1y) | 1.457 % → ref. price 99.499 |
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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 | 100.059 | -0.249 | +0.31% | +1.25% |
| -25bp | 1.180 | 99.847 | -0.249 | +0.10% | +0.40% |
| Unchanged (roll-down) | 1.430 | 99.636 | -0.249 | -0.11% | -0.45% |
| +25bp | 1.680 | 99.425 | -0.249 | -0.32% | -1.29% |
| +50bp | 1.930 | 99.215 | -0.249 | -0.53% | -2.13% |
| 6m 2027-02-23 | -50bp | 0.930 | 100.042 | 0.503 | +1.05% | +2.09% |
| -25bp | 1.180 | 99.892 | 0.503 | +0.90% | +1.79% |
| Unchanged (roll-down) | 1.430 | 99.743 | 0.503 | +0.75% | +1.50% |
| +25bp | 1.680 | 99.594 | 0.503 | +0.60% | +1.20% |
| +50bp | 1.930 | 99.445 | 0.503 | +0.45% | +0.90% |
| 12m 2027-08-23 | -50bp | 0.930 | 100.006 | 1.000 | +1.51% | +1.51% |
| -25bp | 1.180 | 99.979 | 1.000 | +1.48% | +1.48% |
| Unchanged (roll-down) | 1.430 | 99.953 | 1.000 | +1.46% | +1.46% |
| +25bp | 1.680 | 99.926 | 1.000 | +1.43% | +1.43% |
| +50bp | 1.930 | 99.899 | 1.000 | +1.40% | +1.40% |