bonds / 2Y / JGB (2-Year) No. 479
Bond Information
| Name | JGB (2-Year) No. 479 |
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| ISIN | — |
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| Issue # | 479 |
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| Coupon (%) | 1% semi-annual |
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| Issue Date | 2025-12-01 |
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| Maturity | 2027-12-01 （Remaining 1.3y） |
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| Outstanding | ¥3T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥27.4B（last 2026-02-16・BOJ） |
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| BOJ Holding | ¥142.3B（4.8%）（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 | 0.9987 % |
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| Accrued Interest | 0.227397 (83 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.26 |
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| Macaulay Duration | 1.27 |
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| DV01 | — |
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| Convexity | 2.2 |
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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 | 0.500 |
| 2027-06-01 | coupon | 0.500 |
| 2027-12-01 | coupon + redemption | 100.500 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2025-11-28 | new | 3.53 | 1 | 0.993 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 1.3y) | 1.499 % → ref. price 99.371 |
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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 | 0.935 | 100.064 | 0.252 | +0.95% | +3.80% |
| -25bp | 1.185 | 99.811 | 0.252 | +0.69% | +2.78% |
| Unchanged (roll-down) | 1.435 | 99.559 | 0.252 | +0.44% | +1.77% |
| +25bp | 1.685 | 99.307 | 0.252 | +0.19% | +0.76% |
| +50bp | 1.935 | 99.057 | 0.252 | -0.06% | -0.25% |
| 6m 2027-02-23 | -50bp | 0.930 | 100.053 | 0.503 | +1.19% | +2.38% |
| -25bp | 1.180 | 99.862 | 0.503 | +1.00% | +2.00% |
| Unchanged (roll-down) | 1.430 | 99.672 | 0.503 | +0.81% | +1.61% |
| +25bp | 1.680 | 99.482 | 0.503 | +0.62% | +1.23% |
| +50bp | 1.930 | 99.292 | 0.503 | +0.43% | +0.85% |
| 12m 2027-08-23 | -50bp | 0.930 | 100.018 | 1.000 | +1.65% | +1.65% |
| -25bp | 1.180 | 99.949 | 1.000 | +1.58% | +1.58% |
| Unchanged (roll-down) | 1.430 | 99.881 | 1.000 | +1.52% | +1.52% |
| +25bp | 1.680 | 99.813 | 1.000 | +1.45% | +1.45% |
| +50bp | 1.930 | 99.745 | 1.000 | +1.38% | +1.38% |