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bonds / 2Y / JGB (2-Year) No. 482

Bond Information

NameJGB (2-Year) No. 482
ISIN—
Issue #482
Coupon (%)1.3% semi-annual
Issue Date2026-03-02
Maturity2028-03-01 (Remaining 1.3y)
Outstanding¥2.9T (2026-03-31・MOF)
SLF usagelast 30d —/ total ¥124.2B(last 2026-09-18・BOJ)
BOJ Holding¥204.6B(7.1%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.300 %
Compound Yield1.3010 %
Accrued Interest0.203014 (57 days) per 100
Settlement Amount—
Modified Duration1.32
Macaulay Duration1.33
DV01—
Convexity2.4

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-01coupon0.650
2027-09-01coupon0.650
2028-03-01coupon + redemption100.650

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2026-02-27new3.3211.244

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 1.3y)1.721 % → ref. price 99.445
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp1.163100.1500.328+1.04%+4.14%
-25bp1.41399.8800.328+0.76%+3.06%
Unchanged (roll-down)1.66399.6110.328+0.50%+1.98%
+25bp1.91399.3430.328+0.23%+0.91%
+50bp2.16399.0770.328-0.04%-0.17%
6m 2027-04-28-50bp1.142100.1290.654+1.34%+2.68%
-25bp1.39299.9190.654+1.13%+2.26%
Unchanged (roll-down)1.64299.7110.654+0.92%+1.84%
+25bp1.89299.5030.654+0.71%+1.43%
+50bp2.14299.2950.654+0.51%+1.01%
12m 2027-10-28-50bp1.142100.0551.300+1.92%+1.92%
-25bp1.39299.9701.300+1.83%+1.83%
Unchanged (roll-down)1.64299.8851.300+1.75%+1.75%
+25bp1.89299.8001.300+1.66%+1.66%
+50bp2.14299.7151.300+1.58%+1.58%