bonds / 2Y / JGB (2-Year) No. 482
Bond Information
| Name | JGB (2-Year) No. 482 |
|---|
| ISIN | — |
|---|
| Issue # | 482 |
|---|
| Coupon (%) | 1.3% semi-annual |
|---|
| Issue Date | 2026-03-02 |
|---|
| Maturity | 2028-03-01 (Remaining 1.5y) |
|---|
| Outstanding | ¥2.9T (2026-03-31・MOF) |
|---|
| SLF usage | last 30d —/ total ¥123.6B(last 2026-04-13・BOJ) |
|---|
| BOJ Holding | ¥141.8B(4.9%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates) |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.300 % |
|---|
| Compound Yield | 1.3011 % |
|---|
| Accrued Interest | 0.042740 (12 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 1.45 |
|---|
| Macaulay Duration | 1.46 |
|---|
| DV01 | — |
|---|
| Convexity | 2.8 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2027-03-01 | coupon | 0.650 |
| 2027-09-01 | coupon | 0.650 |
| 2028-03-01 | coupon + redemption | 100.650 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2026-02-27 | new | 3.32 | 1 | 1.244 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.5y) | 1.677 % → ref. price 99.458 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 1.109 | 100.232 | 0.324 | +1.10% | +4.41% |
| -25bp | 1.359 | 99.931 | 0.324 | +0.80% | +3.20% |
| Unchanged (roll-down) | 1.609 | 99.631 | 0.324 | +0.50% | +2.00% |
| +25bp | 1.859 | 99.332 | 0.324 | +0.20% | +0.80% |
| +50bp | 2.109 | 99.035 | 0.324 | -0.10% | -0.40% |
| 6m 2027-03-13 | -50bp | 1.050 | 100.237 | 0.650 | +1.44% | +2.87% |
| -25bp | 1.300 | 99.997 | 0.650 | +1.19% | +2.39% |
| Unchanged (roll-down) | 1.550 | 99.757 | 0.650 | +0.95% | +1.91% |
| +25bp | 1.800 | 99.518 | 0.650 | +0.71% | +1.43% |
| +50bp | 2.050 | 99.280 | 0.650 | +0.47% | +0.95% |
| 12m 2027-09-13 | -50bp | 1.050 | 100.118 | 1.300 | +1.97% | +1.97% |
| -25bp | 1.300 | 100.002 | 1.300 | +1.85% | +1.85% |
| Unchanged (roll-down) | 1.550 | 99.886 | 1.300 | +1.74% | +1.74% |
| +25bp | 1.800 | 99.771 | 1.300 | +1.62% | +1.62% |
| +50bp | 2.050 | 99.656 | 1.300 | +1.51% | +1.51% |