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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 1.5y)
Outstanding¥2.9T (2026-03-31・MOF)
SLF usagelast 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)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.300 %
Compound Yield1.3011 %
Accrued Interest0.042740 (12 days) per 100
Settlement Amount
Modified Duration1.45
Macaulay Duration1.46
DV01
Convexity2.8

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 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 1.5y)1.677 % → ref. price 99.458
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp1.109100.2320.324+1.10%+4.41%
-25bp1.35999.9310.324+0.80%+3.20%
Unchanged (roll-down)1.60999.6310.324+0.50%+2.00%
+25bp1.85999.3320.324+0.20%+0.80%
+50bp2.10999.0350.324-0.10%-0.40%
6m 2027-03-13-50bp1.050100.2370.650+1.44%+2.87%
-25bp1.30099.9970.650+1.19%+2.39%
Unchanged (roll-down)1.55099.7570.650+0.95%+1.91%
+25bp1.80099.5180.650+0.71%+1.43%
+50bp2.05099.2800.650+0.47%+0.95%
12m 2027-09-13-50bp1.050100.1181.300+1.97%+1.97%
-25bp1.300100.0021.300+1.85%+1.85%
Unchanged (roll-down)1.55099.8861.300+1.74%+1.74%
+25bp1.80099.7711.300+1.62%+1.62%
+50bp2.05099.6561.300+1.51%+1.51%