bonds / 2Y / JGB (2-Year) No. 482
Bond Information
| Name | JGB (2-Year) No. 482 |
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| ISIN | — |
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| Issue # | 482 |
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| Coupon (%) | 1.3% semi-annual |
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| Issue Date | 2026-03-02 |
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| Maturity | 2028-03-01 (Remaining 1.3y) |
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| Outstanding | ¥2.9T (2026-03-31・MOF) |
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| SLF usage | last 30d —/ total ¥124.2B(last 2026-09-18・BOJ) |
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| BOJ Holding | ¥204.6B(7.1%)(as of 2026-10-20・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 | 1.300 % |
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| Compound Yield | 1.3010 % |
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| Accrued Interest | 0.203014 (57 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.32 |
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| Macaulay Duration | 1.33 |
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| DV01 | — |
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| Convexity | 2.4 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 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 (%) |
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| 2026-02-27 | new | 3.32 | 1 | 1.244 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.3y) | 1.721 % → ref. price 99.445 |
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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 2027-01-28 | -50bp | 1.163 | 100.150 | 0.328 | +1.04% | +4.14% |
| -25bp | 1.413 | 99.880 | 0.328 | +0.76% | +3.06% |
| Unchanged (roll-down) | 1.663 | 99.611 | 0.328 | +0.50% | +1.98% |
| +25bp | 1.913 | 99.343 | 0.328 | +0.23% | +0.91% |
| +50bp | 2.163 | 99.077 | 0.328 | -0.04% | -0.17% |
| 6m 2027-04-28 | -50bp | 1.142 | 100.129 | 0.654 | +1.34% | +2.68% |
| -25bp | 1.392 | 99.919 | 0.654 | +1.13% | +2.26% |
| Unchanged (roll-down) | 1.642 | 99.711 | 0.654 | +0.92% | +1.84% |
| +25bp | 1.892 | 99.503 | 0.654 | +0.71% | +1.43% |
| +50bp | 2.142 | 99.295 | 0.654 | +0.51% | +1.01% |
| 12m 2027-10-28 | -50bp | 1.142 | 100.055 | 1.300 | +1.92% | +1.92% |
| -25bp | 1.392 | 99.970 | 1.300 | +1.83% | +1.83% |
| Unchanged (roll-down) | 1.642 | 99.885 | 1.300 | +1.75% | +1.75% |
| +25bp | 1.892 | 99.800 | 1.300 | +1.66% | +1.66% |
| +50bp | 2.142 | 99.715 | 1.300 | +1.58% | +1.58% |