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bonds / 2Y / JGB (2-Year) No. 483

Bond Information

NameJGB (2-Year) No. 483
ISIN
Issue #483
Coupon (%)1.4% semi-annual
Issue Date2026-04-01
Maturity2028-04-01 (Remaining 1.6y)
Outstanding
SLF usagelast 30d / total ¥8.2B(last 2026-06-25・BOJ)
BOJ Holding¥298.6B(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 Yield1.400 %
Compound Yield1.3974 %
Accrued Interest0.632877 (165 days) per 100
Settlement Amount
Modified Duration1.52
Macaulay Duration1.53
DV01
Convexity3.1

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-10-01coupon0.700
2027-04-01coupon0.700
2027-10-01coupon0.700
2028-04-01coupon + redemption100.700

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2026-03-31new3.5411.370

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 1.5y)1.700 % → ref. price 99.539
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp1.132100.343-0.353+0.45%+1.80%
-25bp1.382100.021-0.353+0.13%+0.52%
Unchanged (roll-down)1.63299.700-0.353-0.19%-0.77%
+25bp1.88299.381-0.353-0.51%-2.04%
+50bp2.13299.063-0.353-0.83%-3.31%
6m 2027-03-13-50bp1.065100.3490.692+1.50%+3.00%
-25bp1.315100.0870.692+1.24%+2.48%
Unchanged (roll-down)1.56599.8260.692+0.98%+1.96%
+25bp1.81599.5670.692+0.72%+1.44%
+50bp2.06599.3080.692+0.46%+0.92%
12m 2027-09-13-50bp1.050100.1881.400+2.05%+2.05%
-25bp1.300100.0511.400+1.91%+1.91%
Unchanged (roll-down)1.55099.9141.400+1.77%+1.77%
+25bp1.80099.7781.400+1.64%+1.64%
+50bp2.05099.6421.400+1.50%+1.50%