bonds / 2Y / JGB (2-Year) No. 484
Bond Information
| Name | JGB (2-Year) No. 484 |
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| ISIN | — |
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| Issue # | 484 |
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| Coupon (%) | 1.4% semi-annual |
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| Issue Date | 2026-05-01 |
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| Maturity | 2028-05-01 （Remaining 1.5y） |
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| Outstanding | — |
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| SLF usage | last 30d —／ total ¥100M（last 2026-06-26・BOJ） |
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| BOJ Holding | ¥258.5B（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 | 1.400 % |
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| Compound Yield | 1.3974 % |
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| Accrued Interest | 0.690411 (180 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.48 |
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| Macaulay Duration | 1.49 |
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| DV01 | — |
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| Convexity | 2.9 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-11-01 | coupon | 0.700 |
| 2027-05-01 | coupon | 0.700 |
| 2027-11-01 | coupon | 0.700 |
| 2028-05-01 | coupon + redemption | 100.700 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2026-04-30 | new | 5.24 | 1 | 1.407 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.5y) | 1.759 % → ref. price 99.464 |
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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 | 1.201 | 100.249 | -0.353 | +0.43% | +1.73% |
| -25bp | 1.451 | 99.938 | -0.353 | +0.12% | +0.49% |
| Unchanged (roll-down) | 1.701 | 99.628 | -0.353 | -0.19% | -0.75% |
| +25bp | 1.951 | 99.320 | -0.353 | -0.50% | -1.98% |
| +50bp | 2.201 | 99.013 | -0.353 | -0.80% | -3.21% |
| 6m 2027-04-28 | -50bp | 1.144 | 100.258 | 0.692 | +1.48% | +2.97% |
| -25bp | 1.394 | 100.008 | 0.692 | +1.23% | +2.47% |
| Unchanged (roll-down) | 1.644 | 99.758 | 0.692 | +0.99% | +1.97% |
| +25bp | 1.894 | 99.509 | 0.692 | +0.74% | +1.47% |
| +50bp | 2.144 | 99.261 | 0.692 | +0.49% | +0.98% |
| 12m 2027-10-28 | -50bp | 1.142 | 100.127 | 1.400 | +2.06% | +2.06% |
| -25bp | 1.392 | 100.000 | 1.400 | +1.93% | +1.93% |
| Unchanged (roll-down) | 1.642 | 99.874 | 1.400 | +1.81% | +1.81% |
| +25bp | 1.892 | 99.748 | 1.400 | +1.68% | +1.68% |
| +50bp | 2.142 | 99.622 | 1.400 | +1.56% | +1.56% |