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 1.6y） |
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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 | ¥224.1B（as of 2026-08-31・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 | 1.3973 % |
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| Accrued Interest | 0.517808 (135 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.60 |
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| Macaulay Duration | 1.61 |
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| DV01 | — |
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| Convexity | 3.4 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.6y) | 1.722 % → ref. price 99.479 |
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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 2026-12-13 | -50bp | 1.154 | 100.338 | -0.357 | +0.50% | +2.01% |
| -25bp | 1.404 | 99.995 | -0.357 | +0.16% | +0.64% |
| Unchanged (roll-down) | 1.654 | 99.655 | -0.357 | -0.18% | -0.72% |
| +25bp | 1.904 | 99.316 | -0.357 | -0.52% | -2.08% |
| +50bp | 2.154 | 98.978 | -0.357 | -0.86% | -3.43% |
| 6m 2027-03-13 | -50bp | 1.087 | 100.354 | 0.688 | +1.56% | +3.13% |
| -25bp | 1.337 | 100.072 | 0.688 | +1.28% | +2.56% |
| Unchanged (roll-down) | 1.587 | 99.791 | 0.688 | +1.00% | +2.00% |
| +25bp | 1.837 | 99.512 | 0.688 | +0.72% | +1.44% |
| +50bp | 2.087 | 99.233 | 0.688 | +0.44% | +0.89% |
| 12m 2027-09-13 | -50bp | 1.050 | 100.216 | 1.400 | +2.14% | +2.14% |
| -25bp | 1.300 | 100.059 | 1.400 | +1.98% | +1.98% |
| Unchanged (roll-down) | 1.550 | 99.902 | 1.400 | +1.82% | +1.82% |
| +25bp | 1.800 | 99.745 | 1.400 | +1.67% | +1.67% |
| +50bp | 2.050 | 99.589 | 1.400 | +1.51% | +1.51% |