bonds / 2Y / JGB (2-Year) No. 485
Bond Information
| Name | JGB (2-Year) No. 485 |
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| ISIN | — |
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| Issue # | 485 |
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| Coupon (%) | 1.4% semi-annual |
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| Issue Date | 2026-06-01 |
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| Maturity | 2028-06-01 （Remaining 1.6y） |
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| Outstanding | — |
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| BOJ Holding | ¥69.5B（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 | 0.571507 (149 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.56 |
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| Macaulay Duration | 1.57 |
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| DV01 | — |
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| Convexity | 3.2 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-01 | coupon | 0.700 |
| 2027-06-01 | coupon | 0.700 |
| 2027-12-01 | coupon | 0.700 |
| 2028-06-01 | coupon + redemption | 100.700 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2026-05-29 | new | 3.70 | 2 | 1.369 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.6y) | 1.778 % → ref. price 99.403 |
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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 | 1.221 | 100.236 | -0.349 | +0.48% | +1.93% |
| -25bp | 1.471 | 99.904 | -0.349 | +0.15% | +0.61% |
| Unchanged (roll-down) | 1.721 | 99.574 | -0.349 | -0.18% | -0.71% |
| +25bp | 1.971 | 99.245 | -0.349 | -0.51% | -2.03% |
| +50bp | 2.221 | 98.918 | -0.349 | -0.83% | -3.34% |
| 6m 2027-04-28 | -50bp | 1.164 | 100.254 | 0.696 | +1.55% | +3.09% |
| -25bp | 1.414 | 99.983 | 0.696 | +1.28% | +2.55% |
| Unchanged (roll-down) | 1.664 | 99.712 | 0.696 | +1.01% | +2.01% |
| +25bp | 1.914 | 99.443 | 0.696 | +0.74% | +1.47% |
| +50bp | 2.164 | 99.175 | 0.696 | +0.47% | +0.94% |
| 12m 2027-10-28 | -50bp | 1.142 | 100.148 | 1.400 | +2.15% | +2.15% |
| -25bp | 1.392 | 100.001 | 1.400 | +2.00% | +2.00% |
| Unchanged (roll-down) | 1.642 | 99.853 | 1.400 | +1.85% | +1.85% |
| +25bp | 1.892 | 99.706 | 1.400 | +1.70% | +1.70% |
| +50bp | 2.142 | 99.560 | 1.400 | +1.56% | +1.56% |