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 1.7y） |
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| Outstanding | — |
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| BOJ Holding | ¥16.6B（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 | 1.3974 % |
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| Accrued Interest | 0.398904 (104 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.69 |
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| Macaulay Duration | 1.70 |
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| DV01 | — |
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| Convexity | 3.7 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.7y) | 1.746 % → ref. price 99.413 |
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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 | 1.178 | 100.321 | -0.353 | +0.56% | +2.22% |
| -25bp | 1.428 | 99.958 | -0.353 | +0.19% | +0.77% |
| Unchanged (roll-down) | 1.678 | 99.597 | -0.353 | -0.17% | -0.68% |
| +25bp | 1.928 | 99.238 | -0.353 | -0.53% | -2.12% |
| +50bp | 2.178 | 98.880 | -0.353 | -0.89% | -3.55% |
| 6m 2027-03-13 | -50bp | 1.110 | 100.348 | 0.692 | +1.63% | +3.26% |
| -25bp | 1.360 | 100.046 | 0.692 | +1.33% | +2.65% |
| Unchanged (roll-down) | 1.610 | 99.744 | 0.692 | +1.03% | +2.05% |
| +25bp | 1.860 | 99.444 | 0.692 | +0.72% | +1.45% |
| +50bp | 2.110 | 99.145 | 0.692 | +0.42% | +0.85% |
| 12m 2027-09-13 | -50bp | 1.050 | 100.246 | 1.400 | +2.24% | +2.24% |
| -25bp | 1.300 | 100.067 | 1.400 | +2.06% | +2.06% |
| Unchanged (roll-down) | 1.550 | 99.889 | 1.400 | +1.88% | +1.88% |
| +25bp | 1.800 | 99.712 | 1.400 | +1.70% | +1.70% |
| +50bp | 2.050 | 99.535 | 1.400 | +1.52% | +1.52% |