bonds / 2Y / JGB (2-Year) No. 486
Bond Information
| Name | JGB (2-Year) No. 486 |
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| ISIN | — |
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| Issue # | 486 |
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| Coupon (%) | 1.4% semi-annual |
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| Issue Date | 2026-07-01 |
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| Maturity | 2028-07-01 （Remaining 1.7y） |
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| Outstanding | — |
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| BOJ Holding | ¥7.6B（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 | 1.3973 % |
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| Accrued Interest | 0.456438 (119 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.64 |
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| Macaulay Duration | 1.66 |
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| DV01 | — |
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| Convexity | 3.5 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-01-01 | coupon | 0.700 |
| 2027-07-01 | coupon | 0.700 |
| 2028-01-01 | coupon | 0.700 |
| 2028-07-01 | coupon + redemption | 100.700 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2026-06-30 | new | 4.82 | 1 | 1.407 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.7y) | 1.797 % → ref. price 99.342 |
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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 | 1.239 | 100.228 | -0.353 | +0.53% | +2.14% |
| -25bp | 1.489 | 99.876 | -0.353 | +0.18% | +0.73% |
| Unchanged (roll-down) | 1.739 | 99.526 | -0.353 | -0.17% | -0.68% |
| +25bp | 1.989 | 99.178 | -0.353 | -0.52% | -2.07% |
| +50bp | 2.239 | 98.831 | -0.353 | -0.87% | -3.46% |
| 6m 2027-04-28 | -50bp | 1.183 | 100.255 | 0.692 | +1.61% | +3.22% |
| -25bp | 1.433 | 99.963 | 0.692 | +1.32% | +2.63% |
| Unchanged (roll-down) | 1.683 | 99.673 | 0.692 | +1.03% | +2.05% |
| +25bp | 1.933 | 99.384 | 0.692 | +0.74% | +1.47% |
| +50bp | 2.183 | 99.096 | 0.692 | +0.45% | +0.89% |
| 12m 2027-10-28 | -50bp | 1.142 | 100.169 | 1.400 | +2.23% | +2.23% |
| -25bp | 1.392 | 100.001 | 1.400 | +2.06% | +2.06% |
| Unchanged (roll-down) | 1.642 | 99.833 | 1.400 | +1.90% | +1.90% |
| +25bp | 1.892 | 99.666 | 1.400 | +1.73% | +1.73% |
| +50bp | 2.142 | 99.500 | 1.400 | +1.56% | +1.56% |