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 1.8y） |
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| Outstanding | — |
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| BOJ Holding | ¥7.6B（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 | 1.3975 % |
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| Accrued Interest | 0.283836 (74 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.77 |
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| Macaulay Duration | 1.78 |
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| DV01 | — |
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| Convexity | 4.0 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.8y) | 1.768 % → ref. price 99.346 |
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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 | 1.200 | 100.302 | 0.349 | +1.31% | +5.24% |
| -25bp | 1.450 | 99.920 | 0.349 | +0.93% | +3.70% |
| Unchanged (roll-down) | 1.700 | 99.539 | 0.349 | +0.54% | +2.17% |
| +25bp | 1.950 | 99.160 | 0.349 | +0.16% | +0.65% |
| +50bp | 2.200 | 98.783 | 0.349 | -0.22% | -0.86% |
| 6m 2027-03-13 | -50bp | 1.133 | 100.347 | 0.688 | +1.70% | +3.39% |
| -25bp | 1.383 | 100.024 | 0.688 | +1.37% | +2.74% |
| Unchanged (roll-down) | 1.633 | 99.702 | 0.688 | +1.05% | +2.10% |
| +25bp | 1.883 | 99.382 | 0.688 | +0.73% | +1.45% |
| +50bp | 2.133 | 99.064 | 0.688 | +0.41% | +0.81% |
| 12m 2027-09-13 | -50bp | 1.050 | 100.274 | 1.400 | +2.34% | +2.34% |
| -25bp | 1.300 | 100.075 | 1.400 | +2.14% | +2.14% |
| Unchanged (roll-down) | 1.550 | 99.877 | 1.400 | +1.94% | +1.94% |
| +25bp | 1.800 | 99.679 | 1.400 | +1.74% | +1.74% |
| +50bp | 2.050 | 99.482 | 1.400 | +1.54% | +1.54% |