bonds / 2Y / JGB (2-Year) No. 487
Bond Information
| Name | JGB (2-Year) No. 487 |
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| ISIN | — |
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| Issue # | 487 |
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| Coupon (%) | 1.5% semi-annual |
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| Issue Date | 2026-08-03 |
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| Maturity | 2028-08-01 （Remaining 1.9y） |
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| Outstanding | — |
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| BOJ Holding | ¥2.7B（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 | 1.500 % |
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| Compound Yield | 1.4975 % |
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| Accrued Interest | 0.176712 (43 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.85 |
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| Macaulay Duration | 1.86 |
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| DV01 | — |
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| Convexity | 4.4 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-02-01 | coupon | 0.750 |
| 2027-08-01 | coupon | 0.750 |
| 2028-02-01 | coupon | 0.750 |
| 2028-08-01 | coupon + redemption | 100.750 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2026-07-30 | new | 3.63 | 1 | 1.483 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.9y) | 1.791 % → ref. price 99.458 |
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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 | 1.223 | 100.442 | 0.374 | +1.36% | +5.45% |
| -25bp | 1.473 | 100.039 | 0.374 | +0.96% | +3.83% |
| Unchanged (roll-down) | 1.723 | 99.637 | 0.374 | +0.55% | +2.22% |
| +25bp | 1.973 | 99.237 | 0.374 | +0.15% | +0.62% |
| +50bp | 2.223 | 98.840 | 0.374 | -0.25% | -0.98% |
| 6m 2027-03-13 | -50bp | 1.156 | 100.475 | 0.738 | +1.76% | +3.52% |
| -25bp | 1.406 | 100.131 | 0.738 | +1.42% | +2.83% |
| Unchanged (roll-down) | 1.656 | 99.788 | 0.738 | +1.07% | +2.14% |
| +25bp | 1.906 | 99.448 | 0.738 | +0.73% | +1.46% |
| +50bp | 2.156 | 99.109 | 0.738 | +0.39% | +0.78% |
| 12m 2027-09-13 | -50bp | 1.050 | 100.391 | 1.500 | +2.44% | +2.44% |
| -25bp | 1.300 | 100.171 | 1.500 | +2.22% | +2.22% |
| Unchanged (roll-down) | 1.550 | 99.952 | 1.500 | +2.00% | +2.00% |
| +25bp | 1.800 | 99.733 | 1.500 | +1.78% | +1.78% |
| +50bp | 2.050 | 99.516 | 1.500 | +1.56% | +1.56% |