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 1.8y） |
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| Outstanding | — |
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| BOJ Holding | ¥93.3B（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 | 1.500 % |
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| Compound Yield | 1.4972 % |
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| Accrued Interest | 0.361644 (88 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.73 |
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| Macaulay Duration | 1.74 |
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| DV01 | — |
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| Convexity | 3.9 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.8y) | 1.817 % → ref. price 99.448 |
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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 | 1.259 | 100.355 | 0.378 | +1.29% | +5.15% |
| -25bp | 1.509 | 99.983 | 0.378 | +0.91% | +3.66% |
| Unchanged (roll-down) | 1.759 | 99.612 | 0.378 | +0.54% | +2.17% |
| +25bp | 2.009 | 99.243 | 0.378 | +0.17% | +0.69% |
| +50bp | 2.259 | 98.876 | 0.378 | -0.19% | -0.78% |
| 6m 2027-04-28 | -50bp | 1.202 | 100.374 | 0.742 | +1.67% | +3.34% |
| -25bp | 1.452 | 100.061 | 0.742 | +1.36% | +2.71% |
| Unchanged (roll-down) | 1.702 | 99.750 | 0.742 | +1.05% | +2.09% |
| +25bp | 1.952 | 99.440 | 0.742 | +0.73% | +1.47% |
| +50bp | 2.202 | 99.131 | 0.742 | +0.43% | +0.85% |
| 12m 2027-10-28 | -50bp | 1.142 | 100.266 | 1.500 | +2.32% | +2.32% |
| -25bp | 1.392 | 100.077 | 1.500 | +2.13% | +2.13% |
| Unchanged (roll-down) | 1.642 | 99.888 | 1.500 | +1.94% | +1.94% |
| +25bp | 1.892 | 99.700 | 1.500 | +1.76% | +1.76% |
| +50bp | 2.142 | 99.513 | 1.500 | +1.57% | +1.57% |