bonds / 2Y / JGB (2-Year) No. 489
Bond Information
| Name | JGB (2-Year) No. 489 |
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| ISIN | — |
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| Issue # | 489 |
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| Coupon (%) | 2% semi-annual |
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| Issue Date | 2026-10-01 |
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| Maturity | 2028-10-01 （Remaining 1.9y） |
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| Outstanding | — |
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| BOJ Holding | ¥86.2B（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 | 2.000 % |
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| Compound Yield | 1.9969 % |
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| Accrued Interest | 0.147945 (27 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.88 |
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| Macaulay Duration | 1.90 |
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| DV01 | — |
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| Convexity | 4.5 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-04-01 | coupon | 1.000 |
| 2027-10-01 | coupon | 1.000 |
| 2028-04-01 | coupon | 1.000 |
| 2028-10-01 | coupon + redemption | 101.000 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2026-09-30 | new | 3.89 | 1 | 1.964 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.9y) | 1.855 % → ref. price 100.267 |
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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 | 1.297 | 101.156 | 0.504 | +1.39% | +5.55% |
| -25bp | 1.547 | 100.740 | 0.504 | +0.97% | +3.89% |
| Unchanged (roll-down) | 1.797 | 100.327 | 0.504 | +0.56% | +2.25% |
| +25bp | 2.047 | 99.916 | 0.504 | +0.15% | +0.61% |
| +50bp | 2.297 | 99.507 | 0.504 | -0.25% | -1.02% |
| 6m 2027-04-28 | -50bp | 1.241 | 101.065 | 1.000 | +1.79% | +3.58% |
| -25bp | 1.491 | 100.710 | 1.000 | +1.44% | +2.87% |
| Unchanged (roll-down) | 1.741 | 100.356 | 1.000 | +1.08% | +2.17% |
| +25bp | 1.991 | 100.004 | 1.000 | +0.73% | +1.47% |
| +50bp | 2.241 | 99.654 | 1.000 | +0.39% | +0.77% |
| 12m 2027-10-28 | -50bp | 1.142 | 100.785 | 2.000 | +2.51% | +2.51% |
| -25bp | 1.392 | 100.554 | 2.000 | +2.28% | +2.28% |
| Unchanged (roll-down) | 1.642 | 100.323 | 2.000 | +2.05% | +2.05% |
| +25bp | 1.892 | 100.093 | 2.000 | +1.82% | +1.82% |
| +50bp | 2.142 | 99.864 | 2.000 | +1.59% | +1.59% |