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bonds / 2Y / JGB (2-Year) No. 482

Bond Information

NameJGB (2-Year) No. 482
ISIN
Issue #482
Coupon (%)1.3% semi-annual
Issue Date2026-03-02
Maturity2028-03-01 (Remaining 1.5y)
Outstanding¥2.9T (2026-03-31・MOF)
SLF usagelast 30d / total ¥123.6B(last 2026-04-13・BOJ)
BOJ Holding¥122.9B(4.3%)(as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.300 %
Compound Yield1.2976 %
Accrued Interest0.623288 (175 days) per 100
Settlement Amount
Modified Duration1.49
Macaulay Duration1.50
DV01
Convexity3.0

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-01coupon0.650
2027-03-01coupon0.650
2027-09-01coupon0.650
2028-03-01coupon + redemption100.650

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2026-02-27new3.3211.244

Horizon total return settle 2026-08-23 ・ CMT 2026-08-20

CMT interpolated (rem 1.5y)1.562 % → ref. price 99.604
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp0.998100.382-0.328+0.45%+1.80%
-25bp1.248100.067-0.328+0.13%+0.54%
Unchanged (roll-down)1.49899.753-0.328-0.18%-0.71%
+25bp1.74899.440-0.328-0.49%-1.96%
+50bp1.99899.129-0.328-0.80%-3.20%
6m 2027-02-23-50bp0.935100.3720.650+1.41%+2.83%
-25bp1.185100.1180.650+1.16%+2.32%
Unchanged (roll-down)1.43599.8660.650+0.91%+1.82%
+25bp1.68599.6150.650+0.66%+1.32%
+50bp1.93599.3640.650+0.41%+0.82%
12m 2027-08-23-50bp0.930100.1891.300+1.88%+1.88%
-25bp1.180100.0591.300+1.75%+1.75%
Unchanged (roll-down)1.43099.9291.300+1.62%+1.62%
+25bp1.68099.7991.300+1.49%+1.49%
+50bp1.93099.6701.300+1.36%+1.36%