bonds / 2Y / JGB (2-Year) No. 482
Bond Information
| Name | JGB (2-Year) No. 482 |
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| ISIN | — |
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| Issue # | 482 |
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| Coupon (%) | 1.3% semi-annual |
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| Issue Date | 2026-03-02 |
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| Maturity | 2028-03-01 (Remaining 1.5y) |
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| Outstanding | ¥2.9T (2026-03-31・MOF) |
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| SLF usage | last 30d —/ total ¥123.6B(last 2026-04-13・BOJ) |
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| BOJ Holding | ¥122.9B(4.3%)(as of 2026-08-10・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 | 1.300 % |
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| Compound Yield | 1.2976 % |
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| Accrued Interest | 0.623288 (175 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.49 |
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| Macaulay Duration | 1.50 |
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| DV01 | — |
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| Convexity | 3.0 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-01 | coupon | 0.650 |
| 2027-03-01 | coupon | 0.650 |
| 2027-09-01 | coupon | 0.650 |
| 2028-03-01 | coupon + redemption | 100.650 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2026-02-27 | new | 3.32 | 1 | 1.244 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 1.5y) | 1.562 % → ref. price 99.604 |
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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 2026-11-23 | -50bp | 0.998 | 100.382 | -0.328 | +0.45% | +1.80% |
| -25bp | 1.248 | 100.067 | -0.328 | +0.13% | +0.54% |
| Unchanged (roll-down) | 1.498 | 99.753 | -0.328 | -0.18% | -0.71% |
| +25bp | 1.748 | 99.440 | -0.328 | -0.49% | -1.96% |
| +50bp | 1.998 | 99.129 | -0.328 | -0.80% | -3.20% |
| 6m 2027-02-23 | -50bp | 0.935 | 100.372 | 0.650 | +1.41% | +2.83% |
| -25bp | 1.185 | 100.118 | 0.650 | +1.16% | +2.32% |
| Unchanged (roll-down) | 1.435 | 99.866 | 0.650 | +0.91% | +1.82% |
| +25bp | 1.685 | 99.615 | 0.650 | +0.66% | +1.32% |
| +50bp | 1.935 | 99.364 | 0.650 | +0.41% | +0.82% |
| 12m 2027-08-23 | -50bp | 0.930 | 100.189 | 1.300 | +1.88% | +1.88% |
| -25bp | 1.180 | 100.059 | 1.300 | +1.75% | +1.75% |
| Unchanged (roll-down) | 1.430 | 99.929 | 1.300 | +1.62% | +1.62% |
| +25bp | 1.680 | 99.799 | 1.300 | +1.49% | +1.49% |
| +50bp | 1.930 | 99.670 | 1.300 | +1.36% | +1.36% |