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bonds / 2Y / JGB (2-Year) No. 483

Bond Information

NameJGB (2-Year) No. 483
ISIN
Issue #483
Coupon (%)1.4% semi-annual
Issue Date2026-04-01
Maturity2028-04-01 (Remaining 1.6y)
Outstanding
SLF usagelast 30d / total ¥8.2B(last 2026-06-25・BOJ)
BOJ Holding¥293B(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 Yield1.400 %
Compound Yield1.3974 %
Accrued Interest0.552329 (144 days) per 100
Settlement Amount
Modified Duration1.58
Macaulay Duration1.59
DV01
Convexity3.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-10-01coupon0.700
2027-04-01coupon0.700
2027-10-01coupon0.700
2028-04-01coupon + redemption100.700

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2026-03-31new3.5411.370

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

CMT interpolated (rem 1.6y)1.583 % → ref. price 99.706
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp1.019100.509-0.349+0.45%+1.81%
-25bp1.269100.173-0.349+0.12%+0.47%
Unchanged (roll-down)1.51999.838-0.349-0.22%-0.87%
+25bp1.76999.505-0.349-0.55%-2.20%
+50bp2.01999.173-0.349-0.88%-3.52%
6m 2027-02-23-50bp0.956100.4840.704+1.48%+2.96%
-25bp1.206100.2100.704+1.20%+2.41%
Unchanged (roll-down)1.45699.9370.704+0.93%+1.86%
+25bp1.70699.6640.704+0.66%+1.32%
+50bp1.95699.3930.704+0.39%+0.78%
12m 2027-08-23-50bp0.930100.2801.400+1.97%+1.97%
-25bp1.180100.1291.400+1.82%+1.82%
Unchanged (roll-down)1.43099.9781.400+1.67%+1.67%
+25bp1.68099.8271.400+1.52%+1.52%
+50bp1.93099.6771.400+1.37%+1.37%