bonds / 2Y / JGB (2-Year) No. 483
Bond Information
| Name | JGB (2-Year) No. 483 |
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| ISIN | — |
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| Issue # | 483 |
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| Coupon (%) | 1.4% semi-annual |
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| Issue Date | 2026-04-01 |
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| Maturity | 2028-04-01 (Remaining 1.6y) |
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| Outstanding | — |
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| SLF usage | last 30d —/ total ¥8.2B(last 2026-06-25・BOJ) |
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| BOJ Holding | ¥293B(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 | 1.400 % |
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| Compound Yield | 1.3974 % |
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| Accrued Interest | 0.552329 (144 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.58 |
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| Macaulay Duration | 1.59 |
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| DV01 | — |
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| Convexity | 3.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-10-01 | coupon | 0.700 |
| 2027-04-01 | coupon | 0.700 |
| 2027-10-01 | coupon | 0.700 |
| 2028-04-01 | coupon + redemption | 100.700 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2026-03-31 | new | 3.54 | 1 | 1.370 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 1.6y) | 1.583 % → ref. price 99.706 |
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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 | 1.019 | 100.509 | -0.349 | +0.45% | +1.81% |
| -25bp | 1.269 | 100.173 | -0.349 | +0.12% | +0.47% |
| Unchanged (roll-down) | 1.519 | 99.838 | -0.349 | -0.22% | -0.87% |
| +25bp | 1.769 | 99.505 | -0.349 | -0.55% | -2.20% |
| +50bp | 2.019 | 99.173 | -0.349 | -0.88% | -3.52% |
| 6m 2027-02-23 | -50bp | 0.956 | 100.484 | 0.704 | +1.48% | +2.96% |
| -25bp | 1.206 | 100.210 | 0.704 | +1.20% | +2.41% |
| Unchanged (roll-down) | 1.456 | 99.937 | 0.704 | +0.93% | +1.86% |
| +25bp | 1.706 | 99.664 | 0.704 | +0.66% | +1.32% |
| +50bp | 1.956 | 99.393 | 0.704 | +0.39% | +0.78% |
| 12m 2027-08-23 | -50bp | 0.930 | 100.280 | 1.400 | +1.97% | +1.97% |
| -25bp | 1.180 | 100.129 | 1.400 | +1.82% | +1.82% |
| Unchanged (roll-down) | 1.430 | 99.978 | 1.400 | +1.67% | +1.67% |
| +25bp | 1.680 | 99.827 | 1.400 | +1.52% | +1.52% |
| +50bp | 1.930 | 99.677 | 1.400 | +1.37% | +1.37% |