bonds / 2Y / JGB (2-Year) No. 484
Bond Information
| Name | JGB (2-Year) No. 484 |
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| ISIN | — |
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| Issue # | 484 |
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| Coupon (%) | 1.4% semi-annual |
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| Issue Date | 2026-05-01 |
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| Maturity | 2028-05-01 （Remaining 1.7y） |
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| Outstanding | — |
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| SLF usage | last 30d —／ total ¥100M（last 2026-06-26・BOJ） |
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| BOJ Holding | ¥224.1B（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 | 0.437260 (114 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.66 |
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| Macaulay Duration | 1.67 |
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| DV01 | — |
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| Convexity | 3.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-11-01 | coupon | 0.700 |
| 2027-05-01 | coupon | 0.700 |
| 2027-11-01 | coupon | 0.700 |
| 2028-05-01 | coupon + redemption | 100.700 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2026-04-30 | new | 5.24 | 1 | 1.407 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 1.7y) | 1.604 % → ref. price 99.657 |
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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 | 1.040 | 100.514 | -0.353 | +0.50% | +2.01% |
| -25bp | 1.290 | 100.158 | -0.353 | +0.15% | +0.59% |
| Unchanged (roll-down) | 1.540 | 99.803 | -0.353 | -0.21% | -0.83% |
| +25bp | 1.790 | 99.450 | -0.353 | -0.56% | -2.24% |
| +50bp | 2.040 | 99.099 | -0.353 | -0.91% | -3.64% |
| 6m 2027-02-23 | -50bp | 0.977 | 100.500 | 0.700 | +1.54% | +3.08% |
| -25bp | 1.227 | 100.205 | 0.700 | +1.25% | +2.49% |
| Unchanged (roll-down) | 1.477 | 99.912 | 0.700 | +0.95% | +1.91% |
| +25bp | 1.727 | 99.619 | 0.700 | +0.66% | +1.32% |
| +50bp | 1.977 | 99.328 | 0.700 | +0.37% | +0.74% |
| 12m 2027-08-23 | -50bp | 0.930 | 100.319 | 1.400 | +2.06% | +2.06% |
| -25bp | 1.180 | 100.147 | 1.400 | +1.89% | +1.89% |
| Unchanged (roll-down) | 1.430 | 99.975 | 1.400 | +1.72% | +1.72% |
| +25bp | 1.680 | 99.804 | 1.400 | +1.55% | +1.55% |
| +50bp | 1.930 | 99.634 | 1.400 | +1.38% | +1.38% |