bonds / 2Y / JGB (2-Year) No. 485
Bond Information
| Name | JGB (2-Year) No. 485 |
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| ISIN | — |
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| Issue # | 485 |
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| Coupon (%) | 1.4% semi-annual |
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| Issue Date | 2026-06-01 |
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| Maturity | 2028-06-01 （Remaining 1.8y） |
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| Outstanding | — |
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| BOJ Holding | ¥16.6B（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 | 1.3975 % |
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| Accrued Interest | 0.318356 (83 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.74 |
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| Macaulay Duration | 1.75 |
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| DV01 | — |
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| Convexity | 3.9 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-01 | coupon | 0.700 |
| 2027-06-01 | coupon | 0.700 |
| 2027-12-01 | coupon | 0.700 |
| 2028-06-01 | coupon + redemption | 100.700 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2026-05-29 | new | 3.70 | 2 | 1.369 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 1.8y) | 1.625 % → ref. price 99.603 |
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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 | 1.062 | 100.506 | 0.353 | +1.26% | +5.03% |
| -25bp | 1.312 | 100.129 | 0.353 | +0.88% | +3.52% |
| Unchanged (roll-down) | 1.562 | 99.754 | 0.353 | +0.50% | +2.02% |
| +25bp | 1.812 | 99.380 | 0.353 | +0.13% | +0.52% |
| +50bp | 2.062 | 99.009 | 0.353 | -0.24% | -0.97% |
| 6m 2027-02-23 | -50bp | 0.998 | 100.504 | 0.704 | +1.61% | +3.21% |
| -25bp | 1.248 | 100.189 | 0.704 | +1.29% | +2.58% |
| Unchanged (roll-down) | 1.498 | 99.874 | 0.704 | +0.98% | +1.95% |
| +25bp | 1.748 | 99.562 | 0.704 | +0.66% | +1.33% |
| +50bp | 1.998 | 99.250 | 0.704 | +0.35% | +0.70% |
| 12m 2027-08-23 | -50bp | 0.930 | 100.358 | 1.400 | +2.16% | +2.16% |
| -25bp | 1.180 | 100.165 | 1.400 | +1.96% | +1.96% |
| Unchanged (roll-down) | 1.430 | 99.973 | 1.400 | +1.77% | +1.77% |
| +25bp | 1.680 | 99.781 | 1.400 | +1.58% | +1.58% |
| +50bp | 1.930 | 99.590 | 1.400 | +1.39% | +1.39% |