bonds / 2Y / JGB (2-Year) No. 486
Bond Information
| Name | JGB (2-Year) No. 486 |
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| ISIN | — |
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| Issue # | 486 |
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| Coupon (%) | 1.4% semi-annual |
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| Issue Date | 2026-07-01 |
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| Maturity | 2028-07-01 （Remaining 1.9y） |
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| Outstanding | — |
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| BOJ Holding | — |
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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 | 1.3976 % |
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| Accrued Interest | 0.203288 (53 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.82 |
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| Macaulay Duration | 1.84 |
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| DV01 | — |
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| Convexity | 4.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-01-01 | coupon | 0.700 |
| 2027-07-01 | coupon | 0.700 |
| 2028-01-01 | coupon | 0.700 |
| 2028-07-01 | coupon + redemption | 100.700 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2026-06-30 | new | 4.82 | 1 | 1.407 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 1.9y) | 1.646 % → ref. price 99.548 |
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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 | 1.082 | 100.500 | 0.353 | +1.31% | +5.23% |
| -25bp | 1.332 | 100.103 | 0.353 | +0.91% | +3.64% |
| Unchanged (roll-down) | 1.582 | 99.708 | 0.353 | +0.51% | +2.06% |
| +25bp | 1.832 | 99.315 | 0.353 | +0.12% | +0.48% |
| +50bp | 2.082 | 98.924 | 0.353 | -0.27% | -1.09% |
| 6m 2027-02-23 | -50bp | 1.019 | 100.513 | 0.700 | +1.67% | +3.34% |
| -25bp | 1.269 | 100.177 | 0.700 | +1.33% | +2.67% |
| Unchanged (roll-down) | 1.519 | 99.843 | 0.700 | +1.00% | +2.00% |
| +25bp | 1.769 | 99.510 | 0.700 | +0.66% | +1.33% |
| +50bp | 2.019 | 99.179 | 0.700 | +0.33% | +0.66% |
| 12m 2027-08-23 | -50bp | 0.930 | 100.397 | 1.400 | +2.25% | +2.25% |
| -25bp | 1.180 | 100.183 | 1.400 | +2.04% | +2.04% |
| Unchanged (roll-down) | 1.430 | 99.970 | 1.400 | +1.83% | +1.83% |
| +25bp | 1.680 | 99.758 | 1.400 | +1.61% | +1.61% |
| +50bp | 1.930 | 99.547 | 1.400 | +1.40% | +1.40% |