bonds / 2Y / JGB (2-Year) No. 487
Bond Information
| Name | JGB (2-Year) No. 487 |
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| ISIN | — |
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| Issue # | 487 |
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| Coupon (%) | 1.5% semi-annual |
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| Issue Date | 2026-08-03 |
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| Maturity | 2028-08-01 （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 | 1.500 % |
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| Compound Yield | 1.4977 % |
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| Accrued Interest | 0.090411 (22 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.91 |
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| Macaulay Duration | 1.92 |
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| DV01 | — |
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| Convexity | 4.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-02-01 | coupon | 0.750 |
| 2027-08-01 | coupon | 0.750 |
| 2028-02-01 | coupon | 0.750 |
| 2028-08-01 | coupon + redemption | 100.750 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2026-07-30 | new | 3.63 | 1 | 1.483 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 1.9y) | 1.667 % → ref. price 99.677 |
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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 | 1.104 | 100.657 | 0.378 | +1.36% | +5.45% |
| -25bp | 1.354 | 100.239 | 0.378 | +0.94% | +3.77% |
| Unchanged (roll-down) | 1.604 | 99.823 | 0.378 | +0.52% | +2.10% |
| +25bp | 1.854 | 99.409 | 0.378 | +0.11% | +0.44% |
| +50bp | 2.104 | 98.998 | 0.378 | -0.30% | -1.21% |
| 6m 2027-02-23 | -50bp | 1.040 | 100.657 | 0.750 | +1.73% | +3.47% |
| -25bp | 1.290 | 100.300 | 0.750 | +1.38% | +2.75% |
| Unchanged (roll-down) | 1.540 | 99.945 | 0.750 | +1.02% | +2.04% |
| +25bp | 1.790 | 99.592 | 0.750 | +0.67% | +1.33% |
| +50bp | 2.040 | 99.240 | 0.750 | +0.31% | +0.63% |
| 12m 2027-08-23 | -50bp | 0.930 | 100.530 | 1.500 | +2.36% | +2.36% |
| -25bp | 1.180 | 100.295 | 1.500 | +2.12% | +2.12% |
| Unchanged (roll-down) | 1.430 | 100.061 | 1.500 | +1.89% | +1.89% |
| +25bp | 1.680 | 99.828 | 1.500 | +1.65% | +1.65% |
| +50bp | 1.930 | 99.596 | 1.500 | +1.42% | +1.42% |