| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 324.399 | -12.76 | -2.68 | -3.93 | 1.24 | -5.03 | -5.66 | |
| 1<=YR<3 | 233.180 | -0.42 | -5.48 | -6.16 | 0.68 | 0.42 | 0.17 | |
| 3<=YR<7 | 322.273 | -2.73 | -7.91 | -8.87 | 0.97 | -1.19 | -1.71 | |
| 7<=YR | 435.475 | -25.62 | 2.24 | 0.53 | 1.71 | -10.13 | -10.88 | |
| 7YR-11YR*2 | 174.249 | -6.81 | -1.64 | -3.14 | 1.49 | -5.66 | -5.83 | |
| 11YR-*2 | 180.907 | -38.79 | 4.98 | 3.12 | 1.86 | -13.18 | -14.21 | |
| Government | 332.038 | -13.96 | -2.37 | -3.64 | 1.27 | -5.33 | -5.92 | |
| 1<=YR<3 | 220.347 | -0.47 | -5.47 | -6.14 | 0.67 | 0.38 | 0.14 | |
| 3<=YR<7 | 320.798 | -2.86 | -7.97 | -8.94 | 0.97 | -1.27 | -1.78 | |
| 7<=YR | 442.325 | -27.23 | 2.66 | 0.91 | 1.74 | -10.34 | -11.00 | |
| 7YR-11YR*2 | 172.890 | -6.94 | -1.67 | -3.14 | 1.48 | -5.68 | -5.82 | |
| 11YR-*2 | 179.152 | -41.04 | 5.61 | 3.69 | 1.92 | -13.45 | -14.33 | |
| Municipals | 359.361 | -5.58 | -4.47 | -5.43 | 0.95 | -3.46 | -4.14 | |
| Govt.Grntd | 329.018 | -9.56 | -2.95 | -4.12 | 1.17 | -4.49 | -5.27 | |
| Bank Dbntr | 269.299 | -1.01 | -6.42 | -7.37 | 0.95 | -0.02 | -0.32 | |
| Corporates | 364.438 | -5.90 | -4.33 | -5.55 | 1.22 | -2.26 | -2.84 | |
| Yen Dnm Frgn | 355.187 | -1.73 | -3.42 | -4.88 | 1.46 | -0.33 | -0.32 | |
| MBS*3 | 101.846 | -5.96 | -6.98 | -7.86 | 0.88 | -9.73 | -13.72 | |
| ABS*4 | 109.279 | -2.64 | -5.16 | -6.08 | 0.92 | -1.29 | -1.67 | |
| Overall ex.MBS | 324.611 | -12.83 | -2.64 | -3.89 | 1.25 | -4.98 | -5.58 | |
| 1<=YR<3 | 233.180 | -0.42 | -5.48 | -6.16 | 0.68 | 0.42 | 0.17 | |
| 3<=YR<7 | 322.272 | -2.73 | -7.91 | -8.88 | 0.97 | -1.19 | -1.71 | |
| 7<=YR | 437.026 | -26.05 | 2.45 | 0.72 | 1.73 | -10.14 | -10.81 | |
| 7YR-11YR*2 | 174.235 | -6.82 | -1.64 | -3.14 | 1.49 | -5.66 | -5.83 | |
| 11YR-*2 | 181.843 | -40.02 | 5.43 | 3.53 | 1.90 | -13.31 | -14.23 | |
| Overall ex.ABS | 324.409 | -12.76 | -2.68 | -3.93 | 1.24 | -5.03 | -5.67 | |
| 1<=YR<3 | 233.143 | -0.42 | -5.48 | -6.16 | 0.68 | 0.42 | 0.17 | |
| 3<=YR<7 | 322.262 | -2.73 | -7.91 | -8.87 | 0.97 | -1.19 | -1.71 | |
| 7<=YR | 435.466 | -25.63 | 2.24 | 0.53 | 1.71 | -10.13 | -10.88 | |
| 7YR-11YR*2 | 174.243 | -6.81 | -1.64 | -3.14 | 1.49 | -5.66 | -5.83 | |
| 11YR-*2 | 180.903 | -38.79 | 4.98 | 3.12 | 1.86 | -13.18 | -14.21 | |
| Overall ex.MBS,ABS | 324.621 | -12.83 | -2.64 | -3.89 | 1.25 | -4.98 | -5.58 | |
| 1<=YR<3 | 233.143 | -0.42 | -5.48 | -6.16 | 0.68 | 0.42 | 0.17 | |
| 3<=YR<7 | 322.261 | -2.73 | -7.91 | -8.88 | 0.97 | -1.19 | -1.71 | |
| 7<=YR | 437.017 | -26.05 | 2.45 | 0.72 | 1.73 | -10.14 | -10.82 | |
| 7YR-11YR*2 | 174.228 | -6.82 | -1.64 | -3.14 | 1.49 | -5.66 | -5.83 | |
| 11YR-*2 | 181.839 | -40.02 | 5.43 | 3.53 | 1.90 | -13.31 | -14.23 | |
| Overall ex.JGB* | 157.161 | -5.88 | -4.48 | -5.56 | 1.09 | -3.34 | -4.23 | |
| 1<=YR<3* | 133.488 | -0.17 | -5.52 | -6.25 | 0.73 | 0.61 | 0.34 | |
| 3<=YR<7* | 160.518 | -2.11 | -7.57 | -8.53 | 0.96 | -0.79 | -1.37 | |
| 7<=YR* | 195.269 | -13.78 | -0.78 | -2.25 | 1.47 | -8.58 | -10.01 | |
| 7YR-11YR*2 | 179.496 | -6.02 | -1.49 | -3.08 | 1.59 | -5.57 | -5.86 | |
| 11YR-*2 | 188.172 | -20.47 | -0.16 | -1.53 | 1.37 | -11.05 | -13.25 | |
| SDGs*5 | 92.484 | -5.51 | -4.71 | -5.81 | 1.10 | -2.76 | -3.23 | |
| Overall SDGs (excl. ABS)*5 | 92.522 | -5.55 | -4.69 | -5.80 | 1.11 | -2.78 | -3.25 | |
| SDGs/E*5 | 93.440 | -5.07 | -4.86 | -5.95 | 1.09 | -2.51 | -2.97 | |
| Overall SDGs/E (excl. ABS)*5 | 93.516 | -5.11 | -4.85 | -5.95 | 1.10 | -2.52 | -2.99 | |
| Index Value Base: | the end of Dec.1983 = 100. |
| * Base: | the end of Dec.1993 = 100. |
| *2 Base: | the end of Dec.1995 = 100. |
| *3 Base: | the end of Mar.2003 = 100. |
| *4 Base: | the end of Mar.2008 = 100. |
| *5 Base: | the end of Dec.2017 = 100. |
| FaceVL | Price | Prc+Ac | Life | Cpn | S.Yld | C.Yld | Dur | M-Dur | E-Dur | Tspd | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| (BILL.YEN) | (YEN) | (YEN) | (YR) | (%) | (%) | (%) | (YR) | (bp) | ||||
| Overall | 1187285 | 85.16 | 85.46 | 10.12 | 1.06 | 2.73 | 2.51 | 7.67 | 7.55 | 7.61 | 6 | |
| 1<=YR<3 | 235235 | 98.12 | 98.29 | 1.93 | 0.67 | 1.64 | 1.63 | 1.91 | 1.89 | 1.91 | 6 | |
| 3<=YR<7 | 333863 | 94.49 | 94.73 | 4.78 | 0.92 | 2.16 | 2.10 | 4.64 | 4.59 | 4.64 | 5 | |
| 7<=YR | 618187 | 75.20 | 75.58 | 16.12 | 1.29 | 3.66 | 3.23 | 12.57 | 12.36 | 12.45 | 8 | |
| 7YR-11YR | 213595 | 89.87 | 90.24 | 8.65 | 1.35 | 2.80 | 2.66 | 8.09 | 7.99 | 8.08 | 5 | |
| 11YR- | 404591 | 67.46 | 67.84 | 20.06 | 1.26 | 4.26 | 3.63 | 15.71 | 15.43 | 15.51 | 10 | |
| Government | 1016038 | 84.70 | 85.01 | 10.62 | 1.08 | 2.75 | 2.49 | 8.00 | 7.87 | 7.93 | 1 | |
| 1<=YR<3 | 191428 | 98.23 | 98.40 | 1.90 | 0.65 | 1.58 | 1.57 | 1.88 | 1.87 | 1.88 | 1 | |
| 3<=YR<7 | 278132 | 94.66 | 94.91 | 4.79 | 0.92 | 2.11 | 2.05 | 4.66 | 4.61 | 4.66 | 0 | |
| 7<=YR | 546478 | 74.89 | 75.28 | 16.64 | 1.31 | 3.70 | 3.20 | 12.94 | 12.72 | 12.80 | 1 | |
| 7YR-11YR | 184465 | 90.08 | 90.45 | 8.65 | 1.34 | 2.75 | 2.62 | 8.10 | 8.00 | 8.09 | 1 | |
| 11YR- | 362013 | 67.15 | 67.55 | 20.71 | 1.30 | 4.35 | 3.59 | 16.24 | 15.95 | 16.01 | 1 | |
| Municipals | 66829 | 88.78 | 89.04 | 6.97 | 0.85 | 2.53 | 2.46 | 6.01 | 5.93 | 5.98 | 20 | |
| Govt.Grntd | 14200 | 85.59 | 85.79 | 8.99 | 1.01 | 2.74 | 2.49 | 6.95 | 6.84 | 6.91 | 14 | |
| Bank Dbntr | 2994 | 96.36 | 96.59 | 3.21 | 0.92 | 2.14 | 2.11 | 3.10 | 3.07 | 3.10 | 32 | |
| Corporates | 70343 | 89.02 | 89.30 | 7.05 | 1.09 | 2.74 | 2.57 | 5.51 | 5.42 | 5.48 | 42 | |
| Yen Dnm Frgn | 3207 | 96.37 | 96.74 | 3.28 | 1.42 | 2.55 | 2.50 | 2.96 | 2.92 | 2.95 | 75 | |
| MBS | 13117 | 76.07 | 76.07 | 8.31 | 0.72 | 2.07 | 4.30 | 6.70 | 6.56 | 7.18 | 153 | |
| ABS | 556 | 89.78 | 89.99 | 5.29 | 0.83 | 2.87 | 2.70 | 4.72 | 4.65 | 4.71 | 66 | |
| Overall ex.MBS | 1174167 | 85.27 | 85.57 | 10.14 | 1.07 | 2.74 | 2.49 | 7.68 | 7.56 | 7.62 | 5 | |
| 1<=YR<3 | 235235 | 98.12 | 98.29 | 1.93 | 0.67 | 1.64 | 1.63 | 1.91 | 1.89 | 1.91 | 6 | |
| 3<=YR<7 | 333813 | 94.49 | 94.73 | 4.78 | 0.92 | 2.16 | 2.10 | 4.64 | 4.59 | 4.64 | 5 | |
| 7<=YR | 605120 | 75.18 | 75.57 | 16.28 | 1.31 | 3.69 | 3.21 | 12.70 | 12.48 | 12.56 | 4 | |
| 7YR-11YR | 213535 | 89.87 | 90.23 | 8.65 | 1.35 | 2.80 | 2.66 | 8.10 | 7.99 | 8.09 | 5 | |
| 11YR- | 391585 | 67.18 | 67.57 | 20.45 | 1.28 | 4.34 | 3.61 | 16.05 | 15.76 | 15.82 | 4 | |
| Overall ex.ABS | 1186729 | 85.16 | 85.46 | 10.12 | 1.06 | 2.73 | 2.51 | 7.67 | 7.55 | 7.61 | 6 | |
| 1<=YR<3 | 235083 | 98.12 | 98.29 | 1.93 | 0.67 | 1.64 | 1.63 | 1.91 | 1.89 | 1.91 | 6 | |
| 3<=YR<7 | 333584 | 94.49 | 94.73 | 4.78 | 0.92 | 2.16 | 2.10 | 4.64 | 4.59 | 4.64 | 5 | |
| 7<=YR | 618061 | 75.20 | 75.58 | 16.12 | 1.29 | 3.66 | 3.23 | 12.57 | 12.36 | 12.45 | 8 | |
| 7YR-11YR | 213510 | 89.87 | 90.24 | 8.64 | 1.35 | 2.80 | 2.66 | 8.09 | 7.99 | 8.08 | 5 | |
| 11YR- | 404551 | 67.46 | 67.84 | 20.06 | 1.26 | 4.26 | 3.63 | 15.71 | 15.43 | 15.51 | 10 | |
| Overall ex.MBS,ABS | 1173611 | 85.26 | 85.57 | 10.14 | 1.07 | 2.74 | 2.49 | 7.68 | 7.56 | 7.62 | 5 | |
| 1<=YR<3 | 235083 | 98.12 | 98.29 | 1.93 | 0.67 | 1.64 | 1.63 | 1.91 | 1.89 | 1.91 | 6 | |
| 3<=YR<7 | 333534 | 94.49 | 94.73 | 4.78 | 0.92 | 2.16 | 2.10 | 4.64 | 4.59 | 4.64 | 5 | |
| 7<=YR | 604994 | 75.18 | 75.57 | 16.28 | 1.31 | 3.69 | 3.21 | 12.70 | 12.48 | 12.56 | 4 | |
| 7YR-11YR | 213450 | 89.87 | 90.24 | 8.65 | 1.35 | 2.80 | 2.66 | 8.10 | 7.99 | 8.08 | 5 | |
| 11YR- | 391544 | 67.18 | 67.57 | 20.45 | 1.28 | 4.34 | 3.61 | 16.05 | 15.76 | 15.82 | 4 | |
| Overall ex.JGB | 171247 | 87.92 | 88.16 | 7.13 | 0.96 | 2.60 | 2.62 | 5.80 | 5.71 | 5.81 | 39 | |
| 1<=YR<3 | 43807 | 97.65 | 97.83 | 2.05 | 0.72 | 1.89 | 1.88 | 2.03 | 2.01 | 2.03 | 28 | |
| 3<=YR<7 | 55731 | 93.60 | 93.84 | 4.70 | 0.91 | 2.40 | 2.33 | 4.56 | 4.51 | 4.56 | 29 | |
| 7<=YR | 71708 | 77.56 | 77.84 | 12.13 | 1.15 | 3.33 | 3.47 | 9.85 | 9.68 | 9.87 | 56 | |
| 7YR-11YR | 29130 | 88.49 | 88.89 | 8.64 | 1.41 | 3.08 | 2.93 | 8.05 | 7.93 | 8.03 | 32 | |
| 11YR- | 42579 | 70.08 | 70.28 | 14.52 | 0.98 | 3.54 | 3.94 | 11.42 | 11.20 | 11.47 | 77 | |
| SDGs | 24831 | 90.75 | 91.03 | 6.64 | 1.01 | 2.55 | 2.42 | 5.61 | 5.53 | 5.59 | 24 | |
| Overall SDGs (excl. ABS) | 24499 | 90.76 | 91.04 | 6.66 | 1.01 | 2.55 | 2.42 | 5.62 | 5.55 | 5.60 | 24 | |
| SDGs/E | 28361 | 91.12 | 91.41 | 6.37 | 1.00 | 2.53 | 2.40 | 5.40 | 5.32 | 5.38 | 25 | |
| Overall SDGs/E (excl. ABS) | 28028 | 91.14 | 91.43 | 6.38 | 1.00 | 2.52 | 2.40 | 5.41 | 5.33 | 5.39 | 25 | |
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