| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 344.664 | 74.20 | -29.51 | -30.44 | 0.93 | -8.88 | -9.18 | |
| 1<=YR<3 | 233.219 | 3.51 | -1.11 | -1.57 | 0.46 | 2.10 | 0.11 | |
| 3<=YR<7 | 330.580 | 5.65 | -10.28 | -11.01 | 0.73 | 3.22 | -2.31 | |
| 7<=YR | 486.820 | 146.61 | -52.79 | -54.03 | 1.25 | -20.53 | -16.86 | |
| 7YR-11YR*2 | 186.218 | 35.35 | -26.60 | -27.69 | 1.09 | 0.34 | -6.56 | |
| 11YR-*2 | 208.464 | 219.52 | -69.39 | -70.74 | 1.35 | -33.47 | -23.12 | |
| Government | 353.654 | 81.37 | -31.28 | -32.23 | 0.95 | -9.97 | -9.75 | |
| 1<=YR<3 | 220.499 | 3.32 | -1.15 | -1.59 | 0.45 | 2.07 | 0.10 | |
| 3<=YR<7 | 329.391 | 5.45 | -10.43 | -11.17 | 0.74 | 3.22 | -2.31 | |
| 7<=YR | 494.951 | 156.19 | -54.58 | -55.85 | 1.27 | -21.83 | -17.42 | |
| 7YR-11YR*2 | 184.819 | 35.19 | -26.67 | -27.76 | 1.09 | 0.39 | -6.50 | |
| 11YR-*2 | 206.594 | 234.96 | -72.12 | -73.51 | 1.39 | -35.47 | -23.98 | |
| Municipals | 375.985 | 29.26 | -20.08 | -20.77 | 0.69 | -1.50 | -6.10 | |
| Govt.Grntd | 347.756 | 59.32 | -26.40 | -27.29 | 0.89 | -6.87 | -8.61 | |
| Bank Dbntr | 271.091 | 5.00 | -4.60 | -5.03 | 0.43 | 1.74 | -1.00 | |
| Corporates | 376.347 | 37.77 | -17.57 | -18.43 | 0.86 | -3.00 | -5.29 | |
| Yen Dnm Frgn | 356.980 | 28.26 | -4.04 | -5.16 | 1.12 | 3.47 | 0.52 | |
| MBS*3 | 118.322 | 18.51 | -27.39 | -28.11 | 0.71 | -5.49 | -9.05 | |
| ABS*4 | 111.628 | 17.04 | -13.16 | -13.97 | 0.81 | 1.54 | -2.87 | |
| Overall ex.MBS | 344.552 | 74.85 | -29.53 | -30.46 | 0.93 | -8.92 | -9.18 | |
| 1<=YR<3 | 233.219 | 3.51 | -1.11 | -1.57 | 0.46 | 2.10 | 0.11 | |
| 3<=YR<7 | 330.580 | 5.65 | -10.28 | -11.01 | 0.73 | 3.22 | -2.31 | |
| 7<=YR | 488.109 | 149.72 | -53.39 | -54.65 | 1.26 | -20.89 | -17.05 | |
| 7YR-11YR*2 | 186.209 | 35.37 | -26.61 | -27.70 | 1.09 | 0.34 | -6.56 | |
| 11YR-*2 | 209.458 | 227.64 | -71.02 | -72.39 | 1.37 | -34.55 | -23.65 | |
| Overall ex.ABS | 344.682 | 74.23 | -29.52 | -30.45 | 0.93 | -8.88 | -9.18 | |
| 1<=YR<3 | 233.183 | 3.51 | -1.11 | -1.57 | 0.46 | 2.10 | 0.11 | |
| 3<=YR<7 | 330.570 | 5.64 | -10.28 | -11.01 | 0.73 | 3.22 | -2.31 | |
| 7<=YR | 486.813 | 146.64 | -52.79 | -54.04 | 1.25 | -20.54 | -16.87 | |
| 7YR-11YR*2 | 186.212 | 35.35 | -26.60 | -27.69 | 1.09 | 0.34 | -6.56 | |
| 11YR-*2 | 208.461 | 219.54 | -69.40 | -70.74 | 1.35 | -33.47 | -23.12 | |
| Overall ex.MBS,ABS | 344.570 | 74.88 | -29.54 | -30.47 | 0.93 | -8.92 | -9.18 | |
| 1<=YR<3 | 233.183 | 3.51 | -1.11 | -1.57 | 0.46 | 2.10 | 0.11 | |
| 3<=YR<7 | 330.570 | 5.64 | -10.28 | -11.01 | 0.73 | 3.22 | -2.31 | |
| 7<=YR | 488.103 | 149.75 | -53.39 | -54.65 | 1.26 | -20.90 | -17.05 | |
| 7YR-11YR*2 | 186.202 | 35.37 | -26.61 | -27.70 | 1.09 | 0.34 | -6.56 | |
| 11YR-*2 | 209.455 | 227.66 | -71.02 | -72.40 | 1.37 | -34.55 | -23.65 | |
| Overall ex.JGB* | 164.649 | 33.81 | -19.44 | -20.23 | 0.78 | -2.67 | -5.95 | |
| 1<=YR<3* | 133.197 | 4.40 | -0.95 | -1.45 | 0.50 | 2.26 | 0.18 | |
| 3<=YR<7* | 163.888 | 6.54 | -9.62 | -10.29 | 0.67 | 3.25 | -2.27 | |
| 7<=YR* | 216.759 | 77.22 | -39.65 | -40.71 | 1.07 | -10.99 | -12.79 | |
| 7YR-11YR*2 | 191.453 | 36.50 | -26.09 | -27.19 | 1.09 | 0.02 | -6.91 | |
| 11YR-*2 | 215.502 | 105.21 | -48.80 | -49.85 | 1.05 | -18.29 | -16.63 | |
| SDGs*5 | 95.926 | 32.65 | -18.12 | -18.83 | 0.71 | -1.78 | -5.40 | |
| Overall SDGs (excl. ABS)*5 | 95.983 | 32.85 | -18.16 | -18.87 | 0.71 | -1.84 | -5.44 | |
| SDGs/E*5 | 96.687 | 30.07 | -17.03 | -17.74 | 0.70 | -1.40 | -5.00 | |
| Overall SDGs/E (excl. ABS)*5 | 96.778 | 30.22 | -17.06 | -17.76 | 0.70 | -1.44 | -5.02 | |
| 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 | 1165258 | 91.57 | 91.81 | 10.20 | 0.87 | 1.55 | 1.46 | 8.26 | 8.18 | 8.21 | 5 | |
| 1<=YR<3 | 231411 | 99.42 | 99.55 | 1.90 | 0.45 | 0.75 | 0.75 | 1.88 | 1.88 | 1.88 | 6 | |
| 3<=YR<7 | 319098 | 98.43 | 98.63 | 4.75 | 0.72 | 1.06 | 1.05 | 4.65 | 4.63 | 4.65 | 5 | |
| 7<=YR | 614749 | 85.07 | 85.36 | 16.16 | 1.10 | 2.19 | 2.02 | 13.23 | 13.08 | 13.11 | 5 | |
| 7YR-11YR | 212215 | 97.29 | 97.61 | 8.65 | 1.08 | 1.44 | 1.42 | 8.23 | 8.17 | 8.22 | 4 | |
| 11YR- | 402533 | 78.62 | 78.90 | 20.12 | 1.11 | 2.68 | 2.42 | 16.48 | 16.28 | 16.30 | 5 | |
| Government | 992749 | 91.29 | 91.53 | 10.71 | 0.89 | 1.56 | 1.45 | 8.62 | 8.53 | 8.55 | 1 | |
| 1<=YR<3 | 190458 | 99.50 | 99.63 | 1.88 | 0.45 | 0.70 | 0.70 | 1.87 | 1.86 | 1.87 | 1 | |
| 3<=YR<7 | 260301 | 98.74 | 98.95 | 4.76 | 0.73 | 1.00 | 1.00 | 4.67 | 4.64 | 4.67 | 0 | |
| 7<=YR | 541989 | 84.82 | 85.12 | 16.67 | 1.12 | 2.22 | 2.02 | 13.60 | 13.45 | 13.47 | 1 | |
| 7YR-11YR | 185179 | 97.59 | 97.92 | 8.66 | 1.08 | 1.40 | 1.39 | 8.24 | 8.18 | 8.23 | 1 | |
| 11YR- | 356810 | 78.19 | 78.48 | 20.83 | 1.14 | 2.75 | 2.43 | 17.07 | 16.86 | 16.86 | 2 | |
| Municipals | 66332 | 93.82 | 93.98 | 7.23 | 0.66 | 1.40 | 1.39 | 6.50 | 6.45 | 6.47 | 16 | |
| Govt.Grntd | 14305 | 91.80 | 91.96 | 9.33 | 0.81 | 1.56 | 1.46 | 7.71 | 7.63 | 7.67 | 11 | |
| Bank Dbntr | 3250 | 97.79 | 97.92 | 3.13 | 0.42 | 1.15 | 1.14 | 3.06 | 3.04 | 3.06 | 32 | |
| Corporates | 70477 | 93.05 | 93.27 | 7.25 | 0.81 | 1.64 | 1.56 | 5.92 | 5.86 | 5.89 | 41 | |
| Yen Dnm Frgn | 3826 | 98.62 | 98.90 | 3.23 | 1.10 | 1.53 | 1.52 | 3.05 | 3.02 | 3.04 | 69 | |
| MBS | 13668 | 90.20 | 90.23 | 7.81 | 0.65 | 1.09 | 1.96 | 7.04 | 6.97 | 7.42 | 29 | |
| ABS | 651 | 93.83 | 94.03 | 5.66 | 0.76 | 1.77 | 1.71 | 5.18 | 5.13 | 5.17 | 65 | |
| Overall ex.MBS | 1151589 | 91.59 | 91.83 | 10.23 | 0.87 | 1.55 | 1.46 | 8.28 | 8.19 | 8.22 | 5 | |
| 1<=YR<3 | 231411 | 99.42 | 99.55 | 1.90 | 0.45 | 0.75 | 0.75 | 1.88 | 1.88 | 1.88 | 6 | |
| 3<=YR<7 | 319076 | 98.43 | 98.63 | 4.75 | 0.72 | 1.06 | 1.05 | 4.65 | 4.63 | 4.65 | 5 | |
| 7<=YR | 601102 | 84.95 | 85.25 | 16.35 | 1.11 | 2.21 | 2.02 | 13.37 | 13.22 | 13.25 | 4 | |
| 7YR-11YR | 212081 | 97.29 | 97.61 | 8.66 | 1.08 | 1.44 | 1.42 | 8.23 | 8.18 | 8.23 | 4 | |
| 11YR- | 389020 | 78.22 | 78.51 | 20.55 | 1.13 | 2.74 | 2.43 | 16.86 | 16.65 | 16.65 | 4 | |
| Overall ex.ABS | 1164607 | 91.57 | 91.81 | 10.21 | 0.87 | 1.55 | 1.46 | 8.26 | 8.18 | 8.21 | 5 | |
| 1<=YR<3 | 231233 | 99.42 | 99.55 | 1.90 | 0.45 | 0.75 | 0.75 | 1.88 | 1.88 | 1.88 | 6 | |
| 3<=YR<7 | 318780 | 98.43 | 98.63 | 4.75 | 0.72 | 1.06 | 1.05 | 4.65 | 4.63 | 4.65 | 5 | |
| 7<=YR | 614594 | 85.07 | 85.36 | 16.16 | 1.10 | 2.19 | 2.02 | 13.23 | 13.08 | 13.11 | 5 | |
| 7YR-11YR | 212118 | 97.30 | 97.62 | 8.65 | 1.08 | 1.44 | 1.42 | 8.23 | 8.17 | 8.22 | 4 | |
| 11YR- | 402476 | 78.62 | 78.90 | 20.12 | 1.11 | 2.68 | 2.41 | 16.48 | 16.28 | 16.30 | 5 | |
| Overall ex.MBS,ABS | 1150939 | 91.59 | 91.83 | 10.23 | 0.87 | 1.55 | 1.46 | 8.28 | 8.20 | 8.22 | 5 | |
| 1<=YR<3 | 231233 | 99.42 | 99.55 | 1.90 | 0.45 | 0.75 | 0.75 | 1.88 | 1.88 | 1.88 | 6 | |
| 3<=YR<7 | 318758 | 98.43 | 98.63 | 4.75 | 0.72 | 1.06 | 1.05 | 4.65 | 4.63 | 4.65 | 5 | |
| 7<=YR | 600947 | 84.95 | 85.25 | 16.35 | 1.11 | 2.21 | 2.02 | 13.37 | 13.23 | 13.25 | 4 | |
| 7YR-11YR | 211984 | 97.30 | 97.62 | 8.65 | 1.08 | 1.44 | 1.42 | 8.23 | 8.18 | 8.23 | 4 | |
| 11YR- | 388963 | 78.22 | 78.51 | 20.55 | 1.13 | 2.74 | 2.43 | 16.86 | 16.65 | 16.65 | 4 | |
| Overall ex.JGB | 172509 | 93.24 | 93.41 | 7.29 | 0.74 | 1.48 | 1.51 | 6.25 | 6.19 | 6.25 | 29 | |
| 1<=YR<3 | 40954 | 99.03 | 99.17 | 1.97 | 0.49 | 1.00 | 1.00 | 1.96 | 1.95 | 1.96 | 29 | |
| 3<=YR<7 | 58796 | 97.03 | 97.20 | 4.69 | 0.65 | 1.30 | 1.28 | 4.60 | 4.57 | 4.60 | 29 | |
| 7<=YR | 72759 | 86.91 | 87.11 | 12.38 | 0.94 | 1.97 | 2.04 | 10.49 | 10.38 | 10.50 | 28 | |
| 7YR-11YR | 27036 | 95.27 | 95.53 | 8.62 | 1.06 | 1.68 | 1.65 | 8.20 | 8.13 | 8.19 | 27 | |
| 11YR- | 45724 | 81.97 | 82.13 | 14.60 | 0.88 | 2.16 | 2.31 | 12.07 | 11.92 | 12.08 | 28 | |
| SDGs | 21280 | 94.24 | 94.40 | 6.96 | 0.67 | 1.47 | 1.42 | 6.10 | 6.05 | 6.08 | 25 | |
| Overall SDGs (excl. ABS) | 20942 | 94.25 | 94.42 | 6.97 | 0.67 | 1.47 | 1.41 | 6.11 | 6.05 | 6.08 | 24 | |
| SDGs/E | 24675 | 94.50 | 94.67 | 6.67 | 0.67 | 1.45 | 1.40 | 5.86 | 5.81 | 5.84 | 26 | |
| Overall SDGs/E (excl. ABS) | 24336 | 94.52 | 94.69 | 6.67 | 0.66 | 1.45 | 1.39 | 5.86 | 5.81 | 5.84 | 25 | |
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