| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 338.028 | -21.38 | -17.27 | -18.32 | 1.05 | -4.55 | -5.76 | |
| 1<=YR<3 | 233.219 | -8.28 | -3.05 | -3.60 | 0.56 | 0.44 | 0.05 | |
| 3<=YR<7 | 327.102 | -30.33 | -13.39 | -14.22 | 0.83 | -0.84 | -2.05 | |
| 7<=YR | 470.745 | -21.91 | -26.20 | -27.62 | 1.42 | -8.82 | -10.24 | |
| 7YR-11YR*2 | 182.141 | -65.52 | -26.77 | -28.00 | 1.23 | -3.05 | -4.96 | |
| 11YR-*2 | 200.056 | 6.84 | -25.83 | -27.38 | 1.55 | -12.40 | -13.45 | |
| Government | 346.584 | -19.26 | -17.45 | -18.53 | 1.08 | -4.87 | -6.07 | |
| 1<=YR<3 | 220.437 | -8.47 | -3.06 | -3.61 | 0.54 | 0.39 | 0.01 | |
| 3<=YR<7 | 325.766 | -31.14 | -13.61 | -14.45 | 0.84 | -0.91 | -2.11 | |
| 7<=YR | 478.526 | -17.03 | -25.85 | -27.30 | 1.45 | -9.10 | -10.48 | |
| 7YR-11YR*2 | 180.723 | -66.16 | -26.85 | -28.08 | 1.22 | -3.08 | -4.97 | |
| 11YR-*2 | 198.266 | 14.73 | -25.20 | -26.80 | 1.60 | -12.80 | -13.79 | |
| Municipals | 370.735 | -33.68 | -17.08 | -17.87 | 0.79 | -2.30 | -3.97 | |
| Govt.Grntd | 342.082 | -26.27 | -16.80 | -17.77 | 0.98 | -3.73 | -5.23 | |
| Bank Dbntr | 270.457 | -14.28 | -6.82 | -7.45 | 0.63 | 0.03 | -0.66 | |
| Corporates | 372.500 | -20.20 | -12.68 | -13.69 | 1.01 | -2.07 | -3.25 | |
| Yen Dnm Frgn | 356.651 | -13.39 | -6.74 | -7.92 | 1.18 | 0.59 | 0.12 | |
| MBS*3 | 112.204 | -123.50 | -36.43 | -37.23 | 0.80 | -8.45 | -9.00 | |
| ABS*4 | 110.858 | -27.57 | -13.22 | -14.06 | 0.84 | -0.67 | -1.91 | |
| Overall ex.MBS | 338.048 | -20.24 | -17.05 | -18.11 | 1.06 | -4.50 | -5.72 | |
| 1<=YR<3 | 233.219 | -8.28 | -3.05 | -3.60 | 0.56 | 0.44 | 0.05 | |
| 3<=YR<7 | 327.102 | -30.34 | -13.39 | -14.22 | 0.83 | -0.84 | -2.05 | |
| 7<=YR | 472.215 | -19.51 | -25.96 | -27.40 | 1.44 | -8.83 | -10.27 | |
| 7YR-11YR*2 | 182.130 | -65.56 | -26.79 | -28.02 | 1.23 | -3.05 | -4.97 | |
| 11YR-*2 | 201.113 | 12.01 | -25.39 | -26.97 | 1.58 | -12.55 | -13.62 | |
| Overall ex.ABS | 338.043 | -21.38 | -17.27 | -18.33 | 1.05 | -4.55 | -5.76 | |
| 1<=YR<3 | 233.182 | -8.28 | -3.05 | -3.61 | 0.56 | 0.43 | 0.05 | |
| 3<=YR<7 | 327.092 | -30.34 | -13.39 | -14.22 | 0.83 | -0.84 | -2.05 | |
| 7<=YR | 470.738 | -21.90 | -26.20 | -27.62 | 1.42 | -8.82 | -10.24 | |
| 7YR-11YR*2 | 182.135 | -65.53 | -26.77 | -28.00 | 1.23 | -3.05 | -4.96 | |
| 11YR-*2 | 200.052 | 6.84 | -25.83 | -27.38 | 1.55 | -12.40 | -13.45 | |
| Overall ex.MBS,ABS | 338.064 | -20.24 | -17.06 | -18.11 | 1.06 | -4.50 | -5.73 | |
| 1<=YR<3 | 233.182 | -8.28 | -3.05 | -3.61 | 0.56 | 0.43 | 0.05 | |
| 3<=YR<7 | 327.091 | -30.34 | -13.39 | -14.22 | 0.83 | -0.84 | -2.05 | |
| 7<=YR | 472.208 | -19.50 | -25.96 | -27.40 | 1.44 | -8.83 | -10.27 | |
| 7YR-11YR*2 | 182.123 | -65.56 | -26.79 | -28.02 | 1.23 | -3.05 | -4.97 | |
| 11YR-*2 | 201.109 | 12.01 | -25.39 | -26.97 | 1.58 | -12.55 | -13.62 | |
| Overall ex.JGB* | 162.180 | -33.30 | -16.25 | -17.16 | 0.90 | -2.68 | -4.01 | |
| 1<=YR<3* | 133.366 | -7.44 | -2.98 | -3.60 | 0.62 | 0.65 | 0.21 | |
| 3<=YR<7* | 162.531 | -26.57 | -12.36 | -13.13 | 0.77 | -0.51 | -1.81 | |
| 7<=YR* | 209.895 | -57.07 | -28.76 | -29.97 | 1.21 | -6.72 | -8.47 | |
| 7YR-11YR*2 | 187.614 | -61.34 | -26.24 | -27.50 | 1.26 | -2.86 | -4.92 | |
| 11YR-*2 | 206.838 | -53.85 | -30.65 | -31.83 | 1.17 | -9.37 | -10.85 | |
| SDGs*5 | 94.805 | -27.95 | -14.78 | -15.65 | 0.87 | -2.03 | -3.45 | |
| Overall SDGs (excl. ABS)*5 | 94.857 | -27.92 | -14.79 | -15.66 | 0.87 | -2.05 | -3.46 | |
| SDGs/E*5 | 95.615 | -26.70 | -14.17 | -15.03 | 0.86 | -1.87 | -3.22 | |
| Overall SDGs/E (excl. ABS)*5 | 95.702 | -26.66 | -14.16 | -15.03 | 0.86 | -1.88 | -3.23 | |
| 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 | 1162297 | 89.22 | 89.52 | 10.31 | 0.95 | 1.97 | 1.84 | 8.17 | 8.08 | 8.12 | 6 | |
| 1<=YR<3 | 233918 | 98.88 | 99.06 | 2.06 | 0.55 | 1.08 | 1.08 | 2.04 | 2.03 | 2.04 | 5 | |
| 3<=YR<7 | 319128 | 96.72 | 96.98 | 4.94 | 0.81 | 1.50 | 1.47 | 4.81 | 4.78 | 4.81 | 5 | |
| 7<=YR | 609252 | 81.58 | 81.95 | 16.29 | 1.18 | 2.67 | 2.43 | 13.11 | 12.94 | 12.99 | 6 | |
| 7YR-11YR | 209037 | 94.38 | 94.78 | 8.78 | 1.18 | 1.92 | 1.87 | 8.30 | 8.22 | 8.29 | 5 | |
| 11YR- | 400214 | 74.89 | 75.24 | 20.21 | 1.18 | 3.16 | 2.80 | 16.27 | 16.04 | 16.08 | 6 | |
| Government | 990920 | 88.85 | 89.16 | 10.83 | 0.97 | 1.98 | 1.83 | 8.53 | 8.43 | 8.46 | 1 | |
| 1<=YR<3 | 191621 | 98.96 | 99.14 | 2.04 | 0.54 | 1.03 | 1.03 | 2.03 | 2.02 | 2.03 | 1 | |
| 3<=YR<7 | 262264 | 96.96 | 97.23 | 4.97 | 0.82 | 1.45 | 1.43 | 4.84 | 4.81 | 4.84 | 1 | |
| 7<=YR | 537035 | 81.28 | 81.67 | 16.82 | 1.20 | 2.70 | 2.42 | 13.49 | 13.32 | 13.36 | 1 | |
| 7YR-11YR | 180953 | 94.63 | 95.04 | 8.79 | 1.17 | 1.88 | 1.83 | 8.31 | 8.23 | 8.30 | 1 | |
| 11YR- | 356082 | 74.50 | 74.87 | 20.90 | 1.21 | 3.24 | 2.80 | 16.84 | 16.60 | 16.62 | 2 | |
| Municipals | 66376 | 92.10 | 92.30 | 7.18 | 0.74 | 1.78 | 1.76 | 6.38 | 6.31 | 6.35 | 15 | |
| Govt.Grntd | 14415 | 89.89 | 90.10 | 9.11 | 0.88 | 1.93 | 1.79 | 7.36 | 7.27 | 7.32 | 10 | |
| Bank Dbntr | 3036 | 97.23 | 97.39 | 3.22 | 0.62 | 1.52 | 1.50 | 3.13 | 3.11 | 3.13 | 31 | |
| Corporates | 70186 | 91.63 | 91.86 | 7.27 | 0.94 | 2.04 | 1.93 | 5.88 | 5.81 | 5.85 | 41 | |
| Yen Dnm Frgn | 3360 | 97.72 | 98.02 | 3.26 | 1.16 | 1.87 | 1.85 | 3.03 | 3.00 | 3.03 | 68 | |
| MBS | 13407 | 84.95 | 84.95 | 8.08 | 0.67 | 1.41 | 2.75 | 7.00 | 6.91 | 7.51 | 71 | |
| ABS | 598 | 92.21 | 92.40 | 5.58 | 0.79 | 2.18 | 2.09 | 5.07 | 5.01 | 5.07 | 66 | |
| Overall ex.MBS | 1148890 | 89.27 | 89.57 | 10.33 | 0.95 | 1.97 | 1.83 | 8.19 | 8.09 | 8.12 | 5 | |
| 1<=YR<3 | 233918 | 98.88 | 99.06 | 2.06 | 0.55 | 1.08 | 1.08 | 2.04 | 2.03 | 2.04 | 5 | |
| 3<=YR<7 | 319110 | 96.72 | 96.98 | 4.94 | 0.81 | 1.50 | 1.47 | 4.81 | 4.78 | 4.81 | 5 | |
| 7<=YR | 595862 | 81.51 | 81.88 | 16.47 | 1.19 | 2.70 | 2.43 | 13.25 | 13.08 | 13.12 | 4 | |
| 7YR-11YR | 208922 | 94.38 | 94.78 | 8.79 | 1.18 | 1.92 | 1.87 | 8.30 | 8.22 | 8.29 | 5 | |
| 11YR- | 386940 | 74.55 | 74.92 | 20.62 | 1.20 | 3.23 | 2.80 | 16.63 | 16.39 | 16.41 | 4 | |
| Overall ex.ABS | 1161699 | 89.22 | 89.52 | 10.31 | 0.95 | 1.97 | 1.84 | 8.18 | 8.08 | 8.12 | 5 | |
| 1<=YR<3 | 233748 | 98.89 | 99.06 | 2.06 | 0.55 | 1.08 | 1.08 | 2.04 | 2.03 | 2.04 | 5 | |
| 3<=YR<7 | 318839 | 96.72 | 96.98 | 4.94 | 0.81 | 1.50 | 1.47 | 4.81 | 4.78 | 4.81 | 5 | |
| 7<=YR | 609113 | 81.58 | 81.95 | 16.29 | 1.18 | 2.67 | 2.43 | 13.11 | 12.94 | 12.99 | 6 | |
| 7YR-11YR | 208945 | 94.38 | 94.78 | 8.78 | 1.18 | 1.92 | 1.87 | 8.30 | 8.22 | 8.29 | 5 | |
| 11YR- | 400168 | 74.89 | 75.24 | 20.21 | 1.18 | 3.16 | 2.80 | 16.27 | 16.04 | 16.08 | 6 | |
| Overall ex.MBS,ABS | 1148292 | 89.27 | 89.57 | 10.33 | 0.95 | 1.97 | 1.83 | 8.19 | 8.09 | 8.13 | 5 | |
| 1<=YR<3 | 233748 | 98.89 | 99.06 | 2.06 | 0.55 | 1.08 | 1.08 | 2.04 | 2.03 | 2.04 | 5 | |
| 3<=YR<7 | 318821 | 96.72 | 96.98 | 4.94 | 0.81 | 1.50 | 1.47 | 4.81 | 4.78 | 4.81 | 5 | |
| 7<=YR | 595723 | 81.50 | 81.88 | 16.47 | 1.19 | 2.70 | 2.42 | 13.25 | 13.08 | 13.12 | 4 | |
| 7YR-11YR | 208829 | 94.38 | 94.78 | 8.79 | 1.18 | 1.92 | 1.87 | 8.30 | 8.22 | 8.29 | 5 | |
| 11YR- | 386894 | 74.55 | 74.92 | 20.62 | 1.20 | 3.23 | 2.80 | 16.63 | 16.39 | 16.41 | 4 | |
| Overall ex.JGB | 171378 | 91.36 | 91.56 | 7.30 | 0.83 | 1.87 | 1.90 | 6.16 | 6.09 | 6.18 | 31 | |
| 1<=YR<3 | 42297 | 98.56 | 98.73 | 2.12 | 0.61 | 1.31 | 1.30 | 2.10 | 2.08 | 2.10 | 27 | |
| 3<=YR<7 | 56863 | 95.63 | 95.82 | 4.78 | 0.75 | 1.72 | 1.68 | 4.67 | 4.63 | 4.67 | 28 | |
| 7<=YR | 72217 | 83.79 | 84.02 | 12.32 | 1.03 | 2.40 | 2.51 | 10.31 | 10.17 | 10.34 | 37 | |
| 7YR-11YR | 28084 | 92.78 | 93.08 | 8.70 | 1.19 | 2.17 | 2.10 | 8.21 | 8.13 | 8.21 | 29 | |
| 11YR- | 44133 | 78.07 | 78.25 | 14.63 | 0.93 | 2.57 | 2.83 | 11.89 | 11.72 | 11.95 | 44 | |
| SDGs | 23098 | 93.14 | 93.34 | 6.89 | 0.82 | 1.86 | 1.78 | 5.98 | 5.92 | 5.96 | 24 | |
| Overall SDGs (excl. ABS) | 22762 | 93.16 | 93.36 | 6.91 | 0.82 | 1.85 | 1.78 | 5.99 | 5.93 | 5.97 | 24 | |
| SDGs/E | 26422 | 93.39 | 93.58 | 6.63 | 0.82 | 1.84 | 1.77 | 5.77 | 5.71 | 5.75 | 26 | |
| Overall SDGs/E (excl. ABS) | 26086 | 93.41 | 93.60 | 6.64 | 0.82 | 1.84 | 1.77 | 5.78 | 5.72 | 5.76 | 25 | |
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