| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 343.435 | -61.07 | -8.08 | -9.06 | 0.98 | -4.22 | -6.21 | |
| 1<=YR<3 | 233.274 | -4.52 | -0.48 | -0.97 | 0.49 | 0.85 | 0.11 | |
| 3<=YR<7 | 329.901 | -16.99 | -3.69 | -4.45 | 0.76 | 0.67 | -1.74 | |
| 7<=YR | 483.833 | -112.45 | -14.04 | -15.36 | 1.32 | -9.19 | -11.32 | |
| 7YR-11YR*2 | 185.918 | -40.99 | -6.46 | -7.60 | 1.14 | -0.29 | -4.30 | |
| 11YR-*2 | 206.575 | -159.41 | -19.00 | -20.44 | 1.44 | -14.71 | -15.58 | |
| Government | 352.283 | -65.08 | -8.62 | -9.62 | 1.00 | -4.70 | -6.61 | |
| 1<=YR<3 | 220.524 | -4.78 | -0.55 | -1.03 | 0.48 | 0.80 | 0.08 | |
| 3<=YR<7 | 328.669 | -16.89 | -3.82 | -4.59 | 0.77 | 0.64 | -1.77 | |
| 7<=YR | 491.757 | -116.89 | -14.60 | -15.95 | 1.35 | -9.76 | -11.71 | |
| 7YR-11YR*2 | 184.511 | -40.87 | -6.58 | -7.72 | 1.14 | -0.28 | -4.27 | |
| 11YR-*2 | 204.633 | -166.23 | -19.79 | -21.28 | 1.49 | -15.55 | -16.16 | |
| Municipals | 375.453 | -36.92 | -4.73 | -5.47 | 0.73 | -0.92 | -3.99 | |
| Govt.Grntd | 346.598 | -58.08 | -7.48 | -8.39 | 0.90 | -3.41 | -5.83 | |
| Bank Dbntr | 271.179 | -10.54 | -1.63 | -2.13 | 0.51 | 0.73 | -0.57 | |
| Corporates | 375.878 | -37.03 | -4.50 | -5.42 | 0.92 | -1.44 | -3.46 | |
| Yen Dnm Frgn | 356.945 | -4.85 | -1.18 | -2.32 | 1.14 | 1.27 | 0.31 | |
| MBS*3 | 117.653 | -48.76 | -8.74 | -9.44 | 0.70 | -3.49 | -6.45 | |
| ABS*4 | 111.654 | -25.08 | -3.29 | -4.11 | 0.83 | 0.63 | -1.74 | |
| Overall ex.MBS | 343.332 | -61.21 | -8.07 | -9.05 | 0.98 | -4.23 | -6.21 | |
| 1<=YR<3 | 233.274 | -4.52 | -0.48 | -0.97 | 0.49 | 0.85 | 0.11 | |
| 3<=YR<7 | 329.901 | -16.99 | -3.69 | -4.45 | 0.76 | 0.67 | -1.74 | |
| 7<=YR | 485.111 | -113.95 | -14.16 | -15.50 | 1.34 | -9.33 | -11.43 | |
| 7YR-11YR*2 | 185.908 | -41.01 | -6.46 | -7.61 | 1.14 | -0.29 | -4.30 | |
| 11YR-*2 | 207.534 | -163.75 | -19.40 | -20.87 | 1.47 | -15.14 | -15.92 | |
| Overall ex.ABS | 343.452 | -61.09 | -8.08 | -9.06 | 0.98 | -4.22 | -6.21 | |
| 1<=YR<3 | 233.238 | -4.52 | -0.48 | -0.97 | 0.49 | 0.85 | 0.11 | |
| 3<=YR<7 | 329.891 | -16.99 | -3.69 | -4.45 | 0.76 | 0.67 | -1.74 | |
| 7<=YR | 483.826 | -112.46 | -14.04 | -15.36 | 1.32 | -9.20 | -11.32 | |
| 7YR-11YR*2 | 185.911 | -40.98 | -6.46 | -7.60 | 1.14 | -0.29 | -4.30 | |
| 11YR-*2 | 206.571 | -159.42 | -19.00 | -20.44 | 1.44 | -14.71 | -15.58 | |
| Overall ex.MBS,ABS | 343.350 | -61.23 | -8.07 | -9.06 | 0.98 | -4.23 | -6.21 | |
| 1<=YR<3 | 233.238 | -4.52 | -0.48 | -0.97 | 0.49 | 0.85 | 0.11 | |
| 3<=YR<7 | 329.891 | -16.99 | -3.69 | -4.45 | 0.76 | 0.67 | -1.74 | |
| 7<=YR | 485.104 | -113.97 | -14.16 | -15.50 | 1.34 | -9.33 | -11.44 | |
| 7YR-11YR*2 | 185.902 | -41.01 | -6.46 | -7.61 | 1.14 | -0.29 | -4.30 | |
| 11YR-*2 | 207.530 | -163.76 | -19.40 | -20.87 | 1.47 | -15.14 | -15.92 | |
| Overall ex.JGB* | 164.358 | -38.35 | -5.02 | -5.85 | 0.83 | -1.45 | -3.95 | |
| 1<=YR<3* | 133.304 | -3.34 | -0.19 | -0.72 | 0.53 | 1.05 | 0.23 | |
| 3<=YR<7* | 163.657 | -17.42 | -3.10 | -3.81 | 0.71 | 0.85 | -1.62 | |
| 7<=YR* | 215.942 | -79.98 | -9.90 | -11.02 | 1.12 | -5.06 | -8.47 | |
| 7YR-11YR*2 | 191.211 | -41.75 | -5.66 | -6.83 | 1.17 | -0.32 | -4.46 | |
| 11YR-*2 | 214.286 | -107.44 | -12.95 | -14.03 | 1.09 | -8.24 | -11.11 | |
| SDGs*5 | 95.789 | -35.22 | -4.82 | -5.59 | 0.77 | -1.03 | -3.56 | |
| Overall SDGs (excl. ABS)*5 | 95.845 | -35.35 | -4.83 | -5.61 | 0.77 | -1.05 | -3.58 | |
| SDGs/E*5 | 96.558 | -33.19 | -4.59 | -5.36 | 0.76 | -0.87 | -3.29 | |
| Overall SDGs/E (excl. ABS)*5 | 96.647 | -33.27 | -4.60 | -5.37 | 0.76 | -0.89 | -3.31 | |
| 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 | 1171394 | 91.04 | 91.31 | 10.20 | 0.90 | 1.66 | 1.56 | 8.20 | 8.11 | 8.14 | 5 | |
| 1<=YR<3 | 232933 | 99.26 | 99.40 | 1.90 | 0.48 | 0.87 | 0.86 | 1.89 | 1.88 | 1.89 | 5 | |
| 3<=YR<7 | 320596 | 97.97 | 98.19 | 4.76 | 0.74 | 1.18 | 1.17 | 4.66 | 4.63 | 4.66 | 5 | |
| 7<=YR | 617866 | 84.34 | 84.70 | 16.16 | 1.13 | 2.30 | 2.11 | 13.12 | 12.96 | 12.99 | 5 | |
| 7YR-11YR | 214110 | 96.81 | 97.13 | 8.65 | 1.11 | 1.54 | 1.51 | 8.22 | 8.16 | 8.21 | 4 | |
| 11YR- | 403756 | 77.73 | 78.11 | 20.14 | 1.14 | 2.80 | 2.51 | 16.34 | 16.13 | 16.15 | 5 | |
| Government | 998934 | 90.72 | 91.01 | 10.71 | 0.92 | 1.67 | 1.56 | 8.55 | 8.46 | 8.48 | 1 | |
| 1<=YR<3 | 191162 | 99.34 | 99.48 | 1.88 | 0.48 | 0.81 | 0.81 | 1.87 | 1.86 | 1.87 | 0 | |
| 3<=YR<7 | 262457 | 98.26 | 98.49 | 4.77 | 0.76 | 1.13 | 1.12 | 4.67 | 4.64 | 4.67 | 0 | |
| 7<=YR | 545315 | 84.06 | 84.44 | 16.67 | 1.15 | 2.33 | 2.11 | 13.49 | 13.33 | 13.35 | 1 | |
| 7YR-11YR | 186422 | 97.10 | 97.42 | 8.65 | 1.12 | 1.50 | 1.48 | 8.22 | 8.16 | 8.22 | 1 | |
| 11YR- | 358892 | 77.30 | 77.69 | 20.83 | 1.17 | 2.87 | 2.52 | 16.91 | 16.69 | 16.69 | 2 | |
| Municipals | 66637 | 93.54 | 93.76 | 7.18 | 0.69 | 1.49 | 1.48 | 6.44 | 6.38 | 6.41 | 15 | |
| Govt.Grntd | 14464 | 91.38 | 91.56 | 9.15 | 0.83 | 1.66 | 1.56 | 7.50 | 7.42 | 7.46 | 12 | |
| Bank Dbntr | 3157 | 97.70 | 97.84 | 3.13 | 0.50 | 1.27 | 1.25 | 3.06 | 3.04 | 3.06 | 31 | |
| Corporates | 70473 | 92.75 | 92.98 | 7.23 | 0.85 | 1.76 | 1.67 | 5.88 | 5.82 | 5.85 | 41 | |
| Yen Dnm Frgn | 3602 | 98.29 | 98.59 | 3.13 | 1.12 | 1.66 | 1.65 | 2.94 | 2.91 | 2.94 | 71 | |
| MBS | 13486 | 89.40 | 89.42 | 7.88 | 0.65 | 1.14 | 2.07 | 7.06 | 6.99 | 7.48 | 32 | |
| ABS | 641 | 93.57 | 93.75 | 5.55 | 0.77 | 1.88 | 1.81 | 5.07 | 5.02 | 5.06 | 65 | |
| Overall ex.MBS | 1157908 | 91.06 | 91.34 | 10.23 | 0.90 | 1.66 | 1.56 | 8.21 | 8.12 | 8.14 | 5 | |
| 1<=YR<3 | 232933 | 99.26 | 99.40 | 1.90 | 0.48 | 0.87 | 0.86 | 1.89 | 1.88 | 1.89 | 5 | |
| 3<=YR<7 | 320576 | 97.97 | 98.19 | 4.76 | 0.74 | 1.18 | 1.17 | 4.66 | 4.63 | 4.66 | 5 | |
| 7<=YR | 604400 | 84.23 | 84.60 | 16.34 | 1.14 | 2.32 | 2.11 | 13.26 | 13.10 | 13.12 | 4 | |
| 7YR-11YR | 213984 | 96.80 | 97.13 | 8.66 | 1.12 | 1.54 | 1.51 | 8.22 | 8.16 | 8.22 | 4 | |
| 11YR- | 390416 | 77.33 | 77.72 | 20.56 | 1.16 | 2.86 | 2.52 | 16.71 | 16.49 | 16.48 | 4 | |
| Overall ex.ABS | 1170753 | 91.04 | 91.31 | 10.21 | 0.90 | 1.66 | 1.56 | 8.20 | 8.11 | 8.14 | 5 | |
| 1<=YR<3 | 232737 | 99.26 | 99.40 | 1.90 | 0.48 | 0.87 | 0.86 | 1.89 | 1.88 | 1.89 | 5 | |
| 3<=YR<7 | 320300 | 97.98 | 98.19 | 4.76 | 0.74 | 1.18 | 1.17 | 4.66 | 4.63 | 4.66 | 5 | |
| 7<=YR | 617716 | 84.34 | 84.70 | 16.16 | 1.13 | 2.30 | 2.11 | 13.12 | 12.96 | 12.99 | 5 | |
| 7YR-11YR | 214016 | 96.81 | 97.14 | 8.65 | 1.11 | 1.53 | 1.51 | 8.22 | 8.16 | 8.21 | 4 | |
| 11YR- | 403700 | 77.73 | 78.11 | 20.14 | 1.14 | 2.80 | 2.51 | 16.34 | 16.13 | 16.15 | 5 | |
| Overall ex.MBS,ABS | 1157267 | 91.06 | 91.34 | 10.23 | 0.90 | 1.66 | 1.56 | 8.21 | 8.13 | 8.15 | 5 | |
| 1<=YR<3 | 232737 | 99.26 | 99.40 | 1.90 | 0.48 | 0.87 | 0.86 | 1.89 | 1.88 | 1.89 | 5 | |
| 3<=YR<7 | 320280 | 97.98 | 98.19 | 4.76 | 0.74 | 1.18 | 1.17 | 4.66 | 4.63 | 4.66 | 5 | |
| 7<=YR | 604250 | 84.23 | 84.60 | 16.35 | 1.14 | 2.32 | 2.11 | 13.26 | 13.10 | 13.12 | 4 | |
| 7YR-11YR | 213890 | 96.81 | 97.14 | 8.66 | 1.12 | 1.54 | 1.51 | 8.22 | 8.16 | 8.22 | 4 | |
| 11YR- | 390360 | 77.34 | 77.72 | 20.56 | 1.16 | 2.86 | 2.52 | 16.71 | 16.49 | 16.48 | 4 | |
| Overall ex.JGB | 172461 | 92.89 | 93.09 | 7.25 | 0.77 | 1.59 | 1.61 | 6.20 | 6.14 | 6.20 | 29 | |
| 1<=YR<3 | 41771 | 98.87 | 99.01 | 1.98 | 0.52 | 1.11 | 1.10 | 1.97 | 1.96 | 1.97 | 28 | |
| 3<=YR<7 | 58139 | 96.66 | 96.86 | 4.69 | 0.69 | 1.42 | 1.40 | 4.60 | 4.56 | 4.60 | 29 | |
| 7<=YR | 72551 | 86.42 | 86.67 | 12.34 | 0.98 | 2.05 | 2.13 | 10.41 | 10.29 | 10.42 | 29 | |
| 7YR-11YR | 27688 | 94.85 | 95.18 | 8.66 | 1.11 | 1.79 | 1.76 | 8.21 | 8.14 | 8.20 | 28 | |
| 11YR- | 44863 | 81.21 | 81.42 | 14.62 | 0.90 | 2.24 | 2.40 | 12.00 | 11.85 | 12.02 | 30 | |
| SDGs | 22191 | 94.14 | 94.36 | 6.88 | 0.73 | 1.58 | 1.52 | 6.01 | 5.95 | 5.99 | 26 | |
| Overall SDGs (excl. ABS) | 21841 | 94.16 | 94.37 | 6.90 | 0.73 | 1.58 | 1.52 | 6.02 | 5.96 | 5.99 | 25 | |
| SDGs/E | 25470 | 94.36 | 94.58 | 6.61 | 0.72 | 1.56 | 1.51 | 5.79 | 5.74 | 5.77 | 26 | |
| Overall SDGs/E (excl. ABS) | 25120 | 94.38 | 94.59 | 6.62 | 0.72 | 1.56 | 1.50 | 5.79 | 5.74 | 5.77 | 26 | |
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