| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 323.134 | -63.24 | 12.59 | 11.30 | 1.29 | -4.93 | -5.51 | |
| 1<=YR<3 | 232.732 | 9.73 | -3.02 | -3.73 | 0.72 | -0.09 | -0.12 | |
| 3<=YR<7 | 320.951 | -0.11 | 0.25 | -0.76 | 1.01 | -1.88 | -2.08 | |
| 7<=YR | 433.436 | -142.95 | 29.05 | 27.28 | 1.76 | -9.22 | -10.18 | |
| 7YR-11YR*2 | 173.345 | -57.90 | 10.35 | 8.80 | 1.55 | -5.72 | -5.84 | |
| 11YR-*2 | 180.118 | -201.76 | 42.14 | 40.23 | 1.91 | -11.61 | -13.05 | |
| Government | 330.735 | -68.96 | 13.79 | 12.48 | 1.31 | -5.18 | -5.74 | |
| 1<=YR<3 | 219.923 | 9.53 | -3.02 | -3.73 | 0.71 | -0.12 | -0.16 | |
| 3<=YR<7 | 319.482 | -0.61 | 0.40 | -0.61 | 1.01 | -1.94 | -2.15 | |
| 7<=YR | 440.262 | -149.60 | 30.48 | 28.69 | 1.79 | -9.38 | -10.28 | |
| 7YR-11YR*2 | 171.990 | -58.17 | 10.36 | 8.83 | 1.53 | -5.74 | -5.83 | |
| 11YR-*2 | 178.373 | -210.77 | 44.12 | 42.15 | 1.97 | -11.82 | -13.15 | |
| Municipals | 357.863 | -31.95 | 5.07 | 4.09 | 0.98 | -3.72 | -4.22 | |
| Govt.Grntd | 327.747 | -53.42 | 9.09 | 7.88 | 1.21 | -4.49 | -5.17 | |
| Bank Dbntr | 268.510 | 6.70 | -2.30 | -3.31 | 1.01 | -0.67 | -0.70 | |
| Corporates | 363.128 | -26.36 | 4.67 | 3.41 | 1.27 | -2.63 | -3.00 | |
| Yen Dnm Frgn | 354.667 | 6.53 | 3.18 | 1.63 | 1.55 | -0.60 | -0.49 | |
| MBS*3 | 101.553 | -49.46 | 16.57 | 15.67 | 0.90 | -8.50 | -12.43 | |
| ABS*4 | 108.908 | -11.14 | 1.61 | 0.67 | 0.94 | -1.80 | -1.95 | |
| Overall ex.MBS | 323.341 | -63.38 | 12.55 | 11.26 | 1.29 | -4.89 | -5.44 | |
| 1<=YR<3 | 232.732 | 9.73 | -3.02 | -3.73 | 0.72 | -0.09 | -0.12 | |
| 3<=YR<7 | 320.950 | -0.11 | 0.25 | -0.76 | 1.01 | -1.88 | -2.08 | |
| 7<=YR | 434.963 | -145.02 | 29.32 | 27.54 | 1.78 | -9.23 | -10.13 | |
| 7YR-11YR*2 | 173.330 | -57.92 | 10.35 | 8.80 | 1.55 | -5.73 | -5.84 | |
| 11YR-*2 | 181.040 | -207.51 | 43.11 | 41.16 | 1.95 | -11.72 | -13.07 | |
| Overall ex.ABS | 323.144 | -63.27 | 12.59 | 11.31 | 1.29 | -4.93 | -5.52 | |
| 1<=YR<3 | 232.695 | 9.73 | -3.02 | -3.73 | 0.72 | -0.09 | -0.12 | |
| 3<=YR<7 | 320.940 | -0.11 | 0.25 | -0.76 | 1.01 | -1.88 | -2.08 | |
| 7<=YR | 433.427 | -142.96 | 29.05 | 27.29 | 1.76 | -9.22 | -10.18 | |
| 7YR-11YR*2 | 173.338 | -57.90 | 10.35 | 8.80 | 1.55 | -5.72 | -5.84 | |
| 11YR-*2 | 180.115 | -201.77 | 42.14 | 40.23 | 1.91 | -11.61 | -13.05 | |
| Overall ex.MBS,ABS | 323.352 | -63.40 | 12.55 | 11.26 | 1.29 | -4.90 | -5.44 | |
| 1<=YR<3 | 232.695 | 9.73 | -3.02 | -3.73 | 0.72 | -0.09 | -0.12 | |
| 3<=YR<7 | 320.938 | -0.11 | 0.25 | -0.76 | 1.01 | -1.88 | -2.08 | |
| 7<=YR | 434.954 | -145.03 | 29.33 | 27.54 | 1.78 | -9.23 | -10.13 | |
| 7YR-11YR*2 | 173.324 | -57.92 | 10.35 | 8.80 | 1.55 | -5.73 | -5.84 | |
| 11YR-*2 | 181.036 | -207.52 | 43.12 | 41.17 | 1.95 | -11.72 | -13.07 | |
| Overall ex.JGB* | 156.574 | -30.94 | 5.80 | 4.67 | 1.13 | -3.53 | -4.24 | |
| 1<=YR<3* | 133.233 | 10.59 | -3.00 | -3.76 | 0.75 | 0.06 | 0.02 | |
| 3<=YR<7* | 159.862 | 2.40 | -0.49 | -1.51 | 1.01 | -1.55 | -1.78 | |
| 7<=YR* | 194.337 | -94.56 | 18.66 | 17.14 | 1.52 | -7.99 | -9.43 | |
| 7YR-11YR*2 | 178.585 | -56.26 | 10.27 | 8.61 | 1.66 | -5.63 | -5.85 | |
| 11YR-*2 | 187.328 | -128.11 | 26.06 | 24.66 | 1.40 | -9.92 | -12.23 | |
| SDGs*5 | 92.138 | -27.50 | 4.55 | 3.37 | 1.17 | -3.06 | -3.36 | |
| Overall SDGs (excl. ABS)*5 | 92.177 | -27.75 | 4.59 | 3.41 | 1.18 | -3.08 | -3.38 | |
| SDGs/E*5 | 93.097 | -24.25 | 3.92 | 2.76 | 1.16 | -2.84 | -3.13 | |
| Overall SDGs/E (excl. ABS)*5 | 93.172 | -24.43 | 3.95 | 2.79 | 1.16 | -2.86 | -3.14 | |
| 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 | 1176401 | 84.60 | 84.97 | 10.20 | 1.09 | 2.88 | 2.65 | 7.72 | 7.60 | 7.67 | 7 | |
| 1<=YR<3 | 236398 | 97.68 | 97.89 | 2.04 | 0.71 | 1.86 | 1.85 | 2.02 | 2.00 | 2.02 | 6 | |
| 3<=YR<7 | 331106 | 93.78 | 94.09 | 4.91 | 0.95 | 2.34 | 2.27 | 4.76 | 4.71 | 4.76 | 5 | |
| 7<=YR | 608898 | 74.53 | 75.00 | 16.24 | 1.31 | 3.78 | 3.33 | 12.64 | 12.42 | 12.52 | 8 | |
| 7YR-11YR | 208970 | 89.11 | 89.57 | 8.77 | 1.38 | 2.94 | 2.79 | 8.18 | 8.06 | 8.16 | 5 | |
| 11YR- | 399928 | 66.91 | 67.39 | 20.14 | 1.28 | 4.36 | 3.70 | 15.73 | 15.44 | 15.54 | 10 | |
| Government | 1005042 | 84.10 | 84.50 | 10.72 | 1.11 | 2.91 | 2.63 | 8.06 | 7.94 | 8.00 | 1 | |
| 1<=YR<3 | 192365 | 97.77 | 98.00 | 2.03 | 0.70 | 1.81 | 1.79 | 2.01 | 1.99 | 2.01 | 1 | |
| 3<=YR<7 | 275051 | 93.92 | 94.25 | 4.95 | 0.96 | 2.29 | 2.23 | 4.79 | 4.74 | 4.79 | 0 | |
| 7<=YR | 537626 | 74.18 | 74.68 | 16.78 | 1.33 | 3.82 | 3.29 | 13.02 | 12.80 | 12.88 | 1 | |
| 7YR-11YR | 179760 | 89.28 | 89.76 | 8.78 | 1.37 | 2.90 | 2.75 | 8.19 | 8.08 | 8.18 | 1 | |
| 11YR- | 357866 | 66.60 | 67.11 | 20.80 | 1.31 | 4.45 | 3.66 | 16.26 | 15.97 | 16.04 | 1 | |
| Municipals | 66557 | 88.29 | 88.52 | 6.97 | 0.87 | 2.68 | 2.61 | 6.01 | 5.92 | 5.98 | 20 | |
| Govt.Grntd | 14188 | 85.17 | 85.40 | 8.98 | 1.03 | 2.89 | 2.63 | 6.94 | 6.83 | 6.91 | 15 | |
| Bank Dbntr | 2986 | 96.00 | 96.25 | 3.25 | 0.98 | 2.34 | 2.30 | 3.13 | 3.09 | 3.13 | 33 | |
| Corporates | 70923 | 88.70 | 88.98 | 7.04 | 1.13 | 2.91 | 2.72 | 5.51 | 5.42 | 5.48 | 42 | |
| Yen Dnm Frgn | 3074 | 95.98 | 96.33 | 3.36 | 1.50 | 2.77 | 2.71 | 3.03 | 2.98 | 3.02 | 76 | |
| MBS | 13083 | 75.71 | 75.71 | 8.30 | 0.72 | 2.12 | 4.40 | 6.69 | 6.54 | 7.14 | 152 | |
| ABS | 549 | 89.29 | 89.51 | 5.28 | 0.84 | 3.04 | 2.86 | 4.71 | 4.63 | 4.70 | 66 | |
| Overall ex.MBS | 1163318 | 84.70 | 85.08 | 10.22 | 1.09 | 2.89 | 2.64 | 7.73 | 7.61 | 7.67 | 5 | |
| 1<=YR<3 | 236398 | 97.68 | 97.89 | 2.04 | 0.71 | 1.86 | 1.85 | 2.02 | 2.00 | 2.02 | 6 | |
| 3<=YR<7 | 331058 | 93.78 | 94.09 | 4.91 | 0.95 | 2.34 | 2.27 | 4.76 | 4.71 | 4.76 | 5 | |
| 7<=YR | 595863 | 74.50 | 74.99 | 16.41 | 1.33 | 3.81 | 3.30 | 12.77 | 12.55 | 12.64 | 5 | |
| 7YR-11YR | 208912 | 89.10 | 89.57 | 8.77 | 1.38 | 2.94 | 2.79 | 8.18 | 8.06 | 8.17 | 5 | |
| 11YR- | 386951 | 66.62 | 67.11 | 20.53 | 1.29 | 4.44 | 3.67 | 16.07 | 15.78 | 15.86 | 4 | |
| Overall ex.ABS | 1175853 | 84.59 | 84.97 | 10.20 | 1.09 | 2.88 | 2.65 | 7.72 | 7.60 | 7.67 | 7 | |
| 1<=YR<3 | 236243 | 97.68 | 97.89 | 2.04 | 0.71 | 1.86 | 1.85 | 2.02 | 2.00 | 2.02 | 6 | |
| 3<=YR<7 | 330836 | 93.78 | 94.10 | 4.91 | 0.95 | 2.34 | 2.27 | 4.76 | 4.71 | 4.76 | 5 | |
| 7<=YR | 608773 | 74.53 | 75.00 | 16.24 | 1.31 | 3.78 | 3.33 | 12.64 | 12.42 | 12.52 | 8 | |
| 7YR-11YR | 208886 | 89.11 | 89.57 | 8.77 | 1.38 | 2.94 | 2.79 | 8.18 | 8.06 | 8.16 | 5 | |
| 11YR- | 399887 | 66.91 | 67.39 | 20.14 | 1.28 | 4.36 | 3.70 | 15.73 | 15.44 | 15.54 | 10 | |
| Overall ex.MBS,ABS | 1162770 | 84.69 | 85.08 | 10.22 | 1.09 | 2.89 | 2.64 | 7.73 | 7.61 | 7.68 | 5 | |
| 1<=YR<3 | 236243 | 97.68 | 97.89 | 2.04 | 0.71 | 1.86 | 1.85 | 2.02 | 2.00 | 2.02 | 6 | |
| 3<=YR<7 | 330787 | 93.78 | 94.10 | 4.91 | 0.96 | 2.34 | 2.27 | 4.76 | 4.71 | 4.76 | 5 | |
| 7<=YR | 595739 | 74.50 | 74.99 | 16.41 | 1.33 | 3.81 | 3.30 | 12.77 | 12.55 | 12.64 | 5 | |
| 7YR-11YR | 208828 | 89.11 | 89.57 | 8.77 | 1.38 | 2.94 | 2.79 | 8.18 | 8.06 | 8.17 | 5 | |
| 11YR- | 386911 | 66.62 | 67.12 | 20.54 | 1.29 | 4.44 | 3.67 | 16.07 | 15.78 | 15.86 | 4 | |
| Overall ex.JGB | 171360 | 87.51 | 87.75 | 7.13 | 0.99 | 2.76 | 2.77 | 5.80 | 5.71 | 5.81 | 39 | |
| 1<=YR<3 | 44032 | 97.25 | 97.44 | 2.08 | 0.74 | 2.11 | 2.08 | 2.06 | 2.04 | 2.06 | 29 | |
| 3<=YR<7 | 56055 | 93.06 | 93.30 | 4.74 | 0.95 | 2.58 | 2.49 | 4.60 | 4.54 | 4.60 | 30 | |
| 7<=YR | 71272 | 77.13 | 77.40 | 12.14 | 1.18 | 3.43 | 3.58 | 9.84 | 9.67 | 9.86 | 56 | |
| 7YR-11YR | 29210 | 88.03 | 88.40 | 8.70 | 1.47 | 3.22 | 3.05 | 8.08 | 7.95 | 8.06 | 32 | |
| 11YR- | 42062 | 69.56 | 69.77 | 14.53 | 0.99 | 3.62 | 4.04 | 11.40 | 11.17 | 11.44 | 78 | |
| SDGs | 25094 | 90.42 | 90.68 | 6.71 | 1.07 | 2.72 | 2.58 | 5.68 | 5.60 | 5.66 | 24 | |
| Overall SDGs (excl. ABS) | 24763 | 90.43 | 90.69 | 6.73 | 1.07 | 2.72 | 2.58 | 5.69 | 5.61 | 5.67 | 24 | |
| SDGs/E | 28669 | 90.80 | 91.04 | 6.43 | 1.06 | 2.70 | 2.56 | 5.46 | 5.38 | 5.44 | 25 | |
| Overall SDGs/E (excl. ABS) | 28337 | 90.81 | 91.05 | 6.45 | 1.06 | 2.69 | 2.56 | 5.47 | 5.39 | 5.45 | 25 | |
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