| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 333.435 | -118.22 | -24.35 | -25.47 | 1.11 | -4.74 | -3.86 | |
| 1<=YR<3 | 233.082 | -18.13 | -0.58 | -1.18 | 0.60 | 0.26 | 0.32 | |
| 3<=YR<7 | 325.010 | -81.84 | -10.89 | -11.77 | 0.88 | -1.29 | -1.02 | |
| 7<=YR | 459.383 | -188.45 | -43.89 | -45.39 | 1.50 | -8.89 | -7.61 | |
| 7YR-11YR*2 | 179.306 | -160.89 | -23.12 | -24.44 | 1.32 | -3.85 | -3.81 | |
| 11YR-*2 | 194.118 | -206.84 | -57.58 | -59.21 | 1.62 | -12.00 | -10.07 | |
| Government | 341.838 | -122.40 | -25.87 | -27.01 | 1.14 | -4.99 | -3.85 | |
| 1<=YR<3 | 220.291 | -18.09 | -0.62 | -1.21 | 0.59 | 0.22 | 0.29 | |
| 3<=YR<7 | 323.639 | -83.17 | -11.12 | -12.00 | 0.89 | -1.35 | -1.06 | |
| 7<=YR | 467.250 | -191.56 | -45.55 | -47.07 | 1.53 | -9.04 | -7.33 | |
| 7YR-11YR*2 | 177.918 | -161.07 | -23.17 | -24.48 | 1.31 | -3.87 | -3.77 | |
| 11YR-*2 | 192.589 | -211.39 | -59.91 | -61.57 | 1.67 | -12.18 | -9.57 | |
| Municipals | 366.205 | -102.57 | -16.07 | -16.91 | 0.84 | -2.96 | -3.36 | |
| Govt.Grntd | 337.105 | -103.25 | -22.20 | -23.22 | 1.02 | -4.24 | -4.21 | |
| Bank Dbntr | 269.886 | -41.63 | -4.38 | -5.12 | 0.74 | -0.20 | 0.11 | |
| Corporates | 369.626 | -86.57 | -14.76 | -15.83 | 1.07 | -2.33 | -1.69 | |
| Yen Dnm Frgn | 356.177 | -56.39 | -4.86 | -6.16 | 1.31 | 0.29 | 0.41 | |
| MBS*3 | 106.309 | -114.31 | -18.54 | -19.55 | 1.00 | -11.43 | -21.85 | |
| ABS*4 | 110.245 | -76.36 | -10.38 | -11.25 | 0.87 | -1.07 | -0.74 | |
| Overall ex.MBS | 333.599 | -118.26 | -24.41 | -25.53 | 1.12 | -4.66 | -3.66 | |
| 1<=YR<3 | 233.082 | -18.13 | -0.58 | -1.18 | 0.60 | 0.26 | 0.32 | |
| 3<=YR<7 | 325.009 | -81.85 | -10.89 | -11.77 | 0.88 | -1.29 | -1.02 | |
| 7<=YR | 461.127 | -190.12 | -44.46 | -45.97 | 1.51 | -8.83 | -7.28 | |
| 7YR-11YR*2 | 179.293 | -160.95 | -23.13 | -24.45 | 1.32 | -3.86 | -3.81 | |
| 11YR-*2 | 195.325 | -210.30 | -59.03 | -60.68 | 1.65 | -12.02 | -9.61 | |
| Overall ex.ABS | 333.448 | -118.24 | -24.36 | -25.47 | 1.11 | -4.74 | -3.86 | |
| 1<=YR<3 | 233.045 | -18.13 | -0.58 | -1.18 | 0.60 | 0.26 | 0.32 | |
| 3<=YR<7 | 324.999 | -81.84 | -10.89 | -11.77 | 0.88 | -1.29 | -1.02 | |
| 7<=YR | 459.375 | -188.46 | -43.90 | -45.40 | 1.50 | -8.89 | -7.61 | |
| 7YR-11YR*2 | 179.299 | -160.89 | -23.12 | -24.44 | 1.32 | -3.85 | -3.81 | |
| 11YR-*2 | 194.114 | -206.84 | -57.58 | -59.21 | 1.62 | -12.00 | -10.07 | |
| Overall ex.MBS,ABS | 333.613 | -118.28 | -24.42 | -25.54 | 1.12 | -4.66 | -3.67 | |
| 1<=YR<3 | 233.045 | -18.13 | -0.58 | -1.18 | 0.60 | 0.26 | 0.32 | |
| 3<=YR<7 | 324.999 | -81.85 | -10.89 | -11.77 | 0.88 | -1.29 | -1.02 | |
| 7<=YR | 461.119 | -190.12 | -44.46 | -45.97 | 1.51 | -8.83 | -7.29 | |
| 7YR-11YR*2 | 179.287 | -160.95 | -23.13 | -24.45 | 1.32 | -3.86 | -3.81 | |
| 11YR-*2 | 195.321 | -210.30 | -59.03 | -60.68 | 1.65 | -12.02 | -9.61 | |
| Overall ex.JGB* | 160.064 | -94.59 | -15.73 | -16.70 | 0.97 | -3.33 | -3.93 | |
| 1<=YR<3* | 133.334 | -18.33 | -0.42 | -1.07 | 0.65 | 0.45 | 0.46 | |
| 3<=YR<7* | 161.594 | -75.46 | -9.78 | -10.62 | 0.84 | -0.98 | -0.85 | |
| 7<=YR* | 203.934 | -165.93 | -31.86 | -33.18 | 1.31 | -7.80 | -9.75 | |
| 7YR-11YR*2 | 184.631 | -159.74 | -22.84 | -24.19 | 1.35 | -3.75 | -4.12 | |
| 11YR-*2 | 198.995 | -170.90 | -39.05 | -40.33 | 1.28 | -10.64 | -14.05 | |
| SDGs*5 | 93.950 | -91.30 | -15.33 | -16.27 | 0.94 | -2.43 | -2.10 | |
| Overall SDGs (excl. ABS)*5 | 93.997 | -91.43 | -15.39 | -16.33 | 0.94 | -2.45 | -2.12 | |
| SDGs/E*5 | 94.807 | -87.37 | -14.44 | -15.37 | 0.93 | -2.25 | -1.90 | |
| Overall SDGs/E (excl. ABS)*5 | 94.891 | -87.44 | -14.48 | -15.41 | 0.93 | -2.27 | -1.91 | |
| 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 | 1167491 | 87.79 | 88.14 | 10.28 | 0.99 | 2.23 | 2.09 | 8.05 | 7.94 | 7.99 | 6 | |
| 1<=YR<3 | 233082 | 98.55 | 98.73 | 2.03 | 0.59 | 1.30 | 1.30 | 2.02 | 2.00 | 2.02 | 6 | |
| 3<=YR<7 | 324296 | 95.81 | 96.09 | 4.91 | 0.85 | 1.75 | 1.71 | 4.78 | 4.74 | 4.78 | 6 | |
| 7<=YR | 610114 | 79.42 | 79.86 | 16.28 | 1.22 | 2.99 | 2.70 | 12.98 | 12.79 | 12.86 | 7 | |
| 7YR-11YR | 209575 | 92.71 | 93.13 | 8.78 | 1.24 | 2.23 | 2.15 | 8.26 | 8.17 | 8.25 | 5 | |
| 11YR- | 400538 | 72.47 | 72.92 | 20.20 | 1.21 | 3.50 | 3.07 | 16.13 | 15.88 | 15.95 | 9 | |
| Government | 995724 | 87.42 | 87.79 | 10.81 | 1.01 | 2.25 | 2.07 | 8.41 | 8.30 | 8.34 | 1 | |
| 1<=YR<3 | 190400 | 98.62 | 98.81 | 2.03 | 0.58 | 1.25 | 1.24 | 2.01 | 2.00 | 2.01 | 1 | |
| 3<=YR<7 | 267621 | 96.01 | 96.31 | 4.96 | 0.86 | 1.70 | 1.67 | 4.83 | 4.79 | 4.83 | 1 | |
| 7<=YR | 537703 | 79.17 | 79.64 | 16.82 | 1.24 | 3.02 | 2.68 | 13.37 | 13.18 | 13.24 | 1 | |
| 7YR-11YR | 180832 | 92.96 | 93.39 | 8.80 | 1.24 | 2.19 | 2.11 | 8.28 | 8.19 | 8.27 | 1 | |
| 11YR- | 356871 | 72.19 | 72.67 | 20.89 | 1.24 | 3.57 | 3.05 | 16.69 | 16.43 | 16.47 | 2 | |
| Municipals | 66260 | 90.74 | 90.96 | 7.11 | 0.77 | 2.06 | 2.03 | 6.25 | 6.18 | 6.23 | 19 | |
| Govt.Grntd | 14526 | 88.41 | 88.62 | 8.94 | 0.91 | 2.21 | 2.05 | 7.11 | 7.02 | 7.07 | 14 | |
| Bank Dbntr | 3040 | 96.87 | 97.06 | 3.23 | 0.72 | 1.75 | 1.73 | 3.13 | 3.10 | 3.13 | 32 | |
| Corporates | 70653 | 90.74 | 90.98 | 7.13 | 0.98 | 2.28 | 2.15 | 5.70 | 5.63 | 5.67 | 41 | |
| Yen Dnm Frgn | 3331 | 97.27 | 97.59 | 3.25 | 1.27 | 2.13 | 2.10 | 3.01 | 2.97 | 3.01 | 71 | |
| MBS | 13362 | 80.17 | 80.17 | 8.19 | 0.70 | 1.74 | 3.52 | 6.81 | 6.69 | 7.40 | 126 | |
| ABS | 595 | 91.46 | 91.67 | 5.38 | 0.79 | 2.42 | 2.30 | 4.86 | 4.79 | 4.85 | 66 | |
| Overall ex.MBS | 1154129 | 87.88 | 88.23 | 10.30 | 0.99 | 2.24 | 2.07 | 8.06 | 7.96 | 8.00 | 5 | |
| 1<=YR<3 | 233082 | 98.55 | 98.73 | 2.03 | 0.59 | 1.30 | 1.30 | 2.02 | 2.00 | 2.02 | 6 | |
| 3<=YR<7 | 324261 | 95.81 | 96.09 | 4.91 | 0.85 | 1.75 | 1.71 | 4.78 | 4.74 | 4.78 | 6 | |
| 7<=YR | 596787 | 79.40 | 79.86 | 16.46 | 1.23 | 3.01 | 2.68 | 13.12 | 12.93 | 12.99 | 5 | |
| 7YR-11YR | 209486 | 92.71 | 93.12 | 8.78 | 1.24 | 2.23 | 2.15 | 8.26 | 8.17 | 8.25 | 5 | |
| 11YR- | 387301 | 72.21 | 72.68 | 20.61 | 1.22 | 3.56 | 3.05 | 16.48 | 16.22 | 16.26 | 4 | |
| Overall ex.ABS | 1166896 | 87.79 | 88.14 | 10.28 | 0.99 | 2.23 | 2.09 | 8.05 | 7.94 | 7.99 | 6 | |
| 1<=YR<3 | 232910 | 98.55 | 98.73 | 2.04 | 0.59 | 1.30 | 1.30 | 2.02 | 2.00 | 2.02 | 6 | |
| 3<=YR<7 | 324009 | 95.81 | 96.09 | 4.91 | 0.85 | 1.75 | 1.71 | 4.78 | 4.74 | 4.78 | 6 | |
| 7<=YR | 609978 | 79.42 | 79.86 | 16.28 | 1.22 | 2.99 | 2.70 | 12.98 | 12.79 | 12.86 | 7 | |
| 7YR-11YR | 209485 | 92.71 | 93.13 | 8.78 | 1.24 | 2.23 | 2.15 | 8.26 | 8.17 | 8.25 | 5 | |
| 11YR- | 400493 | 72.47 | 72.92 | 20.20 | 1.21 | 3.50 | 3.07 | 16.13 | 15.88 | 15.95 | 9 | |
| Overall ex.MBS,ABS | 1153534 | 87.88 | 88.23 | 10.30 | 0.99 | 2.24 | 2.07 | 8.06 | 7.96 | 8.00 | 5 | |
| 1<=YR<3 | 232910 | 98.55 | 98.73 | 2.04 | 0.59 | 1.30 | 1.30 | 2.02 | 2.00 | 2.02 | 6 | |
| 3<=YR<7 | 323974 | 95.81 | 96.09 | 4.91 | 0.85 | 1.75 | 1.71 | 4.78 | 4.74 | 4.78 | 6 | |
| 7<=YR | 596651 | 79.40 | 79.86 | 16.46 | 1.23 | 3.01 | 2.68 | 13.12 | 12.93 | 12.99 | 5 | |
| 7YR-11YR | 209395 | 92.71 | 93.13 | 8.78 | 1.24 | 2.23 | 2.15 | 8.26 | 8.17 | 8.25 | 5 | |
| 11YR- | 387256 | 72.21 | 72.68 | 20.61 | 1.22 | 3.56 | 3.05 | 16.48 | 16.23 | 16.27 | 4 | |
| Overall ex.JGB | 171767 | 89.96 | 90.17 | 7.21 | 0.87 | 2.14 | 2.18 | 6.00 | 5.93 | 6.02 | 37 | |
| 1<=YR<3 | 42682 | 98.21 | 98.37 | 2.05 | 0.64 | 1.53 | 1.52 | 2.03 | 2.02 | 2.03 | 28 | |
| 3<=YR<7 | 56674 | 94.87 | 95.07 | 4.70 | 0.80 | 1.97 | 1.93 | 4.58 | 4.54 | 4.58 | 30 | |
| 7<=YR | 72411 | 81.25 | 81.50 | 12.22 | 1.06 | 2.73 | 2.89 | 10.12 | 9.97 | 10.17 | 50 | |
| 7YR-11YR | 28743 | 91.13 | 91.44 | 8.64 | 1.25 | 2.48 | 2.39 | 8.13 | 8.03 | 8.12 | 30 | |
| 11YR- | 43667 | 74.76 | 74.96 | 14.57 | 0.94 | 2.93 | 3.29 | 11.72 | 11.53 | 11.81 | 65 | |
| SDGs | 23810 | 92.27 | 92.48 | 6.76 | 0.88 | 2.10 | 2.01 | 5.82 | 5.75 | 5.80 | 25 | |
| Overall SDGs (excl. ABS) | 23470 | 92.28 | 92.49 | 6.78 | 0.88 | 2.10 | 2.01 | 5.83 | 5.76 | 5.81 | 24 | |
| SDGs/E | 27188 | 92.54 | 92.74 | 6.50 | 0.87 | 2.09 | 2.00 | 5.61 | 5.54 | 5.59 | 26 | |
| Overall SDGs/E (excl. ABS) | 26848 | 92.56 | 92.76 | 6.51 | 0.87 | 2.08 | 1.99 | 5.62 | 5.55 | 5.60 | 25 | |
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