| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 329.800 | 27.50 | -2.41 | -3.56 | 1.15 | -2.41 | -5.69 | |
| 1<=YR<3 | 233.059 | -11.20 | 1.31 | 0.70 | 0.61 | 1.31 | 0.17 | |
| 3<=YR<7 | 323.327 | -6.84 | -1.37 | -2.27 | 0.90 | -1.37 | -2.21 | |
| 7<=YR | 450.353 | 68.47 | -4.86 | -6.43 | 1.57 | -4.86 | -10.61 | |
| 7YR-11YR*2 | 176.964 | 16.15 | -6.80 | -8.16 | 1.36 | -6.80 | -6.31 | |
| 11YR-*2 | 189.449 | 104.26 | -3.54 | -5.25 | 1.71 | -3.54 | -13.41 | |
| Government | 337.907 | 31.50 | -2.51 | -3.69 | 1.18 | -2.51 | -5.86 | |
| 1<=YR<3 | 220.263 | -10.75 | 1.28 | 0.69 | 0.60 | 1.28 | 0.14 | |
| 3<=YR<7 | 321.933 | -6.12 | -1.40 | -2.31 | 0.91 | -1.40 | -2.26 | |
| 7<=YR | 457.796 | 73.45 | -4.87 | -6.47 | 1.60 | -4.87 | -10.61 | |
| 7YR-11YR*2 | 175.597 | 17.13 | -6.77 | -8.12 | 1.35 | -6.77 | -6.28 | |
| 11YR-*2 | 187.793 | 111.10 | -3.60 | -5.36 | 1.77 | -3.60 | -13.36 | |
| Municipals | 363.036 | 3.33 | -3.13 | -4.00 | 0.86 | -3.13 | -4.70 | |
| Govt.Grntd | 333.824 | 13.52 | -2.46 | -3.51 | 1.05 | -2.46 | -5.55 | |
| Bank Dbntr | 269.392 | -11.45 | 0.35 | -0.43 | 0.78 | 0.35 | -0.49 | |
| Corporates | 367.118 | 3.46 | -1.15 | -2.25 | 1.10 | -1.15 | -3.11 | |
| Yen Dnm Frgn | 355.783 | -8.60 | 0.61 | -0.77 | 1.37 | 0.61 | -0.09 | |
| MBS*3 | 105.609 | 20.15 | 0.61 | -0.25 | 0.86 | 0.61 | -15.33 | |
| ABS*4 | 109.694 | -4.16 | -1.14 | -2.02 | 0.88 | -1.14 | -1.99 | |
| Overall ex.MBS | 329.948 | 27.58 | -2.44 | -3.59 | 1.15 | -2.44 | -5.58 | |
| 1<=YR<3 | 233.059 | -11.20 | 1.31 | 0.70 | 0.61 | 1.31 | 0.17 | |
| 3<=YR<7 | 323.326 | -6.84 | -1.37 | -2.27 | 0.90 | -1.37 | -2.21 | |
| 7<=YR | 451.928 | 69.56 | -4.99 | -6.57 | 1.58 | -4.99 | -10.50 | |
| 7YR-11YR*2 | 176.951 | 16.16 | -6.80 | -8.16 | 1.36 | -6.80 | -6.32 | |
| 11YR-*2 | 190.498 | 107.48 | -3.70 | -5.44 | 1.74 | -3.70 | -13.33 | |
| Overall ex.ABS | 329.812 | 27.52 | -2.41 | -3.56 | 1.15 | -2.41 | -5.69 | |
| 1<=YR<3 | 233.023 | -11.20 | 1.31 | 0.70 | 0.61 | 1.31 | 0.17 | |
| 3<=YR<7 | 323.316 | -6.84 | -1.37 | -2.27 | 0.90 | -1.37 | -2.21 | |
| 7<=YR | 450.345 | 68.48 | -4.86 | -6.43 | 1.57 | -4.86 | -10.61 | |
| 7YR-11YR*2 | 176.958 | 16.15 | -6.80 | -8.16 | 1.36 | -6.80 | -6.31 | |
| 11YR-*2 | 189.445 | 104.26 | -3.54 | -5.25 | 1.71 | -3.54 | -13.41 | |
| Overall ex.MBS,ABS | 329.960 | 27.60 | -2.44 | -3.60 | 1.15 | -2.44 | -5.58 | |
| 1<=YR<3 | 233.023 | -11.20 | 1.31 | 0.70 | 0.61 | 1.31 | 0.17 | |
| 3<=YR<7 | 323.315 | -6.84 | -1.37 | -2.27 | 0.90 | -1.37 | -2.21 | |
| 7<=YR | 451.920 | 69.57 | -4.99 | -6.57 | 1.58 | -4.99 | -10.50 | |
| 7YR-11YR*2 | 176.944 | 16.16 | -6.80 | -8.16 | 1.36 | -6.80 | -6.32 | |
| 11YR-*2 | 190.494 | 107.48 | -3.70 | -5.44 | 1.74 | -3.70 | -13.33 | |
| Overall ex.JGB* | 158.860 | 4.83 | -1.84 | -2.83 | 0.99 | -1.84 | -4.70 | |
| 1<=YR<3* | 133.340 | -13.19 | 1.42 | 0.76 | 0.67 | 1.42 | 0.30 | |
| 3<=YR<7* | 160.829 | -10.38 | -1.19 | -2.06 | 0.86 | -1.19 | -1.97 | |
| 7<=YR* | 200.780 | 32.05 | -4.82 | -6.15 | 1.33 | -4.82 | -10.63 | |
| 7YR-11YR*2 | 182.206 | 9.72 | -6.99 | -8.38 | 1.39 | -6.99 | -6.52 | |
| 11YR-*2 | 195.545 | 50.09 | -3.08 | -4.35 | 1.28 | -3.08 | -13.79 | |
| SDGs*5 | 93.259 | 2.11 | -2.20 | -3.19 | 0.99 | -2.20 | -3.53 | |
| Overall SDGs (excl. ABS)*5 | 93.304 | 2.20 | -2.21 | -3.20 | 1.00 | -2.21 | -3.55 | |
| SDGs/E*5 | 94.152 | 0.81 | -1.97 | -2.96 | 0.98 | -1.97 | -3.28 | |
| Overall SDGs/E (excl. ABS)*5 | 94.233 | 0.87 | -1.98 | -2.97 | 0.98 | -1.98 | -3.29 | |
| 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 | 1175773 | 86.77 | 86.99 | 10.18 | 1.00 | 2.41 | 2.24 | 7.89 | 7.78 | 7.84 | 6 | |
| 1<=YR<3 | 233626 | 98.45 | 98.59 | 1.94 | 0.60 | 1.39 | 1.38 | 1.92 | 1.91 | 1.92 | 6 | |
| 3<=YR<7 | 327107 | 95.23 | 95.43 | 4.80 | 0.86 | 1.91 | 1.87 | 4.68 | 4.63 | 4.67 | 5 | |
| 7<=YR | 615040 | 77.84 | 78.09 | 16.17 | 1.23 | 3.22 | 2.89 | 12.84 | 12.65 | 12.73 | 7 | |
| 7YR-11YR | 212461 | 91.42 | 91.71 | 8.67 | 1.25 | 2.45 | 2.35 | 8.17 | 8.07 | 8.16 | 4 | |
| 11YR- | 402580 | 70.68 | 70.91 | 20.13 | 1.22 | 3.75 | 3.26 | 16.03 | 15.77 | 15.85 | 8 | |
| Government | 1004427 | 86.37 | 86.59 | 10.70 | 1.02 | 2.43 | 2.22 | 8.24 | 8.13 | 8.18 | 1 | |
| 1<=YR<3 | 190415 | 98.54 | 98.68 | 1.92 | 0.59 | 1.33 | 1.33 | 1.90 | 1.89 | 1.90 | 1 | |
| 3<=YR<7 | 271015 | 95.43 | 95.64 | 4.83 | 0.87 | 1.86 | 1.82 | 4.70 | 4.66 | 4.70 | 0 | |
| 7<=YR | 542996 | 77.58 | 77.84 | 16.70 | 1.25 | 3.26 | 2.86 | 13.23 | 13.03 | 13.09 | 1 | |
| 7YR-11YR | 183810 | 91.68 | 91.97 | 8.69 | 1.25 | 2.41 | 2.31 | 8.18 | 8.09 | 8.17 | 0 | |
| 11YR- | 359186 | 70.36 | 70.60 | 20.80 | 1.25 | 3.83 | 3.23 | 16.59 | 16.32 | 16.37 | 1 | |
| Municipals | 66211 | 89.85 | 90.01 | 7.03 | 0.78 | 2.24 | 2.19 | 6.14 | 6.06 | 6.12 | 19 | |
| Govt.Grntd | 14569 | 87.46 | 87.73 | 8.85 | 0.92 | 2.39 | 2.19 | 6.96 | 6.86 | 6.92 | 15 | |
| Bank Dbntr | 3001 | 96.57 | 96.74 | 3.18 | 0.75 | 1.89 | 1.86 | 3.08 | 3.05 | 3.08 | 32 | |
| Corporates | 70178 | 89.93 | 90.17 | 7.08 | 0.99 | 2.46 | 2.31 | 5.60 | 5.53 | 5.58 | 42 | |
| Yen Dnm Frgn | 3490 | 97.10 | 97.46 | 3.30 | 1.34 | 2.23 | 2.20 | 3.01 | 2.97 | 3.01 | 69 | |
| MBS | 13311 | 79.46 | 79.50 | 8.22 | 0.70 | 1.80 | 3.66 | 6.80 | 6.67 | 7.29 | 120 | |
| ABS | 587 | 90.80 | 91.01 | 5.33 | 0.80 | 2.59 | 2.45 | 4.78 | 4.72 | 4.78 | 66 | |
| Overall ex.MBS | 1162463 | 86.86 | 87.08 | 10.20 | 1.00 | 2.41 | 2.22 | 7.90 | 7.79 | 7.84 | 5 | |
| 1<=YR<3 | 233626 | 98.45 | 98.59 | 1.94 | 0.60 | 1.39 | 1.38 | 1.92 | 1.91 | 1.92 | 6 | |
| 3<=YR<7 | 327063 | 95.23 | 95.43 | 4.80 | 0.86 | 1.91 | 1.87 | 4.68 | 4.63 | 4.68 | 5 | |
| 7<=YR | 601773 | 77.81 | 78.07 | 16.35 | 1.24 | 3.25 | 2.87 | 12.98 | 12.78 | 12.85 | 4 | |
| 7YR-11YR | 212383 | 91.42 | 91.71 | 8.68 | 1.25 | 2.45 | 2.35 | 8.17 | 8.07 | 8.16 | 4 | |
| 11YR- | 389390 | 70.38 | 70.62 | 20.53 | 1.24 | 3.82 | 3.24 | 16.38 | 16.12 | 16.17 | 4 | |
| Overall ex.ABS | 1175186 | 86.77 | 86.99 | 10.18 | 1.00 | 2.41 | 2.24 | 7.89 | 7.78 | 7.84 | 6 | |
| 1<=YR<3 | 233462 | 98.45 | 98.59 | 1.94 | 0.60 | 1.39 | 1.38 | 1.92 | 1.91 | 1.92 | 6 | |
| 3<=YR<7 | 326818 | 95.23 | 95.44 | 4.80 | 0.86 | 1.91 | 1.87 | 4.68 | 4.63 | 4.68 | 5 | |
| 7<=YR | 614906 | 77.84 | 78.09 | 16.17 | 1.23 | 3.22 | 2.89 | 12.84 | 12.65 | 12.73 | 7 | |
| 7YR-11YR | 212372 | 91.42 | 91.72 | 8.67 | 1.25 | 2.45 | 2.35 | 8.17 | 8.07 | 8.16 | 4 | |
| 11YR- | 402534 | 70.68 | 70.91 | 20.13 | 1.22 | 3.75 | 3.26 | 16.03 | 15.77 | 15.85 | 8 | |
| Overall ex.MBS,ABS | 1161876 | 86.85 | 87.08 | 10.20 | 1.00 | 2.41 | 2.22 | 7.90 | 7.80 | 7.84 | 5 | |
| 1<=YR<3 | 233462 | 98.45 | 98.59 | 1.94 | 0.60 | 1.39 | 1.38 | 1.92 | 1.91 | 1.92 | 6 | |
| 3<=YR<7 | 326774 | 95.23 | 95.44 | 4.80 | 0.86 | 1.91 | 1.87 | 4.68 | 4.63 | 4.68 | 5 | |
| 7<=YR | 601639 | 77.81 | 78.06 | 16.35 | 1.24 | 3.25 | 2.87 | 12.98 | 12.78 | 12.85 | 4 | |
| 7YR-11YR | 212295 | 91.42 | 91.71 | 8.68 | 1.25 | 2.45 | 2.35 | 8.17 | 8.07 | 8.16 | 4 | |
| 11YR- | 389344 | 70.38 | 70.62 | 20.53 | 1.24 | 3.82 | 3.24 | 16.38 | 16.12 | 16.17 | 4 | |
| Overall ex.JGB | 171347 | 89.14 | 89.34 | 7.15 | 0.88 | 2.31 | 2.34 | 5.90 | 5.82 | 5.91 | 37 | |
| 1<=YR<3 | 43211 | 98.05 | 98.20 | 2.01 | 0.65 | 1.64 | 1.63 | 1.99 | 1.97 | 1.99 | 29 | |
| 3<=YR<7 | 56092 | 94.25 | 94.44 | 4.65 | 0.82 | 2.15 | 2.09 | 4.54 | 4.49 | 4.53 | 30 | |
| 7<=YR | 72044 | 79.82 | 80.05 | 12.17 | 1.07 | 2.94 | 3.08 | 10.03 | 9.87 | 10.06 | 49 | |
| 7YR-11YR | 28651 | 89.75 | 90.04 | 8.58 | 1.26 | 2.72 | 2.60 | 8.07 | 7.97 | 8.06 | 31 | |
| 11YR- | 43394 | 73.26 | 73.45 | 14.54 | 0.95 | 3.12 | 3.47 | 11.62 | 11.42 | 11.68 | 64 | |
| SDGs | 24311 | 91.61 | 91.86 | 6.71 | 0.91 | 2.28 | 2.17 | 5.74 | 5.67 | 5.72 | 25 | |
| Overall SDGs (excl. ABS) | 23971 | 91.62 | 91.88 | 6.73 | 0.92 | 2.27 | 2.17 | 5.75 | 5.68 | 5.73 | 24 | |
| SDGs/E | 27758 | 91.92 | 92.17 | 6.45 | 0.91 | 2.26 | 2.15 | 5.53 | 5.46 | 5.51 | 26 | |
| Overall SDGs/E (excl. ABS) | 27418 | 91.94 | 92.18 | 6.46 | 0.91 | 2.25 | 2.15 | 5.54 | 5.47 | 5.52 | 26 | |
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