| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 324.885 | -4.13 | -14.78 | -16.00 | 1.22 | -5.87 | -6.21 | |
| 1<=YR<3 | 233.590 | -1.63 | -1.79 | -2.46 | 0.67 | 1.15 | 0.53 | |
| 3<=YR<7 | 323.120 | -6.35 | -7.52 | -8.48 | 0.95 | -0.59 | -1.47 | |
| 7<=YR | 435.739 | -3.86 | -26.11 | -27.78 | 1.68 | -12.66 | -12.34 | |
| 7YR-11YR*2 | 174.263 | -19.39 | -18.14 | -19.60 | 1.46 | -7.16 | -6.65 | |
| 11YR-*2 | 181.082 | 6.97 | -31.62 | -33.45 | 1.82 | -16.41 | -16.09 | |
| Government | 332.506 | -3.70 | -15.44 | -16.69 | 1.25 | -6.28 | -6.51 | |
| 1<=YR<3 | 220.737 | -1.61 | -1.79 | -2.45 | 0.66 | 1.10 | 0.49 | |
| 3<=YR<7 | 321.656 | -6.45 | -7.65 | -8.61 | 0.96 | -0.68 | -1.54 | |
| 7<=YR | 442.518 | -2.89 | -26.69 | -28.39 | 1.71 | -12.98 | -12.51 | |
| 7YR-11YR*2 | 172.897 | -19.50 | -18.19 | -19.64 | 1.45 | -7.19 | -6.65 | |
| 11YR-*2 | 179.277 | 8.40 | -32.41 | -34.29 | 1.88 | -16.84 | -16.27 | |
| Municipals | 359.948 | -8.42 | -11.41 | -12.34 | 0.93 | -3.82 | -4.44 | |
| Govt.Grntd | 329.481 | -5.51 | -13.55 | -14.69 | 1.14 | -5.22 | -5.78 | |
| Bank Dbntr | 269.847 | -3.50 | -3.93 | -4.84 | 0.91 | 0.69 | 0.02 | |
| Corporates | 364.989 | -4.68 | -9.67 | -10.85 | 1.18 | -2.34 | -2.97 | |
| Yen Dnm Frgn | 355.694 | -8.75 | -4.72 | -6.18 | 1.46 | 0.08 | -0.10 | |
| MBS*3 | 102.673 | -8.93 | -18.21 | -19.16 | 0.95 | -9.60 | -14.30 | |
| ABS*4 | 109.427 | -6.45 | -7.78 | -8.71 | 0.92 | -1.16 | -1.66 | |
| Overall ex.MBS | 325.075 | -4.08 | -14.75 | -15.97 | 1.22 | -5.83 | -6.12 | |
| 1<=YR<3 | 233.590 | -1.63 | -1.79 | -2.46 | 0.67 | 1.15 | 0.53 | |
| 3<=YR<7 | 323.119 | -6.36 | -7.53 | -8.48 | 0.95 | -0.59 | -1.47 | |
| 7<=YR | 437.218 | -3.74 | -26.28 | -27.97 | 1.69 | -12.72 | -12.29 | |
| 7YR-11YR*2 | 174.249 | -19.40 | -18.15 | -19.61 | 1.46 | -7.16 | -6.65 | |
| 11YR-*2 | 181.969 | 7.59 | -32.13 | -33.99 | 1.86 | -16.66 | -16.15 | |
| Overall ex.ABS | 324.895 | -4.13 | -14.78 | -16.01 | 1.22 | -5.87 | -6.21 | |
| 1<=YR<3 | 233.553 | -1.63 | -1.79 | -2.46 | 0.67 | 1.15 | 0.53 | |
| 3<=YR<7 | 323.109 | -6.36 | -7.53 | -8.48 | 0.95 | -0.59 | -1.47 | |
| 7<=YR | 435.730 | -3.86 | -26.11 | -27.78 | 1.68 | -12.66 | -12.34 | |
| 7YR-11YR*2 | 174.257 | -19.39 | -18.14 | -19.60 | 1.46 | -7.16 | -6.65 | |
| 11YR-*2 | 181.078 | 6.97 | -31.62 | -33.45 | 1.82 | -16.41 | -16.09 | |
| Overall ex.MBS,ABS | 325.086 | -4.08 | -14.75 | -15.97 | 1.22 | -5.83 | -6.12 | |
| 1<=YR<3 | 233.553 | -1.63 | -1.79 | -2.46 | 0.67 | 1.15 | 0.53 | |
| 3<=YR<7 | 323.108 | -6.36 | -7.53 | -8.48 | 0.95 | -0.59 | -1.47 | |
| 7<=YR | 437.209 | -3.74 | -26.28 | -27.98 | 1.69 | -12.72 | -12.29 | |
| 7YR-11YR*2 | 174.242 | -19.40 | -18.14 | -19.61 | 1.46 | -7.16 | -6.65 | |
| 11YR-*2 | 181.965 | 7.59 | -32.13 | -33.99 | 1.86 | -16.67 | -16.15 | |
| Overall ex.JGB* | 157.476 | -6.58 | -11.03 | -12.09 | 1.06 | -3.55 | -4.47 | |
| 1<=YR<3* | 133.716 | -1.71 | -1.78 | -2.49 | 0.72 | 1.37 | 0.71 | |
| 3<=YR<7* | 160.903 | -5.86 | -6.90 | -7.84 | 0.94 | -0.16 | -1.12 | |
| 7<=YR* | 195.633 | -10.97 | -21.88 | -23.33 | 1.45 | -10.26 | -11.12 | |
| 7YR-11YR*2 | 179.556 | -18.70 | -17.82 | -19.36 | 1.53 | -6.96 | -6.64 | |
| 11YR-*2 | 188.763 | -4.48 | -25.27 | -26.64 | 1.37 | -12.97 | -14.62 | |
| SDGs*5 | 92.628 | -6.72 | -10.27 | -11.35 | 1.08 | -2.96 | -3.41 | |
| Overall SDGs (excl. ABS)*5 | 92.667 | -6.73 | -10.31 | -11.39 | 1.08 | -2.99 | -3.43 | |
| SDGs/E*5 | 93.590 | -6.42 | -9.70 | -10.77 | 1.07 | -2.62 | -3.11 | |
| Overall SDGs/E (excl. ABS)*5 | 93.666 | -6.42 | -9.72 | -10.79 | 1.07 | -2.64 | -3.12 | |
| 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 | 1177803 | 85.26 | 85.49 | 10.18 | 1.05 | 2.65 | 2.43 | 7.73 | 7.62 | 7.67 | 6 | |
| 1<=YR<3 | 234117 | 98.35 | 98.49 | 1.98 | 0.66 | 1.48 | 1.47 | 1.97 | 1.95 | 1.97 | 5 | |
| 3<=YR<7 | 330923 | 94.76 | 94.95 | 4.85 | 0.91 | 2.05 | 2.00 | 4.71 | 4.66 | 4.71 | 5 | |
| 7<=YR | 612763 | 75.13 | 75.41 | 16.18 | 1.27 | 3.63 | 3.21 | 12.66 | 12.45 | 12.54 | 7 | |
| 7YR-11YR | 210399 | 89.84 | 90.11 | 8.70 | 1.32 | 2.77 | 2.63 | 8.16 | 8.05 | 8.15 | 5 | |
| 11YR- | 402364 | 67.44 | 67.73 | 20.10 | 1.25 | 4.24 | 3.61 | 15.80 | 15.51 | 15.60 | 9 | |
| Government | 1007765 | 84.79 | 85.01 | 10.68 | 1.07 | 2.67 | 2.42 | 8.06 | 7.94 | 7.99 | 1 | |
| 1<=YR<3 | 191058 | 98.45 | 98.59 | 1.96 | 0.65 | 1.42 | 1.42 | 1.95 | 1.93 | 1.95 | 0 | |
| 3<=YR<7 | 275207 | 94.94 | 95.12 | 4.87 | 0.91 | 2.01 | 1.96 | 4.73 | 4.69 | 4.73 | 0 | |
| 7<=YR | 541500 | 74.80 | 75.09 | 16.71 | 1.29 | 3.68 | 3.18 | 13.04 | 12.82 | 12.90 | 1 | |
| 7YR-11YR | 181866 | 90.06 | 90.32 | 8.71 | 1.32 | 2.72 | 2.59 | 8.17 | 8.06 | 8.16 | 1 | |
| 11YR- | 359634 | 67.09 | 67.38 | 20.76 | 1.28 | 4.33 | 3.57 | 16.34 | 16.05 | 16.11 | 1 | |
| Municipals | 66550 | 88.95 | 89.17 | 7.00 | 0.83 | 2.43 | 2.37 | 6.04 | 5.96 | 6.01 | 19 | |
| Govt.Grntd | 14106 | 85.70 | 85.99 | 9.05 | 0.99 | 2.66 | 2.41 | 7.00 | 6.89 | 6.96 | 15 | |
| Bank Dbntr | 3006 | 96.61 | 96.83 | 3.23 | 0.88 | 1.99 | 1.96 | 3.12 | 3.09 | 3.12 | 32 | |
| Corporates | 69368 | 89.09 | 89.36 | 7.12 | 1.06 | 2.64 | 2.46 | 5.56 | 5.48 | 5.53 | 42 | |
| Yen Dnm Frgn | 3275 | 96.68 | 97.02 | 3.28 | 1.41 | 2.39 | 2.35 | 2.96 | 2.92 | 2.96 | 74 | |
| MBS | 13177 | 76.86 | 76.86 | 8.30 | 0.71 | 2.01 | 4.14 | 6.73 | 6.59 | 7.17 | 142 | |
| ABS | 556 | 89.97 | 90.17 | 5.37 | 0.83 | 2.76 | 2.60 | 4.79 | 4.72 | 4.78 | 66 | |
| Overall ex.MBS | 1164626 | 85.36 | 85.59 | 10.20 | 1.05 | 2.65 | 2.41 | 7.74 | 7.63 | 7.68 | 5 | |
| 1<=YR<3 | 234117 | 98.35 | 98.49 | 1.98 | 0.66 | 1.48 | 1.47 | 1.97 | 1.95 | 1.97 | 5 | |
| 3<=YR<7 | 330871 | 94.76 | 94.95 | 4.85 | 0.91 | 2.05 | 2.00 | 4.71 | 4.66 | 4.71 | 5 | |
| 7<=YR | 599638 | 75.09 | 75.38 | 16.36 | 1.29 | 3.67 | 3.18 | 12.79 | 12.58 | 12.66 | 4 | |
| 7YR-11YR | 210338 | 89.84 | 90.11 | 8.70 | 1.33 | 2.77 | 2.63 | 8.16 | 8.05 | 8.15 | 5 | |
| 11YR- | 389299 | 67.13 | 67.43 | 20.49 | 1.27 | 4.32 | 3.58 | 16.14 | 15.85 | 15.92 | 4 | |
| Overall ex.ABS | 1177247 | 85.26 | 85.49 | 10.18 | 1.05 | 2.65 | 2.43 | 7.73 | 7.62 | 7.68 | 6 | |
| 1<=YR<3 | 233977 | 98.35 | 98.49 | 1.98 | 0.66 | 1.48 | 1.47 | 1.97 | 1.95 | 1.97 | 5 | |
| 3<=YR<7 | 330632 | 94.77 | 94.95 | 4.85 | 0.91 | 2.05 | 2.00 | 4.71 | 4.66 | 4.71 | 5 | |
| 7<=YR | 612638 | 75.13 | 75.41 | 16.19 | 1.27 | 3.63 | 3.21 | 12.66 | 12.45 | 12.54 | 7 | |
| 7YR-11YR | 210314 | 89.84 | 90.12 | 8.70 | 1.33 | 2.77 | 2.63 | 8.16 | 8.05 | 8.15 | 5 | |
| 11YR- | 402324 | 67.44 | 67.73 | 20.10 | 1.25 | 4.24 | 3.61 | 15.80 | 15.51 | 15.60 | 9 | |
| Overall ex.MBS,ABS | 1164070 | 85.36 | 85.59 | 10.20 | 1.05 | 2.65 | 2.41 | 7.74 | 7.63 | 7.68 | 5 | |
| 1<=YR<3 | 233977 | 98.35 | 98.49 | 1.98 | 0.66 | 1.48 | 1.47 | 1.97 | 1.95 | 1.97 | 5 | |
| 3<=YR<7 | 330580 | 94.77 | 94.95 | 4.85 | 0.91 | 2.05 | 2.00 | 4.71 | 4.66 | 4.71 | 5 | |
| 7<=YR | 599512 | 75.09 | 75.38 | 16.36 | 1.29 | 3.67 | 3.18 | 12.80 | 12.58 | 12.66 | 4 | |
| 7YR-11YR | 210253 | 89.84 | 90.12 | 8.70 | 1.33 | 2.77 | 2.63 | 8.16 | 8.05 | 8.15 | 5 | |
| 11YR- | 389259 | 67.13 | 67.43 | 20.49 | 1.27 | 4.32 | 3.58 | 16.14 | 15.85 | 15.92 | 4 | |
| Overall ex.JGB | 170038 | 88.09 | 88.32 | 7.17 | 0.94 | 2.50 | 2.52 | 5.84 | 5.75 | 5.85 | 38 | |
| 1<=YR<3 | 43058 | 97.91 | 98.09 | 2.07 | 0.70 | 1.73 | 1.72 | 2.05 | 2.03 | 2.05 | 28 | |
| 3<=YR<7 | 55716 | 93.88 | 94.11 | 4.72 | 0.88 | 2.29 | 2.22 | 4.59 | 4.53 | 4.58 | 29 | |
| 7<=YR | 71263 | 77.63 | 77.89 | 12.18 | 1.13 | 3.29 | 3.42 | 9.91 | 9.74 | 9.92 | 54 | |
| 7YR-11YR | 28534 | 88.43 | 88.79 | 8.66 | 1.37 | 3.04 | 2.89 | 8.08 | 7.97 | 8.07 | 31 | |
| 11YR- | 42730 | 70.41 | 70.61 | 14.53 | 0.97 | 3.49 | 3.87 | 11.44 | 11.23 | 11.48 | 73 | |
| SDGs | 24552 | 90.88 | 91.10 | 6.69 | 0.99 | 2.46 | 2.33 | 5.66 | 5.58 | 5.64 | 24 | |
| Overall SDGs (excl. ABS) | 24220 | 90.89 | 91.12 | 6.71 | 0.99 | 2.45 | 2.32 | 5.67 | 5.59 | 5.65 | 24 | |
| SDGs/E | 28137 | 91.28 | 91.52 | 6.41 | 0.98 | 2.42 | 2.30 | 5.44 | 5.36 | 5.42 | 26 | |
| Overall SDGs/E (excl. ABS) | 27805 | 91.30 | 91.53 | 6.42 | 0.98 | 2.42 | 2.30 | 5.44 | 5.37 | 5.42 | 25 | |
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