| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | -------- LST.MTH -------- | LST.MAR | LST.YR | |||||
| VALUE | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
| Overall | 324.638 | -7.09 | -8.31 | 1.22 | -5.23 | -5.81 | ||
| 1<=YR<3 | 233.531 | -1.05 | -1.72 | 0.67 | 0.91 | 0.44 | ||
| 3<=YR<7 | 322.973 | -3.69 | -4.65 | 0.95 | -0.64 | -1.42 | ||
| 7<=YR | 435.208 | -12.37 | -14.05 | 1.68 | -11.14 | -11.49 | ||
| 7YR-11YR*2 | 174.327 | -7.17 | -8.64 | 1.46 | -5.99 | -6.03 | ||
| 11YR-*2 | 180.661 | -15.97 | -17.79 | 1.82 | -14.65 | -15.09 | ||
| Government | 332.254 | -7.36 | -8.61 | 1.25 | -5.57 | -6.09 | ||
| 1<=YR<3 | 220.678 | -1.07 | -1.72 | 0.66 | 0.86 | 0.40 | ||
| 3<=YR<7 | 321.500 | -3.77 | -4.73 | 0.96 | -0.72 | -1.49 | ||
| 7<=YR | 442.004 | -12.54 | -14.25 | 1.71 | -11.40 | -11.63 | ||
| 7YR-11YR*2 | 172.969 | -7.14 | -8.59 | 1.45 | -6.01 | -6.02 | ||
| 11YR-*2 | 178.877 | -16.19 | -18.07 | 1.88 | -14.99 | -15.25 | ||
| Municipals | 359.802 | -5.26 | -6.19 | 0.93 | -3.38 | -4.13 | ||
| Govt.Grntd | 329.284 | -6.38 | -7.54 | 1.16 | -4.63 | -5.39 | ||
| Bank Dbntr | 269.774 | -1.97 | -2.88 | 0.92 | 0.51 | -0.03 | ||
| Corporates | 364.871 | -4.43 | -5.62 | 1.19 | -2.09 | -2.78 | ||
| Yen Dnm Frgn | 355.520 | -2.55 | -4.01 | 1.46 | -0.08 | -0.18 | ||
| MBS*3 | 102.041 | -14.84 | -15.76 | 0.93 | -9.97 | -14.07 | ||
| ABS*4 | 109.434 | -3.19 | -4.11 | 0.92 | -0.97 | -1.51 | ||
| Overall ex.MBS | 324.846 | -7.01 | -8.23 | 1.22 | -5.18 | -5.72 | ||
| 1<=YR<3 | 233.531 | -1.05 | -1.72 | 0.67 | 0.91 | 0.44 | ||
| 3<=YR<7 | 322.972 | -3.69 | -4.65 | 0.96 | -0.64 | -1.42 | ||
| 7<=YR | 436.733 | -12.31 | -14.01 | 1.69 | -11.17 | -11.43 | ||
| 7YR-11YR*2 | 174.313 | -7.18 | -8.64 | 1.46 | -6.00 | -6.03 | ||
| 11YR-*2 | 181.573 | -16.01 | -17.86 | 1.86 | -14.83 | -15.13 | ||
| Overall ex.ABS | 324.648 | -7.09 | -8.31 | 1.22 | -5.23 | -5.81 | ||
| 1<=YR<3 | 233.494 | -1.05 | -1.72 | 0.67 | 0.91 | 0.44 | ||
| 3<=YR<7 | 322.961 | -3.69 | -4.65 | 0.96 | -0.64 | -1.42 | ||
| 7<=YR | 435.198 | -12.37 | -14.05 | 1.68 | -11.14 | -11.49 | ||
| 7YR-11YR*2 | 174.321 | -7.17 | -8.64 | 1.46 | -5.99 | -6.03 | ||
| 11YR-*2 | 180.657 | -15.97 | -17.79 | 1.82 | -14.65 | -15.09 | ||
| Overall ex.MBS,ABS | 324.856 | -7.01 | -8.24 | 1.22 | -5.18 | -5.72 | ||
| 1<=YR<3 | 233.494 | -1.05 | -1.72 | 0.67 | 0.91 | 0.44 | ||
| 3<=YR<7 | 322.960 | -3.69 | -4.65 | 0.96 | -0.64 | -1.42 | ||
| 7<=YR | 436.724 | -12.32 | -14.01 | 1.69 | -11.17 | -11.43 | ||
| 7YR-11YR*2 | 174.307 | -7.18 | -8.64 | 1.46 | -6.00 | -6.03 | ||
| 11YR-*2 | 181.569 | -16.01 | -17.86 | 1.86 | -14.83 | -15.13 | ||
| Overall ex.JGB* | 157.354 | -5.53 | -6.60 | 1.07 | -3.25 | -4.22 | ||
| 1<=YR<3* | 133.691 | -0.97 | -1.69 | 0.72 | 1.11 | 0.62 | ||
| 3<=YR<7* | 160.852 | -3.27 | -4.21 | 0.94 | -0.23 | -1.08 | ||
| 7<=YR* | 195.311 | -11.10 | -12.55 | 1.45 | -9.23 | -10.45 | ||
| 7YR-11YR*2 | 179.569 | -7.39 | -8.93 | 1.54 | -5.91 | -6.07 | ||
| 11YR-*2 | 188.180 | -14.20 | -15.57 | 1.37 | -11.95 | -13.87 | ||
| SDGs*5 | 92.603 | -4.62 | -5.70 | 1.08 | -2.60 | -3.16 | ||
| Overall SDGs (excl. ABS)*5 | 92.641 | -4.64 | -5.73 | 1.08 | -2.63 | -3.19 | ||
| SDGs/E*5 | 93.564 | -4.38 | -5.45 | 1.07 | -2.32 | -2.89 | ||
| Overall SDGs/E (excl. ABS)*5 | 93.640 | -4.39 | -5.47 | 1.07 | -2.33 | -2.90 | ||
| 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 | 1177784 | 85.15 | 85.42 | 10.13 | 1.05 | 2.68 | 2.46 | 7.67 | 7.56 | 7.61 | 6 | |
| 1<=YR<3 | 234115 | 98.30 | 98.46 | 1.93 | 0.66 | 1.53 | 1.52 | 1.92 | 1.90 | 1.92 | 5 | |
| 3<=YR<7 | 330922 | 94.68 | 94.90 | 4.80 | 0.91 | 2.09 | 2.03 | 4.66 | 4.61 | 4.66 | 5 | |
| 7<=YR | 612747 | 74.97 | 75.31 | 16.14 | 1.27 | 3.66 | 3.22 | 12.59 | 12.38 | 12.47 | 8 | |
| 7YR-11YR | 210397 | 89.81 | 90.14 | 8.65 | 1.32 | 2.78 | 2.64 | 8.11 | 8.00 | 8.10 | 5 | |
| 11YR- | 402350 | 67.22 | 67.56 | 20.05 | 1.25 | 4.27 | 3.63 | 15.72 | 15.44 | 15.52 | 10 | |
| Government | 1007765 | 84.67 | 84.95 | 10.63 | 1.07 | 2.70 | 2.44 | 8.00 | 7.88 | 7.93 | 1 | |
| 1<=YR<3 | 191058 | 98.40 | 98.56 | 1.91 | 0.65 | 1.47 | 1.46 | 1.90 | 1.88 | 1.90 | 0 | |
| 3<=YR<7 | 275207 | 94.85 | 95.07 | 4.82 | 0.91 | 2.04 | 1.99 | 4.69 | 4.64 | 4.68 | 0 | |
| 7<=YR | 541500 | 74.65 | 75.00 | 16.66 | 1.29 | 3.70 | 3.19 | 12.97 | 12.75 | 12.82 | 1 | |
| 7YR-11YR | 181866 | 90.03 | 90.36 | 8.66 | 1.32 | 2.74 | 2.60 | 8.12 | 8.01 | 8.11 | 1 | |
| 11YR- | 359634 | 66.87 | 67.23 | 20.71 | 1.28 | 4.36 | 3.59 | 16.26 | 15.97 | 16.03 | 1 | |
| Municipals | 66531 | 88.87 | 89.11 | 6.95 | 0.83 | 2.47 | 2.40 | 5.99 | 5.91 | 5.97 | 20 | |
| Govt.Grntd | 14106 | 85.60 | 85.77 | 9.00 | 0.99 | 2.68 | 2.43 | 6.94 | 6.84 | 6.91 | 14 | |
| Bank Dbntr | 3006 | 96.54 | 96.75 | 3.18 | 0.88 | 2.04 | 2.01 | 3.07 | 3.04 | 3.07 | 32 | |
| Corporates | 69368 | 89.01 | 89.25 | 7.07 | 1.06 | 2.68 | 2.50 | 5.51 | 5.43 | 5.48 | 42 | |
| Yen Dnm Frgn | 3275 | 96.56 | 96.90 | 3.23 | 1.41 | 2.46 | 2.42 | 2.92 | 2.88 | 2.91 | 76 | |
| MBS | 13177 | 76.34 | 76.39 | 8.26 | 0.71 | 2.05 | 4.26 | 6.67 | 6.52 | 7.12 | 152 | |
| ABS | 556 | 89.93 | 90.13 | 5.32 | 0.83 | 2.80 | 2.64 | 4.74 | 4.67 | 4.74 | 66 | |
| Overall ex.MBS | 1164607 | 85.25 | 85.52 | 10.15 | 1.05 | 2.68 | 2.44 | 7.68 | 7.57 | 7.62 | 5 | |
| 1<=YR<3 | 234115 | 98.30 | 98.46 | 1.93 | 0.66 | 1.53 | 1.52 | 1.92 | 1.90 | 1.92 | 5 | |
| 3<=YR<7 | 330871 | 94.67 | 94.90 | 4.80 | 0.91 | 2.09 | 2.03 | 4.66 | 4.61 | 4.66 | 5 | |
| 7<=YR | 599622 | 74.95 | 75.29 | 16.31 | 1.29 | 3.69 | 3.20 | 12.72 | 12.51 | 12.59 | 4 | |
| 7YR-11YR | 210336 | 89.80 | 90.14 | 8.65 | 1.33 | 2.78 | 2.64 | 8.11 | 8.00 | 8.10 | 5 | |
| 11YR- | 389286 | 66.92 | 67.27 | 20.44 | 1.27 | 4.35 | 3.61 | 16.07 | 15.78 | 15.83 | 4 | |
| Overall ex.ABS | 1177228 | 85.14 | 85.42 | 10.13 | 1.05 | 2.68 | 2.46 | 7.67 | 7.56 | 7.61 | 6 | |
| 1<=YR<3 | 233975 | 98.30 | 98.46 | 1.93 | 0.66 | 1.53 | 1.52 | 1.92 | 1.90 | 1.92 | 5 | |
| 3<=YR<7 | 330631 | 94.68 | 94.90 | 4.80 | 0.91 | 2.09 | 2.03 | 4.66 | 4.61 | 4.66 | 5 | |
| 7<=YR | 612622 | 74.97 | 75.31 | 16.14 | 1.27 | 3.66 | 3.22 | 12.59 | 12.38 | 12.47 | 8 | |
| 7YR-11YR | 210312 | 89.81 | 90.14 | 8.65 | 1.33 | 2.78 | 2.64 | 8.11 | 8.00 | 8.10 | 5 | |
| 11YR- | 402310 | 67.22 | 67.56 | 20.05 | 1.25 | 4.27 | 3.63 | 15.72 | 15.44 | 15.52 | 10 | |
| Overall ex.MBS,ABS | 1164051 | 85.24 | 85.52 | 10.15 | 1.05 | 2.68 | 2.44 | 7.68 | 7.57 | 7.62 | 5 | |
| 1<=YR<3 | 233975 | 98.30 | 98.46 | 1.93 | 0.66 | 1.53 | 1.52 | 1.92 | 1.90 | 1.92 | 5 | |
| 3<=YR<7 | 330580 | 94.68 | 94.90 | 4.80 | 0.91 | 2.09 | 2.03 | 4.66 | 4.61 | 4.66 | 5 | |
| 7<=YR | 599496 | 74.95 | 75.29 | 16.31 | 1.29 | 3.69 | 3.20 | 12.73 | 12.51 | 12.59 | 4 | |
| 7YR-11YR | 210250 | 89.81 | 90.14 | 8.65 | 1.33 | 2.78 | 2.64 | 8.11 | 8.00 | 8.10 | 5 | |
| 11YR- | 389246 | 66.92 | 67.27 | 20.44 | 1.27 | 4.35 | 3.61 | 16.07 | 15.78 | 15.83 | 4 | |
| Overall ex.JGB | 170019 | 87.97 | 88.19 | 7.13 | 0.94 | 2.54 | 2.56 | 5.79 | 5.70 | 5.80 | 39 | |
| 1<=YR<3 | 43056 | 97.86 | 98.02 | 2.02 | 0.70 | 1.78 | 1.77 | 2.00 | 1.99 | 2.00 | 28 | |
| 3<=YR<7 | 55715 | 93.80 | 94.02 | 4.67 | 0.88 | 2.32 | 2.26 | 4.54 | 4.49 | 4.54 | 29 | |
| 7<=YR | 71247 | 77.44 | 77.70 | 12.13 | 1.13 | 3.32 | 3.46 | 9.86 | 9.69 | 9.88 | 56 | |
| 7YR-11YR | 28531 | 88.37 | 88.74 | 8.61 | 1.37 | 3.06 | 2.90 | 8.04 | 7.92 | 8.03 | 31 | |
| 11YR- | 42716 | 70.13 | 70.32 | 14.49 | 0.97 | 3.53 | 3.93 | 11.39 | 11.17 | 11.43 | 77 | |
| SDGs | 24552 | 90.80 | 91.06 | 6.64 | 0.99 | 2.49 | 2.36 | 5.61 | 5.53 | 5.59 | 24 | |
| Overall SDGs (excl. ABS) | 24220 | 90.81 | 91.07 | 6.66 | 0.99 | 2.49 | 2.36 | 5.62 | 5.54 | 5.60 | 24 | |
| SDGs/E | 28137 | 91.21 | 91.47 | 6.36 | 0.98 | 2.46 | 2.33 | 5.39 | 5.31 | 5.37 | 26 | |
| Overall SDGs/E (excl. ABS) | 27805 | 91.22 | 91.49 | 6.37 | 0.98 | 2.45 | 2.33 | 5.39 | 5.32 | 5.37 | 25 | |
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