| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 351.685 | 15.24 | -16.09 | -16.98 | 0.88 | -4.48 | -11.42 | |
| 1<=YR<3 | 232.355 | 7.32 | -2.40 | -2.83 | 0.43 | -0.75 | -2.25 | |
| 3<=YR<7 | 329.379 | 39.89 | -10.86 | -11.54 | 0.68 | -2.63 | -8.74 | |
| 7<=YR | 508.901 | 4.55 | -24.65 | -25.83 | 1.18 | -6.98 | -16.66 | |
| 7YR-11YR*2 | 186.719 | 64.86 | -22.75 | -23.80 | 1.06 | -4.42 | -16.00 | |
| 11YR-*2 | 223.705 | -32.49 | -25.82 | -27.08 | 1.26 | -8.49 | -17.06 | |
| Government | 361.580 | 12.83 | -16.48 | -17.39 | 0.91 | -4.68 | -11.64 | |
| 1<=YR<3 | 219.692 | 7.18 | -2.37 | -2.79 | 0.42 | -0.79 | -2.26 | |
| 3<=YR<7 | 328.172 | 39.79 | -10.93 | -11.62 | 0.69 | -2.69 | -8.81 | |
| 7<=YR | 518.582 | 0.86 | -24.80 | -26.00 | 1.21 | -7.15 | -16.71 | |
| 7YR-11YR*2 | 185.263 | 64.61 | -22.79 | -23.85 | 1.06 | -4.46 | -16.06 | |
| 11YR-*2 | 222.512 | -37.97 | -26.02 | -27.32 | 1.30 | -8.72 | -17.10 | |
| Municipals | 378.991 | 36.64 | -15.46 | -16.12 | 0.66 | -3.57 | -11.21 | |
| Govt.Grntd | 354.116 | 10.58 | -16.05 | -16.86 | 0.81 | -4.12 | -11.23 | |
| Bank Dbntr | 270.310 | 21.58 | -5.68 | -6.04 | 0.37 | -1.26 | -4.70 | |
| Corporates | 379.354 | 24.97 | -12.18 | -13.00 | 0.82 | -3.07 | -8.98 | |
| Yen Dnm Frgn | 354.800 | 26.52 | -3.48 | -4.59 | 1.12 | -0.15 | -2.79 | |
| MBS*3 | 120.330 | 31.74 | -17.69 | -18.35 | 0.67 | -4.43 | -13.31 | |
| ABS*4 | 111.468 | 35.92 | -11.84 | -12.64 | 0.79 | -2.29 | -8.78 | |
| Overall ex.MBS | 351.584 | 15.04 | -16.07 | -16.96 | 0.89 | -4.48 | -11.39 | |
| 1<=YR<3 | 232.355 | 7.32 | -2.40 | -2.83 | 0.43 | -0.75 | -2.25 | |
| 3<=YR<7 | 329.379 | 39.89 | -10.86 | -11.54 | 0.68 | -2.63 | -8.74 | |
| 7<=YR | 510.588 | 3.90 | -24.81 | -26.01 | 1.20 | -7.04 | -16.74 | |
| 7YR-11YR*2 | 186.711 | 64.90 | -22.76 | -23.82 | 1.06 | -4.42 | -16.01 | |
| 11YR-*2 | 225.245 | -34.97 | -26.12 | -27.41 | 1.29 | -8.64 | -17.20 | |
| Overall ex.ABS | 351.707 | 15.22 | -16.09 | -16.98 | 0.88 | -4.48 | -11.42 | |
| 1<=YR<3 | 232.320 | 7.32 | -2.40 | -2.83 | 0.43 | -0.75 | -2.25 | |
| 3<=YR<7 | 329.370 | 39.89 | -10.86 | -11.54 | 0.68 | -2.63 | -8.74 | |
| 7<=YR | 508.899 | 4.54 | -24.65 | -25.83 | 1.18 | -6.98 | -16.66 | |
| 7YR-11YR*2 | 186.713 | 64.86 | -22.75 | -23.80 | 1.06 | -4.42 | -16.00 | |
| 11YR-*2 | 223.702 | -32.49 | -25.82 | -27.08 | 1.26 | -8.49 | -17.06 | |
| Overall ex.MBS,ABS | 351.607 | 15.03 | -16.07 | -16.96 | 0.89 | -4.49 | -11.40 | |
| 1<=YR<3 | 232.320 | 7.32 | -2.40 | -2.83 | 0.43 | -0.75 | -2.25 | |
| 3<=YR<7 | 329.370 | 39.89 | -10.86 | -11.54 | 0.68 | -2.63 | -8.74 | |
| 7<=YR | 510.585 | 3.89 | -24.81 | -26.01 | 1.20 | -7.04 | -16.74 | |
| 7YR-11YR*2 | 186.704 | 64.90 | -22.76 | -23.82 | 1.06 | -4.42 | -16.01 | |
| 11YR-*2 | 225.243 | -34.98 | -26.12 | -27.41 | 1.29 | -8.64 | -17.20 | |
| Overall ex.JGB* | 166.122 | 28.85 | -13.88 | -14.62 | 0.74 | -3.36 | -10.15 | |
| 1<=YR<3* | 132.674 | 7.99 | -2.54 | -2.99 | 0.45 | -0.57 | -2.23 | |
| 3<=YR<7* | 163.339 | 40.37 | -10.56 | -11.20 | 0.64 | -2.38 | -8.46 | |
| 7<=YR* | 222.866 | 31.54 | -23.56 | -24.57 | 1.01 | -5.78 | -16.33 | |
| 7YR-11YR*2 | 192.351 | 66.62 | -22.41 | -23.45 | 1.04 | -4.11 | -15.62 | |
| 11YR-*2 | 225.014 | 8.66 | -24.32 | -25.30 | 0.98 | -6.82 | -16.79 | |
| SDGs*5 | 96.567 | 30.20 | -14.04 | -14.70 | 0.67 | -3.43 | -10.17 | |
| Overall SDGs (excl. ABS)*5 | 96.638 | 29.99 | -14.04 | -14.71 | 0.67 | -3.44 | -10.17 | |
| SDGs/E*5 | 97.244 | 29.58 | -13.28 | -13.93 | 0.65 | -3.21 | -9.69 | |
| Overall SDGs/E (excl. ABS)*5 | 97.346 | 29.39 | -13.27 | -13.92 | 0.65 | -3.21 | -9.68 | |
| 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 | 1160569 | 93.66 | 93.92 | 10.20 | 0.84 | 1.40 | 1.35 | 8.58 | 8.50 | 8.54 | 5 | |
| 1<=YR<3 | 229749 | 99.26 | 99.38 | 1.89 | 0.43 | 0.82 | 0.81 | 1.88 | 1.87 | 1.88 | 5 | |
| 3<=YR<7 | 316938 | 98.22 | 98.42 | 4.73 | 0.68 | 1.07 | 1.06 | 4.64 | 4.62 | 4.64 | 5 | |
| 7<=YR | 613881 | 89.21 | 89.56 | 16.14 | 1.08 | 1.83 | 1.74 | 13.59 | 13.46 | 13.52 | 4 | |
| 7YR-11YR | 213386 | 97.88 | 98.19 | 8.65 | 1.05 | 1.34 | 1.33 | 8.25 | 8.19 | 8.24 | 3 | |
| 11YR- | 400495 | 84.59 | 84.96 | 20.13 | 1.09 | 2.13 | 1.99 | 16.88 | 16.71 | 16.77 | 4 | |
| Government | 987096 | 93.55 | 93.83 | 10.71 | 0.86 | 1.40 | 1.34 | 8.96 | 8.88 | 8.91 | 1 | |
| 1<=YR<3 | 189023 | 99.35 | 99.47 | 1.87 | 0.42 | 0.77 | 0.77 | 1.86 | 1.85 | 1.86 | 1 | |
| 3<=YR<7 | 257733 | 98.51 | 98.72 | 4.73 | 0.69 | 1.02 | 1.02 | 4.64 | 4.62 | 4.64 | 0 | |
| 7<=YR | 540340 | 89.16 | 89.52 | 16.65 | 1.10 | 1.84 | 1.73 | 13.98 | 13.85 | 13.90 | 1 | |
| 7YR-11YR | 186237 | 98.16 | 98.47 | 8.66 | 1.06 | 1.31 | 1.30 | 8.25 | 8.20 | 8.25 | 1 | |
| 11YR- | 354104 | 84.42 | 84.81 | 20.85 | 1.12 | 2.17 | 2.00 | 17.48 | 17.30 | 17.35 | 1 | |
| Municipals | 66930 | 94.78 | 94.98 | 7.30 | 0.64 | 1.30 | 1.30 | 6.66 | 6.61 | 6.64 | 12 | |
| Govt.Grntd | 14386 | 93.73 | 93.89 | 9.25 | 0.76 | 1.40 | 1.34 | 7.88 | 7.82 | 7.86 | 8 | |
| Bank Dbntr | 3336 | 97.65 | 97.75 | 3.11 | 0.36 | 1.14 | 1.13 | 3.05 | 3.03 | 3.05 | 26 | |
| Corporates | 70615 | 94.02 | 94.23 | 7.33 | 0.78 | 1.57 | 1.51 | 6.18 | 6.13 | 6.16 | 39 | |
| Yen Dnm Frgn | 3727 | 98.26 | 98.56 | 3.48 | 1.10 | 1.66 | 1.64 | 3.29 | 3.26 | 3.29 | 74 | |
| MBS | 13819 | 92.01 | 92.03 | 7.62 | 0.64 | 0.99 | 1.71 | 6.97 | 6.91 | 7.32 | 24 | |
| ABS | 659 | 93.93 | 94.11 | 5.81 | 0.76 | 1.79 | 1.73 | 5.35 | 5.30 | 5.35 | 67 | |
| Overall ex.MBS | 1146750 | 93.68 | 93.95 | 10.23 | 0.84 | 1.40 | 1.35 | 8.60 | 8.52 | 8.55 | 4 | |
| 1<=YR<3 | 229749 | 99.26 | 99.38 | 1.89 | 0.43 | 0.82 | 0.81 | 1.88 | 1.87 | 1.88 | 5 | |
| 3<=YR<7 | 316938 | 98.22 | 98.42 | 4.73 | 0.68 | 1.07 | 1.06 | 4.64 | 4.62 | 4.64 | 5 | |
| 7<=YR | 600062 | 89.15 | 89.50 | 16.33 | 1.09 | 1.85 | 1.74 | 13.75 | 13.62 | 13.67 | 3 | |
| 7YR-11YR | 213220 | 97.88 | 98.19 | 8.66 | 1.05 | 1.34 | 1.33 | 8.25 | 8.20 | 8.25 | 3 | |
| 11YR- | 386842 | 84.33 | 84.71 | 20.56 | 1.11 | 2.17 | 2.01 | 17.26 | 17.08 | 17.13 | 3 | |
| Overall ex.ABS | 1159910 | 93.66 | 93.92 | 10.20 | 0.84 | 1.40 | 1.35 | 8.58 | 8.51 | 8.54 | 4 | |
| 1<=YR<3 | 229581 | 99.26 | 99.38 | 1.89 | 0.43 | 0.82 | 0.81 | 1.88 | 1.87 | 1.88 | 5 | |
| 3<=YR<7 | 316605 | 98.22 | 98.42 | 4.73 | 0.68 | 1.07 | 1.06 | 4.64 | 4.62 | 4.64 | 5 | |
| 7<=YR | 613724 | 89.21 | 89.56 | 16.14 | 1.08 | 1.83 | 1.74 | 13.59 | 13.47 | 13.52 | 4 | |
| 7YR-11YR | 213297 | 97.88 | 98.20 | 8.65 | 1.05 | 1.34 | 1.33 | 8.25 | 8.19 | 8.24 | 3 | |
| 11YR- | 400427 | 84.59 | 84.96 | 20.13 | 1.09 | 2.13 | 1.99 | 16.89 | 16.71 | 16.77 | 4 | |
| Overall ex.MBS,ABS | 1146091 | 93.68 | 93.95 | 10.24 | 0.84 | 1.40 | 1.35 | 8.60 | 8.52 | 8.56 | 4 | |
| 1<=YR<3 | 229581 | 99.26 | 99.38 | 1.89 | 0.43 | 0.82 | 0.81 | 1.88 | 1.87 | 1.88 | 5 | |
| 3<=YR<7 | 316605 | 98.22 | 98.42 | 4.73 | 0.68 | 1.07 | 1.06 | 4.64 | 4.62 | 4.64 | 5 | |
| 7<=YR | 599905 | 89.15 | 89.50 | 16.33 | 1.09 | 1.85 | 1.74 | 13.75 | 13.62 | 13.67 | 3 | |
| 7YR-11YR | 213131 | 97.89 | 98.20 | 8.66 | 1.05 | 1.34 | 1.33 | 8.25 | 8.20 | 8.25 | 3 | |
| 11YR- | 386774 | 84.34 | 84.71 | 20.57 | 1.11 | 2.17 | 2.01 | 17.26 | 17.09 | 17.13 | 3 | |
| Overall ex.JGB | 173473 | 94.29 | 94.48 | 7.33 | 0.71 | 1.40 | 1.43 | 6.44 | 6.39 | 6.45 | 26 | |
| 1<=YR<3 | 40726 | 98.85 | 98.98 | 1.99 | 0.45 | 1.05 | 1.04 | 1.97 | 1.96 | 1.97 | 27 | |
| 3<=YR<7 | 59206 | 96.94 | 97.12 | 4.73 | 0.63 | 1.29 | 1.27 | 4.64 | 4.61 | 4.64 | 26 | |
| 7<=YR | 73541 | 89.62 | 89.86 | 12.38 | 0.92 | 1.71 | 1.80 | 10.73 | 10.63 | 10.75 | 24 | |
| 7YR-11YR | 27149 | 95.98 | 96.28 | 8.61 | 1.02 | 1.55 | 1.53 | 8.21 | 8.15 | 8.21 | 24 | |
| 11YR- | 46392 | 85.90 | 86.10 | 14.59 | 0.86 | 1.82 | 1.98 | 12.38 | 12.25 | 12.41 | 25 | |
| SDGs | 20452 | 94.89 | 95.08 | 7.12 | 0.64 | 1.42 | 1.38 | 6.37 | 6.32 | 6.36 | 23 | |
| Overall SDGs (excl. ABS) | 20111 | 94.92 | 95.11 | 7.13 | 0.64 | 1.41 | 1.37 | 6.38 | 6.33 | 6.36 | 23 | |
| SDGs/E | 23853 | 95.09 | 95.28 | 6.77 | 0.63 | 1.40 | 1.36 | 6.07 | 6.02 | 6.06 | 24 | |
| Overall SDGs/E (excl. ABS) | 23513 | 95.12 | 95.30 | 6.78 | 0.62 | 1.39 | 1.36 | 6.07 | 6.03 | 6.06 | 24 | |
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