| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 361.916 | -54.45 | -24.01 | -24.80 | 0.79 | -24.01 | -5.83 | |
| 1<=YR<3 | 233.574 | -2.73 | -2.96 | -3.34 | 0.38 | -2.96 | -1.14 | |
| 3<=YR<7 | 335.474 | -17.49 | -10.89 | -11.51 | 0.62 | -10.89 | -3.29 | |
| 7<=YR | 531.861 | -96.02 | -39.63 | -40.69 | 1.05 | -39.63 | -9.09 | |
| 7YR-11YR*2 | 192.088 | -68.48 | -23.50 | -24.43 | 0.93 | -23.50 | -5.22 | |
| 11YR-*2 | 236.042 | -112.44 | -49.13 | -50.26 | 1.13 | -49.13 | -11.33 | |
| Government | 372.542 | -56.94 | -25.29 | -26.11 | 0.82 | -25.29 | -6.24 | |
| 1<=YR<3 | 220.914 | -2.67 | -3.02 | -3.39 | 0.37 | -3.02 | -1.20 | |
| 3<=YR<7 | 334.386 | -17.59 | -11.09 | -11.72 | 0.63 | -11.09 | -3.45 | |
| 7<=YR | 542.473 | -98.16 | -40.95 | -42.03 | 1.08 | -40.95 | -9.56 | |
| 7YR-11YR*2 | 190.642 | -68.48 | -23.77 | -24.71 | 0.94 | -23.77 | -5.44 | |
| 11YR-*2 | 235.076 | -115.74 | -51.00 | -52.16 | 1.16 | -51.00 | -11.93 | |
| Municipals | 388.003 | -44.83 | -17.62 | -18.22 | 0.60 | -17.62 | -3.96 | |
| Govt.Grntd | 363.630 | -50.57 | -21.66 | -22.36 | 0.71 | -21.66 | -4.66 | |
| Bank Dbntr | 272.552 | -9.19 | -6.12 | -6.35 | 0.23 | -6.12 | -1.86 | |
| Corporates | 386.952 | -35.79 | -15.75 | -16.47 | 0.71 | -15.75 | -2.87 | |
| Yen Dnm Frgn | 354.244 | -18.05 | -5.57 | -6.68 | 1.11 | -5.57 | 0.16 | |
| MBS*3 | 124.100 | -46.56 | -18.95 | -19.57 | 0.62 | -18.95 | -4.61 | |
| ABS*4 | 113.051 | -31.23 | -12.88 | -13.60 | 0.72 | -12.88 | -3.10 | |
| Overall ex.MBS | 361.803 | -54.55 | -24.07 | -24.87 | 0.79 | -24.07 | -5.84 | |
| 1<=YR<3 | 233.574 | -2.73 | -2.96 | -3.34 | 0.38 | -2.96 | -1.14 | |
| 3<=YR<7 | 335.474 | -17.49 | -10.89 | -11.51 | 0.62 | -10.89 | -3.29 | |
| 7<=YR | 533.796 | -97.25 | -40.14 | -41.21 | 1.06 | -40.14 | -9.20 | |
| 7YR-11YR*2 | 192.083 | -68.54 | -23.52 | -24.45 | 0.93 | -23.52 | -5.23 | |
| 11YR-*2 | 237.877 | -115.03 | -50.31 | -51.45 | 1.15 | -50.31 | -11.60 | |
| Overall ex.ABS | 361.942 | -54.47 | -24.02 | -24.81 | 0.79 | -24.02 | -5.83 | |
| 1<=YR<3 | 233.539 | -2.73 | -2.96 | -3.34 | 0.38 | -2.96 | -1.14 | |
| 3<=YR<7 | 335.466 | -17.49 | -10.89 | -11.51 | 0.62 | -10.89 | -3.29 | |
| 7<=YR | 531.861 | -96.02 | -39.64 | -40.69 | 1.05 | -39.64 | -9.09 | |
| 7YR-11YR*2 | 192.082 | -68.48 | -23.50 | -24.43 | 0.93 | -23.50 | -5.22 | |
| 11YR-*2 | 236.040 | -112.44 | -49.14 | -50.26 | 1.13 | -49.14 | -11.33 | |
| Overall ex.MBS,ABS | 361.830 | -54.57 | -24.08 | -24.88 | 0.79 | -24.08 | -5.84 | |
| 1<=YR<3 | 233.539 | -2.73 | -2.96 | -3.34 | 0.38 | -2.96 | -1.14 | |
| 3<=YR<7 | 335.466 | -17.49 | -10.89 | -11.51 | 0.62 | -10.89 | -3.29 | |
| 7<=YR | 533.796 | -97.26 | -40.15 | -41.21 | 1.06 | -40.15 | -9.20 | |
| 7YR-11YR*2 | 192.077 | -68.54 | -23.52 | -24.45 | 0.93 | -23.52 | -5.23 | |
| 11YR-*2 | 237.876 | -115.03 | -50.31 | -51.46 | 1.15 | -50.31 | -11.60 | |
| Overall ex.JGB* | 169.814 | -40.56 | -16.84 | -17.50 | 0.66 | -16.84 | -3.52 | |
| 1<=YR<3* | 133.173 | -3.05 | -2.67 | -3.07 | 0.40 | -2.67 | -0.83 | |
| 3<=YR<7* | 166.051 | -17.06 | -10.00 | -10.58 | 0.57 | -10.00 | -2.57 | |
| 7<=YR* | 231.411 | -81.05 | -30.35 | -31.22 | 0.87 | -30.35 | -5.79 | |
| 7YR-11YR*2 | 197.507 | -68.48 | -21.66 | -22.50 | 0.83 | -21.66 | -3.78 | |
| 11YR-*2 | 235.300 | -88.88 | -35.73 | -36.62 | 0.89 | -35.73 | -7.03 | |
| SDGs*5 | 98.756 | -38.97 | -17.23 | -17.74 | 0.51 | -17.23 | -3.65 | |
| Overall SDGs (excl. ABS)*5 | 98.838 | -38.94 | -17.26 | -17.77 | 0.51 | -17.26 | -3.65 | |
| SDGs/E*5 | 99.314 | -35.38 | -15.85 | -16.33 | 0.48 | -15.85 | -3.38 | |
| Overall SDGs/E (excl. ABS)*5 | 99.424 | -35.28 | -15.85 | -16.33 | 0.48 | -15.85 | -3.37 | |
| 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 | 1132862 | 97.13 | 97.27 | 10.18 | 0.78 | 0.86 | 0.84 | 8.81 | 8.76 | 8.77 | 4 | |
| 1<=YR<3 | 230837 | 100.18 | 100.26 | 1.96 | 0.38 | 0.27 | 0.27 | 1.96 | 1.95 | 1.96 | 5 | |
| 3<=YR<7 | 306644 | 100.67 | 100.80 | 4.82 | 0.63 | 0.49 | 0.50 | 4.74 | 4.73 | 4.74 | 5 | |
| 7<=YR | 595381 | 94.12 | 94.30 | 16.12 | 1.02 | 1.31 | 1.27 | 13.88 | 13.78 | 13.80 | 4 | |
| 7YR-11YR | 206737 | 101.32 | 101.52 | 8.74 | 0.95 | 0.81 | 0.81 | 8.39 | 8.35 | 8.38 | 4 | |
| 11YR- | 388644 | 90.29 | 90.46 | 20.05 | 1.05 | 1.60 | 1.54 | 17.16 | 17.02 | 17.04 | 4 | |
| Government | 960624 | 97.15 | 97.30 | 10.67 | 0.80 | 0.86 | 0.83 | 9.19 | 9.13 | 9.15 | 0 | |
| 1<=YR<3 | 190304 | 100.27 | 100.35 | 1.95 | 0.37 | 0.22 | 0.22 | 1.95 | 1.94 | 1.95 | 0 | |
| 3<=YR<7 | 249677 | 100.97 | 101.10 | 4.82 | 0.64 | 0.45 | 0.45 | 4.75 | 4.74 | 4.75 | 0 | |
| 7<=YR | 520642 | 94.18 | 94.37 | 16.66 | 1.04 | 1.31 | 1.26 | 14.29 | 14.19 | 14.21 | 1 | |
| 7YR-11YR | 179448 | 101.72 | 101.93 | 8.77 | 0.97 | 0.78 | 0.78 | 8.41 | 8.37 | 8.40 | 0 | |
| 11YR- | 341194 | 90.22 | 90.39 | 20.80 | 1.08 | 1.63 | 1.54 | 17.78 | 17.64 | 17.65 | 1 | |
| Municipals | 67304 | 97.64 | 97.76 | 7.42 | 0.59 | 0.76 | 0.77 | 6.88 | 6.84 | 6.85 | 11 | |
| Govt.Grntd | 14406 | 96.95 | 97.16 | 9.21 | 0.69 | 0.83 | 0.80 | 8.00 | 7.95 | 7.97 | 7 | |
| Bank Dbntr | 3445 | 98.78 | 98.84 | 3.16 | 0.23 | 0.59 | 0.58 | 3.12 | 3.11 | 3.12 | 26 | |
| Corporates | 68945 | 96.48 | 96.65 | 7.56 | 0.70 | 1.02 | 0.98 | 6.54 | 6.49 | 6.51 | 38 | |
| Yen Dnm Frgn | 3243 | 99.00 | 99.29 | 3.82 | 1.10 | 1.30 | 1.30 | 3.63 | 3.61 | 3.63 | 92 | |
| MBS | 14186 | 95.61 | 95.62 | 7.22 | 0.62 | 0.80 | 1.17 | 6.77 | 6.73 | 6.98 | 22 | |
| ABS | 710 | 96.18 | 96.35 | 5.76 | 0.70 | 1.20 | 1.17 | 5.35 | 5.31 | 5.34 | 66 | |
| Overall ex.MBS | 1118676 | 97.15 | 97.30 | 10.22 | 0.78 | 0.86 | 0.84 | 8.84 | 8.78 | 8.79 | 4 | |
| 1<=YR<3 | 230837 | 100.18 | 100.26 | 1.96 | 0.38 | 0.27 | 0.27 | 1.96 | 1.95 | 1.96 | 5 | |
| 3<=YR<7 | 306644 | 100.67 | 100.80 | 4.82 | 0.63 | 0.49 | 0.50 | 4.74 | 4.73 | 4.74 | 5 | |
| 7<=YR | 581195 | 94.08 | 94.27 | 16.34 | 1.02 | 1.32 | 1.27 | 14.05 | 13.95 | 13.97 | 3 | |
| 7YR-11YR | 206538 | 101.32 | 101.53 | 8.75 | 0.95 | 0.81 | 0.81 | 8.39 | 8.36 | 8.39 | 4 | |
| 11YR- | 374657 | 90.09 | 90.27 | 20.53 | 1.06 | 1.63 | 1.55 | 17.56 | 17.42 | 17.43 | 3 | |
| Overall ex.ABS | 1132152 | 97.13 | 97.28 | 10.18 | 0.78 | 0.86 | 0.84 | 8.81 | 8.76 | 8.77 | 4 | |
| 1<=YR<3 | 230629 | 100.18 | 100.26 | 1.96 | 0.38 | 0.27 | 0.27 | 1.96 | 1.95 | 1.96 | 4 | |
| 3<=YR<7 | 306356 | 100.67 | 100.80 | 4.82 | 0.63 | 0.49 | 0.50 | 4.74 | 4.73 | 4.74 | 4 | |
| 7<=YR | 595166 | 94.12 | 94.30 | 16.13 | 1.02 | 1.31 | 1.27 | 13.88 | 13.78 | 13.80 | 4 | |
| 7YR-11YR | 206608 | 101.33 | 101.53 | 8.74 | 0.95 | 0.81 | 0.81 | 8.39 | 8.35 | 8.38 | 4 | |
| 11YR- | 388558 | 90.29 | 90.46 | 20.05 | 1.05 | 1.60 | 1.54 | 17.16 | 17.02 | 17.04 | 4 | |
| Overall ex.MBS,ABS | 1117966 | 97.15 | 97.30 | 10.22 | 0.78 | 0.86 | 0.84 | 8.84 | 8.78 | 8.80 | 4 | |
| 1<=YR<3 | 230629 | 100.18 | 100.26 | 1.96 | 0.38 | 0.27 | 0.27 | 1.96 | 1.95 | 1.96 | 4 | |
| 3<=YR<7 | 306356 | 100.67 | 100.80 | 4.82 | 0.63 | 0.49 | 0.50 | 4.74 | 4.73 | 4.74 | 4 | |
| 7<=YR | 580980 | 94.08 | 94.27 | 16.34 | 1.02 | 1.32 | 1.27 | 14.05 | 13.95 | 13.97 | 3 | |
| 7YR-11YR | 206409 | 101.33 | 101.53 | 8.75 | 0.95 | 0.81 | 0.81 | 8.39 | 8.36 | 8.39 | 3 | |
| 11YR- | 374571 | 90.09 | 90.27 | 20.53 | 1.06 | 1.63 | 1.55 | 17.56 | 17.42 | 17.43 | 3 | |
| Overall ex.JGB | 172238 | 96.99 | 97.13 | 7.45 | 0.65 | 0.88 | 0.90 | 6.68 | 6.64 | 6.68 | 24 | |
| 1<=YR<3 | 40533 | 99.76 | 99.86 | 2.02 | 0.40 | 0.49 | 0.49 | 2.01 | 2.00 | 2.01 | 26 | |
| 3<=YR<7 | 56966 | 99.37 | 99.51 | 4.79 | 0.58 | 0.70 | 0.69 | 4.71 | 4.69 | 4.71 | 25 | |
| 7<=YR | 74739 | 93.68 | 93.85 | 12.42 | 0.84 | 1.25 | 1.30 | 10.97 | 10.89 | 10.96 | 23 | |
| 7YR-11YR | 27289 | 98.69 | 98.87 | 8.55 | 0.84 | 1.02 | 1.01 | 8.24 | 8.20 | 8.23 | 25 | |
| 11YR- | 47450 | 90.80 | 90.96 | 14.65 | 0.84 | 1.39 | 1.48 | 12.68 | 12.58 | 12.66 | 22 | |
| SDGs | 15753 | 96.74 | 96.88 | 7.49 | 0.50 | 0.88 | 0.86 | 6.79 | 6.75 | 6.77 | 23 | |
| Overall SDGs (excl. ABS) | 15426 | 96.78 | 96.91 | 7.50 | 0.50 | 0.88 | 0.85 | 6.80 | 6.77 | 6.78 | 22 | |
| SDGs/E | 19177 | 96.96 | 97.08 | 6.97 | 0.47 | 0.85 | 0.83 | 6.34 | 6.30 | 6.32 | 24 | |
| Overall SDGs/E (excl. ABS) | 18851 | 96.99 | 97.12 | 6.98 | 0.47 | 0.84 | 0.82 | 6.34 | 6.30 | 6.32 | 23 | |
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