| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 362.353 | 29.28 | -12.90 | -13.69 | 0.79 | -12.90 | -4.86 | |
| 1<=YR<3 | 233.598 | 1.60 | -1.64 | -2.02 | 0.38 | -1.64 | -0.99 | |
| 3<=YR<7 | 335.805 | 15.86 | -5.35 | -5.97 | 0.62 | -5.35 | -2.65 | |
| 7<=YR | 532.811 | 48.13 | -21.54 | -22.59 | 1.05 | -21.54 | -7.61 | |
| 7YR-11YR*2 | 192.503 | 41.18 | -11.52 | -12.45 | 0.93 | -11.52 | -4.04 | |
| 11YR-*2 | 236.411 | 52.28 | -27.44 | -28.56 | 1.13 | -27.44 | -9.69 | |
| Government | 373.000 | 30.34 | -13.63 | -14.45 | 0.82 | -13.63 | -5.22 | |
| 1<=YR<3 | 220.931 | 1.56 | -1.71 | -2.08 | 0.37 | -1.71 | -1.05 | |
| 3<=YR<7 | 334.713 | 15.96 | -5.47 | -6.10 | 0.63 | -5.47 | -2.80 | |
| 7<=YR | 543.451 | 48.97 | -22.30 | -23.38 | 1.08 | -22.30 | -8.03 | |
| 7YR-11YR*2 | 191.054 | 41.45 | -11.68 | -12.62 | 0.94 | -11.68 | -4.23 | |
| 11YR-*2 | 235.449 | 53.44 | -28.52 | -29.68 | 1.16 | -28.52 | -10.22 | |
| Municipals | 388.461 | 25.73 | -9.13 | -9.73 | 0.60 | -9.13 | -3.20 | |
| Govt.Grntd | 363.973 | 25.57 | -11.79 | -12.50 | 0.71 | -11.79 | -3.89 | |
| Bank Dbntr | 272.639 | 6.91 | -3.27 | -3.50 | 0.23 | -3.27 | -1.57 | |
| Corporates | 387.392 | 21.46 | -8.07 | -8.78 | 0.71 | -8.07 | -2.23 | |
| Yen Dnm Frgn | 354.877 | 5.80 | -1.27 | -2.38 | 1.11 | -1.27 | 0.68 | |
| MBS*3 | 124.185 | 27.13 | -10.48 | -11.11 | 0.63 | -10.48 | -3.92 | |
| ABS*4 | 113.176 | 19.46 | -6.40 | -7.12 | 0.72 | -6.40 | -2.44 | |
| Overall ex.MBS | 362.243 | 29.30 | -12.93 | -13.72 | 0.79 | -12.93 | -4.87 | |
| 1<=YR<3 | 233.598 | 1.60 | -1.64 | -2.02 | 0.38 | -1.64 | -0.99 | |
| 3<=YR<7 | 335.805 | 15.86 | -5.35 | -5.97 | 0.62 | -5.35 | -2.65 | |
| 7<=YR | 534.764 | 48.65 | -21.81 | -22.87 | 1.06 | -21.81 | -7.70 | |
| 7YR-11YR*2 | 192.498 | 41.21 | -11.53 | -12.46 | 0.93 | -11.53 | -4.04 | |
| 11YR-*2 | 238.257 | 53.27 | -28.09 | -29.24 | 1.15 | -28.09 | -9.91 | |
| Overall ex.ABS | 362.379 | 29.28 | -12.90 | -13.69 | 0.79 | -12.90 | -4.86 | |
| 1<=YR<3 | 233.563 | 1.60 | -1.64 | -2.02 | 0.38 | -1.64 | -0.99 | |
| 3<=YR<7 | 335.797 | 15.86 | -5.35 | -5.97 | 0.62 | -5.35 | -2.65 | |
| 7<=YR | 532.811 | 48.13 | -21.54 | -22.59 | 1.05 | -21.54 | -7.61 | |
| 7YR-11YR*2 | 192.497 | 41.18 | -11.52 | -12.45 | 0.93 | -11.52 | -4.04 | |
| 11YR-*2 | 236.409 | 52.28 | -27.44 | -28.57 | 1.13 | -27.44 | -9.69 | |
| Overall ex.MBS,ABS | 362.269 | 29.31 | -12.93 | -13.72 | 0.79 | -12.93 | -4.87 | |
| 1<=YR<3 | 233.563 | 1.60 | -1.64 | -2.02 | 0.38 | -1.64 | -0.99 | |
| 3<=YR<7 | 335.797 | 15.86 | -5.35 | -5.97 | 0.62 | -5.35 | -2.65 | |
| 7<=YR | 534.764 | 48.65 | -21.81 | -22.88 | 1.06 | -21.81 | -7.70 | |
| 7YR-11YR*2 | 192.492 | 41.21 | -11.53 | -12.46 | 0.93 | -11.53 | -4.04 | |
| 11YR-*2 | 238.256 | 53.27 | -28.10 | -29.24 | 1.15 | -28.10 | -9.91 | |
| Overall ex.JGB* | 170.000 | 23.34 | -8.76 | -9.42 | 0.66 | -8.76 | -2.82 | |
| 1<=YR<3* | 133.200 | 1.76 | -1.35 | -1.75 | 0.40 | -1.35 | -0.68 | |
| 3<=YR<7* | 166.220 | 15.38 | -4.78 | -5.36 | 0.57 | -4.78 | -2.00 | |
| 7<=YR* | 231.797 | 42.24 | -16.15 | -17.02 | 0.87 | -16.15 | -4.70 | |
| 7YR-11YR*2 | 197.926 | 39.34 | -10.47 | -11.30 | 0.83 | -10.47 | -2.76 | |
| 11YR-*2 | 235.626 | 44.06 | -19.66 | -20.56 | 0.90 | -19.66 | -5.89 | |
| SDGs*5 | 98.866 | 23.40 | -8.97 | -9.48 | 0.51 | -8.97 | -2.94 | |
| Overall SDGs (excl. ABS)*5 | 98.947 | 23.36 | -9.00 | -9.51 | 0.51 | -9.00 | -2.94 | |
| SDGs/E*5 | 99.416 | 21.38 | -8.24 | -8.73 | 0.48 | -8.24 | -2.72 | |
| Overall SDGs/E (excl. ABS)*5 | 99.525 | 21.32 | -8.25 | -8.73 | 0.48 | -8.25 | -2.71 | |
| 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 | 1132848 | 97.22 | 97.39 | 10.14 | 0.78 | 0.85 | 0.83 | 8.78 | 8.73 | 8.74 | 4 | |
| 1<=YR<3 | 230837 | 100.18 | 100.27 | 1.93 | 0.38 | 0.27 | 0.27 | 1.92 | 1.92 | 1.92 | 4 | |
| 3<=YR<7 | 306644 | 100.75 | 100.90 | 4.78 | 0.63 | 0.48 | 0.48 | 4.71 | 4.69 | 4.71 | 4 | |
| 7<=YR | 595368 | 94.25 | 94.47 | 16.09 | 1.02 | 1.29 | 1.25 | 13.84 | 13.74 | 13.77 | 4 | |
| 7YR-11YR | 206735 | 101.51 | 101.74 | 8.70 | 0.95 | 0.79 | 0.79 | 8.35 | 8.32 | 8.35 | 4 | |
| 11YR- | 388632 | 90.39 | 90.60 | 20.02 | 1.05 | 1.60 | 1.53 | 17.13 | 16.99 | 17.01 | 4 | |
| Government | 960624 | 97.24 | 97.42 | 10.63 | 0.80 | 0.85 | 0.82 | 9.16 | 9.10 | 9.12 | 0 | |
| 1<=YR<3 | 190304 | 100.27 | 100.36 | 1.92 | 0.37 | 0.22 | 0.22 | 1.91 | 1.91 | 1.91 | 0 | |
| 3<=YR<7 | 249677 | 101.04 | 101.20 | 4.79 | 0.64 | 0.43 | 0.44 | 4.71 | 4.70 | 4.71 | 0 | |
| 7<=YR | 520642 | 94.32 | 94.54 | 16.62 | 1.04 | 1.30 | 1.25 | 14.26 | 14.16 | 14.17 | 1 | |
| 7YR-11YR | 179448 | 101.91 | 102.15 | 8.73 | 0.97 | 0.75 | 0.76 | 8.37 | 8.34 | 8.37 | 0 | |
| 11YR- | 341194 | 90.32 | 90.53 | 20.77 | 1.08 | 1.62 | 1.54 | 17.75 | 17.61 | 17.62 | 1 | |
| Municipals | 67291 | 97.74 | 97.86 | 7.38 | 0.59 | 0.75 | 0.76 | 6.85 | 6.81 | 6.82 | 11 | |
| Govt.Grntd | 14406 | 97.02 | 97.23 | 9.17 | 0.69 | 0.82 | 0.79 | 7.97 | 7.92 | 7.94 | 7 | |
| Bank Dbntr | 3445 | 98.81 | 98.86 | 3.13 | 0.23 | 0.59 | 0.58 | 3.09 | 3.08 | 3.09 | 26 | |
| Corporates | 68945 | 96.56 | 96.73 | 7.52 | 0.70 | 1.00 | 0.97 | 6.51 | 6.46 | 6.48 | 38 | |
| Yen Dnm Frgn | 3243 | 99.14 | 99.44 | 3.78 | 1.10 | 1.27 | 1.26 | 3.60 | 3.58 | 3.60 | 89 | |
| MBS | 14186 | 95.65 | 95.68 | 7.21 | 0.62 | 0.80 | 1.16 | 6.76 | 6.72 | 6.97 | 22 | |
| ABS | 710 | 96.26 | 96.42 | 5.73 | 0.70 | 1.19 | 1.16 | 5.32 | 5.28 | 5.31 | 66 | |
| Overall ex.MBS | 1118662 | 97.24 | 97.41 | 10.18 | 0.78 | 0.85 | 0.83 | 8.80 | 8.75 | 8.76 | 4 | |
| 1<=YR<3 | 230837 | 100.18 | 100.27 | 1.93 | 0.38 | 0.27 | 0.27 | 1.92 | 1.92 | 1.92 | 4 | |
| 3<=YR<7 | 306644 | 100.75 | 100.90 | 4.78 | 0.63 | 0.48 | 0.48 | 4.71 | 4.69 | 4.71 | 4 | |
| 7<=YR | 581182 | 94.22 | 94.44 | 16.31 | 1.02 | 1.30 | 1.26 | 14.02 | 13.92 | 13.94 | 3 | |
| 7YR-11YR | 206536 | 101.51 | 101.74 | 8.71 | 0.95 | 0.79 | 0.79 | 8.36 | 8.32 | 8.35 | 3 | |
| 11YR- | 374646 | 90.20 | 90.41 | 20.49 | 1.06 | 1.63 | 1.54 | 17.53 | 17.39 | 17.40 | 3 | |
| Overall ex.ABS | 1132138 | 97.22 | 97.39 | 10.15 | 0.78 | 0.85 | 0.83 | 8.78 | 8.73 | 8.74 | 4 | |
| 1<=YR<3 | 230629 | 100.18 | 100.27 | 1.93 | 0.38 | 0.27 | 0.27 | 1.92 | 1.92 | 1.92 | 4 | |
| 3<=YR<7 | 306356 | 100.75 | 100.90 | 4.78 | 0.63 | 0.48 | 0.48 | 4.71 | 4.69 | 4.70 | 4 | |
| 7<=YR | 595153 | 94.25 | 94.47 | 16.09 | 1.02 | 1.29 | 1.25 | 13.84 | 13.75 | 13.77 | 4 | |
| 7YR-11YR | 206607 | 101.51 | 101.74 | 8.71 | 0.95 | 0.79 | 0.79 | 8.35 | 8.32 | 8.35 | 3 | |
| 11YR- | 388547 | 90.39 | 90.60 | 20.02 | 1.05 | 1.60 | 1.53 | 17.13 | 16.99 | 17.01 | 4 | |
| Overall ex.MBS,ABS | 1117952 | 97.24 | 97.41 | 10.18 | 0.78 | 0.85 | 0.83 | 8.81 | 8.75 | 8.77 | 4 | |
| 1<=YR<3 | 230629 | 100.18 | 100.27 | 1.93 | 0.38 | 0.27 | 0.27 | 1.92 | 1.92 | 1.92 | 4 | |
| 3<=YR<7 | 306356 | 100.75 | 100.90 | 4.78 | 0.63 | 0.48 | 0.48 | 4.71 | 4.69 | 4.70 | 4 | |
| 7<=YR | 580967 | 94.22 | 94.44 | 16.31 | 1.02 | 1.30 | 1.26 | 14.02 | 13.92 | 13.94 | 3 | |
| 7YR-11YR | 206407 | 101.51 | 101.75 | 8.71 | 0.95 | 0.79 | 0.79 | 8.36 | 8.32 | 8.35 | 3 | |
| 11YR- | 374560 | 90.20 | 90.41 | 20.50 | 1.06 | 1.63 | 1.54 | 17.53 | 17.39 | 17.40 | 3 | |
| Overall ex.JGB | 172225 | 97.08 | 97.22 | 7.41 | 0.65 | 0.87 | 0.89 | 6.65 | 6.61 | 6.65 | 24 | |
| 1<=YR<3 | 40533 | 99.77 | 99.87 | 1.98 | 0.40 | 0.49 | 0.49 | 1.97 | 1.97 | 1.97 | 26 | |
| 3<=YR<7 | 56966 | 99.45 | 99.58 | 4.75 | 0.58 | 0.68 | 0.68 | 4.68 | 4.66 | 4.68 | 24 | |
| 7<=YR | 74726 | 93.80 | 93.98 | 12.39 | 0.84 | 1.24 | 1.29 | 10.94 | 10.87 | 10.93 | 23 | |
| 7YR-11YR | 27287 | 98.87 | 99.06 | 8.51 | 0.84 | 1.00 | 0.99 | 8.20 | 8.16 | 8.20 | 25 | |
| 11YR- | 47439 | 90.89 | 91.06 | 14.62 | 0.84 | 1.39 | 1.47 | 12.66 | 12.56 | 12.64 | 22 | |
| SDGs | 15753 | 96.83 | 96.97 | 7.45 | 0.50 | 0.87 | 0.85 | 6.76 | 6.72 | 6.74 | 23 | |
| Overall SDGs (excl. ABS) | 15426 | 96.87 | 97.00 | 7.47 | 0.50 | 0.86 | 0.84 | 6.77 | 6.73 | 6.75 | 22 | |
| SDGs/E | 19177 | 97.04 | 97.17 | 6.94 | 0.47 | 0.84 | 0.82 | 6.31 | 6.27 | 6.29 | 24 | |
| Overall SDGs/E (excl. ABS) | 18851 | 97.07 | 97.20 | 6.94 | 0.47 | 0.83 | 0.81 | 6.31 | 6.27 | 6.29 | 23 | |
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