| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 348.768 | -41.40 | -41.40 | -42.33 | 0.92 | -41.40 | -9.81 | |
| 1<=YR<3 | 232.460 | -7.65 | -7.65 | -8.10 | 0.45 | -7.65 | -1.12 | |
| 3<=YR<7 | 328.891 | -16.42 | -16.42 | -17.14 | 0.72 | -16.42 | -5.62 | |
| 7<=YR | 500.815 | -70.29 | -70.29 | -71.54 | 1.24 | -70.29 | -15.75 | |
| 7YR-11YR*2 | 185.902 | -44.04 | -44.04 | -45.14 | 1.11 | -44.04 | -10.92 | |
| 11YR-*2 | 218.594 | -86.55 | -86.55 | -87.88 | 1.33 | -86.55 | -18.67 | |
| Government | 358.417 | -43.87 | -43.87 | -44.82 | 0.95 | -43.87 | -10.12 | |
| 1<=YR<3 | 219.791 | -7.69 | -7.69 | -8.14 | 0.44 | -7.69 | -1.12 | |
| 3<=YR<7 | 327.709 | -16.66 | -16.66 | -17.40 | 0.74 | -16.66 | -5.63 | |
| 7<=YR | 510.135 | -72.97 | -72.97 | -74.24 | 1.27 | -72.97 | -15.93 | |
| 7YR-11YR*2 | 184.491 | -44.24 | -44.24 | -45.34 | 1.11 | -44.24 | -10.87 | |
| 11YR-*2 | 217.273 | -90.61 | -90.61 | -91.98 | 1.37 | -90.61 | -18.96 | |
| Municipals | 376.511 | -28.36 | -28.36 | -29.05 | 0.69 | -28.36 | -9.01 | |
| Govt.Grntd | 350.917 | -35.86 | -35.86 | -36.71 | 0.85 | -35.86 | -10.00 | |
| Bank Dbntr | 270.326 | -11.13 | -11.13 | -11.54 | 0.41 | -11.13 | -2.69 | |
| Corporates | 377.714 | -27.10 | -27.10 | -27.95 | 0.85 | -27.10 | -6.86 | |
| Yen Dnm Frgn | 355.168 | -2.40 | -2.40 | -3.51 | 1.12 | -2.40 | -1.20 | |
| MBS*3 | 119.180 | -28.38 | -28.38 | -29.08 | 0.70 | -28.38 | -11.39 | |
| ABS*4 | 111.316 | -20.71 | -20.71 | -21.53 | 0.82 | -20.71 | -5.59 | |
| Overall ex.MBS | 348.674 | -41.56 | -41.56 | -42.48 | 0.93 | -41.56 | -9.79 | |
| 1<=YR<3 | 232.460 | -7.65 | -7.65 | -8.10 | 0.45 | -7.65 | -1.12 | |
| 3<=YR<7 | 328.891 | -16.42 | -16.42 | -17.14 | 0.72 | -16.42 | -5.62 | |
| 7<=YR | 502.397 | -71.30 | -71.30 | -72.56 | 1.26 | -71.30 | -15.85 | |
| 7YR-11YR*2 | 185.892 | -44.07 | -44.07 | -45.17 | 1.11 | -44.07 | -10.92 | |
| 11YR-*2 | 219.984 | -88.80 | -88.80 | -90.16 | 1.35 | -88.80 | -18.95 | |
| Overall ex.ABS | 348.789 | -41.41 | -41.41 | -42.34 | 0.92 | -41.41 | -9.82 | |
| 1<=YR<3 | 232.425 | -7.65 | -7.65 | -8.10 | 0.45 | -7.65 | -1.12 | |
| 3<=YR<7 | 328.882 | -16.42 | -16.42 | -17.14 | 0.72 | -16.42 | -5.62 | |
| 7<=YR | 500.811 | -70.30 | -70.30 | -71.54 | 1.24 | -70.30 | -15.75 | |
| 7YR-11YR*2 | 185.895 | -44.04 | -44.04 | -45.14 | 1.11 | -44.04 | -10.92 | |
| 11YR-*2 | 218.591 | -86.55 | -86.55 | -87.88 | 1.33 | -86.55 | -18.67 | |
| Overall ex.MBS,ABS | 348.695 | -41.57 | -41.57 | -42.50 | 0.93 | -41.57 | -9.80 | |
| 1<=YR<3 | 232.425 | -7.65 | -7.65 | -8.10 | 0.45 | -7.65 | -1.12 | |
| 3<=YR<7 | 328.882 | -16.42 | -16.42 | -17.14 | 0.72 | -16.42 | -5.62 | |
| 7<=YR | 502.393 | -71.30 | -71.30 | -72.56 | 1.26 | -71.30 | -15.85 | |
| 7YR-11YR*2 | 185.886 | -44.07 | -44.07 | -45.17 | 1.11 | -44.07 | -10.92 | |
| 11YR-*2 | 219.981 | -88.81 | -88.81 | -90.16 | 1.35 | -88.81 | -18.95 | |
| Overall ex.JGB* | 165.165 | -27.50 | -27.50 | -28.27 | 0.78 | -27.50 | -8.10 | |
| 1<=YR<3* | 132.734 | -7.42 | -7.42 | -7.91 | 0.48 | -7.42 | -1.11 | |
| 3<=YR<7* | 163.049 | -15.34 | -15.34 | -16.00 | 0.66 | -15.34 | -5.57 | |
| 7<=YR* | 219.968 | -50.77 | -50.77 | -51.82 | 1.06 | -50.77 | -14.44 | |
| 7YR-11YR*2 | 191.225 | -42.65 | -42.65 | -43.75 | 1.10 | -42.65 | -11.27 | |
| 11YR-*2 | 221.042 | -56.11 | -56.11 | -57.14 | 1.03 | -56.11 | -16.50 | |
| SDGs*5 | 96.105 | -26.28 | -26.28 | -26.97 | 0.70 | -26.28 | -7.73 | |
| Overall SDGs (excl. ABS)*5 | 96.170 | -26.31 | -26.31 | -27.01 | 0.70 | -26.31 | -7.75 | |
| SDGs/E*5 | 96.817 | -25.17 | -25.17 | -25.86 | 0.69 | -25.17 | -7.30 | |
| Overall SDGs/E (excl. ABS)*5 | 96.915 | -25.19 | -25.19 | -25.87 | 0.69 | -25.19 | -7.31 | |
| 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 | 1156143 | 92.76 | 92.88 | 10.30 | 0.86 | 1.50 | 1.44 | 8.59 | 8.51 | 8.55 | 5 | |
| 1<=YR<3 | 231276 | 99.15 | 99.23 | 2.02 | 0.44 | 0.86 | 0.86 | 2.01 | 2.00 | 2.01 | 6 | |
| 3<=YR<7 | 315439 | 97.98 | 98.10 | 4.88 | 0.71 | 1.14 | 1.13 | 4.78 | 4.75 | 4.78 | 5 | |
| 7<=YR | 609428 | 87.62 | 87.77 | 16.26 | 1.09 | 1.98 | 1.87 | 13.61 | 13.47 | 13.53 | 4 | |
| 7YR-11YR | 209970 | 97.31 | 97.49 | 8.76 | 1.08 | 1.43 | 1.41 | 8.34 | 8.28 | 8.34 | 4 | |
| 11YR- | 399458 | 82.54 | 82.67 | 20.20 | 1.10 | 2.32 | 2.15 | 16.88 | 16.69 | 16.75 | 4 | |
| Government | 983525 | 92.60 | 92.73 | 10.82 | 0.88 | 1.50 | 1.43 | 8.97 | 8.89 | 8.92 | 1 | |
| 1<=YR<3 | 190401 | 99.23 | 99.31 | 2.01 | 0.44 | 0.81 | 0.81 | 2.00 | 1.99 | 2.00 | 1 | |
| 3<=YR<7 | 256614 | 98.30 | 98.41 | 4.90 | 0.73 | 1.09 | 1.08 | 4.80 | 4.77 | 4.80 | 0 | |
| 7<=YR | 536510 | 87.53 | 87.67 | 16.78 | 1.12 | 2.00 | 1.86 | 14.01 | 13.87 | 13.92 | 1 | |
| 7YR-11YR | 183139 | 97.60 | 97.78 | 8.77 | 1.08 | 1.40 | 1.38 | 8.35 | 8.30 | 8.35 | 1 | |
| 11YR- | 353371 | 82.31 | 82.44 | 20.93 | 1.13 | 2.37 | 2.15 | 17.49 | 17.30 | 17.34 | 1 | |
| Municipals | 66318 | 94.04 | 94.14 | 7.32 | 0.65 | 1.41 | 1.41 | 6.65 | 6.59 | 6.63 | 16 | |
| Govt.Grntd | 14389 | 92.78 | 92.98 | 9.35 | 0.79 | 1.52 | 1.44 | 7.88 | 7.81 | 7.85 | 11 | |
| Bank Dbntr | 3274 | 97.57 | 97.66 | 3.19 | 0.40 | 1.20 | 1.18 | 3.13 | 3.11 | 3.13 | 26 | |
| Corporates | 70392 | 93.49 | 93.67 | 7.36 | 0.80 | 1.65 | 1.58 | 6.15 | 6.09 | 6.12 | 40 | |
| Yen Dnm Frgn | 3796 | 98.27 | 98.55 | 3.38 | 1.10 | 1.66 | 1.65 | 3.20 | 3.17 | 3.20 | 72 | |
| MBS | 13792 | 91.03 | 91.07 | 7.73 | 0.64 | 1.04 | 1.85 | 7.02 | 6.95 | 7.37 | 28 | |
| ABS | 657 | 93.72 | 93.90 | 5.76 | 0.77 | 1.83 | 1.77 | 5.29 | 5.24 | 5.29 | 65 | |
| Overall ex.MBS | 1142351 | 92.78 | 92.91 | 10.34 | 0.86 | 1.51 | 1.44 | 8.61 | 8.53 | 8.56 | 5 | |
| 1<=YR<3 | 231276 | 99.15 | 99.23 | 2.02 | 0.44 | 0.86 | 0.86 | 2.01 | 2.00 | 2.01 | 6 | |
| 3<=YR<7 | 315439 | 97.98 | 98.10 | 4.88 | 0.71 | 1.14 | 1.13 | 4.78 | 4.75 | 4.78 | 5 | |
| 7<=YR | 595636 | 87.55 | 87.70 | 16.46 | 1.10 | 2.00 | 1.87 | 13.77 | 13.63 | 13.68 | 4 | |
| 7YR-11YR | 209808 | 97.31 | 97.49 | 8.76 | 1.08 | 1.43 | 1.41 | 8.35 | 8.29 | 8.34 | 4 | |
| 11YR- | 385828 | 82.24 | 82.37 | 20.64 | 1.12 | 2.37 | 2.16 | 17.26 | 17.07 | 17.11 | 4 | |
| Overall ex.ABS | 1155486 | 92.76 | 92.88 | 10.31 | 0.86 | 1.50 | 1.44 | 8.59 | 8.51 | 8.55 | 5 | |
| 1<=YR<3 | 231098 | 99.15 | 99.23 | 2.02 | 0.44 | 0.86 | 0.86 | 2.01 | 2.00 | 2.01 | 6 | |
| 3<=YR<7 | 315115 | 97.99 | 98.11 | 4.88 | 0.71 | 1.14 | 1.13 | 4.78 | 4.75 | 4.78 | 5 | |
| 7<=YR | 609273 | 87.62 | 87.77 | 16.26 | 1.09 | 1.98 | 1.87 | 13.61 | 13.48 | 13.53 | 4 | |
| 7YR-11YR | 209878 | 97.31 | 97.49 | 8.76 | 1.08 | 1.43 | 1.41 | 8.34 | 8.28 | 8.34 | 4 | |
| 11YR- | 399395 | 82.54 | 82.67 | 20.20 | 1.10 | 2.32 | 2.15 | 16.88 | 16.69 | 16.75 | 4 | |
| Overall ex.MBS,ABS | 1141694 | 92.78 | 92.90 | 10.34 | 0.86 | 1.50 | 1.43 | 8.61 | 8.53 | 8.56 | 5 | |
| 1<=YR<3 | 231098 | 99.15 | 99.23 | 2.02 | 0.44 | 0.86 | 0.86 | 2.01 | 2.00 | 2.01 | 6 | |
| 3<=YR<7 | 315115 | 97.99 | 98.11 | 4.88 | 0.71 | 1.14 | 1.13 | 4.78 | 4.75 | 4.78 | 5 | |
| 7<=YR | 595481 | 87.55 | 87.70 | 16.46 | 1.10 | 2.00 | 1.87 | 13.77 | 13.63 | 13.68 | 4 | |
| 7YR-11YR | 209716 | 97.31 | 97.49 | 8.76 | 1.08 | 1.43 | 1.41 | 8.35 | 8.29 | 8.34 | 4 | |
| 11YR- | 385766 | 82.24 | 82.37 | 20.64 | 1.12 | 2.37 | 2.16 | 17.26 | 17.07 | 17.11 | 4 | |
| Overall ex.JGB | 172618 | 93.63 | 93.77 | 7.36 | 0.73 | 1.49 | 1.52 | 6.42 | 6.36 | 6.43 | 28 | |
| 1<=YR<3 | 40875 | 98.77 | 98.87 | 2.05 | 0.48 | 1.10 | 1.10 | 2.04 | 2.03 | 2.04 | 28 | |
| 3<=YR<7 | 58825 | 96.62 | 96.75 | 4.78 | 0.64 | 1.37 | 1.35 | 4.69 | 4.66 | 4.69 | 28 | |
| 7<=YR | 72918 | 88.34 | 88.51 | 12.43 | 0.94 | 1.84 | 1.93 | 10.69 | 10.58 | 10.71 | 27 | |
| 7YR-11YR | 26831 | 95.33 | 95.54 | 8.66 | 1.05 | 1.66 | 1.63 | 8.25 | 8.18 | 8.25 | 26 | |
| 11YR- | 46087 | 84.27 | 84.42 | 14.62 | 0.87 | 1.96 | 2.13 | 12.30 | 12.16 | 12.33 | 28 | |
| SDGs | 21143 | 94.47 | 94.61 | 7.06 | 0.66 | 1.49 | 1.44 | 6.28 | 6.22 | 6.26 | 24 | |
| Overall SDGs (excl. ABS) | 20804 | 94.49 | 94.64 | 7.07 | 0.66 | 1.49 | 1.44 | 6.28 | 6.23 | 6.26 | 24 | |
| SDGs/E | 24595 | 94.70 | 94.84 | 6.75 | 0.65 | 1.48 | 1.43 | 6.01 | 5.96 | 6.00 | 25 | |
| Overall SDGs/E (excl. ABS) | 24256 | 94.72 | 94.86 | 6.75 | 0.65 | 1.47 | 1.43 | 6.02 | 5.96 | 6.00 | 25 | |
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