| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 357.433 | -2.47 | -15.58 | -16.43 | 0.85 | -3.82 | -3.32 | |
| 1<=YR<3 | 233.039 | 0.91 | -3.83 | -4.24 | 0.40 | -0.59 | -0.64 | |
| 3<=YR<7 | 333.855 | -7.23 | -11.13 | -11.79 | 0.65 | -1.62 | -1.64 | |
| 7<=YR | 520.867 | -1.18 | -22.84 | -23.97 | 1.13 | -6.32 | -5.30 | |
| 7YR-11YR*2 | 191.445 | -6.65 | -18.86 | -19.86 | 1.00 | -2.40 | -2.13 | |
| 11YR-*2 | 228.721 | 2.18 | -25.27 | -26.49 | 1.21 | -8.63 | -7.16 | |
| Government | 367.581 | -2.09 | -16.04 | -16.91 | 0.87 | -4.07 | -3.56 | |
| 1<=YR<3 | 220.351 | 1.01 | -3.83 | -4.23 | 0.40 | -0.64 | -0.69 | |
| 3<=YR<7 | 332.690 | -6.93 | -11.19 | -11.85 | 0.66 | -1.67 | -1.72 | |
| 7<=YR | 530.725 | -0.75 | -23.20 | -24.36 | 1.16 | -6.58 | -5.56 | |
| 7YR-11YR*2 | 189.974 | -6.50 | -18.97 | -19.97 | 1.00 | -2.45 | -2.21 | |
| 11YR-*2 | 227.452 | 2.76 | -25.78 | -27.03 | 1.25 | -8.99 | -7.50 | |
| Municipals | 385.422 | -5.39 | -14.19 | -14.83 | 0.63 | -2.44 | -2.07 | |
| Govt.Grntd | 359.749 | -3.52 | -14.82 | -15.58 | 0.76 | -3.38 | -2.74 | |
| Bank Dbntr | 272.017 | -3.66 | -6.84 | -7.16 | 0.32 | -0.80 | -0.84 | |
| Corporates | 384.163 | -3.96 | -11.77 | -12.55 | 0.78 | -2.37 | -1.76 | |
| Yen Dnm Frgn | 356.282 | -8.65 | -5.26 | -6.32 | 1.06 | 0.44 | 0.70 | |
| MBS*3 | 122.809 | -4.72 | -15.32 | -15.97 | 0.64 | -3.12 | -2.70 | |
| ABS*4 | 112.867 | -3.91 | -11.32 | -12.08 | 0.76 | -1.29 | -1.22 | |
| Overall ex.MBS | 357.313 | -2.44 | -15.59 | -16.43 | 0.85 | -3.83 | -3.33 | |
| 1<=YR<3 | 233.039 | 0.91 | -3.83 | -4.24 | 0.40 | -0.59 | -0.64 | |
| 3<=YR<7 | 333.855 | -7.23 | -11.13 | -11.79 | 0.65 | -1.62 | -1.64 | |
| 7<=YR | 522.628 | -1.10 | -23.02 | -24.16 | 1.14 | -6.40 | -5.36 | |
| 7YR-11YR*2 | 191.439 | -6.66 | -18.87 | -19.87 | 1.00 | -2.41 | -2.13 | |
| 11YR-*2 | 230.309 | 2.45 | -25.66 | -26.89 | 1.24 | -8.84 | -7.33 | |
| Overall ex.ABS | 357.457 | -2.47 | -15.59 | -16.43 | 0.85 | -3.83 | -3.32 | |
| 1<=YR<3 | 233.004 | 0.91 | -3.83 | -4.24 | 0.40 | -0.59 | -0.64 | |
| 3<=YR<7 | 333.846 | -7.23 | -11.13 | -11.79 | 0.65 | -1.62 | -1.64 | |
| 7<=YR | 520.864 | -1.18 | -22.84 | -23.97 | 1.13 | -6.32 | -5.30 | |
| 7YR-11YR*2 | 191.438 | -6.65 | -18.86 | -19.86 | 1.00 | -2.40 | -2.13 | |
| 11YR-*2 | 228.718 | 2.18 | -25.28 | -26.49 | 1.21 | -8.63 | -7.16 | |
| Overall ex.MBS,ABS | 357.337 | -2.44 | -15.59 | -16.44 | 0.85 | -3.84 | -3.33 | |
| 1<=YR<3 | 233.004 | 0.91 | -3.83 | -4.24 | 0.40 | -0.59 | -0.64 | |
| 3<=YR<7 | 333.846 | -7.23 | -11.13 | -11.79 | 0.65 | -1.62 | -1.64 | |
| 7<=YR | 522.625 | -1.10 | -23.02 | -24.16 | 1.14 | -6.40 | -5.37 | |
| 7YR-11YR*2 | 191.433 | -6.66 | -18.87 | -19.87 | 1.00 | -2.41 | -2.13 | |
| 11YR-*2 | 230.306 | 2.45 | -25.66 | -26.89 | 1.24 | -8.84 | -7.33 | |
| Overall ex.JGB* | 168.599 | -4.63 | -13.01 | -13.72 | 0.71 | -2.45 | -1.97 | |
| 1<=YR<3* | 133.030 | 0.42 | -3.87 | -4.29 | 0.42 | -0.38 | -0.40 | |
| 3<=YR<7* | 165.432 | -8.55 | -10.90 | -11.51 | 0.61 | -1.38 | -1.28 | |
| 7<=YR* | 228.260 | -4.31 | -20.21 | -21.16 | 0.95 | -4.52 | -3.44 | |
| 7YR-11YR*2 | 197.059 | -7.74 | -18.14 | -19.11 | 0.97 | -2.09 | -1.52 | |
| 11YR-*2 | 230.421 | -2.09 | -21.54 | -22.48 | 0.94 | -6.02 | -4.63 | |
| SDGs*5 | 98.042 | -5.85 | -13.42 | -14.04 | 0.62 | -2.50 | -2.03 | |
| Overall SDGs (excl. ABS)*5 | 98.113 | -5.88 | -13.43 | -14.05 | 0.62 | -2.51 | -2.04 | |
| SDGs/E*5 | 98.651 | -5.79 | -12.78 | -13.38 | 0.60 | -2.30 | -1.87 | |
| Overall SDGs/E (excl. ABS)*5 | 98.753 | -5.82 | -12.78 | -13.38 | 0.60 | -2.31 | -1.88 | |
| 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 | 1155181 | 95.41 | 95.63 | 10.18 | 0.82 | 1.11 | 1.07 | 8.63 | 8.56 | 8.58 | 4 | |
| 1<=YR<3 | 230156 | 99.69 | 99.81 | 1.89 | 0.41 | 0.57 | 0.57 | 1.89 | 1.88 | 1.89 | 6 | |
| 3<=YR<7 | 315182 | 99.74 | 99.93 | 4.74 | 0.66 | 0.72 | 0.72 | 4.66 | 4.64 | 4.66 | 5 | |
| 7<=YR | 609843 | 91.56 | 91.83 | 16.12 | 1.05 | 1.55 | 1.48 | 13.62 | 13.51 | 13.53 | 4 | |
| 7YR-11YR | 211512 | 100.56 | 100.86 | 8.67 | 1.02 | 0.96 | 0.97 | 8.28 | 8.24 | 8.28 | 3 | |
| 11YR- | 398331 | 86.78 | 87.04 | 20.08 | 1.07 | 1.90 | 1.79 | 16.90 | 16.74 | 16.76 | 4 | |
| Government | 981997 | 95.33 | 95.56 | 10.68 | 0.84 | 1.11 | 1.06 | 9.00 | 8.93 | 8.95 | 1 | |
| 1<=YR<3 | 189298 | 99.78 | 99.89 | 1.87 | 0.40 | 0.52 | 0.52 | 1.86 | 1.86 | 1.86 | 1 | |
| 3<=YR<7 | 256590 | 100.04 | 100.23 | 4.74 | 0.67 | 0.67 | 0.68 | 4.66 | 4.64 | 4.66 | 0 | |
| 7<=YR | 536109 | 91.50 | 91.79 | 16.63 | 1.08 | 1.56 | 1.47 | 14.01 | 13.89 | 13.91 | 1 | |
| 7YR-11YR | 184416 | 100.88 | 101.18 | 8.67 | 1.03 | 0.93 | 0.94 | 8.29 | 8.25 | 8.28 | 0 | |
| 11YR- | 351693 | 86.59 | 86.86 | 20.81 | 1.10 | 1.94 | 1.80 | 17.51 | 17.34 | 17.34 | 1 | |
| Municipals | 66959 | 96.58 | 96.73 | 7.33 | 0.62 | 0.98 | 0.99 | 6.74 | 6.70 | 6.72 | 11 | |
| Govt.Grntd | 14230 | 95.39 | 95.54 | 9.34 | 0.75 | 1.10 | 1.06 | 8.01 | 7.95 | 7.98 | 7 | |
| Bank Dbntr | 3391 | 98.40 | 98.49 | 3.13 | 0.32 | 0.86 | 0.86 | 3.08 | 3.07 | 3.08 | 27 | |
| Corporates | 70661 | 95.42 | 95.62 | 7.38 | 0.75 | 1.27 | 1.22 | 6.27 | 6.22 | 6.24 | 39 | |
| Yen Dnm Frgn | 3377 | 98.89 | 99.17 | 3.54 | 1.06 | 1.40 | 1.39 | 3.38 | 3.36 | 3.38 | 77 | |
| MBS | 13914 | 94.13 | 94.15 | 7.42 | 0.63 | 0.88 | 1.40 | 6.88 | 6.84 | 7.20 | 22 | |
| ABS | 652 | 95.27 | 95.48 | 5.91 | 0.74 | 1.47 | 1.43 | 5.48 | 5.43 | 5.47 | 68 | |
| Overall ex.MBS | 1141266 | 95.43 | 95.65 | 10.22 | 0.82 | 1.11 | 1.07 | 8.65 | 8.58 | 8.60 | 4 | |
| 1<=YR<3 | 230156 | 99.69 | 99.81 | 1.89 | 0.41 | 0.57 | 0.57 | 1.89 | 1.88 | 1.89 | 6 | |
| 3<=YR<7 | 315182 | 99.74 | 99.93 | 4.74 | 0.66 | 0.72 | 0.72 | 4.66 | 4.64 | 4.66 | 5 | |
| 7<=YR | 595928 | 91.50 | 91.78 | 16.32 | 1.06 | 1.56 | 1.48 | 13.78 | 13.67 | 13.68 | 3 | |
| 7YR-11YR | 211337 | 100.57 | 100.86 | 8.67 | 1.02 | 0.97 | 0.97 | 8.29 | 8.25 | 8.28 | 3 | |
| 11YR- | 384591 | 86.52 | 86.79 | 20.53 | 1.09 | 1.94 | 1.81 | 17.29 | 17.13 | 17.13 | 3 | |
| Overall ex.ABS | 1154529 | 95.41 | 95.63 | 10.18 | 0.82 | 1.11 | 1.07 | 8.63 | 8.56 | 8.58 | 4 | |
| 1<=YR<3 | 229986 | 99.69 | 99.81 | 1.89 | 0.41 | 0.57 | 0.57 | 1.89 | 1.88 | 1.89 | 6 | |
| 3<=YR<7 | 314865 | 99.75 | 99.93 | 4.74 | 0.66 | 0.72 | 0.72 | 4.66 | 4.64 | 4.66 | 5 | |
| 7<=YR | 609678 | 91.56 | 91.83 | 16.12 | 1.05 | 1.55 | 1.48 | 13.62 | 13.51 | 13.53 | 4 | |
| 7YR-11YR | 211426 | 100.57 | 100.86 | 8.67 | 1.02 | 0.96 | 0.97 | 8.28 | 8.24 | 8.28 | 3 | |
| 11YR- | 398252 | 86.78 | 87.04 | 20.08 | 1.07 | 1.90 | 1.79 | 16.90 | 16.75 | 16.76 | 4 | |
| Overall ex.MBS,ABS | 1140614 | 95.43 | 95.65 | 10.22 | 0.82 | 1.11 | 1.07 | 8.65 | 8.58 | 8.60 | 4 | |
| 1<=YR<3 | 229986 | 99.69 | 99.81 | 1.89 | 0.41 | 0.57 | 0.57 | 1.89 | 1.88 | 1.89 | 6 | |
| 3<=YR<7 | 314865 | 99.75 | 99.93 | 4.74 | 0.66 | 0.72 | 0.72 | 4.66 | 4.64 | 4.66 | 5 | |
| 7<=YR | 595763 | 91.50 | 91.78 | 16.32 | 1.06 | 1.56 | 1.48 | 13.78 | 13.67 | 13.68 | 3 | |
| 7YR-11YR | 211251 | 100.57 | 100.86 | 8.67 | 1.02 | 0.97 | 0.97 | 8.29 | 8.25 | 8.28 | 3 | |
| 11YR- | 384513 | 86.52 | 86.79 | 20.53 | 1.09 | 1.94 | 1.81 | 17.29 | 17.13 | 17.13 | 3 | |
| Overall ex.JGB | 173184 | 95.88 | 96.05 | 7.36 | 0.69 | 1.11 | 1.13 | 6.52 | 6.47 | 6.52 | 25 | |
| 1<=YR<3 | 40858 | 99.30 | 99.41 | 2.00 | 0.42 | 0.79 | 0.79 | 1.99 | 1.98 | 1.99 | 27 | |
| 3<=YR<7 | 58593 | 98.44 | 98.60 | 4.76 | 0.61 | 0.94 | 0.93 | 4.68 | 4.66 | 4.68 | 25 | |
| 7<=YR | 73734 | 91.97 | 92.16 | 12.40 | 0.90 | 1.44 | 1.50 | 10.79 | 10.70 | 10.80 | 24 | |
| 7YR-11YR | 27096 | 98.40 | 98.65 | 8.63 | 0.97 | 1.19 | 1.18 | 8.26 | 8.21 | 8.25 | 25 | |
| 11YR- | 46637 | 88.23 | 88.39 | 14.59 | 0.85 | 1.61 | 1.71 | 12.44 | 12.32 | 12.45 | 23 | |
| SDGs | 19402 | 96.35 | 96.50 | 7.26 | 0.61 | 1.10 | 1.08 | 6.55 | 6.51 | 6.53 | 23 | |
| Overall SDGs (excl. ABS) | 19077 | 96.38 | 96.53 | 7.27 | 0.61 | 1.10 | 1.07 | 6.56 | 6.51 | 6.54 | 22 | |
| SDGs/E | 22807 | 96.50 | 96.65 | 6.88 | 0.59 | 1.09 | 1.06 | 6.22 | 6.18 | 6.20 | 24 | |
| Overall SDGs/E (excl. ABS) | 22482 | 96.52 | 96.67 | 6.89 | 0.59 | 1.08 | 1.06 | 6.22 | 6.18 | 6.20 | 23 | |
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