| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | -------- LST.MTH -------- | LST.MAR | LST.YR | |||||
| VALUE | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
| Overall | 349.164 | -11.50 | -12.43 | 0.93 | -4.70 | -9.48 | ||
| 1<=YR<3 | 232.509 | 0.23 | -0.21 | 0.45 | -0.61 | -1.05 | ||
| 3<=YR<7 | 329.039 | -3.94 | -4.67 | 0.73 | -2.46 | -5.50 | ||
| 7<=YR | 501.781 | -20.75 | -22.00 | 1.25 | -7.56 | -15.18 | ||
| 7YR-11YR*2 | 186.126 | -8.94 | -10.06 | 1.11 | -4.27 | -10.57 | ||
| 11YR-*2 | 219.113 | -27.88 | -29.21 | 1.33 | -9.49 | -17.97 | ||
| Government | 358.849 | -11.97 | -12.93 | 0.96 | -4.92 | -9.76 | ||
| 1<=YR<3 | 219.838 | 0.26 | -0.18 | 0.44 | -0.64 | -1.05 | ||
| 3<=YR<7 | 327.858 | -3.83 | -4.57 | 0.74 | -2.50 | -5.51 | ||
| 7<=YR | 511.157 | -21.11 | -22.38 | 1.28 | -7.74 | -15.33 | ||
| 7YR-11YR*2 | 184.715 | -8.66 | -9.78 | 1.12 | -4.28 | -10.51 | ||
| 11YR-*2 | 217.814 | -28.55 | -29.92 | 1.37 | -9.75 | -18.22 | ||
| Municipals | 376.804 | -10.13 | -10.82 | 0.69 | -3.76 | -8.80 | ||
| Govt.Grntd | 351.262 | -12.51 | -13.34 | 0.83 | -4.47 | -9.72 | ||
| Bank Dbntr | 270.408 | -1.01 | -1.41 | 0.39 | -1.10 | -2.59 | ||
| Corporates | 377.995 | -7.02 | -7.87 | 0.84 | -3.10 | -6.65 | ||
| Yen Dnm Frgn | 355.191 | -0.24 | -1.37 | 1.13 | -0.02 | -1.19 | ||
| MBS*3 | 119.272 | -13.26 | -14.01 | 0.75 | -4.81 | -11.21 | ||
| ABS*4 | 111.379 | -4.38 | -5.19 | 0.81 | -2.13 | -5.43 | ||
| Overall ex.MBS | 349.071 | -11.48 | -12.41 | 0.93 | -4.70 | -9.46 | ||
| 1<=YR<3 | 232.509 | 0.23 | -0.21 | 0.45 | -0.61 | -1.05 | ||
| 3<=YR<7 | 329.039 | -3.94 | -4.67 | 0.73 | -2.46 | -5.50 | ||
| 7<=YR | 503.380 | -20.93 | -22.19 | 1.26 | -7.63 | -15.27 | ||
| 7YR-11YR*2 | 186.117 | -8.95 | -10.06 | 1.11 | -4.27 | -10.57 | ||
| 11YR-*2 | 220.520 | -28.45 | -29.80 | 1.35 | -9.67 | -18.22 | ||
| Overall ex.ABS | 349.185 | -11.51 | -12.44 | 0.93 | -4.70 | -9.48 | ||
| 1<=YR<3 | 232.474 | 0.23 | -0.21 | 0.45 | -0.61 | -1.05 | ||
| 3<=YR<7 | 329.030 | -3.94 | -4.67 | 0.73 | -2.46 | -5.50 | ||
| 7<=YR | 501.778 | -20.75 | -22.00 | 1.25 | -7.56 | -15.18 | ||
| 7YR-11YR*2 | 186.120 | -8.94 | -10.06 | 1.11 | -4.27 | -10.57 | ||
| 11YR-*2 | 219.110 | -27.89 | -29.22 | 1.33 | -9.49 | -17.97 | ||
| Overall ex.MBS,ABS | 349.093 | -11.48 | -12.42 | 0.93 | -4.70 | -9.46 | ||
| 1<=YR<3 | 232.474 | 0.23 | -0.21 | 0.45 | -0.61 | -1.05 | ||
| 3<=YR<7 | 329.030 | -3.94 | -4.67 | 0.73 | -2.46 | -5.50 | ||
| 7<=YR | 503.377 | -20.93 | -22.19 | 1.26 | -7.63 | -15.27 | ||
| 7YR-11YR*2 | 186.111 | -8.95 | -10.06 | 1.11 | -4.27 | -10.57 | ||
| 11YR-*2 | 220.518 | -28.45 | -29.80 | 1.35 | -9.67 | -18.22 | ||
| Overall ex.JGB* | 165.290 | -8.88 | -9.65 | 0.77 | -3.50 | -7.89 | ||
| 1<=YR<3* | 132.761 | 0.09 | -0.38 | 0.47 | -0.45 | -1.04 | ||
| 3<=YR<7* | 163.118 | -4.44 | -5.10 | 0.66 | -2.27 | -5.47 | ||
| 7<=YR* | 220.274 | -18.18 | -19.23 | 1.05 | -6.28 | -14.06 | ||
| 7YR-11YR*2 | 191.449 | -10.84 | -11.92 | 1.08 | -4.14 | -10.94 | ||
| 11YR-*2 | 221.382 | -22.96 | -23.99 | 1.03 | -7.62 | -16.09 | ||
| SDGs*5 | 96.174 | -7.77 | -8.45 | 0.69 | -3.47 | -7.53 | ||
| Overall SDGs (excl. ABS)*5 | 96.239 | -7.81 | -8.49 | 0.69 | -3.48 | -7.55 | ||
| SDGs/E*5 | 96.884 | -7.22 | -7.89 | 0.68 | -3.23 | -7.11 | ||
| Overall SDGs/E (excl. ABS)*5 | 96.981 | -7.24 | -7.92 | 0.67 | -3.24 | -7.12 | ||
| 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 | 1147822 | 92.83 | 92.96 | 10.28 | 0.85 | 1.48 | 1.43 | 8.58 | 8.50 | 8.54 | 5 | |
| 1<=YR<3 | 231102 | 99.17 | 99.25 | 2.00 | 0.44 | 0.85 | 0.85 | 1.98 | 1.98 | 1.98 | 5 | |
| 3<=YR<7 | 312077 | 98.01 | 98.13 | 4.86 | 0.70 | 1.13 | 1.12 | 4.77 | 4.74 | 4.77 | 5 | |
| 7<=YR | 604642 | 87.74 | 87.88 | 16.25 | 1.09 | 1.96 | 1.85 | 13.62 | 13.48 | 13.54 | 4 | |
| 7YR-11YR | 207423 | 97.43 | 97.60 | 8.74 | 1.08 | 1.41 | 1.40 | 8.33 | 8.27 | 8.32 | 4 | |
| 11YR- | 397219 | 82.68 | 82.80 | 20.17 | 1.10 | 2.30 | 2.13 | 16.88 | 16.69 | 16.75 | 4 | |
| Government | 975134 | 92.68 | 92.80 | 10.81 | 0.88 | 1.49 | 1.41 | 8.97 | 8.89 | 8.92 | 1 | |
| 1<=YR<3 | 190474 | 99.25 | 99.32 | 2.00 | 0.43 | 0.80 | 0.80 | 1.99 | 1.98 | 1.99 | 0 | |
| 3<=YR<7 | 253256 | 98.31 | 98.43 | 4.90 | 0.72 | 1.08 | 1.07 | 4.81 | 4.78 | 4.81 | 0 | |
| 7<=YR | 531404 | 87.63 | 87.77 | 16.79 | 1.11 | 1.98 | 1.85 | 14.03 | 13.89 | 13.94 | 1 | |
| 7YR-11YR | 180464 | 97.72 | 97.89 | 8.76 | 1.08 | 1.38 | 1.37 | 8.35 | 8.29 | 8.34 | 0 | |
| 11YR- | 350940 | 82.45 | 82.57 | 20.91 | 1.13 | 2.35 | 2.14 | 17.50 | 17.31 | 17.35 | 1 | |
| Municipals | 66485 | 94.13 | 94.23 | 7.27 | 0.64 | 1.39 | 1.39 | 6.60 | 6.55 | 6.58 | 16 | |
| Govt.Grntd | 14320 | 92.86 | 93.06 | 9.28 | 0.78 | 1.50 | 1.43 | 7.82 | 7.75 | 7.80 | 11 | |
| Bank Dbntr | 3308 | 97.62 | 97.70 | 3.12 | 0.38 | 1.18 | 1.16 | 3.06 | 3.04 | 3.06 | 26 | |
| Corporates | 70354 | 93.57 | 93.75 | 7.31 | 0.79 | 1.63 | 1.56 | 6.11 | 6.05 | 6.08 | 39 | |
| Yen Dnm Frgn | 3796 | 98.28 | 98.56 | 3.38 | 1.10 | 1.66 | 1.65 | 3.20 | 3.17 | 3.20 | 73 | |
| MBS | 13774 | 91.09 | 91.13 | 7.69 | 0.64 | 1.04 | 1.84 | 6.98 | 6.92 | 7.34 | 28 | |
| ABS | 651 | 93.72 | 93.90 | 5.76 | 0.76 | 1.82 | 1.76 | 5.29 | 5.24 | 5.29 | 65 | |
| Overall ex.MBS | 1134048 | 92.85 | 92.98 | 10.32 | 0.86 | 1.49 | 1.42 | 8.60 | 8.52 | 8.55 | 5 | |
| 1<=YR<3 | 231102 | 99.17 | 99.25 | 2.00 | 0.44 | 0.85 | 0.85 | 1.98 | 1.98 | 1.98 | 5 | |
| 3<=YR<7 | 312077 | 98.01 | 98.13 | 4.86 | 0.70 | 1.13 | 1.12 | 4.77 | 4.74 | 4.77 | 5 | |
| 7<=YR | 590868 | 87.66 | 87.80 | 16.45 | 1.10 | 1.99 | 1.85 | 13.78 | 13.64 | 13.69 | 4 | |
| 7YR-11YR | 207261 | 97.43 | 97.60 | 8.74 | 1.08 | 1.41 | 1.40 | 8.33 | 8.27 | 8.32 | 4 | |
| 11YR- | 383607 | 82.38 | 82.51 | 20.61 | 1.11 | 2.35 | 2.15 | 17.26 | 17.07 | 17.12 | 4 | |
| Overall ex.ABS | 1147171 | 92.83 | 92.95 | 10.29 | 0.85 | 1.48 | 1.43 | 8.58 | 8.50 | 8.54 | 5 | |
| 1<=YR<3 | 230932 | 99.18 | 99.25 | 2.00 | 0.43 | 0.85 | 0.85 | 1.98 | 1.98 | 1.98 | 5 | |
| 3<=YR<7 | 311752 | 98.01 | 98.13 | 4.86 | 0.70 | 1.13 | 1.12 | 4.77 | 4.74 | 4.77 | 5 | |
| 7<=YR | 604487 | 87.74 | 87.88 | 16.25 | 1.09 | 1.96 | 1.85 | 13.62 | 13.48 | 13.54 | 4 | |
| 7YR-11YR | 207332 | 97.43 | 97.61 | 8.74 | 1.08 | 1.41 | 1.40 | 8.33 | 8.27 | 8.32 | 4 | |
| 11YR- | 397155 | 82.68 | 82.80 | 20.17 | 1.10 | 2.30 | 2.13 | 16.88 | 16.69 | 16.75 | 4 | |
| Overall ex.MBS,ABS | 1133397 | 92.85 | 92.98 | 10.32 | 0.86 | 1.49 | 1.42 | 8.60 | 8.52 | 8.55 | 4 | |
| 1<=YR<3 | 230932 | 99.18 | 99.25 | 2.00 | 0.43 | 0.85 | 0.85 | 1.98 | 1.98 | 1.98 | 5 | |
| 3<=YR<7 | 311752 | 98.01 | 98.13 | 4.86 | 0.70 | 1.13 | 1.12 | 4.77 | 4.74 | 4.77 | 5 | |
| 7<=YR | 590713 | 87.66 | 87.80 | 16.45 | 1.10 | 1.99 | 1.85 | 13.78 | 13.64 | 13.69 | 4 | |
| 7YR-11YR | 207170 | 97.43 | 97.61 | 8.74 | 1.08 | 1.41 | 1.40 | 8.33 | 8.27 | 8.32 | 4 | |
| 11YR- | 383543 | 82.38 | 82.51 | 20.62 | 1.11 | 2.35 | 2.15 | 17.26 | 17.07 | 17.12 | 4 | |
| Overall ex.JGB | 172687 | 93.71 | 93.85 | 7.31 | 0.72 | 1.47 | 1.50 | 6.38 | 6.32 | 6.39 | 28 | |
| 1<=YR<3 | 40628 | 98.82 | 98.92 | 1.98 | 0.46 | 1.08 | 1.08 | 1.97 | 1.96 | 1.97 | 28 | |
| 3<=YR<7 | 58821 | 96.70 | 96.84 | 4.70 | 0.63 | 1.35 | 1.33 | 4.62 | 4.59 | 4.62 | 28 | |
| 7<=YR | 73238 | 88.47 | 88.64 | 12.37 | 0.93 | 1.82 | 1.92 | 10.65 | 10.54 | 10.67 | 27 | |
| 7YR-11YR | 26959 | 95.48 | 95.68 | 8.58 | 1.04 | 1.64 | 1.61 | 8.18 | 8.12 | 8.18 | 26 | |
| 11YR- | 46279 | 84.39 | 84.54 | 14.58 | 0.87 | 1.95 | 2.12 | 12.28 | 12.15 | 12.32 | 28 | |
| SDGs | 20808 | 94.48 | 94.62 | 7.05 | 0.65 | 1.48 | 1.43 | 6.27 | 6.22 | 6.26 | 24 | |
| Overall SDGs (excl. ABS) | 20473 | 94.50 | 94.64 | 7.06 | 0.65 | 1.47 | 1.43 | 6.28 | 6.23 | 6.26 | 24 | |
| SDGs/E | 24149 | 94.69 | 94.83 | 6.74 | 0.64 | 1.46 | 1.42 | 6.01 | 5.96 | 5.99 | 25 | |
| Overall SDGs/E (excl. ABS) | 23814 | 94.72 | 94.86 | 6.75 | 0.64 | 1.46 | 1.41 | 6.01 | 5.96 | 6.00 | 25 | |
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