| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | -------- LST.MTH -------- | LST.MAR | LST.YR | |||||
| VALUE | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
| Overall | 354.971 | -8.43 | -9.30 | 0.87 | -3.73 | -8.43 | ||
| 1<=YR<3 | 232.676 | -2.16 | -2.58 | 0.42 | -0.64 | -2.16 | ||
| 3<=YR<7 | 331.450 | -7.40 | -8.07 | 0.67 | -2.08 | -7.40 | ||
| 7<=YR | 516.222 | -11.58 | -12.75 | 1.17 | -5.86 | -11.58 | ||
| 7YR-11YR*2 | 189.195 | -11.73 | -12.78 | 1.04 | -3.21 | -11.73 | ||
| 11YR-*2 | 227.078 | -11.49 | -12.73 | 1.24 | -7.42 | -11.49 | ||
| Government | 365.041 | -8.54 | -9.44 | 0.90 | -3.91 | -8.54 | ||
| 1<=YR<3 | 219.991 | -2.19 | -2.61 | 0.42 | -0.68 | -2.19 | ||
| 3<=YR<7 | 330.249 | -7.46 | -8.14 | 0.68 | -2.14 | -7.46 | ||
| 7<=YR | 526.087 | -11.56 | -12.75 | 1.19 | -6.03 | -11.56 | ||
| 7YR-11YR*2 | 187.725 | -11.79 | -12.84 | 1.05 | -3.26 | -11.79 | ||
| 11YR-*2 | 225.893 | -11.42 | -12.70 | 1.28 | -7.65 | -11.42 | ||
| Municipals | 382.392 | -8.49 | -9.14 | 0.65 | -2.79 | -8.49 | ||
| Govt.Grntd | 357.417 | -8.14 | -8.92 | 0.77 | -3.34 | -8.14 | ||
| Bank Dbntr | 271.196 | -4.08 | -4.43 | 0.35 | -0.97 | -4.08 | ||
| Corporates | 382.031 | -6.93 | -7.72 | 0.80 | -2.47 | -6.93 | ||
| Yen Dnm Frgn | 355.511 | -2.35 | -3.45 | 1.10 | 0.08 | -2.35 | ||
| MBS*3 | 121.567 | -10.55 | -11.21 | 0.66 | -3.56 | -10.55 | ||
| ABS*4 | 112.233 | -6.81 | -7.60 | 0.78 | -1.65 | -6.81 | ||
| Overall ex.MBS | 354.866 | -8.40 | -9.27 | 0.87 | -3.73 | -8.40 | ||
| 1<=YR<3 | 232.676 | -2.16 | -2.58 | 0.42 | -0.64 | -2.16 | ||
| 3<=YR<7 | 331.450 | -7.40 | -8.07 | 0.67 | -2.08 | -7.40 | ||
| 7<=YR | 517.982 | -11.61 | -12.79 | 1.18 | -5.91 | -11.61 | ||
| 7YR-11YR*2 | 189.188 | -11.74 | -12.78 | 1.04 | -3.21 | -11.74 | ||
| 11YR-*2 | 228.682 | -11.52 | -12.79 | 1.26 | -7.56 | -11.52 | ||
| Overall ex.ABS | 354.994 | -8.43 | -9.30 | 0.87 | -3.73 | -8.43 | ||
| 1<=YR<3 | 232.640 | -2.16 | -2.58 | 0.42 | -0.64 | -2.16 | ||
| 3<=YR<7 | 331.441 | -7.40 | -8.07 | 0.67 | -2.09 | -7.40 | ||
| 7<=YR | 516.219 | -11.58 | -12.75 | 1.17 | -5.86 | -11.58 | ||
| 7YR-11YR*2 | 189.189 | -11.73 | -12.78 | 1.04 | -3.21 | -11.73 | ||
| 11YR-*2 | 227.075 | -11.49 | -12.73 | 1.24 | -7.42 | -11.49 | ||
| Overall ex.MBS,ABS | 354.890 | -8.40 | -9.27 | 0.87 | -3.73 | -8.40 | ||
| 1<=YR<3 | 232.640 | -2.16 | -2.58 | 0.42 | -0.64 | -2.16 | ||
| 3<=YR<7 | 331.441 | -7.40 | -8.07 | 0.67 | -2.09 | -7.40 | ||
| 7<=YR | 517.980 | -11.61 | -12.79 | 1.18 | -5.91 | -11.61 | ||
| 7YR-11YR*2 | 189.182 | -11.74 | -12.78 | 1.04 | -3.22 | -11.74 | ||
| 11YR-*2 | 228.679 | -11.52 | -12.79 | 1.26 | -7.56 | -11.52 | ||
| Overall ex.JGB* | 167.459 | -7.76 | -8.49 | 0.72 | -2.67 | -7.76 | ||
| 1<=YR<3* | 132.869 | -2.03 | -2.46 | 0.44 | -0.44 | -2.03 | ||
| 3<=YR<7* | 164.338 | -7.13 | -7.75 | 0.62 | -1.83 | -7.13 | ||
| 7<=YR* | 225.929 | -11.74 | -12.73 | 0.98 | -4.64 | -11.74 | ||
| 7YR-11YR*2 | 194.863 | -11.31 | -12.33 | 1.01 | -2.90 | -11.31 | ||
| 11YR-*2 | 228.206 | -12.02 | -12.98 | 0.96 | -5.71 | -12.02 | ||
| SDGs*5 | 97.354 | -7.70 | -8.35 | 0.65 | -2.73 | -7.70 | ||
| Overall SDGs (excl. ABS)*5 | 97.424 | -7.70 | -8.34 | 0.65 | -2.74 | -7.70 | ||
| SDGs/E*5 | 97.993 | -7.38 | -8.02 | 0.63 | -2.54 | -7.38 | ||
| Overall SDGs/E (excl. ABS)*5 | 98.095 | -7.38 | -8.01 | 0.63 | -2.55 | -7.38 | ||
| 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 | 1152382 | 94.55 | 94.77 | 10.22 | 0.83 | 1.26 | 1.22 | 8.64 | 8.57 | 8.60 | 4 | |
| 1<=YR<3 | 230349 | 99.42 | 99.53 | 1.92 | 0.42 | 0.72 | 0.72 | 1.91 | 1.91 | 1.91 | 5 | |
| 3<=YR<7 | 313722 | 98.87 | 99.03 | 4.78 | 0.67 | 0.92 | 0.92 | 4.69 | 4.67 | 4.69 | 5 | |
| 7<=YR | 608311 | 90.48 | 90.77 | 16.16 | 1.07 | 1.68 | 1.61 | 13.64 | 13.52 | 13.56 | 4 | |
| 7YR-11YR | 210425 | 99.24 | 99.49 | 8.69 | 1.05 | 1.16 | 1.15 | 8.29 | 8.24 | 8.28 | 3 | |
| 11YR- | 397886 | 85.85 | 86.16 | 20.12 | 1.08 | 2.00 | 1.88 | 16.92 | 16.75 | 16.79 | 4 | |
| Government | 979414 | 94.46 | 94.69 | 10.73 | 0.85 | 1.26 | 1.21 | 9.02 | 8.95 | 8.97 | 1 | |
| 1<=YR<3 | 189531 | 99.50 | 99.61 | 1.91 | 0.42 | 0.67 | 0.67 | 1.90 | 1.89 | 1.90 | 1 | |
| 3<=YR<7 | 255016 | 99.16 | 99.33 | 4.79 | 0.68 | 0.87 | 0.87 | 4.70 | 4.68 | 4.70 | 0 | |
| 7<=YR | 534868 | 90.43 | 90.73 | 16.68 | 1.09 | 1.70 | 1.60 | 14.04 | 13.92 | 13.95 | 1 | |
| 7YR-11YR | 183498 | 99.53 | 99.78 | 8.70 | 1.05 | 1.13 | 1.13 | 8.30 | 8.25 | 8.29 | 0 | |
| 11YR- | 351370 | 85.68 | 86.00 | 20.85 | 1.11 | 2.04 | 1.89 | 17.52 | 17.35 | 17.38 | 1 | |
| Municipals | 66872 | 95.67 | 95.85 | 7.30 | 0.63 | 1.15 | 1.16 | 6.69 | 6.65 | 6.67 | 12 | |
| Govt.Grntd | 14403 | 94.66 | 94.78 | 9.23 | 0.76 | 1.25 | 1.20 | 7.91 | 7.85 | 7.88 | 7 | |
| Bank Dbntr | 3369 | 98.01 | 98.09 | 3.09 | 0.34 | 1.02 | 1.01 | 3.04 | 3.02 | 3.04 | 26 | |
| Corporates | 70141 | 94.70 | 94.87 | 7.36 | 0.77 | 1.43 | 1.38 | 6.23 | 6.18 | 6.21 | 39 | |
| Yen Dnm Frgn | 3675 | 98.51 | 98.75 | 3.52 | 1.10 | 1.58 | 1.57 | 3.35 | 3.32 | 3.34 | 78 | |
| MBS | 13850 | 93.02 | 93.05 | 7.52 | 0.64 | 0.94 | 1.57 | 6.92 | 6.86 | 7.27 | 25 | |
| ABS | 657 | 94.62 | 94.79 | 5.83 | 0.75 | 1.65 | 1.60 | 5.39 | 5.34 | 5.39 | 67 | |
| Overall ex.MBS | 1138532 | 94.57 | 94.79 | 10.25 | 0.83 | 1.27 | 1.22 | 8.66 | 8.59 | 8.61 | 4 | |
| 1<=YR<3 | 230349 | 99.42 | 99.53 | 1.92 | 0.42 | 0.72 | 0.72 | 1.91 | 1.91 | 1.91 | 5 | |
| 3<=YR<7 | 313722 | 98.87 | 99.03 | 4.78 | 0.67 | 0.92 | 0.92 | 4.69 | 4.67 | 4.69 | 5 | |
| 7<=YR | 594460 | 90.43 | 90.72 | 16.36 | 1.08 | 1.70 | 1.61 | 13.81 | 13.68 | 13.72 | 3 | |
| 7YR-11YR | 210256 | 99.24 | 99.50 | 8.69 | 1.05 | 1.16 | 1.16 | 8.29 | 8.25 | 8.29 | 3 | |
| 11YR- | 384204 | 85.60 | 85.91 | 20.56 | 1.10 | 2.04 | 1.90 | 17.30 | 17.13 | 17.15 | 3 | |
| Overall ex.ABS | 1151725 | 94.55 | 94.77 | 10.22 | 0.83 | 1.26 | 1.22 | 8.64 | 8.57 | 8.60 | 4 | |
| 1<=YR<3 | 230181 | 99.42 | 99.53 | 1.92 | 0.42 | 0.72 | 0.72 | 1.91 | 1.91 | 1.91 | 5 | |
| 3<=YR<7 | 313395 | 98.87 | 99.03 | 4.78 | 0.67 | 0.92 | 0.92 | 4.69 | 4.67 | 4.69 | 5 | |
| 7<=YR | 608149 | 90.49 | 90.77 | 16.16 | 1.07 | 1.68 | 1.61 | 13.65 | 13.53 | 13.57 | 4 | |
| 7YR-11YR | 210336 | 99.24 | 99.50 | 8.69 | 1.05 | 1.16 | 1.15 | 8.29 | 8.24 | 8.28 | 3 | |
| 11YR- | 397813 | 85.86 | 86.16 | 20.12 | 1.08 | 2.00 | 1.88 | 16.92 | 16.75 | 16.79 | 4 | |
| Overall ex.MBS,ABS | 1137874 | 94.57 | 94.79 | 10.25 | 0.83 | 1.27 | 1.22 | 8.66 | 8.59 | 8.61 | 4 | |
| 1<=YR<3 | 230181 | 99.42 | 99.53 | 1.92 | 0.42 | 0.72 | 0.72 | 1.91 | 1.91 | 1.91 | 5 | |
| 3<=YR<7 | 313395 | 98.87 | 99.03 | 4.78 | 0.67 | 0.92 | 0.92 | 4.69 | 4.67 | 4.69 | 5 | |
| 7<=YR | 594299 | 90.43 | 90.72 | 16.36 | 1.08 | 1.70 | 1.61 | 13.81 | 13.68 | 13.72 | 3 | |
| 7YR-11YR | 210167 | 99.24 | 99.50 | 8.69 | 1.05 | 1.16 | 1.15 | 8.29 | 8.25 | 8.29 | 3 | |
| 11YR- | 384132 | 85.60 | 85.92 | 20.56 | 1.10 | 2.04 | 1.90 | 17.30 | 17.13 | 17.15 | 3 | |
| Overall ex.JGB | 172968 | 95.08 | 95.24 | 7.33 | 0.70 | 1.27 | 1.29 | 6.47 | 6.42 | 6.48 | 25 | |
| 1<=YR<3 | 40819 | 99.04 | 99.15 | 1.99 | 0.44 | 0.94 | 0.94 | 1.98 | 1.97 | 1.98 | 26 | |
| 3<=YR<7 | 58706 | 97.58 | 97.73 | 4.73 | 0.62 | 1.14 | 1.13 | 4.65 | 4.62 | 4.65 | 26 | |
| 7<=YR | 73443 | 90.88 | 91.08 | 12.38 | 0.91 | 1.57 | 1.65 | 10.76 | 10.66 | 10.77 | 24 | |
| 7YR-11YR | 26927 | 97.28 | 97.53 | 8.61 | 1.01 | 1.37 | 1.35 | 8.22 | 8.17 | 8.22 | 24 | |
| 11YR- | 46515 | 87.18 | 87.35 | 14.56 | 0.86 | 1.70 | 1.84 | 12.40 | 12.28 | 12.43 | 25 | |
| SDGs | 20073 | 95.64 | 95.80 | 7.13 | 0.63 | 1.27 | 1.24 | 6.41 | 6.37 | 6.40 | 23 | |
| Overall SDGs (excl. ABS) | 19734 | 95.67 | 95.83 | 7.14 | 0.63 | 1.26 | 1.23 | 6.42 | 6.37 | 6.40 | 22 | |
| SDGs/E | 23434 | 95.81 | 95.96 | 6.79 | 0.61 | 1.26 | 1.22 | 6.12 | 6.07 | 6.10 | 24 | |
| Overall SDGs/E (excl. ABS) | 23096 | 95.83 | 95.99 | 6.79 | 0.61 | 1.25 | 1.22 | 6.12 | 6.07 | 6.10 | 23 | |
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