--------------- RETURNS (%) FROM ---------------- | ||||||||
---|---|---|---|---|---|---|---|---|
INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
Overall | 375.267 | 42.73 | -1.18 | -1.93 | 0.75 | 0.91 | 5.87 | |
1<=YR<3 | 234.570 | 0.29 | 0.22 | -0.21 | 0.43 | -0.11 | 0.63 | |
3<=YR<7 | 339.351 | 18.68 | 0.39 | -0.17 | 0.56 | 0.45 | 2.54 | |
7<=YR | 565.894 | 71.04 | -2.51 | -3.48 | 0.98 | 1.54 | 9.69 | |
7YR-11YR*2 | 196.618 | 28.71 | -1.86 | -2.70 | 0.83 | -0.50 | 3.76 | |
11YR-*2 | 256.775 | 94.49 | -2.87 | -3.92 | 1.05 | 2.67 | 13.09 | |
Government | 387.534 | 45.26 | -1.54 | -2.32 | 0.78 | 0.80 | 6.23 | |
1<=YR<3 | 221.986 | -0.08 | 0.13 | -0.30 | 0.43 | -0.19 | 0.58 | |
3<=YR<7 | 338.626 | 18.19 | 0.18 | -0.39 | 0.57 | 0.29 | 2.50 | |
7<=YR | 579.320 | 74.30 | -2.95 | -3.95 | 1.00 | 1.41 | 10.18 | |
7YR-11YR*2 | 195.460 | 27.95 | -2.29 | -3.15 | 0.86 | -0.84 | 3.78 | |
11YR-*2 | 256.909 | 99.62 | -3.31 | -4.39 | 1.08 | 2.63 | 13.78 | |
Municipals | 395.192 | 26.60 | 0.27 | -0.30 | 0.57 | 1.11 | 3.89 | |
Govt.Grntd | 373.923 | 34.78 | -0.73 | -1.39 | 0.67 | 0.82 | 4.46 | |
Bank Dbntr | 274.197 | 8.03 | 0.28 | 0.12 | 0.15 | 0.39 | 1.14 | |
Corporates | 393.246 | 31.63 | 0.53 | -0.13 | 0.66 | 1.50 | 4.07 | |
Yen Dnm Frgn | 352.105 | 70.27 | 3.99 | 2.96 | 1.03 | 4.57 | 4.77 | |
MBS*3 | 127.439 | 15.09 | 5.84 | 5.19 | 0.65 | 4.08 | 3.75 | |
ABS*4 | 114.351 | 18.51 | 0.16 | -0.51 | 0.66 | 0.83 | 2.96 | |
Overall ex.MBS | 375.199 | 43.09 | -1.27 | -2.03 | 0.75 | 0.87 | 5.90 | |
1<=YR<3 | 234.570 | 0.29 | 0.22 | -0.21 | 0.43 | -0.11 | 0.63 | |
3<=YR<7 | 339.351 | 18.68 | 0.39 | -0.17 | 0.56 | 0.45 | 2.54 | |
7<=YR | 568.469 | 72.46 | -2.72 | -3.70 | 0.98 | 1.48 | 9.85 | |
7YR-11YR*2 | 196.616 | 28.73 | -1.87 | -2.70 | 0.84 | -0.50 | 3.76 | |
11YR-*2 | 259.367 | 97.61 | -3.21 | -4.27 | 1.07 | 2.61 | 13.48 | |
Overall ex.ABS | 375.301 | 42.75 | -1.18 | -1.94 | 0.75 | 0.91 | 5.88 | |
1<=YR<3 | 234.536 | 0.29 | 0.22 | -0.21 | 0.43 | -0.11 | 0.63 | |
3<=YR<7 | 339.345 | 18.68 | 0.39 | -0.18 | 0.56 | 0.45 | 2.54 | |
7<=YR | 565.902 | 71.06 | -2.51 | -3.48 | 0.98 | 1.54 | 9.70 | |
7YR-11YR*2 | 196.612 | 28.71 | -1.86 | -2.70 | 0.83 | -0.50 | 3.76 | |
11YR-*2 | 256.774 | 94.50 | -2.87 | -3.92 | 1.05 | 2.67 | 13.09 | |
Overall ex.MBS,ABS | 375.232 | 43.11 | -1.27 | -2.03 | 0.76 | 0.87 | 5.91 | |
1<=YR<3 | 234.536 | 0.29 | 0.22 | -0.21 | 0.43 | -0.11 | 0.63 | |
3<=YR<7 | 339.345 | 18.68 | 0.39 | -0.18 | 0.56 | 0.45 | 2.54 | |
7<=YR | 568.477 | 72.47 | -2.72 | -3.70 | 0.98 | 1.48 | 9.85 | |
7YR-11YR*2 | 196.610 | 28.73 | -1.87 | -2.70 | 0.84 | -0.50 | 3.76 | |
11YR-*2 | 259.367 | 97.62 | -3.21 | -4.28 | 1.07 | 2.61 | 13.48 | |
Overall ex.JGB* | 172.951 | 28.65 | 0.82 | 0.20 | 0.62 | 1.53 | 3.95 | |
1<=YR<3* | 133.376 | 2.00 | 0.62 | 0.22 | 0.40 | 0.26 | 0.83 | |
3<=YR<7* | 167.142 | 20.89 | 1.32 | 0.79 | 0.53 | 1.18 | 2.71 | |
7<=YR* | 240.038 | 48.66 | 0.55 | -0.24 | 0.80 | 2.47 | 6.54 | |
7YR-11YR*2 | 199.986 | 33.61 | 0.87 | 0.18 | 0.69 | 1.67 | 3.68 | |
11YR-*2 | 247.706 | 57.82 | 0.36 | -0.50 | 0.87 | 2.96 | 8.36 | |
SDGs*5 | 100.604 | 31.26 | 0.32 | -0.06 | 0.38 | 1.34 | 4.49 | |
Overall SDGs (excl. ABS)*5 | 100.693 | 31.57 | 0.37 | 0.00 | 0.37 | 1.37 | 4.53 | |
SDGs/E*5 | 100.954 | 27.32 | 0.35 | 0.01 | 0.34 | 1.11 | 3.93 | |
Overall SDGs/E (excl. ABS)*5 | 101.065 | 27.45 | 0.39 | 0.05 | 0.34 | 1.13 | 3.95 | |
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 | 1102250 | 101.53 | 101.74 | 10.09 | 0.77 | 0.43 | 0.43 | 9.12 | 9.08 | 9.09 | 5 | |
1<=YR<3 | 220463 | 100.86 | 101.00 | 1.89 | 0.43 | -0.03 | -0.03 | 1.88 | 1.88 | 1.88 | 6 | |
3<=YR<7 | 298059 | 102.21 | 102.38 | 4.69 | 0.57 | 0.12 | 0.12 | 4.62 | 4.62 | 4.62 | 6 | |
7<=YR | 583728 | 101.44 | 101.70 | 15.95 | 0.99 | 0.76 | 0.76 | 14.14 | 14.08 | 14.08 | 4 | |
7YR-11YR | 202293 | 104.25 | 104.50 | 8.63 | 0.87 | 0.38 | 0.39 | 8.32 | 8.30 | 8.31 | 5 | |
11YR- | 381435 | 99.94 | 100.22 | 19.83 | 1.06 | 0.96 | 0.96 | 17.36 | 17.27 | 17.27 | 4 | |
Government | 930554 | 101.92 | 102.15 | 10.58 | 0.79 | 0.40 | 0.40 | 9.52 | 9.48 | 9.49 | 0 | |
1<=YR<3 | 180379 | 100.97 | 101.11 | 1.87 | 0.44 | -0.08 | -0.09 | 1.87 | 1.87 | 1.87 | 1 | |
3<=YR<7 | 243033 | 102.55 | 102.72 | 4.67 | 0.58 | 0.06 | 0.06 | 4.61 | 4.61 | 4.61 | 0 | |
7<=YR | 507143 | 101.96 | 102.24 | 16.50 | 1.02 | 0.74 | 0.74 | 14.58 | 14.51 | 14.51 | 1 | |
7YR-11YR | 173918 | 104.91 | 105.17 | 8.66 | 0.90 | 0.34 | 0.34 | 8.34 | 8.32 | 8.33 | 0 | |
11YR- | 333225 | 100.42 | 100.70 | 20.59 | 1.09 | 0.96 | 0.96 | 17.98 | 17.89 | 17.88 | 1 | |
Municipals | 67506 | 100.07 | 100.21 | 7.52 | 0.57 | 0.42 | 0.44 | 7.11 | 7.08 | 7.09 | 17 | |
Govt.Grntd | 15376 | 100.55 | 100.70 | 8.80 | 0.66 | 0.42 | 0.42 | 7.95 | 7.92 | 7.93 | 12 | |
Bank Dbntr | 3490 | 99.59 | 99.64 | 3.24 | 0.15 | 0.23 | 0.23 | 3.21 | 3.20 | 3.21 | 25 | |
Corporates | 66829 | 98.66 | 98.83 | 7.70 | 0.65 | 0.68 | 0.67 | 6.87 | 6.83 | 6.84 | 45 | |
Yen Dnm Frgn | 3030 | 99.31 | 99.60 | 3.72 | 1.02 | 1.16 | 1.16 | 3.55 | 3.53 | 3.55 | 114 | |
MBS | 14655 | 98.85 | 98.88 | 6.70 | 0.63 | 0.67 | 0.67 | 6.43 | 6.41 | 6.42 | 20 | |
ABS | 810 | 98.29 | 98.46 | 5.69 | 0.65 | 0.78 | 0.76 | 5.36 | 5.33 | 5.35 | 63 | |
Overall ex.MBS | 1087595 | 101.57 | 101.78 | 10.14 | 0.77 | 0.42 | 0.42 | 9.15 | 9.12 | 9.12 | 5 | |
1<=YR<3 | 220463 | 100.86 | 101.00 | 1.89 | 0.43 | -0.03 | -0.03 | 1.88 | 1.88 | 1.88 | 6 | |
3<=YR<7 | 298059 | 102.21 | 102.38 | 4.69 | 0.57 | 0.12 | 0.12 | 4.62 | 4.62 | 4.62 | 6 | |
7<=YR | 569073 | 101.50 | 101.77 | 16.19 | 1.00 | 0.76 | 0.76 | 14.34 | 14.27 | 14.27 | 4 | |
7YR-11YR | 202122 | 104.25 | 104.50 | 8.63 | 0.87 | 0.38 | 0.39 | 8.32 | 8.30 | 8.32 | 5 | |
11YR- | 366951 | 99.99 | 100.27 | 20.35 | 1.07 | 0.98 | 0.97 | 17.79 | 17.70 | 17.69 | 3 | |
Overall ex.ABS | 1101441 | 101.53 | 101.75 | 10.10 | 0.77 | 0.43 | 0.43 | 9.12 | 9.09 | 9.09 | 5 | |
1<=YR<3 | 220193 | 100.87 | 101.00 | 1.89 | 0.43 | -0.03 | -0.03 | 1.88 | 1.88 | 1.88 | 6 | |
3<=YR<7 | 297787 | 102.21 | 102.38 | 4.69 | 0.57 | 0.12 | 0.12 | 4.62 | 4.62 | 4.62 | 6 | |
7<=YR | 583461 | 101.44 | 101.70 | 15.95 | 0.99 | 0.76 | 0.76 | 14.14 | 14.08 | 14.08 | 4 | |
7YR-11YR | 202117 | 104.25 | 104.51 | 8.63 | 0.87 | 0.38 | 0.39 | 8.32 | 8.30 | 8.31 | 5 | |
11YR- | 381344 | 99.95 | 100.22 | 19.84 | 1.06 | 0.96 | 0.96 | 17.36 | 17.28 | 17.27 | 4 | |
Overall ex.MBS,ABS | 1086786 | 101.57 | 101.79 | 10.14 | 0.77 | 0.42 | 0.42 | 9.16 | 9.12 | 9.12 | 5 | |
1<=YR<3 | 220193 | 100.87 | 101.00 | 1.89 | 0.43 | -0.03 | -0.03 | 1.88 | 1.88 | 1.88 | 6 | |
3<=YR<7 | 297787 | 102.21 | 102.38 | 4.69 | 0.57 | 0.12 | 0.12 | 4.62 | 4.62 | 4.62 | 6 | |
7<=YR | 568806 | 101.51 | 101.78 | 16.19 | 1.00 | 0.76 | 0.76 | 14.34 | 14.27 | 14.28 | 4 | |
7YR-11YR | 201946 | 104.26 | 104.51 | 8.63 | 0.87 | 0.38 | 0.39 | 8.32 | 8.30 | 8.32 | 5 | |
11YR- | 366860 | 99.99 | 100.27 | 20.35 | 1.07 | 0.98 | 0.97 | 17.79 | 17.70 | 17.70 | 3 | |
Overall ex.JGB | 171696 | 99.43 | 99.57 | 7.47 | 0.61 | 0.56 | 0.56 | 6.88 | 6.86 | 6.86 | 30 | |
1<=YR<3 | 40085 | 100.37 | 100.48 | 1.97 | 0.41 | 0.20 | 0.20 | 1.96 | 1.96 | 1.96 | 29 | |
3<=YR<7 | 55027 | 100.72 | 100.87 | 4.74 | 0.54 | 0.39 | 0.39 | 4.68 | 4.67 | 4.68 | 32 | |
7<=YR | 76585 | 98.00 | 98.16 | 12.31 | 0.78 | 0.87 | 0.87 | 11.15 | 11.09 | 11.11 | 29 | |
7YR-11YR | 28375 | 100.22 | 100.39 | 8.44 | 0.69 | 0.68 | 0.68 | 8.19 | 8.16 | 8.19 | 35 | |
11YR- | 48210 | 96.69 | 96.85 | 14.59 | 0.83 | 0.99 | 0.99 | 12.96 | 12.88 | 12.89 | 25 | |
SDGs | 9466 | 97.90 | 97.99 | 7.80 | 0.37 | 0.57 | 0.56 | 7.14 | 7.11 | 7.12 | 33 | |
Overall SDGs (excl. ABS) | 9140 | 97.93 | 98.02 | 7.82 | 0.36 | 0.56 | 0.55 | 7.16 | 7.13 | 7.14 | 32 | |
SDGs/E | 12356 | 98.12 | 98.20 | 7.05 | 0.33 | 0.52 | 0.51 | 6.48 | 6.45 | 6.46 | 32 | |
Overall SDGs/E (excl. ABS) | 12029 | 98.15 | 98.23 | 7.05 | 0.33 | 0.51 | 0.50 | 6.47 | 6.44 | 6.45 | 31 | |
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