| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 361.194 | -64.49 | -18.86 | -19.65 | 0.79 | -18.86 | -5.99 | |
| 1<=YR<3 | 233.557 | 0.89 | -2.11 | -2.48 | 0.38 | -2.11 | -1.07 | |
| 3<=YR<7 | 335.222 | -19.23 | -8.36 | -8.98 | 0.62 | -8.36 | -3.27 | |
| 7<=YR | 530.015 | -116.36 | -31.33 | -32.38 | 1.05 | -31.33 | -9.43 | |
| 7YR-11YR*2 | 191.638 | -80.98 | -18.96 | -19.89 | 0.93 | -18.96 | -5.54 | |
| 11YR-*2 | 235.064 | -137.49 | -38.60 | -39.73 | 1.13 | -38.60 | -11.70 | |
| Government | 371.764 | -67.54 | -19.85 | -20.66 | 0.82 | -19.85 | -6.40 | |
| 1<=YR<3 | 220.893 | 0.71 | -2.17 | -2.54 | 0.37 | -2.17 | -1.14 | |
| 3<=YR<7 | 334.129 | -19.61 | -8.52 | -9.15 | 0.63 | -8.52 | -3.42 | |
| 7<=YR | 540.550 | -118.70 | -32.31 | -33.39 | 1.08 | -32.31 | -9.89 | |
| 7YR-11YR*2 | 190.191 | -81.43 | -19.18 | -20.12 | 0.94 | -19.18 | -5.74 | |
| 11YR-*2 | 234.078 | -140.81 | -39.99 | -41.15 | 1.16 | -39.99 | -12.29 | |
| Municipals | 387.368 | -52.65 | -14.07 | -14.67 | 0.60 | -14.07 | -4.16 | |
| Govt.Grntd | 362.956 | -59.07 | -17.09 | -17.79 | 0.71 | -17.09 | -4.87 | |
| Bank Dbntr | 272.433 | -10.88 | -4.72 | -4.95 | 0.23 | -4.72 | -1.85 | |
| Corporates | 386.483 | -41.87 | -12.26 | -12.97 | 0.71 | -12.26 | -3.02 | |
| Yen Dnm Frgn | 354.652 | 13.78 | -2.28 | -3.39 | 1.11 | -2.28 | 0.51 | |
| MBS*3 | 123.816 | -62.20 | -15.81 | -16.44 | 0.63 | -15.81 | -4.95 | |
| ABS*4 | 112.935 | -34.22 | -10.07 | -10.79 | 0.72 | -10.07 | -3.17 | |
| Overall ex.MBS | 361.083 | -64.52 | -18.90 | -19.69 | 0.79 | -18.90 | -6.00 | |
| 1<=YR<3 | 233.557 | 0.89 | -2.11 | -2.48 | 0.38 | -2.11 | -1.07 | |
| 3<=YR<7 | 335.222 | -19.23 | -8.36 | -8.98 | 0.62 | -8.36 | -3.27 | |
| 7<=YR | 531.928 | -117.71 | -31.71 | -32.77 | 1.06 | -31.71 | -9.54 | |
| 7YR-11YR*2 | 191.632 | -81.05 | -18.98 | -19.91 | 0.93 | -18.98 | -5.54 | |
| 11YR-*2 | 236.875 | -140.45 | -39.49 | -40.64 | 1.15 | -39.49 | -11.97 | |
| Overall ex.ABS | 361.220 | -64.51 | -18.87 | -19.66 | 0.79 | -18.87 | -5.99 | |
| 1<=YR<3 | 233.522 | 0.89 | -2.11 | -2.48 | 0.38 | -2.11 | -1.07 | |
| 3<=YR<7 | 335.215 | -19.23 | -8.36 | -8.98 | 0.62 | -8.36 | -3.27 | |
| 7<=YR | 530.015 | -116.37 | -31.33 | -32.38 | 1.05 | -31.33 | -9.43 | |
| 7YR-11YR*2 | 191.632 | -80.99 | -18.97 | -19.89 | 0.93 | -18.97 | -5.54 | |
| 11YR-*2 | 235.062 | -137.49 | -38.60 | -39.73 | 1.13 | -38.60 | -11.70 | |
| Overall ex.MBS,ABS | 361.110 | -64.54 | -18.90 | -19.70 | 0.79 | -18.90 | -6.00 | |
| 1<=YR<3 | 233.522 | 0.89 | -2.11 | -2.48 | 0.38 | -2.11 | -1.07 | |
| 3<=YR<7 | 335.215 | -19.23 | -8.36 | -8.98 | 0.62 | -8.36 | -3.27 | |
| 7<=YR | 531.928 | -117.72 | -31.71 | -32.77 | 1.06 | -31.71 | -9.55 | |
| 7YR-11YR*2 | 191.626 | -81.06 | -18.98 | -19.91 | 0.93 | -18.98 | -5.54 | |
| 11YR-*2 | 236.873 | -140.45 | -39.49 | -40.64 | 1.15 | -39.49 | -11.97 | |
| Overall ex.JGB* | 169.566 | -47.47 | -13.31 | -13.97 | 0.66 | -13.31 | -3.69 | |
| 1<=YR<3* | 133.175 | 1.74 | -1.79 | -2.19 | 0.40 | -1.79 | -0.76 | |
| 3<=YR<7* | 165.940 | -17.52 | -7.65 | -8.22 | 0.57 | -7.65 | -2.58 | |
| 7<=YR* | 230.729 | -100.00 | -24.38 | -25.25 | 0.87 | -24.38 | -6.24 | |
| 7YR-11YR*2 | 197.076 | -77.91 | -17.51 | -18.34 | 0.83 | -17.51 | -4.16 | |
| 11YR-*2 | 234.493 | -113.78 | -28.63 | -29.52 | 0.90 | -28.63 | -7.53 | |
| SDGs*5 | 98.613 | -46.39 | -13.56 | -14.07 | 0.51 | -13.56 | -3.81 | |
| Overall SDGs (excl. ABS)*5 | 98.695 | -46.46 | -13.59 | -14.09 | 0.51 | -13.59 | -3.81 | |
| SDGs/E*5 | 99.184 | -41.54 | -12.45 | -12.93 | 0.48 | -12.45 | -3.52 | |
| Overall SDGs/E (excl. ABS)*5 | 99.293 | -41.51 | -12.45 | -12.93 | 0.48 | -12.45 | -3.51 | |
| 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 | 1132851 | 96.91 | 97.08 | 10.15 | 0.78 | 0.88 | 0.86 | 8.77 | 8.72 | 8.74 | 4 | |
| 1<=YR<3 | 230837 | 100.17 | 100.25 | 1.94 | 0.38 | 0.28 | 0.28 | 1.93 | 1.93 | 1.93 | 5 | |
| 3<=YR<7 | 306644 | 100.58 | 100.72 | 4.79 | 0.63 | 0.51 | 0.51 | 4.72 | 4.70 | 4.71 | 5 | |
| 7<=YR | 595370 | 93.77 | 93.97 | 16.10 | 1.02 | 1.34 | 1.30 | 13.85 | 13.74 | 13.77 | 4 | |
| 7YR-11YR | 206736 | 101.06 | 101.28 | 8.72 | 0.95 | 0.84 | 0.84 | 8.36 | 8.32 | 8.35 | 4 | |
| 11YR- | 388634 | 89.89 | 90.08 | 20.03 | 1.05 | 1.64 | 1.57 | 17.13 | 16.99 | 17.01 | 4 | |
| Government | 960624 | 96.93 | 97.10 | 10.64 | 0.80 | 0.88 | 0.85 | 9.15 | 9.10 | 9.11 | 1 | |
| 1<=YR<3 | 190304 | 100.26 | 100.34 | 1.93 | 0.37 | 0.23 | 0.23 | 1.92 | 1.92 | 1.92 | 0 | |
| 3<=YR<7 | 249677 | 100.87 | 101.02 | 4.80 | 0.64 | 0.47 | 0.47 | 4.72 | 4.71 | 4.72 | 0 | |
| 7<=YR | 520642 | 93.82 | 94.03 | 16.63 | 1.04 | 1.35 | 1.29 | 14.26 | 14.15 | 14.18 | 1 | |
| 7YR-11YR | 179448 | 101.46 | 101.69 | 8.74 | 0.97 | 0.81 | 0.81 | 8.38 | 8.35 | 8.38 | 0 | |
| 11YR- | 341194 | 89.81 | 90.00 | 20.78 | 1.08 | 1.67 | 1.57 | 17.75 | 17.61 | 17.62 | 1 | |
| Municipals | 67293 | 97.47 | 97.59 | 7.39 | 0.59 | 0.78 | 0.79 | 6.85 | 6.81 | 6.82 | 11 | |
| Govt.Grntd | 14406 | 96.76 | 96.96 | 9.18 | 0.69 | 0.85 | 0.82 | 7.96 | 7.91 | 7.93 | 7 | |
| Bank Dbntr | 3445 | 98.73 | 98.80 | 3.14 | 0.23 | 0.60 | 0.60 | 3.10 | 3.09 | 3.10 | 27 | |
| Corporates | 68945 | 96.34 | 96.51 | 7.53 | 0.70 | 1.03 | 1.00 | 6.50 | 6.46 | 6.48 | 38 | |
| Yen Dnm Frgn | 3243 | 99.08 | 99.38 | 3.79 | 1.10 | 1.28 | 1.27 | 3.61 | 3.59 | 3.61 | 89 | |
| MBS | 14186 | 95.37 | 95.40 | 7.25 | 0.62 | 0.81 | 1.20 | 6.79 | 6.75 | 7.00 | 22 | |
| ABS | 710 | 96.06 | 96.23 | 5.74 | 0.70 | 1.22 | 1.19 | 5.32 | 5.28 | 5.32 | 66 | |
| Overall ex.MBS | 1118664 | 96.93 | 97.10 | 10.19 | 0.78 | 0.88 | 0.86 | 8.80 | 8.74 | 8.76 | 4 | |
| 1<=YR<3 | 230837 | 100.17 | 100.25 | 1.94 | 0.38 | 0.28 | 0.28 | 1.93 | 1.93 | 1.93 | 5 | |
| 3<=YR<7 | 306644 | 100.58 | 100.72 | 4.79 | 0.63 | 0.51 | 0.51 | 4.72 | 4.70 | 4.71 | 5 | |
| 7<=YR | 581184 | 93.73 | 93.94 | 16.32 | 1.02 | 1.35 | 1.30 | 14.02 | 13.92 | 13.94 | 3 | |
| 7YR-11YR | 206536 | 101.06 | 101.29 | 8.72 | 0.95 | 0.84 | 0.84 | 8.36 | 8.33 | 8.36 | 4 | |
| 11YR- | 374648 | 89.68 | 89.88 | 20.51 | 1.06 | 1.67 | 1.58 | 17.53 | 17.39 | 17.41 | 3 | |
| Overall ex.ABS | 1132140 | 96.92 | 97.08 | 10.16 | 0.78 | 0.88 | 0.86 | 8.78 | 8.72 | 8.74 | 4 | |
| 1<=YR<3 | 230629 | 100.17 | 100.25 | 1.94 | 0.38 | 0.28 | 0.28 | 1.93 | 1.93 | 1.93 | 5 | |
| 3<=YR<7 | 306356 | 100.58 | 100.73 | 4.79 | 0.63 | 0.51 | 0.51 | 4.71 | 4.70 | 4.71 | 5 | |
| 7<=YR | 595155 | 93.77 | 93.97 | 16.10 | 1.02 | 1.34 | 1.30 | 13.85 | 13.75 | 13.77 | 4 | |
| 7YR-11YR | 206607 | 101.06 | 101.29 | 8.72 | 0.95 | 0.84 | 0.84 | 8.36 | 8.32 | 8.36 | 4 | |
| 11YR- | 388548 | 89.89 | 90.08 | 20.03 | 1.05 | 1.64 | 1.57 | 17.13 | 16.99 | 17.01 | 4 | |
| Overall ex.MBS,ABS | 1117954 | 96.94 | 97.10 | 10.19 | 0.78 | 0.88 | 0.86 | 8.80 | 8.75 | 8.76 | 4 | |
| 1<=YR<3 | 230629 | 100.17 | 100.25 | 1.94 | 0.38 | 0.28 | 0.28 | 1.93 | 1.93 | 1.93 | 5 | |
| 3<=YR<7 | 306356 | 100.58 | 100.73 | 4.79 | 0.63 | 0.51 | 0.51 | 4.71 | 4.70 | 4.71 | 5 | |
| 7<=YR | 580969 | 93.73 | 93.94 | 16.32 | 1.02 | 1.35 | 1.30 | 14.02 | 13.92 | 13.94 | 3 | |
| 7YR-11YR | 206407 | 101.07 | 101.29 | 8.72 | 0.95 | 0.84 | 0.84 | 8.37 | 8.33 | 8.36 | 4 | |
| 11YR- | 374562 | 89.69 | 89.88 | 20.51 | 1.06 | 1.67 | 1.58 | 17.53 | 17.39 | 17.41 | 3 | |
| Overall ex.JGB | 172227 | 96.84 | 96.98 | 7.43 | 0.65 | 0.90 | 0.92 | 6.65 | 6.61 | 6.65 | 24 | |
| 1<=YR<3 | 40533 | 99.76 | 99.85 | 1.99 | 0.40 | 0.50 | 0.50 | 1.98 | 1.98 | 1.98 | 26 | |
| 3<=YR<7 | 56966 | 99.29 | 99.42 | 4.76 | 0.58 | 0.71 | 0.71 | 4.69 | 4.67 | 4.69 | 25 | |
| 7<=YR | 74728 | 93.38 | 93.55 | 12.41 | 0.84 | 1.28 | 1.33 | 10.95 | 10.87 | 10.94 | 23 | |
| 7YR-11YR | 27288 | 98.45 | 98.63 | 8.53 | 0.84 | 1.05 | 1.04 | 8.21 | 8.17 | 8.21 | 25 | |
| 11YR- | 47440 | 90.46 | 90.63 | 14.64 | 0.84 | 1.42 | 1.51 | 12.66 | 12.56 | 12.65 | 22 | |
| SDGs | 15753 | 96.59 | 96.72 | 7.46 | 0.50 | 0.90 | 0.88 | 6.76 | 6.72 | 6.74 | 23 | |
| Overall SDGs (excl. ABS) | 15426 | 96.62 | 96.76 | 7.48 | 0.50 | 0.90 | 0.87 | 6.77 | 6.73 | 6.75 | 22 | |
| SDGs/E | 19177 | 96.82 | 96.95 | 6.95 | 0.47 | 0.87 | 0.85 | 6.31 | 6.27 | 6.29 | 24 | |
| Overall SDGs/E (excl. ABS) | 18851 | 96.85 | 96.98 | 6.95 | 0.47 | 0.86 | 0.84 | 6.31 | 6.27 | 6.29 | 23 | |
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