| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 356.920 | -52.35 | -17.31 | -18.16 | 0.85 | -4.02 | -3.46 | |
| 1<=YR<3 | 232.930 | -17.06 | -4.46 | -4.87 | 0.40 | -0.66 | -0.69 | |
| 3<=YR<7 | 333.351 | -55.04 | -13.21 | -13.86 | 0.65 | -1.84 | -1.80 | |
| 7<=YR | 519.935 | -65.31 | -24.82 | -25.95 | 1.13 | -6.56 | -5.47 | |
| 7YR-11YR*2 | 191.043 | -76.69 | -21.58 | -22.58 | 1.00 | -2.71 | -2.35 | |
| 11YR-*2 | 228.355 | -58.31 | -26.81 | -28.02 | 1.21 | -8.83 | -7.30 | |
| Government | 367.054 | -52.39 | -17.75 | -18.62 | 0.87 | -4.27 | -3.70 | |
| 1<=YR<3 | 220.249 | -16.83 | -4.44 | -4.84 | 0.40 | -0.70 | -0.74 | |
| 3<=YR<7 | 332.189 | -55.00 | -13.26 | -13.92 | 0.66 | -1.90 | -1.88 | |
| 7<=YR | 529.784 | -64.70 | -25.14 | -26.30 | 1.16 | -6.81 | -5.73 | |
| 7YR-11YR*2 | 189.575 | -76.51 | -21.67 | -22.67 | 1.00 | -2.76 | -2.44 | |
| 11YR-*2 | 227.094 | -57.48 | -27.25 | -28.50 | 1.25 | -9.18 | -7.64 | |
| Municipals | 384.809 | -58.10 | -16.26 | -16.90 | 0.63 | -2.67 | -2.23 | |
| Govt.Grntd | 359.233 | -52.29 | -16.59 | -17.34 | 0.76 | -3.58 | -2.89 | |
| Bank Dbntr | 271.782 | -31.54 | -8.01 | -8.33 | 0.32 | -0.92 | -0.94 | |
| Corporates | 383.656 | -48.17 | -13.49 | -14.26 | 0.78 | -2.56 | -1.90 | |
| Yen Dnm Frgn | 356.084 | -20.33 | -5.98 | -7.03 | 1.06 | 0.35 | 0.63 | |
| MBS*3 | 122.621 | -55.89 | -17.23 | -17.88 | 0.65 | -3.34 | -2.85 | |
| ABS*4 | 112.707 | -51.69 | -13.22 | -13.99 | 0.76 | -1.50 | -1.37 | |
| Overall ex.MBS | 356.801 | -52.31 | -17.31 | -18.16 | 0.85 | -4.03 | -3.47 | |
| 1<=YR<3 | 232.930 | -17.06 | -4.46 | -4.87 | 0.40 | -0.66 | -0.69 | |
| 3<=YR<7 | 333.351 | -55.04 | -13.21 | -13.86 | 0.65 | -1.84 | -1.80 | |
| 7<=YR | 521.690 | -65.54 | -25.00 | -26.15 | 1.14 | -6.64 | -5.54 | |
| 7YR-11YR*2 | 191.037 | -76.73 | -21.59 | -22.59 | 1.00 | -2.71 | -2.35 | |
| 11YR-*2 | 229.941 | -58.39 | -27.18 | -28.41 | 1.24 | -9.04 | -7.47 | |
| Overall ex.ABS | 356.944 | -52.35 | -17.32 | -18.16 | 0.85 | -4.03 | -3.46 | |
| 1<=YR<3 | 232.895 | -17.06 | -4.46 | -4.87 | 0.40 | -0.66 | -0.69 | |
| 3<=YR<7 | 333.343 | -55.03 | -13.21 | -13.86 | 0.65 | -1.84 | -1.80 | |
| 7<=YR | 519.932 | -65.31 | -24.82 | -25.95 | 1.13 | -6.56 | -5.47 | |
| 7YR-11YR*2 | 191.036 | -76.69 | -21.58 | -22.58 | 1.00 | -2.71 | -2.35 | |
| 11YR-*2 | 228.353 | -58.31 | -26.81 | -28.02 | 1.21 | -8.83 | -7.30 | |
| Overall ex.MBS,ABS | 356.825 | -52.31 | -17.32 | -18.16 | 0.85 | -4.03 | -3.47 | |
| 1<=YR<3 | 232.895 | -17.06 | -4.46 | -4.87 | 0.40 | -0.66 | -0.69 | |
| 3<=YR<7 | 333.343 | -55.03 | -13.21 | -13.86 | 0.65 | -1.84 | -1.80 | |
| 7<=YR | 521.687 | -65.53 | -25.00 | -26.15 | 1.14 | -6.64 | -5.54 | |
| 7YR-11YR*2 | 191.030 | -76.73 | -21.59 | -22.59 | 1.00 | -2.71 | -2.35 | |
| 11YR-*2 | 229.938 | -58.39 | -27.18 | -28.41 | 1.24 | -9.04 | -7.47 | |
| Overall ex.JGB* | 168.359 | -52.10 | -14.86 | -15.56 | 0.71 | -2.66 | -2.12 | |
| 1<=YR<3* | 132.964 | -18.11 | -4.54 | -4.97 | 0.42 | -0.45 | -0.45 | |
| 3<=YR<7* | 165.182 | -55.21 | -12.99 | -13.60 | 0.61 | -1.60 | -1.44 | |
| 7<=YR* | 227.824 | -69.75 | -22.53 | -23.48 | 0.95 | -4.78 | -3.64 | |
| 7YR-11YR*2 | 196.638 | -77.92 | -20.95 | -21.92 | 0.97 | -2.41 | -1.75 | |
| 11YR-*2 | 230.014 | -64.46 | -23.55 | -24.49 | 0.94 | -6.26 | -4.80 | |
| SDGs*5 | 97.897 | -53.87 | -15.33 | -15.95 | 0.62 | -2.71 | -2.18 | |
| Overall SDGs (excl. ABS)*5 | 97.969 | -53.77 | -15.33 | -15.95 | 0.62 | -2.73 | -2.19 | |
| SDGs/E*5 | 98.512 | -51.62 | -14.61 | -15.21 | 0.60 | -2.50 | -2.02 | |
| Overall SDGs/E (excl. ABS)*5 | 98.614 | -51.50 | -14.60 | -15.20 | 0.60 | -2.51 | -2.03 | |
| 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 | 1155178 | 95.27 | 95.49 | 10.18 | 0.82 | 1.13 | 1.10 | 8.62 | 8.56 | 8.58 | 4 | |
| 1<=YR<3 | 230156 | 99.64 | 99.76 | 1.89 | 0.41 | 0.59 | 0.59 | 1.88 | 1.88 | 1.88 | 6 | |
| 3<=YR<7 | 315182 | 99.59 | 99.78 | 4.74 | 0.66 | 0.76 | 0.75 | 4.66 | 4.64 | 4.66 | 5 | |
| 7<=YR | 609840 | 91.39 | 91.67 | 16.12 | 1.05 | 1.56 | 1.50 | 13.62 | 13.50 | 13.53 | 4 | |
| 7YR-11YR | 211512 | 100.35 | 100.64 | 8.66 | 1.02 | 0.99 | 0.99 | 8.28 | 8.24 | 8.27 | 3 | |
| 11YR- | 398328 | 86.64 | 86.90 | 20.08 | 1.07 | 1.92 | 1.80 | 16.90 | 16.74 | 16.77 | 4 | |
| Government | 981997 | 95.19 | 95.42 | 10.68 | 0.84 | 1.13 | 1.09 | 8.99 | 8.93 | 8.94 | 1 | |
| 1<=YR<3 | 189298 | 99.73 | 99.85 | 1.87 | 0.40 | 0.55 | 0.54 | 1.86 | 1.86 | 1.86 | 1 | |
| 3<=YR<7 | 256590 | 99.89 | 100.08 | 4.74 | 0.67 | 0.71 | 0.71 | 4.65 | 4.64 | 4.65 | 0 | |
| 7<=YR | 536109 | 91.34 | 91.62 | 16.63 | 1.08 | 1.58 | 1.49 | 14.01 | 13.89 | 13.91 | 1 | |
| 7YR-11YR | 184416 | 100.67 | 100.97 | 8.67 | 1.03 | 0.96 | 0.96 | 8.28 | 8.24 | 8.28 | 0 | |
| 11YR- | 351693 | 86.45 | 86.72 | 20.80 | 1.10 | 1.96 | 1.81 | 17.51 | 17.34 | 17.35 | 1 | |
| Municipals | 66957 | 96.42 | 96.57 | 7.32 | 0.62 | 1.01 | 1.02 | 6.73 | 6.69 | 6.71 | 12 | |
| Govt.Grntd | 14230 | 95.25 | 95.40 | 9.34 | 0.75 | 1.12 | 1.08 | 8.01 | 7.95 | 7.98 | 7 | |
| Bank Dbntr | 3391 | 98.31 | 98.41 | 3.12 | 0.32 | 0.89 | 0.88 | 3.08 | 3.06 | 3.08 | 27 | |
| Corporates | 70661 | 95.29 | 95.49 | 7.38 | 0.75 | 1.30 | 1.25 | 6.27 | 6.22 | 6.24 | 39 | |
| Yen Dnm Frgn | 3377 | 98.83 | 99.11 | 3.54 | 1.06 | 1.42 | 1.41 | 3.38 | 3.35 | 3.38 | 77 | |
| MBS | 13914 | 93.98 | 94.00 | 7.43 | 0.63 | 0.89 | 1.42 | 6.89 | 6.84 | 7.20 | 22 | |
| ABS | 652 | 95.13 | 95.35 | 5.91 | 0.74 | 1.50 | 1.46 | 5.47 | 5.43 | 5.47 | 68 | |
| Overall ex.MBS | 1141264 | 95.29 | 95.51 | 10.21 | 0.82 | 1.13 | 1.09 | 8.64 | 8.58 | 8.59 | 4 | |
| 1<=YR<3 | 230156 | 99.64 | 99.76 | 1.89 | 0.41 | 0.59 | 0.59 | 1.88 | 1.88 | 1.88 | 6 | |
| 3<=YR<7 | 315182 | 99.59 | 99.78 | 4.74 | 0.66 | 0.76 | 0.75 | 4.66 | 4.64 | 4.66 | 5 | |
| 7<=YR | 595926 | 91.33 | 91.61 | 16.32 | 1.06 | 1.58 | 1.50 | 13.78 | 13.66 | 13.68 | 3 | |
| 7YR-11YR | 211337 | 100.35 | 100.65 | 8.67 | 1.02 | 0.99 | 0.99 | 8.28 | 8.24 | 8.28 | 3 | |
| 11YR- | 384589 | 86.38 | 86.65 | 20.53 | 1.09 | 1.96 | 1.82 | 17.29 | 17.13 | 17.13 | 3 | |
| Overall ex.ABS | 1154526 | 95.27 | 95.49 | 10.18 | 0.82 | 1.13 | 1.10 | 8.62 | 8.56 | 8.58 | 4 | |
| 1<=YR<3 | 229986 | 99.65 | 99.76 | 1.89 | 0.41 | 0.59 | 0.59 | 1.88 | 1.88 | 1.88 | 6 | |
| 3<=YR<7 | 314865 | 99.59 | 99.78 | 4.74 | 0.66 | 0.76 | 0.75 | 4.66 | 4.64 | 4.66 | 5 | |
| 7<=YR | 609675 | 91.39 | 91.67 | 16.12 | 1.05 | 1.56 | 1.50 | 13.62 | 13.51 | 13.53 | 4 | |
| 7YR-11YR | 211426 | 100.35 | 100.65 | 8.66 | 1.02 | 0.99 | 0.99 | 8.28 | 8.24 | 8.28 | 3 | |
| 11YR- | 398250 | 86.64 | 86.90 | 20.08 | 1.07 | 1.92 | 1.80 | 16.90 | 16.74 | 16.77 | 4 | |
| Overall ex.MBS,ABS | 1140612 | 95.29 | 95.51 | 10.22 | 0.82 | 1.13 | 1.09 | 8.64 | 8.58 | 8.60 | 4 | |
| 1<=YR<3 | 229986 | 99.65 | 99.76 | 1.89 | 0.41 | 0.59 | 0.59 | 1.88 | 1.88 | 1.88 | 6 | |
| 3<=YR<7 | 314865 | 99.59 | 99.78 | 4.74 | 0.66 | 0.76 | 0.75 | 4.66 | 4.64 | 4.66 | 5 | |
| 7<=YR | 595761 | 91.33 | 91.61 | 16.32 | 1.06 | 1.58 | 1.50 | 13.78 | 13.67 | 13.68 | 3 | |
| 7YR-11YR | 211251 | 100.35 | 100.65 | 8.67 | 1.02 | 0.99 | 0.99 | 8.28 | 8.24 | 8.28 | 3 | |
| 11YR- | 384510 | 86.38 | 86.65 | 20.53 | 1.09 | 1.96 | 1.82 | 17.29 | 17.13 | 17.13 | 3 | |
| Overall ex.JGB | 173181 | 95.75 | 95.91 | 7.36 | 0.69 | 1.13 | 1.16 | 6.52 | 6.47 | 6.52 | 25 | |
| 1<=YR<3 | 40858 | 99.25 | 99.36 | 2.00 | 0.42 | 0.81 | 0.81 | 1.99 | 1.98 | 1.99 | 27 | |
| 3<=YR<7 | 58593 | 98.29 | 98.45 | 4.75 | 0.61 | 0.97 | 0.96 | 4.67 | 4.65 | 4.67 | 25 | |
| 7<=YR | 73731 | 91.79 | 91.98 | 12.40 | 0.90 | 1.46 | 1.53 | 10.79 | 10.70 | 10.80 | 24 | |
| 7YR-11YR | 27096 | 98.19 | 98.44 | 8.62 | 0.97 | 1.22 | 1.21 | 8.25 | 8.20 | 8.25 | 25 | |
| 11YR- | 46635 | 88.07 | 88.23 | 14.59 | 0.85 | 1.62 | 1.73 | 12.44 | 12.32 | 12.45 | 23 | |
| SDGs | 19402 | 96.20 | 96.36 | 7.26 | 0.61 | 1.13 | 1.10 | 6.55 | 6.50 | 6.53 | 23 | |
| Overall SDGs (excl. ABS) | 19077 | 96.23 | 96.39 | 7.27 | 0.61 | 1.13 | 1.10 | 6.55 | 6.51 | 6.53 | 22 | |
| SDGs/E | 22807 | 96.36 | 96.51 | 6.88 | 0.59 | 1.11 | 1.09 | 6.22 | 6.17 | 6.20 | 24 | |
| Overall SDGs/E (excl. ABS) | 22482 | 96.39 | 96.54 | 6.88 | 0.59 | 1.11 | 1.08 | 6.22 | 6.18 | 6.20 | 23 | |
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