| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 356.052 | -13.92 | -6.93 | -7.80 | 0.87 | -3.48 | -6.93 | |
| 1<=YR<3 | 232.779 | -14.35 | -2.30 | -2.72 | 0.42 | -0.60 | -2.30 | |
| 3<=YR<7 | 331.955 | -34.61 | -7.89 | -8.57 | 0.67 | -1.97 | -7.89 | |
| 7<=YR | 518.795 | -2.13 | -8.29 | -9.45 | 1.17 | -5.46 | -8.29 | |
| 7YR-11YR*2 | 189.817 | -34.37 | -11.17 | -12.21 | 1.04 | -2.92 | -11.17 | |
| 11YR-*2 | 228.445 | 17.53 | -6.53 | -7.77 | 1.24 | -6.95 | -6.53 | |
| Government | 366.204 | -12.39 | -6.87 | -7.77 | 0.90 | -3.66 | -6.87 | |
| 1<=YR<3 | 220.090 | -14.25 | -2.33 | -2.75 | 0.42 | -0.65 | -2.33 | |
| 3<=YR<7 | 330.759 | -34.56 | -7.95 | -8.63 | 0.68 | -2.02 | -7.95 | |
| 7<=YR | 528.772 | -0.12 | -8.07 | -9.26 | 1.19 | -5.62 | -8.07 | |
| 7YR-11YR*2 | 188.347 | -34.33 | -11.21 | -12.25 | 1.05 | -2.96 | -11.21 | |
| 11YR-*2 | 227.292 | 20.57 | -6.16 | -7.44 | 1.28 | -7.18 | -6.16 | |
| Municipals | 383.323 | -27.76 | -7.98 | -8.63 | 0.65 | -2.58 | -7.98 | |
| Govt.Grntd | 358.442 | -16.70 | -6.81 | -7.58 | 0.77 | -3.10 | -6.81 | |
| Bank Dbntr | 271.423 | -23.41 | -4.35 | -4.70 | 0.35 | -0.89 | -4.35 | |
| Corporates | 382.813 | -20.42 | -6.41 | -7.20 | 0.80 | -2.30 | -6.41 | |
| Yen Dnm Frgn | 355.845 | -12.73 | -1.78 | -2.88 | 1.10 | 0.20 | -1.78 | |
| MBS*3 | 121.900 | -15.97 | -10.37 | -11.03 | 0.66 | -3.35 | -10.37 | |
| ABS*4 | 112.428 | -26.93 | -6.75 | -7.53 | 0.78 | -1.49 | -6.75 | |
| Overall ex.MBS | 355.948 | -13.89 | -6.88 | -7.76 | 0.87 | -3.48 | -6.88 | |
| 1<=YR<3 | 232.779 | -14.35 | -2.30 | -2.72 | 0.42 | -0.60 | -2.30 | |
| 3<=YR<7 | 331.955 | -34.61 | -7.89 | -8.57 | 0.67 | -1.97 | -7.89 | |
| 7<=YR | 520.592 | -1.80 | -8.24 | -9.41 | 1.18 | -5.51 | -8.24 | |
| 7YR-11YR*2 | 189.810 | -34.38 | -11.17 | -12.21 | 1.04 | -2.92 | -11.17 | |
| 11YR-*2 | 230.088 | 18.83 | -6.37 | -7.64 | 1.26 | -7.09 | -6.37 | |
| Overall ex.ABS | 356.076 | -13.91 | -6.93 | -7.80 | 0.87 | -3.48 | -6.93 | |
| 1<=YR<3 | 232.743 | -14.35 | -2.31 | -2.73 | 0.42 | -0.60 | -2.31 | |
| 3<=YR<7 | 331.946 | -34.61 | -7.89 | -8.57 | 0.67 | -1.97 | -7.89 | |
| 7<=YR | 518.792 | -2.12 | -8.28 | -9.45 | 1.17 | -5.46 | -8.28 | |
| 7YR-11YR*2 | 189.810 | -34.37 | -11.17 | -12.21 | 1.04 | -2.92 | -11.17 | |
| 11YR-*2 | 228.443 | 17.54 | -6.53 | -7.77 | 1.24 | -6.95 | -6.53 | |
| Overall ex.MBS,ABS | 355.972 | -13.89 | -6.88 | -7.76 | 0.87 | -3.48 | -6.88 | |
| 1<=YR<3 | 232.743 | -14.35 | -2.31 | -2.73 | 0.42 | -0.60 | -2.31 | |
| 3<=YR<7 | 331.946 | -34.61 | -7.89 | -8.57 | 0.67 | -1.97 | -7.89 | |
| 7<=YR | 520.590 | -1.79 | -8.23 | -9.41 | 1.18 | -5.51 | -8.23 | |
| 7YR-11YR*2 | 189.804 | -34.38 | -11.17 | -12.21 | 1.04 | -2.92 | -11.17 | |
| 11YR-*2 | 230.085 | 18.83 | -6.37 | -7.64 | 1.26 | -7.09 | -6.37 | |
| Overall ex.JGB* | 167.839 | -22.53 | -7.22 | -7.95 | 0.72 | -2.48 | -7.22 | |
| 1<=YR<3* | 132.923 | -14.84 | -2.17 | -2.61 | 0.44 | -0.40 | -2.17 | |
| 3<=YR<7* | 164.573 | -34.84 | -7.66 | -8.28 | 0.62 | -1.72 | -7.66 | |
| 7<=YR* | 226.858 | -16.65 | -9.88 | -10.86 | 0.98 | -4.29 | -9.88 | |
| 7YR-11YR*2 | 195.465 | -34.65 | -10.89 | -11.90 | 1.01 | -2.62 | -10.89 | |
| 11YR-*2 | 229.296 | -5.05 | -9.22 | -10.18 | 0.96 | -5.33 | -9.22 | |
| SDGs*5 | 97.575 | -23.79 | -7.13 | -7.78 | 0.65 | -2.54 | -7.13 | |
| Overall SDGs (excl. ABS)*5 | 97.646 | -23.69 | -7.12 | -7.77 | 0.65 | -2.56 | -7.12 | |
| SDGs/E*5 | 98.203 | -24.09 | -6.90 | -7.53 | 0.63 | -2.36 | -6.90 | |
| Overall SDGs/E (excl. ABS)*5 | 98.305 | -24.01 | -6.88 | -7.51 | 0.63 | -2.37 | -6.88 | |
| 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 | 1152391 | 94.86 | 95.06 | 10.24 | 0.83 | 1.22 | 1.19 | 8.68 | 8.61 | 8.64 | 4 | |
| 1<=YR<3 | 230349 | 99.48 | 99.57 | 1.95 | 0.42 | 0.69 | 0.69 | 1.94 | 1.93 | 1.94 | 5 | |
| 3<=YR<7 | 313723 | 99.04 | 99.18 | 4.80 | 0.67 | 0.89 | 0.88 | 4.72 | 4.70 | 4.72 | 5 | |
| 7<=YR | 608319 | 90.96 | 91.23 | 16.19 | 1.07 | 1.64 | 1.57 | 13.68 | 13.56 | 13.60 | 4 | |
| 7YR-11YR | 210426 | 99.59 | 99.82 | 8.71 | 1.05 | 1.11 | 1.11 | 8.31 | 8.27 | 8.31 | 3 | |
| 11YR- | 397892 | 86.40 | 86.68 | 20.14 | 1.08 | 1.95 | 1.84 | 16.95 | 16.79 | 16.82 | 4 | |
| Government | 979414 | 94.78 | 94.99 | 10.75 | 0.85 | 1.22 | 1.18 | 9.06 | 8.99 | 9.01 | 1 | |
| 1<=YR<3 | 189531 | 99.56 | 99.65 | 1.93 | 0.42 | 0.64 | 0.64 | 1.92 | 1.92 | 1.92 | 1 | |
| 3<=YR<7 | 255016 | 99.33 | 99.48 | 4.82 | 0.68 | 0.84 | 0.83 | 4.73 | 4.71 | 4.73 | 0 | |
| 7<=YR | 534868 | 90.92 | 91.19 | 16.71 | 1.09 | 1.65 | 1.56 | 14.08 | 13.96 | 13.99 | 1 | |
| 7YR-11YR | 183498 | 99.88 | 100.11 | 8.72 | 1.05 | 1.08 | 1.08 | 8.32 | 8.28 | 8.32 | 0 | |
| 11YR- | 351370 | 86.24 | 86.53 | 20.87 | 1.11 | 1.99 | 1.85 | 17.56 | 17.39 | 17.41 | 1 | |
| Municipals | 66881 | 95.92 | 96.09 | 7.32 | 0.63 | 1.11 | 1.12 | 6.73 | 6.68 | 6.71 | 12 | |
| Govt.Grntd | 14403 | 94.95 | 95.05 | 9.26 | 0.76 | 1.21 | 1.16 | 7.95 | 7.89 | 7.92 | 7 | |
| Bank Dbntr | 3369 | 98.11 | 98.19 | 3.11 | 0.34 | 0.99 | 0.98 | 3.06 | 3.04 | 3.06 | 26 | |
| Corporates | 70141 | 94.91 | 95.09 | 7.38 | 0.77 | 1.40 | 1.35 | 6.27 | 6.22 | 6.24 | 39 | |
| Yen Dnm Frgn | 3675 | 98.63 | 98.89 | 3.55 | 1.10 | 1.54 | 1.53 | 3.37 | 3.34 | 3.37 | 77 | |
| MBS | 13850 | 93.29 | 93.31 | 7.49 | 0.64 | 0.93 | 1.53 | 6.91 | 6.86 | 7.26 | 25 | |
| ABS | 657 | 94.80 | 94.98 | 5.85 | 0.75 | 1.61 | 1.56 | 5.42 | 5.37 | 5.42 | 67 | |
| Overall ex.MBS | 1138540 | 94.88 | 95.08 | 10.27 | 0.83 | 1.23 | 1.18 | 8.70 | 8.63 | 8.65 | 4 | |
| 1<=YR<3 | 230349 | 99.48 | 99.57 | 1.95 | 0.42 | 0.69 | 0.69 | 1.94 | 1.93 | 1.94 | 5 | |
| 3<=YR<7 | 313723 | 99.04 | 99.18 | 4.80 | 0.67 | 0.89 | 0.88 | 4.72 | 4.70 | 4.72 | 5 | |
| 7<=YR | 594468 | 90.91 | 91.18 | 16.39 | 1.08 | 1.65 | 1.57 | 13.84 | 13.72 | 13.75 | 3 | |
| 7YR-11YR | 210257 | 99.59 | 99.82 | 8.72 | 1.05 | 1.11 | 1.11 | 8.32 | 8.27 | 8.32 | 3 | |
| 11YR- | 384211 | 86.16 | 86.44 | 20.59 | 1.10 | 1.99 | 1.86 | 17.33 | 17.17 | 17.19 | 3 | |
| Overall ex.ABS | 1151733 | 94.86 | 95.06 | 10.24 | 0.83 | 1.22 | 1.19 | 8.68 | 8.61 | 8.64 | 4 | |
| 1<=YR<3 | 230181 | 99.48 | 99.57 | 1.95 | 0.42 | 0.69 | 0.69 | 1.94 | 1.93 | 1.94 | 5 | |
| 3<=YR<7 | 313395 | 99.04 | 99.19 | 4.80 | 0.67 | 0.88 | 0.88 | 4.72 | 4.70 | 4.72 | 5 | |
| 7<=YR | 608157 | 90.96 | 91.23 | 16.19 | 1.07 | 1.64 | 1.57 | 13.68 | 13.56 | 13.60 | 4 | |
| 7YR-11YR | 210337 | 99.59 | 99.83 | 8.71 | 1.05 | 1.11 | 1.11 | 8.31 | 8.27 | 8.31 | 3 | |
| 11YR- | 397820 | 86.40 | 86.68 | 20.14 | 1.08 | 1.95 | 1.84 | 16.95 | 16.79 | 16.82 | 4 | |
| Overall ex.MBS,ABS | 1137883 | 94.88 | 95.08 | 10.28 | 0.83 | 1.23 | 1.18 | 8.70 | 8.63 | 8.65 | 4 | |
| 1<=YR<3 | 230181 | 99.48 | 99.57 | 1.95 | 0.42 | 0.69 | 0.69 | 1.94 | 1.93 | 1.94 | 5 | |
| 3<=YR<7 | 313395 | 99.04 | 99.19 | 4.80 | 0.67 | 0.88 | 0.88 | 4.72 | 4.70 | 4.72 | 5 | |
| 7<=YR | 594307 | 90.91 | 91.18 | 16.39 | 1.08 | 1.65 | 1.57 | 13.84 | 13.72 | 13.75 | 3 | |
| 7YR-11YR | 210168 | 99.60 | 99.83 | 8.72 | 1.05 | 1.11 | 1.11 | 8.32 | 8.27 | 8.32 | 3 | |
| 11YR- | 384138 | 86.16 | 86.44 | 20.59 | 1.10 | 1.99 | 1.86 | 17.34 | 17.17 | 17.19 | 3 | |
| Overall ex.JGB | 172976 | 95.32 | 95.47 | 7.35 | 0.70 | 1.23 | 1.26 | 6.51 | 6.46 | 6.51 | 25 | |
| 1<=YR<3 | 40819 | 99.10 | 99.20 | 2.01 | 0.44 | 0.91 | 0.91 | 2.00 | 1.99 | 2.00 | 26 | |
| 3<=YR<7 | 58707 | 97.73 | 97.88 | 4.76 | 0.62 | 1.10 | 1.09 | 4.67 | 4.65 | 4.67 | 26 | |
| 7<=YR | 73450 | 91.28 | 91.47 | 12.39 | 0.91 | 1.53 | 1.61 | 10.78 | 10.69 | 10.80 | 24 | |
| 7YR-11YR | 26928 | 97.60 | 97.85 | 8.63 | 1.01 | 1.32 | 1.31 | 8.25 | 8.19 | 8.24 | 24 | |
| 11YR- | 46522 | 87.62 | 87.78 | 14.57 | 0.86 | 1.67 | 1.80 | 12.42 | 12.30 | 12.45 | 24 | |
| SDGs | 20073 | 95.88 | 96.03 | 7.15 | 0.63 | 1.23 | 1.20 | 6.45 | 6.40 | 6.43 | 23 | |
| Overall SDGs (excl. ABS) | 19734 | 95.90 | 96.06 | 7.16 | 0.63 | 1.22 | 1.19 | 6.45 | 6.41 | 6.43 | 22 | |
| SDGs/E | 23434 | 96.03 | 96.18 | 6.81 | 0.61 | 1.22 | 1.19 | 6.15 | 6.11 | 6.13 | 24 | |
| Overall SDGs/E (excl. ABS) | 23096 | 96.05 | 96.20 | 6.82 | 0.61 | 1.21 | 1.18 | 6.15 | 6.11 | 6.13 | 23 | |
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