| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 365.969 | -22.57 | -6.84 | -7.58 | 0.75 | -4.77 | -0.23 | |
| 1<=YR<3 | 234.202 | -0.99 | -0.24 | -0.61 | 0.37 | -0.35 | 0.13 | |
| 3<=YR<7 | 336.744 | -8.15 | -4.04 | -4.61 | 0.57 | -1.43 | 0.33 | |
| 7<=YR | 541.895 | -38.92 | -10.95 | -11.94 | 0.99 | -8.19 | -0.68 | |
| 7YR-11YR*2 | 192.650 | -45.07 | -10.44 | -11.31 | 0.87 | -4.27 | -0.72 | |
| 11YR-*2 | 242.722 | -35.40 | -11.24 | -12.29 | 1.06 | -10.37 | -0.66 | |
| Government | 377.180 | -23.47 | -7.10 | -7.87 | 0.77 | -5.20 | -0.31 | |
| 1<=YR<3 | 221.593 | -0.93 | -0.29 | -0.66 | 0.37 | -0.42 | 0.08 | |
| 3<=YR<7 | 335.884 | -8.27 | -4.14 | -4.71 | 0.57 | -1.56 | 0.25 | |
| 7<=YR | 553.473 | -39.59 | -11.14 | -12.15 | 1.01 | -8.68 | -0.74 | |
| 7YR-11YR*2 | 191.341 | -45.12 | -10.61 | -11.50 | 0.89 | -4.55 | -0.84 | |
| 11YR-*2 | 242.137 | -36.46 | -11.43 | -12.52 | 1.08 | -10.95 | -0.70 | |
| Municipals | 389.541 | -21.20 | -6.04 | -6.61 | 0.57 | -2.57 | 0.15 | |
| Govt.Grntd | 366.319 | -13.28 | -5.11 | -5.78 | 0.67 | -3.90 | -0.37 | |
| Bank Dbntr | 273.223 | -3.86 | -1.56 | -1.74 | 0.18 | -0.60 | 0.14 | |
| Corporates | 388.329 | -16.18 | -4.80 | -5.47 | 0.68 | -2.09 | 0.50 | |
| Yen Dnm Frgn | 351.401 | -11.05 | -2.40 | -3.44 | 1.04 | 1.02 | 2.32 | |
| MBS*3 | 125.307 | -16.59 | -6.81 | -7.45 | 0.64 | -2.16 | -0.25 | |
| ABS*4 | 113.184 | -19.56 | -4.62 | -5.33 | 0.71 | -1.82 | 0.22 | |
| Overall ex.MBS | 365.862 | -22.65 | -6.84 | -7.59 | 0.75 | -4.81 | -0.23 | |
| 1<=YR<3 | 234.202 | -0.99 | -0.24 | -0.61 | 0.37 | -0.35 | 0.13 | |
| 3<=YR<7 | 336.744 | -8.15 | -4.04 | -4.61 | 0.57 | -1.43 | 0.33 | |
| 7<=YR | 543.992 | -39.50 | -11.06 | -12.05 | 1.00 | -8.34 | -0.69 | |
| 7YR-11YR*2 | 192.645 | -45.12 | -10.45 | -11.33 | 0.87 | -4.27 | -0.72 | |
| 11YR-*2 | 244.789 | -36.15 | -11.41 | -12.49 | 1.07 | -10.69 | -0.67 | |
| Overall ex.ABS | 365.998 | -22.57 | -6.84 | -7.59 | 0.75 | -4.78 | -0.23 | |
| 1<=YR<3 | 234.168 | -0.99 | -0.24 | -0.62 | 0.37 | -0.35 | 0.13 | |
| 3<=YR<7 | 336.737 | -8.14 | -4.04 | -4.61 | 0.57 | -1.43 | 0.33 | |
| 7<=YR | 541.898 | -38.91 | -10.95 | -11.94 | 0.99 | -8.19 | -0.68 | |
| 7YR-11YR*2 | 192.645 | -45.06 | -10.44 | -11.32 | 0.87 | -4.27 | -0.72 | |
| 11YR-*2 | 242.721 | -35.40 | -11.24 | -12.29 | 1.06 | -10.37 | -0.66 | |
| Overall ex.MBS,ABS | 365.892 | -22.65 | -6.84 | -7.59 | 0.75 | -4.81 | -0.23 | |
| 1<=YR<3 | 234.168 | -0.99 | -0.24 | -0.62 | 0.37 | -0.35 | 0.13 | |
| 3<=YR<7 | 336.737 | -8.14 | -4.04 | -4.61 | 0.57 | -1.43 | 0.33 | |
| 7<=YR | 543.995 | -39.49 | -11.06 | -12.05 | 1.00 | -8.34 | -0.69 | |
| 7YR-11YR*2 | 192.639 | -45.11 | -10.45 | -11.33 | 0.87 | -4.27 | -0.72 | |
| 11YR-*2 | 244.788 | -36.15 | -11.41 | -12.49 | 1.07 | -10.69 | -0.67 | |
| Overall ex.JGB* | 170.545 | -17.63 | -5.38 | -6.01 | 0.63 | -2.36 | 0.24 | |
| 1<=YR<3* | 133.292 | -1.28 | 0.00 | -0.39 | 0.39 | -0.05 | 0.37 | |
| 3<=YR<7* | 166.168 | -7.59 | -3.62 | -4.16 | 0.54 | -0.82 | 0.68 | |
| 7<=YR* | 233.533 | -34.33 | -9.67 | -10.49 | 0.82 | -4.78 | -0.20 | |
| 7YR-11YR*2 | 197.110 | -44.74 | -9.36 | -10.10 | 0.74 | -2.42 | 0.03 | |
| 11YR-*2 | 239.092 | -27.92 | -9.86 | -10.73 | 0.87 | -6.20 | -0.31 | |
| SDGs*5 | 99.203 | -17.48 | -5.62 | -6.04 | 0.42 | -2.43 | 0.53 | |
| Overall SDGs (excl. ABS)*5 | 99.294 | -17.07 | -5.59 | -6.00 | 0.41 | -2.41 | 0.55 | |
| SDGs/E*5 | 99.729 | -15.39 | -5.03 | -5.41 | 0.39 | -2.13 | 0.47 | |
| Overall SDGs/E (excl. ABS)*5 | 99.845 | -15.03 | -4.99 | -5.37 | 0.38 | -2.11 | 0.49 | |
| 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 | 1103073 | 98.69 | 98.79 | 10.22 | 0.77 | 0.68 | 0.67 | 9.01 | 8.96 | 8.97 | 5 | |
| 1<=YR<3 | 224024 | 100.64 | 100.70 | 2.01 | 0.39 | 0.07 | 0.07 | 2.01 | 2.00 | 2.01 | 5 | |
| 3<=YR<7 | 297645 | 101.29 | 101.39 | 4.85 | 0.59 | 0.33 | 0.33 | 4.78 | 4.77 | 4.78 | 5 | |
| 7<=YR | 581403 | 96.60 | 96.73 | 16.13 | 1.00 | 1.11 | 1.09 | 14.08 | 14.00 | 14.01 | 4 | |
| 7YR-11YR | 200164 | 102.16 | 102.31 | 8.76 | 0.92 | 0.68 | 0.69 | 8.42 | 8.39 | 8.42 | 5 | |
| 11YR- | 381239 | 93.68 | 93.79 | 20.00 | 1.04 | 1.36 | 1.32 | 17.32 | 17.20 | 17.22 | 4 | |
| Government | 931436 | 98.85 | 98.95 | 10.71 | 0.79 | 0.67 | 0.65 | 9.40 | 9.35 | 9.36 | 1 | |
| 1<=YR<3 | 184186 | 100.74 | 100.79 | 2.01 | 0.39 | 0.02 | 0.02 | 2.00 | 2.00 | 2.00 | 0 | |
| 3<=YR<7 | 241879 | 101.62 | 101.71 | 4.86 | 0.60 | 0.27 | 0.28 | 4.78 | 4.78 | 4.78 | 0 | |
| 7<=YR | 505372 | 96.84 | 96.96 | 16.69 | 1.03 | 1.11 | 1.08 | 14.53 | 14.44 | 14.45 | 1 | |
| 7YR-11YR | 172236 | 102.73 | 102.88 | 8.80 | 0.95 | 0.65 | 0.65 | 8.45 | 8.42 | 8.44 | 1 | |
| 11YR- | 333135 | 93.79 | 93.90 | 20.77 | 1.07 | 1.37 | 1.33 | 17.97 | 17.84 | 17.86 | 1 | |
| Municipals | 67605 | 98.40 | 98.53 | 7.50 | 0.57 | 0.62 | 0.63 | 6.99 | 6.96 | 6.97 | 14 | |
| Govt.Grntd | 14961 | 98.22 | 98.40 | 8.94 | 0.66 | 0.64 | 0.63 | 7.86 | 7.82 | 7.84 | 10 | |
| Bank Dbntr | 3441 | 99.16 | 99.21 | 3.24 | 0.18 | 0.38 | 0.38 | 3.21 | 3.20 | 3.21 | 25 | |
| Corporates | 67343 | 97.15 | 97.31 | 7.79 | 0.67 | 0.88 | 0.85 | 6.83 | 6.79 | 6.80 | 42 | |
| Yen Dnm Frgn | 2932 | 98.70 | 98.97 | 3.82 | 1.03 | 1.30 | 1.29 | 3.62 | 3.60 | 3.62 | 112 | |
| MBS | 14626 | 97.00 | 97.03 | 6.99 | 0.64 | 0.74 | 0.95 | 6.62 | 6.58 | 6.63 | 18 | |
| ABS | 728 | 96.80 | 96.99 | 6.01 | 0.69 | 1.03 | 1.00 | 5.60 | 5.56 | 5.59 | 65 | |
| Overall ex.MBS | 1088447 | 98.71 | 98.81 | 10.26 | 0.77 | 0.68 | 0.66 | 9.04 | 8.99 | 9.00 | 5 | |
| 1<=YR<3 | 224024 | 100.64 | 100.70 | 2.01 | 0.39 | 0.07 | 0.07 | 2.01 | 2.00 | 2.01 | 5 | |
| 3<=YR<7 | 297645 | 101.29 | 101.39 | 4.85 | 0.59 | 0.33 | 0.33 | 4.78 | 4.77 | 4.78 | 5 | |
| 7<=YR | 566777 | 96.59 | 96.72 | 16.37 | 1.01 | 1.12 | 1.09 | 14.28 | 14.19 | 14.21 | 4 | |
| 7YR-11YR | 199936 | 102.17 | 102.32 | 8.77 | 0.93 | 0.68 | 0.69 | 8.43 | 8.40 | 8.42 | 5 | |
| 11YR- | 366842 | 93.55 | 93.67 | 20.51 | 1.06 | 1.38 | 1.34 | 17.76 | 17.63 | 17.65 | 3 | |
| Overall ex.ABS | 1102345 | 98.69 | 98.79 | 10.22 | 0.77 | 0.68 | 0.67 | 9.01 | 8.96 | 8.97 | 5 | |
| 1<=YR<3 | 223826 | 100.64 | 100.70 | 2.01 | 0.39 | 0.07 | 0.07 | 2.01 | 2.00 | 2.01 | 5 | |
| 3<=YR<7 | 297362 | 101.30 | 101.39 | 4.85 | 0.59 | 0.33 | 0.33 | 4.78 | 4.77 | 4.78 | 5 | |
| 7<=YR | 581157 | 96.60 | 96.73 | 16.14 | 1.00 | 1.11 | 1.09 | 14.08 | 14.00 | 14.02 | 4 | |
| 7YR-11YR | 200007 | 102.17 | 102.32 | 8.76 | 0.92 | 0.68 | 0.69 | 8.42 | 8.39 | 8.42 | 4 | |
| 11YR- | 381150 | 93.68 | 93.79 | 20.00 | 1.04 | 1.36 | 1.32 | 17.32 | 17.20 | 17.22 | 4 | |
| Overall ex.MBS,ABS | 1087719 | 98.71 | 98.82 | 10.27 | 0.77 | 0.68 | 0.66 | 9.04 | 8.99 | 9.00 | 4 | |
| 1<=YR<3 | 223826 | 100.64 | 100.70 | 2.01 | 0.39 | 0.07 | 0.07 | 2.01 | 2.00 | 2.01 | 5 | |
| 3<=YR<7 | 297362 | 101.30 | 101.39 | 4.85 | 0.59 | 0.33 | 0.33 | 4.78 | 4.77 | 4.78 | 5 | |
| 7<=YR | 566531 | 96.59 | 96.72 | 16.37 | 1.01 | 1.12 | 1.09 | 14.28 | 14.19 | 14.21 | 4 | |
| 7YR-11YR | 199778 | 102.17 | 102.32 | 8.77 | 0.93 | 0.68 | 0.69 | 8.43 | 8.40 | 8.43 | 4 | |
| 11YR- | 366753 | 93.55 | 93.67 | 20.51 | 1.06 | 1.38 | 1.34 | 17.76 | 17.63 | 17.65 | 3 | |
| Overall ex.JGB | 171637 | 97.79 | 97.93 | 7.54 | 0.62 | 0.74 | 0.75 | 6.83 | 6.80 | 6.81 | 27 | |
| 1<=YR<3 | 39839 | 100.16 | 100.24 | 2.04 | 0.39 | 0.30 | 0.30 | 2.03 | 2.03 | 2.03 | 28 | |
| 3<=YR<7 | 55767 | 99.87 | 100.00 | 4.82 | 0.55 | 0.57 | 0.56 | 4.75 | 4.73 | 4.75 | 29 | |
| 7<=YR | 76032 | 95.03 | 95.19 | 12.42 | 0.80 | 1.12 | 1.15 | 11.09 | 11.01 | 11.04 | 24 | |
| 7YR-11YR | 27928 | 98.67 | 98.85 | 8.54 | 0.74 | 0.93 | 0.92 | 8.26 | 8.22 | 8.25 | 29 | |
| 11YR- | 48104 | 92.91 | 93.07 | 14.67 | 0.83 | 1.24 | 1.29 | 12.83 | 12.74 | 12.76 | 22 | |
| SDGs | 11670 | 96.74 | 96.83 | 7.62 | 0.41 | 0.75 | 0.73 | 6.91 | 6.88 | 6.90 | 29 | |
| Overall SDGs (excl. ABS) | 11360 | 96.78 | 96.86 | 7.63 | 0.41 | 0.74 | 0.72 | 6.92 | 6.88 | 6.90 | 28 | |
| SDGs/E | 14656 | 97.03 | 97.11 | 7.04 | 0.38 | 0.70 | 0.69 | 6.40 | 6.37 | 6.39 | 28 | |
| Overall SDGs/E (excl. ABS) | 14347 | 97.06 | 97.15 | 7.03 | 0.38 | 0.69 | 0.68 | 6.39 | 6.36 | 6.38 | 27 | |
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