--------------- RETURNS (%) FROM ---------------- | ||||||||
---|---|---|---|---|---|---|---|---|
INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
Overall | 366.500 | 90.36 | 90.36 | 89.59 | 0.77 | -4.54 | -0.29 | |
1<=YR<3 | 234.260 | 3.75 | 3.75 | 3.30 | 0.45 | -0.07 | 1.34 | |
3<=YR<7 | 336.976 | 12.23 | 12.23 | 11.69 | 0.55 | -0.67 | 3.48 | |
7<=YR | 543.196 | 166.15 | 166.15 | 165.13 | 1.02 | -8.13 | -2.92 | |
7YR-11YR*2 | 193.733 | 83.42 | 83.42 | 82.58 | 0.84 | -2.77 | 0.27 | |
11YR-*2 | 242.874 | 213.96 | 213.96 | 212.84 | 1.12 | -10.95 | -4.73 | |
Government | 377.907 | 96.41 | 96.41 | 95.62 | 0.80 | -4.75 | -0.41 | |
1<=YR<3 | 221.723 | 3.68 | 3.68 | 3.23 | 0.45 | -0.07 | 1.29 | |
3<=YR<7 | 336.294 | 12.21 | 12.21 | 11.66 | 0.56 | -0.61 | 3.43 | |
7<=YR | 555.021 | 173.18 | 173.18 | 172.13 | 1.05 | -8.34 | -2.96 | |
7YR-11YR*2 | 192.592 | 86.72 | 86.72 | 85.86 | 0.87 | -2.61 | 0.35 | |
11YR-*2 | 242.344 | 222.32 | 222.32 | 221.16 | 1.15 | -11.27 | -4.81 | |
Municipals | 389.054 | 58.93 | 58.93 | 58.36 | 0.58 | -3.29 | -0.13 | |
Govt.Grntd | 367.194 | 73.50 | 73.50 | 72.84 | 0.66 | -3.66 | -0.39 | |
Bank Dbntr | 273.509 | 9.89 | 9.89 | 9.76 | 0.14 | -0.31 | 2.30 | |
Corporates | 387.186 | 55.81 | 55.81 | 55.15 | 0.66 | -3.90 | 0.80 | |
Yen Dnm Frgn | 347.423 | 9.51 | 9.51 | 8.50 | 1.01 | -0.85 | 6.25 | |
MBS*3 | 125.539 | 66.62 | 66.62 | 65.96 | 0.66 | -2.70 | -0.04 | |
ABS*4 | 113.165 | 40.26 | 40.26 | 39.59 | 0.67 | -2.03 | 1.60 | |
Overall ex.MBS | 366.389 | 90.68 | 90.68 | 89.91 | 0.77 | -4.56 | -0.29 | |
1<=YR<3 | 234.260 | 3.75 | 3.75 | 3.30 | 0.45 | -0.07 | 1.34 | |
3<=YR<7 | 336.976 | 12.23 | 12.23 | 11.69 | 0.55 | -0.67 | 3.48 | |
7<=YR | 545.296 | 168.78 | 168.78 | 167.76 | 1.03 | -8.27 | -3.00 | |
7YR-11YR*2 | 193.729 | 83.49 | 83.49 | 82.65 | 0.84 | -2.77 | 0.27 | |
11YR-*2 | 244.920 | 220.08 | 220.08 | 218.94 | 1.14 | -11.28 | -4.92 | |
Overall ex.ABS | 366.529 | 90.40 | 90.40 | 89.63 | 0.77 | -4.54 | -0.29 | |
1<=YR<3 | 234.226 | 3.75 | 3.75 | 3.30 | 0.45 | -0.07 | 1.34 | |
3<=YR<7 | 336.970 | 12.23 | 12.23 | 11.69 | 0.55 | -0.67 | 3.48 | |
7<=YR | 543.198 | 166.18 | 166.18 | 165.16 | 1.02 | -8.13 | -2.92 | |
7YR-11YR*2 | 193.727 | 83.43 | 83.43 | 82.59 | 0.84 | -2.77 | 0.27 | |
11YR-*2 | 242.873 | 213.96 | 213.96 | 212.84 | 1.12 | -10.95 | -4.73 | |
Overall ex.MBS,ABS | 366.419 | 90.72 | 90.72 | 89.95 | 0.77 | -4.56 | -0.29 | |
1<=YR<3 | 234.226 | 3.75 | 3.75 | 3.30 | 0.45 | -0.07 | 1.34 | |
3<=YR<7 | 336.970 | 12.23 | 12.23 | 11.69 | 0.55 | -0.67 | 3.48 | |
7<=YR | 545.299 | 168.81 | 168.81 | 167.78 | 1.03 | -8.27 | -3.00 | |
7YR-11YR*2 | 193.723 | 83.50 | 83.50 | 82.66 | 0.84 | -2.77 | 0.27 | |
11YR-*2 | 244.919 | 220.09 | 220.09 | 218.95 | 1.14 | -11.28 | -4.92 | |
Overall ex.JGB* | 170.299 | 57.77 | 57.77 | 57.14 | 0.62 | -3.40 | 0.38 | |
1<=YR<3* | 133.118 | 4.05 | 4.05 | 3.62 | 0.44 | -0.03 | 1.56 | |
3<=YR<7* | 165.887 | 12.33 | 12.33 | 11.82 | 0.51 | -0.93 | 3.69 | |
7<=YR* | 233.317 | 120.18 | 120.18 | 119.37 | 0.81 | -6.81 | -2.65 | |
7YR-11YR*2 | 197.023 | 63.41 | 63.41 | 62.74 | 0.67 | -3.68 | -0.23 | |
11YR-*2 | 238.730 | 156.68 | 156.68 | 155.78 | 0.90 | -8.77 | -4.19 | |
SDGs*5 | 98.968 | 55.97 | 55.97 | 55.62 | 0.35 | -3.58 | 1.66 | |
Overall SDGs (excl. ABS)*5 | 99.041 | 55.93 | 55.93 | 55.59 | 0.35 | -3.57 | 1.68 | |
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 | 1095361 | 99.41 | 99.61 | 10.11 | 0.77 | 0.59 | 0.58 | 8.94 | 8.90 | 8.91 | 5 | |
1<=YR<3 | 218777 | 100.82 | 100.93 | 1.95 | 0.45 | 0.03 | 0.03 | 1.94 | 1.94 | 1.94 | 6 | |
3<=YR<7 | 297825 | 101.62 | 101.75 | 4.75 | 0.56 | 0.22 | 0.22 | 4.68 | 4.67 | 4.68 | 5 | |
7<=YR | 578759 | 97.74 | 98.01 | 15.96 | 0.99 | 1.00 | 0.99 | 13.95 | 13.87 | 13.88 | 4 | |
7YR-11YR | 201009 | 102.90 | 103.11 | 8.70 | 0.86 | 0.53 | 0.54 | 8.38 | 8.36 | 8.38 | 5 | |
11YR- | 377750 | 95.00 | 95.29 | 19.83 | 1.06 | 1.27 | 1.24 | 17.15 | 17.04 | 17.05 | 4 | |
Government | 921635 | 99.66 | 99.87 | 10.59 | 0.80 | 0.57 | 0.56 | 9.33 | 9.28 | 9.29 | 1 | |
1<=YR<3 | 178528 | 100.93 | 101.04 | 1.93 | 0.46 | -0.02 | -0.02 | 1.92 | 1.92 | 1.92 | 1 | |
3<=YR<7 | 242870 | 101.95 | 102.09 | 4.73 | 0.57 | 0.16 | 0.17 | 4.67 | 4.66 | 4.67 | 0 | |
7<=YR | 500237 | 98.09 | 98.37 | 16.53 | 1.03 | 1.00 | 0.98 | 14.39 | 14.31 | 14.32 | 1 | |
7YR-11YR | 171336 | 103.61 | 103.82 | 8.73 | 0.90 | 0.48 | 0.49 | 8.40 | 8.38 | 8.40 | 0 | |
11YR- | 328901 | 95.21 | 95.53 | 20.59 | 1.09 | 1.29 | 1.25 | 17.78 | 17.67 | 17.67 | 1 | |
Municipals | 68037 | 98.70 | 98.86 | 7.63 | 0.57 | 0.56 | 0.57 | 7.13 | 7.10 | 7.10 | 16 | |
Govt.Grntd | 16166 | 98.95 | 99.03 | 8.63 | 0.65 | 0.53 | 0.52 | 7.63 | 7.59 | 7.60 | 9 | |
Bank Dbntr | 3519 | 99.40 | 99.43 | 3.31 | 0.14 | 0.27 | 0.27 | 3.29 | 3.28 | 3.29 | 20 | |
Corporates | 67121 | 97.34 | 97.49 | 7.87 | 0.65 | 0.81 | 0.79 | 6.90 | 6.86 | 6.87 | 43 | |
Yen Dnm Frgn | 3150 | 98.33 | 98.52 | 3.92 | 1.00 | 1.39 | 1.37 | 3.73 | 3.70 | 3.72 | 126 | |
MBS | 14923 | 97.60 | 97.63 | 6.78 | 0.64 | 0.73 | 0.85 | 6.43 | 6.41 | 6.42 | 18 | |
ABS | 810 | 97.49 | 97.65 | 5.89 | 0.65 | 0.88 | 0.86 | 5.50 | 5.47 | 5.49 | 60 | |
Overall ex.MBS | 1080438 | 99.44 | 99.64 | 10.16 | 0.77 | 0.59 | 0.58 | 8.98 | 8.93 | 8.94 | 5 | |
1<=YR<3 | 218777 | 100.82 | 100.93 | 1.95 | 0.45 | 0.03 | 0.03 | 1.94 | 1.94 | 1.94 | 6 | |
3<=YR<7 | 297825 | 101.62 | 101.75 | 4.75 | 0.56 | 0.22 | 0.22 | 4.68 | 4.67 | 4.68 | 5 | |
7<=YR | 563836 | 97.74 | 98.02 | 16.20 | 1.00 | 1.01 | 0.99 | 14.15 | 14.07 | 14.08 | 4 | |
7YR-11YR | 200823 | 102.90 | 103.11 | 8.70 | 0.86 | 0.53 | 0.54 | 8.39 | 8.37 | 8.39 | 5 | |
11YR- | 363012 | 94.89 | 95.20 | 20.35 | 1.08 | 1.30 | 1.26 | 17.60 | 17.48 | 17.49 | 4 | |
Overall ex.ABS | 1094551 | 99.41 | 99.61 | 10.12 | 0.77 | 0.59 | 0.58 | 8.95 | 8.90 | 8.91 | 5 | |
1<=YR<3 | 218500 | 100.82 | 100.94 | 1.95 | 0.45 | 0.03 | 0.02 | 1.94 | 1.94 | 1.94 | 6 | |
3<=YR<7 | 297559 | 101.62 | 101.76 | 4.74 | 0.56 | 0.22 | 0.22 | 4.68 | 4.67 | 4.68 | 5 | |
7<=YR | 578492 | 97.74 | 98.01 | 15.96 | 0.99 | 1.00 | 0.99 | 13.95 | 13.87 | 13.88 | 4 | |
7YR-11YR | 200831 | 102.90 | 103.11 | 8.70 | 0.86 | 0.53 | 0.54 | 8.38 | 8.36 | 8.38 | 5 | |
11YR- | 377660 | 95.00 | 95.29 | 19.83 | 1.06 | 1.27 | 1.24 | 17.16 | 17.04 | 17.05 | 4 | |
Overall ex.MBS,ABS | 1079628 | 99.44 | 99.64 | 10.16 | 0.77 | 0.59 | 0.58 | 8.98 | 8.94 | 8.94 | 5 | |
1<=YR<3 | 218500 | 100.82 | 100.94 | 1.95 | 0.45 | 0.03 | 0.02 | 1.94 | 1.94 | 1.94 | 6 | |
3<=YR<7 | 297559 | 101.62 | 101.76 | 4.74 | 0.56 | 0.22 | 0.22 | 4.68 | 4.67 | 4.68 | 5 | |
7<=YR | 563568 | 97.75 | 98.02 | 16.21 | 1.00 | 1.01 | 0.99 | 14.15 | 14.07 | 14.08 | 4 | |
7YR-11YR | 200646 | 102.91 | 103.12 | 8.70 | 0.86 | 0.53 | 0.54 | 8.39 | 8.37 | 8.39 | 5 | |
11YR- | 362922 | 94.89 | 95.20 | 20.35 | 1.08 | 1.30 | 1.26 | 17.60 | 17.48 | 17.49 | 4 | |
Overall ex.JGB | 173726 | 98.11 | 98.24 | 7.58 | 0.61 | 0.68 | 0.68 | 6.88 | 6.84 | 6.86 | 28 | |
1<=YR<3 | 40249 | 100.36 | 100.47 | 2.04 | 0.44 | 0.25 | 0.25 | 2.03 | 2.03 | 2.03 | 28 | |
3<=YR<7 | 54955 | 100.13 | 100.25 | 4.80 | 0.51 | 0.48 | 0.48 | 4.74 | 4.73 | 4.74 | 31 | |
7<=YR | 78522 | 95.53 | 95.69 | 12.36 | 0.77 | 1.05 | 1.06 | 11.06 | 10.99 | 11.00 | 27 | |
7YR-11YR | 29673 | 98.80 | 98.96 | 8.51 | 0.66 | 0.82 | 0.82 | 8.27 | 8.24 | 8.27 | 34 | |
11YR- | 48850 | 93.55 | 93.71 | 14.70 | 0.84 | 1.20 | 1.21 | 12.85 | 12.76 | 12.76 | 22 | |
SDGs | 8911 | 96.20 | 96.28 | 8.04 | 0.34 | 0.72 | 0.70 | 7.24 | 7.20 | 7.21 | 32 | |
Overall SDGs (excl. ABS) | 8589 | 96.21 | 96.29 | 8.07 | 0.33 | 0.71 | 0.69 | 7.25 | 7.21 | 7.23 | 31 | |
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