| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 356.332 | -8.30 | -24.06 | -24.89 | 0.83 | -10.54 | -6.39 | |
| 1<=YR<3 | 233.575 | 11.17 | 1.12 | 0.73 | 0.39 | -0.58 | -0.67 | |
| 3<=YR<7 | 334.333 | 23.91 | -5.51 | -6.15 | 0.64 | -3.44 | -2.59 | |
| 7<=YR | 516.791 | -34.57 | -44.98 | -46.10 | 1.12 | -18.39 | -10.72 | |
| 7YR-11YR*2 | 189.898 | 15.45 | -22.93 | -23.90 | 0.97 | -8.93 | -5.26 | |
| 11YR-*2 | 226.967 | -65.18 | -58.44 | -59.65 | 1.21 | -23.97 | -13.91 | |
| Government | 366.377 | -10.30 | -25.44 | -26.29 | 0.85 | -11.21 | -6.84 | |
| 1<=YR<3 | 220.888 | 11.13 | 1.10 | 0.72 | 0.38 | -0.64 | -0.73 | |
| 3<=YR<7 | 333.187 | 23.89 | -5.69 | -6.34 | 0.65 | -3.55 | -2.72 | |
| 7<=YR | 526.468 | -36.72 | -46.24 | -47.38 | 1.14 | -19.08 | -11.21 | |
| 7YR-11YR*2 | 188.428 | 16.04 | -22.95 | -23.93 | 0.98 | -9.06 | -5.43 | |
| 11YR-*2 | 225.644 | -68.79 | -60.36 | -61.60 | 1.24 | -24.94 | -14.57 | |
| Municipals | 384.575 | 9.16 | -16.50 | -17.12 | 0.62 | -6.82 | -4.03 | |
| Govt.Grntd | 358.791 | -6.85 | -21.97 | -22.72 | 0.75 | -9.29 | -5.30 | |
| Bank Dbntr | 272.317 | 14.72 | -0.54 | -0.80 | 0.26 | -1.54 | -1.26 | |
| Corporates | 383.567 | -3.02 | -15.50 | -16.25 | 0.75 | -6.42 | -3.38 | |
| Yen Dnm Frgn | 355.120 | 13.91 | -4.27 | -5.32 | 1.04 | -0.17 | 0.58 | |
| MBS*3 | 122.504 | 4.91 | -21.45 | -22.12 | 0.67 | -8.59 | -5.19 | |
| ABS*4 | 112.491 | 12.74 | -9.69 | -10.43 | 0.74 | -4.42 | -2.78 | |
| Overall ex.MBS | 356.210 | -8.47 | -24.10 | -24.93 | 0.83 | -10.57 | -6.40 | |
| 1<=YR<3 | 233.575 | 11.17 | 1.12 | 0.73 | 0.39 | -0.58 | -0.67 | |
| 3<=YR<7 | 334.333 | 23.91 | -5.51 | -6.15 | 0.64 | -3.44 | -2.59 | |
| 7<=YR | 518.468 | -35.55 | -45.57 | -46.70 | 1.13 | -18.63 | -10.86 | |
| 7YR-11YR*2 | 189.891 | 15.45 | -22.95 | -23.93 | 0.97 | -8.94 | -5.27 | |
| 11YR-*2 | 228.495 | -67.99 | -59.92 | -61.15 | 1.23 | -24.56 | -14.25 | |
| Overall ex.ABS | 356.356 | -8.32 | -24.07 | -24.90 | 0.83 | -10.55 | -6.39 | |
| 1<=YR<3 | 233.540 | 11.17 | 1.12 | 0.73 | 0.39 | -0.58 | -0.67 | |
| 3<=YR<7 | 334.325 | 23.91 | -5.51 | -6.15 | 0.64 | -3.44 | -2.59 | |
| 7<=YR | 516.789 | -34.58 | -44.99 | -46.11 | 1.12 | -18.40 | -10.72 | |
| 7YR-11YR*2 | 189.892 | 15.45 | -22.93 | -23.90 | 0.97 | -8.93 | -5.26 | |
| 11YR-*2 | 226.965 | -65.18 | -58.45 | -59.65 | 1.21 | -23.97 | -13.91 | |
| Overall ex.MBS,ABS | 356.234 | -8.48 | -24.10 | -24.94 | 0.83 | -10.57 | -6.40 | |
| 1<=YR<3 | 233.540 | 11.17 | 1.12 | 0.73 | 0.39 | -0.58 | -0.67 | |
| 3<=YR<7 | 334.325 | 23.91 | -5.51 | -6.15 | 0.64 | -3.44 | -2.59 | |
| 7<=YR | 518.466 | -35.56 | -45.57 | -46.70 | 1.13 | -18.64 | -10.86 | |
| 7YR-11YR*2 | 189.885 | 15.45 | -22.95 | -23.93 | 0.97 | -8.94 | -5.27 | |
| 11YR-*2 | 228.492 | -68.00 | -59.92 | -61.15 | 1.23 | -24.56 | -14.25 | |
| Overall ex.JGB* | 168.267 | 2.84 | -16.37 | -17.06 | 0.69 | -6.77 | -3.83 | |
| 1<=YR<3* | 133.250 | 11.37 | 1.20 | 0.79 | 0.41 | -0.31 | -0.37 | |
| 3<=YR<7* | 165.623 | 23.99 | -4.73 | -5.32 | 0.60 | -2.95 | -2.01 | |
| 7<=YR* | 226.776 | -19.48 | -36.17 | -37.10 | 0.93 | -13.50 | -7.25 | |
| 7YR-11YR*2 | 195.540 | 11.40 | -22.80 | -23.71 | 0.90 | -8.03 | -4.15 | |
| 11YR-*2 | 229.104 | -39.29 | -44.73 | -45.68 | 0.95 | -16.90 | -9.17 | |
| SDGs*5 | 97.887 | 5.18 | -15.78 | -16.35 | 0.56 | -6.73 | -3.85 | |
| Overall SDGs (excl. ABS)*5 | 97.963 | 4.99 | -15.84 | -16.41 | 0.56 | -6.75 | -3.85 | |
| SDGs/E*5 | 98.528 | 5.86 | -14.24 | -14.78 | 0.54 | -6.12 | -3.52 | |
| Overall SDGs/E (excl. ABS)*5 | 98.634 | 5.71 | -14.27 | -14.81 | 0.54 | -6.13 | -3.52 | |
| 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 | 1137196 | 95.38 | 95.53 | 10.26 | 0.79 | 1.03 | 1.00 | 8.71 | 8.65 | 8.67 | 4 | |
| 1<=YR<3 | 230880 | 100.07 | 100.14 | 2.01 | 0.39 | 0.34 | 0.34 | 2.00 | 2.00 | 2.00 | 5 | |
| 3<=YR<7 | 306616 | 100.15 | 100.27 | 4.86 | 0.64 | 0.61 | 0.61 | 4.78 | 4.77 | 4.78 | 5 | |
| 7<=YR | 599699 | 91.13 | 91.33 | 16.20 | 1.03 | 1.56 | 1.49 | 13.75 | 13.64 | 13.66 | 4 | |
| 7YR-11YR | 207908 | 99.98 | 100.15 | 8.78 | 0.98 | 1.00 | 1.00 | 8.40 | 8.36 | 8.40 | 3 | |
| 11YR- | 391791 | 86.43 | 86.65 | 20.13 | 1.05 | 1.91 | 1.79 | 17.03 | 16.87 | 16.89 | 4 | |
| Government | 965641 | 95.28 | 95.43 | 10.75 | 0.82 | 1.04 | 0.99 | 9.08 | 9.02 | 9.03 | 1 | |
| 1<=YR<3 | 190464 | 100.16 | 100.22 | 2.00 | 0.38 | 0.29 | 0.29 | 1.99 | 1.99 | 1.99 | 0 | |
| 3<=YR<7 | 249992 | 100.44 | 100.55 | 4.87 | 0.66 | 0.57 | 0.57 | 4.79 | 4.77 | 4.79 | 0 | |
| 7<=YR | 525186 | 91.06 | 91.26 | 16.73 | 1.05 | 1.58 | 1.49 | 14.16 | 14.04 | 14.07 | 1 | |
| 7YR-11YR | 180561 | 100.34 | 100.50 | 8.80 | 0.99 | 0.97 | 0.97 | 8.42 | 8.38 | 8.42 | 0 | |
| 11YR- | 344625 | 86.19 | 86.42 | 20.88 | 1.08 | 1.95 | 1.81 | 17.66 | 17.49 | 17.51 | 1 | |
| Municipals | 67059 | 96.60 | 96.74 | 7.42 | 0.60 | 0.89 | 0.90 | 6.82 | 6.78 | 6.79 | 10 | |
| Govt.Grntd | 14162 | 95.40 | 95.62 | 9.34 | 0.71 | 1.00 | 0.95 | 7.98 | 7.93 | 7.95 | 7 | |
| Bank Dbntr | 3443 | 98.61 | 98.66 | 3.17 | 0.26 | 0.67 | 0.66 | 3.12 | 3.11 | 3.12 | 26 | |
| Corporates | 68929 | 95.44 | 95.61 | 7.60 | 0.72 | 1.16 | 1.12 | 6.47 | 6.42 | 6.44 | 38 | |
| Yen Dnm Frgn | 3078 | 98.90 | 99.15 | 3.75 | 1.04 | 1.29 | 1.28 | 3.57 | 3.54 | 3.56 | 82 | |
| MBS | 14185 | 94.23 | 94.27 | 7.39 | 0.63 | 0.87 | 1.37 | 6.85 | 6.81 | 7.08 | 22 | |
| ABS | 697 | 95.48 | 95.64 | 5.66 | 0.71 | 1.32 | 1.28 | 5.22 | 5.18 | 5.22 | 66 | |
| Overall ex.MBS | 1123010 | 95.39 | 95.54 | 10.30 | 0.80 | 1.03 | 0.99 | 8.74 | 8.67 | 8.69 | 4 | |
| 1<=YR<3 | 230880 | 100.07 | 100.14 | 2.01 | 0.39 | 0.34 | 0.34 | 2.00 | 2.00 | 2.00 | 5 | |
| 3<=YR<7 | 306616 | 100.15 | 100.27 | 4.86 | 0.64 | 0.61 | 0.61 | 4.78 | 4.77 | 4.78 | 5 | |
| 7<=YR | 585514 | 91.05 | 91.26 | 16.41 | 1.04 | 1.58 | 1.49 | 13.92 | 13.81 | 13.83 | 3 | |
| 7YR-11YR | 207716 | 99.98 | 100.15 | 8.78 | 0.98 | 1.00 | 1.00 | 8.41 | 8.37 | 8.40 | 3 | |
| 11YR- | 377798 | 86.14 | 86.37 | 20.60 | 1.07 | 1.95 | 1.81 | 17.44 | 17.27 | 17.29 | 3 | |
| Overall ex.ABS | 1136499 | 95.38 | 95.53 | 10.26 | 0.79 | 1.03 | 1.00 | 8.71 | 8.65 | 8.67 | 4 | |
| 1<=YR<3 | 230653 | 100.07 | 100.14 | 2.01 | 0.39 | 0.34 | 0.34 | 2.00 | 2.00 | 2.00 | 5 | |
| 3<=YR<7 | 306331 | 100.15 | 100.27 | 4.86 | 0.64 | 0.61 | 0.61 | 4.78 | 4.77 | 4.78 | 5 | |
| 7<=YR | 599514 | 91.13 | 91.33 | 16.20 | 1.03 | 1.56 | 1.49 | 13.75 | 13.64 | 13.67 | 4 | |
| 7YR-11YR | 207807 | 99.98 | 100.16 | 8.78 | 0.98 | 1.00 | 1.00 | 8.40 | 8.36 | 8.40 | 3 | |
| 11YR- | 391707 | 86.43 | 86.65 | 20.14 | 1.05 | 1.91 | 1.79 | 17.03 | 16.87 | 16.90 | 4 | |
| Overall ex.MBS,ABS | 1122313 | 95.39 | 95.54 | 10.30 | 0.80 | 1.03 | 0.99 | 8.74 | 8.67 | 8.69 | 4 | |
| 1<=YR<3 | 230653 | 100.07 | 100.14 | 2.01 | 0.39 | 0.34 | 0.34 | 2.00 | 2.00 | 2.00 | 5 | |
| 3<=YR<7 | 306331 | 100.15 | 100.27 | 4.86 | 0.64 | 0.61 | 0.61 | 4.78 | 4.77 | 4.78 | 5 | |
| 7<=YR | 585329 | 91.05 | 91.26 | 16.41 | 1.04 | 1.58 | 1.49 | 13.92 | 13.81 | 13.83 | 3 | |
| 7YR-11YR | 207614 | 99.99 | 100.16 | 8.78 | 0.98 | 1.00 | 1.00 | 8.41 | 8.37 | 8.40 | 3 | |
| 11YR- | 377715 | 86.14 | 86.37 | 20.60 | 1.07 | 1.95 | 1.81 | 17.44 | 17.28 | 17.29 | 3 | |
| Overall ex.JGB | 171555 | 95.92 | 96.07 | 7.49 | 0.66 | 1.01 | 1.03 | 6.64 | 6.59 | 6.63 | 24 | |
| 1<=YR<3 | 40417 | 99.66 | 99.76 | 2.09 | 0.40 | 0.55 | 0.55 | 2.08 | 2.07 | 2.08 | 25 | |
| 3<=YR<7 | 56625 | 98.89 | 99.03 | 4.83 | 0.59 | 0.81 | 0.80 | 4.75 | 4.73 | 4.75 | 24 | |
| 7<=YR | 74513 | 91.63 | 91.82 | 12.45 | 0.86 | 1.44 | 1.50 | 10.87 | 10.78 | 10.85 | 23 | |
| 7YR-11YR | 27348 | 97.62 | 97.84 | 8.62 | 0.88 | 1.20 | 1.19 | 8.28 | 8.23 | 8.28 | 24 | |
| 11YR- | 47166 | 88.15 | 88.32 | 14.66 | 0.84 | 1.60 | 1.70 | 12.53 | 12.41 | 12.51 | 22 | |
| SDGs | 17121 | 96.01 | 96.12 | 7.45 | 0.54 | 1.02 | 0.99 | 6.70 | 6.66 | 6.68 | 22 | |
| Overall SDGs (excl. ABS) | 16799 | 96.04 | 96.15 | 7.46 | 0.54 | 1.01 | 0.98 | 6.71 | 6.67 | 6.69 | 21 | |
| SDGs/E | 20464 | 96.24 | 96.35 | 7.00 | 0.52 | 0.98 | 0.96 | 6.31 | 6.27 | 6.29 | 23 | |
| Overall SDGs/E (excl. ABS) | 20142 | 96.27 | 96.38 | 7.01 | 0.52 | 0.98 | 0.95 | 6.31 | 6.27 | 6.30 | 22 | |
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