--------------- RETURNS (%) FROM ---------------- | ||||||||
---|---|---|---|---|---|---|---|---|
INDEX | -------- LST.MTH -------- | LST.MAR | LST.YR | |||||
VALUE | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
Overall | 365.595 | -3.11 | -3.88 | 0.77 | -4.83 | -3.11 | ||
1<=YR<3 | 234.236 | 1.26 | 0.81 | 0.45 | -0.08 | 1.26 | ||
3<=YR<7 | 336.863 | 3.20 | 2.66 | 0.55 | -0.71 | 3.20 | ||
7<=YR | 540.734 | -8.17 | -9.18 | 1.01 | -8.66 | -8.17 | ||
7YR-11YR*2 | 193.291 | -2.32 | -3.17 | 0.85 | -3.05 | -2.32 | ||
11YR-*2 | 241.459 | -11.49 | -12.60 | 1.10 | -11.62 | -11.49 | ||
Government | 376.912 | -3.43 | -4.23 | 0.80 | -5.07 | -3.43 | ||
1<=YR<3 | 221.701 | 1.22 | 0.76 | 0.45 | -0.09 | 1.22 | ||
3<=YR<7 | 336.181 | 3.16 | 2.60 | 0.56 | -0.66 | 3.16 | ||
7<=YR | 552.400 | -8.43 | -9.47 | 1.04 | -8.89 | -8.43 | ||
7YR-11YR*2 | 192.135 | -2.34 | -3.22 | 0.88 | -2.90 | -2.34 | ||
11YR-*2 | 240.876 | -11.83 | -12.97 | 1.14 | -11.96 | -11.83 | ||
Municipals | 388.427 | -1.97 | -2.54 | 0.57 | -3.49 | -1.97 | ||
Govt.Grntd | 366.456 | -2.69 | -3.33 | 0.64 | -3.90 | -2.69 | ||
Bank Dbntr | 273.435 | 2.06 | 1.93 | 0.13 | -0.34 | 2.06 | ||
Corporates | 386.595 | -0.92 | -1.58 | 0.66 | -4.09 | -0.92 | ||
Yen Dnm Frgn | 347.333 | 6.15 | 5.14 | 1.01 | -0.88 | 6.15 | ||
MBS*3 | 125.310 | -2.12 | -2.76 | 0.64 | -2.93 | -2.12 | ||
ABS*4 | 113.040 | 0.39 | -0.27 | 0.66 | -2.17 | 0.39 | ||
Overall ex.MBS | 365.481 | -3.13 | -3.90 | 0.77 | -4.86 | -3.13 | ||
1<=YR<3 | 234.236 | 1.26 | 0.81 | 0.45 | -0.08 | 1.26 | ||
3<=YR<7 | 336.863 | 3.20 | 2.66 | 0.55 | -0.71 | 3.20 | ||
7<=YR | 542.786 | -8.33 | -9.35 | 1.02 | -8.81 | -8.33 | ||
7YR-11YR*2 | 193.287 | -2.33 | -3.17 | 0.85 | -3.05 | -2.33 | ||
11YR-*2 | 243.452 | -11.88 | -13.01 | 1.12 | -11.96 | -11.88 | ||
Overall ex.ABS | 365.624 | -3.11 | -3.88 | 0.77 | -4.84 | -3.11 | ||
1<=YR<3 | 234.202 | 1.26 | 0.81 | 0.45 | -0.08 | 1.26 | ||
3<=YR<7 | 336.857 | 3.20 | 2.66 | 0.55 | -0.71 | 3.20 | ||
7<=YR | 540.736 | -8.17 | -9.18 | 1.01 | -8.66 | -8.17 | ||
7YR-11YR*2 | 193.285 | -2.32 | -3.17 | 0.85 | -3.05 | -2.32 | ||
11YR-*2 | 241.458 | -11.49 | -12.60 | 1.10 | -11.62 | -11.49 | ||
Overall ex.MBS,ABS | 365.511 | -3.13 | -3.90 | 0.77 | -4.86 | -3.13 | ||
1<=YR<3 | 234.202 | 1.26 | 0.81 | 0.45 | -0.08 | 1.26 | ||
3<=YR<7 | 336.857 | 3.20 | 2.66 | 0.55 | -0.71 | 3.20 | ||
7<=YR | 542.789 | -8.33 | -9.35 | 1.02 | -8.81 | -8.33 | ||
7YR-11YR*2 | 193.281 | -2.33 | -3.17 | 0.85 | -3.05 | -2.33 | ||
11YR-*2 | 243.451 | -11.88 | -13.01 | 1.12 | -11.96 | -11.88 | ||
Overall ex.JGB* | 170.030 | -1.42 | -2.03 | 0.62 | -3.59 | -1.42 | ||
1<=YR<3* | 133.103 | 1.49 | 1.05 | 0.44 | -0.05 | 1.49 | ||
3<=YR<7* | 165.831 | 3.42 | 2.92 | 0.50 | -0.97 | 3.42 | ||
7<=YR* | 232.552 | -6.46 | -7.26 | 0.79 | -7.20 | -6.46 | ||
7YR-11YR*2 | 196.681 | -2.21 | -2.87 | 0.66 | -3.89 | -2.21 | ||
11YR-*2 | 237.710 | -9.18 | -10.06 | 0.88 | -9.27 | -9.18 | ||
SDGs*5 | 98.816 | -0.04 | -0.37 | 0.34 | -3.77 | -0.04 | ||
Overall SDGs (excl. ABS)*5 | 98.889 | -0.02 | -0.34 | 0.33 | -3.76 | -0.02 | ||
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 | 1085916 | 99.16 | 99.36 | 10.09 | 0.77 | 0.61 | 0.60 | 8.91 | 8.86 | 8.87 | 5 | |
1<=YR<3 | 218420 | 100.82 | 100.93 | 1.93 | 0.45 | 0.03 | 0.03 | 1.92 | 1.92 | 1.92 | 5 | |
3<=YR<7 | 294053 | 101.58 | 101.72 | 4.73 | 0.56 | 0.23 | 0.23 | 4.67 | 4.66 | 4.67 | 5 | |
7<=YR | 573443 | 97.29 | 97.55 | 15.95 | 0.99 | 1.04 | 1.02 | 13.92 | 13.84 | 13.86 | 5 | |
7YR-11YR | 198225 | 102.74 | 102.95 | 8.68 | 0.87 | 0.56 | 0.57 | 8.36 | 8.33 | 8.35 | 5 | |
11YR- | 375219 | 94.41 | 94.70 | 19.80 | 1.06 | 1.31 | 1.28 | 17.12 | 17.00 | 17.02 | 4 | |
Government | 913166 | 99.39 | 99.60 | 10.58 | 0.80 | 0.59 | 0.58 | 9.29 | 9.25 | 9.25 | 1 | |
1<=YR<3 | 178370 | 100.92 | 101.03 | 1.91 | 0.46 | -0.02 | -0.02 | 1.90 | 1.90 | 1.90 | 1 | |
3<=YR<7 | 239609 | 101.92 | 102.05 | 4.73 | 0.57 | 0.17 | 0.17 | 4.66 | 4.66 | 4.66 | 0 | |
7<=YR | 495187 | 97.61 | 97.89 | 16.53 | 1.03 | 1.03 | 1.01 | 14.37 | 14.29 | 14.30 | 1 | |
7YR-11YR | 168646 | 103.45 | 103.67 | 8.71 | 0.91 | 0.51 | 0.52 | 8.38 | 8.36 | 8.38 | 0 | |
11YR- | 326541 | 94.60 | 94.91 | 20.57 | 1.09 | 1.33 | 1.28 | 17.75 | 17.64 | 17.65 | 2 | |
Municipals | 67732 | 98.56 | 98.72 | 7.58 | 0.57 | 0.57 | 0.58 | 7.06 | 7.03 | 7.04 | 16 | |
Govt.Grntd | 16391 | 98.80 | 98.88 | 8.46 | 0.65 | 0.53 | 0.52 | 7.46 | 7.42 | 7.43 | 9 | |
Bank Dbntr | 3551 | 99.39 | 99.42 | 3.23 | 0.13 | 0.27 | 0.27 | 3.20 | 3.20 | 3.20 | 20 | |
Corporates | 66410 | 97.18 | 97.32 | 7.86 | 0.65 | 0.83 | 0.80 | 6.88 | 6.83 | 6.85 | 43 | |
Yen Dnm Frgn | 3028 | 98.26 | 98.45 | 3.93 | 1.00 | 1.41 | 1.39 | 3.73 | 3.70 | 3.73 | 127 | |
MBS | 14831 | 97.41 | 97.44 | 6.77 | 0.64 | 0.74 | 0.88 | 6.42 | 6.39 | 6.43 | 19 | |
ABS | 808 | 97.40 | 97.56 | 5.80 | 0.65 | 0.89 | 0.87 | 5.40 | 5.37 | 5.40 | 60 | |
Overall ex.MBS | 1071086 | 99.19 | 99.39 | 10.14 | 0.77 | 0.60 | 0.59 | 8.94 | 8.89 | 8.90 | 5 | |
1<=YR<3 | 218420 | 100.82 | 100.93 | 1.93 | 0.45 | 0.03 | 0.03 | 1.92 | 1.92 | 1.92 | 5 | |
3<=YR<7 | 294053 | 101.58 | 101.72 | 4.73 | 0.56 | 0.23 | 0.23 | 4.67 | 4.66 | 4.67 | 5 | |
7<=YR | 558613 | 97.28 | 97.56 | 16.20 | 1.00 | 1.05 | 1.02 | 14.12 | 14.04 | 14.05 | 4 | |
7YR-11YR | 198096 | 102.74 | 102.95 | 8.68 | 0.87 | 0.56 | 0.57 | 8.36 | 8.34 | 8.36 | 5 | |
11YR- | 360517 | 94.29 | 94.59 | 20.33 | 1.08 | 1.34 | 1.30 | 17.57 | 17.45 | 17.46 | 4 | |
Overall ex.ABS | 1085108 | 99.16 | 99.36 | 10.10 | 0.77 | 0.61 | 0.60 | 8.91 | 8.86 | 8.87 | 5 | |
1<=YR<3 | 218136 | 100.82 | 100.93 | 1.93 | 0.45 | 0.03 | 0.03 | 1.92 | 1.92 | 1.92 | 5 | |
3<=YR<7 | 293792 | 101.58 | 101.72 | 4.73 | 0.56 | 0.23 | 0.23 | 4.67 | 4.66 | 4.67 | 5 | |
7<=YR | 573181 | 97.29 | 97.55 | 15.96 | 0.99 | 1.04 | 1.02 | 13.93 | 13.84 | 13.86 | 5 | |
7YR-11YR | 198052 | 102.74 | 102.95 | 8.68 | 0.87 | 0.56 | 0.57 | 8.36 | 8.33 | 8.35 | 5 | |
11YR- | 375128 | 94.41 | 94.70 | 19.80 | 1.06 | 1.31 | 1.28 | 17.12 | 17.01 | 17.02 | 4 | |
Overall ex.MBS,ABS | 1070278 | 99.19 | 99.39 | 10.14 | 0.77 | 0.60 | 0.59 | 8.94 | 8.90 | 8.91 | 5 | |
1<=YR<3 | 218136 | 100.82 | 100.93 | 1.93 | 0.45 | 0.03 | 0.03 | 1.92 | 1.92 | 1.92 | 5 | |
3<=YR<7 | 293792 | 101.58 | 101.72 | 4.73 | 0.56 | 0.23 | 0.23 | 4.67 | 4.66 | 4.67 | 5 | |
7<=YR | 558350 | 97.29 | 97.56 | 16.20 | 1.00 | 1.05 | 1.02 | 14.12 | 14.04 | 14.05 | 4 | |
7YR-11YR | 197923 | 102.75 | 102.96 | 8.68 | 0.87 | 0.56 | 0.57 | 8.36 | 8.34 | 8.36 | 5 | |
11YR- | 360427 | 94.29 | 94.59 | 20.33 | 1.08 | 1.34 | 1.29 | 17.57 | 17.45 | 17.46 | 4 | |
Overall ex.JGB | 172751 | 97.96 | 98.09 | 7.54 | 0.61 | 0.69 | 0.69 | 6.83 | 6.79 | 6.81 | 28 | |
1<=YR<3 | 40051 | 100.36 | 100.47 | 1.99 | 0.44 | 0.25 | 0.25 | 1.98 | 1.98 | 1.98 | 27 | |
3<=YR<7 | 54444 | 100.11 | 100.22 | 4.76 | 0.50 | 0.48 | 0.48 | 4.69 | 4.68 | 4.69 | 31 | |
7<=YR | 78256 | 95.23 | 95.39 | 12.32 | 0.77 | 1.07 | 1.08 | 11.00 | 10.94 | 10.96 | 27 | |
7YR-11YR | 29578 | 98.65 | 98.81 | 8.47 | 0.66 | 0.84 | 0.83 | 8.23 | 8.19 | 8.22 | 33 | |
11YR- | 48678 | 93.15 | 93.31 | 14.65 | 0.84 | 1.22 | 1.24 | 12.79 | 12.70 | 12.71 | 23 | |
SDGs | 8558 | 95.97 | 96.06 | 7.87 | 0.32 | 0.73 | 0.70 | 7.09 | 7.05 | 7.07 | 33 | |
Overall SDGs (excl. ABS) | 8241 | 95.98 | 96.06 | 7.90 | 0.32 | 0.72 | 0.69 | 7.10 | 7.06 | 7.08 | 32 | |
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