--------------- RETURNS (%) FROM ---------------- | ||||||||
---|---|---|---|---|---|---|---|---|
INDEX | -------- LST.MTH -------- | LST.MAR | LST.YR | |||||
VALUE | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
Overall | 366.877 | 25.62 | 24.83 | 0.79 | -3.14 | 0.08 | ||
1<=YR<3 | 234.294 | 2.51 | 2.12 | 0.39 | -0.20 | 0.15 | ||
3<=YR<7 | 337.869 | 12.08 | 11.49 | 0.59 | -0.55 | 0.63 | ||
7<=YR | 543.408 | 42.50 | 41.44 | 1.07 | -5.60 | -0.25 | ||
7YR-11YR*2 | 194.102 | 28.83 | 27.93 | 0.91 | -2.03 | 0.23 | ||
11YR-*2 | 242.740 | 50.59 | 49.43 | 1.16 | -7.60 | -0.53 | ||
Government | 378.104 | 26.74 | 25.92 | 0.82 | -3.46 | 0.02 | ||
1<=YR<3 | 221.653 | 2.38 | 2.00 | 0.38 | -0.27 | 0.09 | ||
3<=YR<7 | 336.972 | 11.96 | 11.36 | 0.60 | -0.66 | 0.56 | ||
7<=YR | 555.024 | 43.72 | 42.62 | 1.09 | -5.96 | -0.29 | ||
7YR-11YR*2 | 192.800 | 28.92 | 28.00 | 0.92 | -2.23 | 0.15 | ||
11YR-*2 | 242.152 | 52.42 | 51.22 | 1.19 | -8.02 | -0.56 | ||
Municipals | 391.217 | 21.27 | 20.67 | 0.59 | -1.25 | 0.59 | ||
Govt.Grntd | 367.399 | 22.92 | 22.23 | 0.69 | -2.42 | 0.02 | ||
Bank Dbntr | 273.808 | 7.20 | 7.01 | 0.19 | -0.12 | 0.35 | ||
Corporates | 388.732 | 18.05 | 17.35 | 0.70 | -1.38 | 0.51 | ||
Yen Dnm Frgn | 352.982 | 10.45 | 9.37 | 1.08 | 1.42 | 2.37 | ||
MBS*3 | 125.500 | 18.80 | 18.15 | 0.64 | -1.35 | -0.04 | ||
ABS*4 | 113.756 | 16.80 | 16.08 | 0.72 | -0.59 | 0.73 | ||
Overall ex.MBS | 366.774 | 25.71 | 24.92 | 0.79 | -3.16 | 0.09 | ||
1<=YR<3 | 234.294 | 2.51 | 2.12 | 0.39 | -0.20 | 0.15 | ||
3<=YR<7 | 337.869 | 12.08 | 11.49 | 0.59 | -0.55 | 0.63 | ||
7<=YR | 545.524 | 43.11 | 42.04 | 1.08 | -5.71 | -0.25 | ||
7YR-11YR*2 | 194.098 | 28.86 | 27.95 | 0.91 | -2.03 | 0.23 | ||
11YR-*2 | 244.789 | 51.89 | 50.71 | 1.18 | -7.84 | -0.54 | ||
Overall ex.ABS | 366.905 | 25.63 | 24.84 | 0.79 | -3.14 | 0.08 | ||
1<=YR<3 | 234.260 | 2.50 | 2.12 | 0.39 | -0.20 | 0.15 | ||
3<=YR<7 | 337.862 | 12.08 | 11.49 | 0.59 | -0.55 | 0.63 | ||
7<=YR | 543.410 | 42.51 | 41.44 | 1.07 | -5.61 | -0.25 | ||
7YR-11YR*2 | 194.096 | 28.83 | 27.93 | 0.91 | -2.03 | 0.23 | ||
11YR-*2 | 242.738 | 50.60 | 49.44 | 1.16 | -7.60 | -0.53 | ||
Overall ex.MBS,ABS | 366.802 | 25.72 | 24.92 | 0.79 | -3.17 | 0.09 | ||
1<=YR<3 | 234.260 | 2.50 | 2.12 | 0.39 | -0.20 | 0.15 | ||
3<=YR<7 | 337.862 | 12.08 | 11.49 | 0.59 | -0.55 | 0.63 | ||
7<=YR | 545.526 | 43.11 | 42.04 | 1.08 | -5.71 | -0.25 | ||
7YR-11YR*2 | 194.092 | 28.86 | 27.95 | 0.91 | -2.03 | 0.23 | ||
11YR-*2 | 244.788 | 51.89 | 50.71 | 1.18 | -7.84 | -0.54 | ||
Overall ex.JGB* | 170.991 | 19.44 | 18.79 | 0.65 | -1.35 | 0.48 | ||
1<=YR<3* | 133.422 | 3.07 | 2.68 | 0.39 | 0.11 | 0.40 | ||
3<=YR<7* | 166.800 | 12.64 | 12.07 | 0.56 | -0.04 | 0.97 | ||
7<=YR* | 234.156 | 34.14 | 33.28 | 0.86 | -3.11 | 0.13 | ||
7YR-11YR*2 | 198.481 | 28.24 | 27.46 | 0.78 | -0.75 | 0.78 | ||
11YR-*2 | 239.103 | 37.80 | 36.89 | 0.91 | -4.54 | -0.24 | ||
SDGs*5 | 99.468 | 19.67 | 19.21 | 0.46 | -1.39 | 0.71 | ||
Overall SDGs (excl. ABS)*5 | 99.550 | 19.63 | 19.17 | 0.46 | -1.39 | 0.73 | ||
SDGs/E*5 | 99.979 | 17.80 | 17.37 | 0.43 | -1.19 | 0.66 | ||
Overall SDGs/E (excl. ABS)*5 | 100.088 | 17.73 | 17.31 | 0.43 | -1.19 | 0.66 | ||
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 | 1122123 | 98.79 | 99.01 | 10.11 | 0.77 | 0.65 | 0.64 | 8.87 | 8.82 | 8.83 | 5 | |
1<=YR<3 | 224234 | 100.59 | 100.71 | 1.88 | 0.39 | 0.07 | 0.07 | 1.88 | 1.88 | 1.88 | 5 | |
3<=YR<7 | 305347 | 101.54 | 101.72 | 4.70 | 0.60 | 0.28 | 0.28 | 4.63 | 4.63 | 4.63 | 5 | |
7<=YR | 592542 | 96.69 | 96.97 | 16.01 | 1.00 | 1.09 | 1.07 | 13.91 | 13.83 | 13.84 | 4 | |
7YR-11YR | 205392 | 102.63 | 102.91 | 8.64 | 0.91 | 0.61 | 0.62 | 8.31 | 8.28 | 8.30 | 5 | |
11YR- | 387149 | 93.53 | 93.82 | 19.92 | 1.05 | 1.36 | 1.33 | 17.17 | 17.05 | 17.06 | 4 | |
Government | 949624 | 98.95 | 99.18 | 10.59 | 0.79 | 0.64 | 0.63 | 9.25 | 9.20 | 9.21 | 1 | |
1<=YR<3 | 184239 | 100.69 | 100.81 | 1.86 | 0.39 | 0.02 | 0.01 | 1.85 | 1.85 | 1.85 | 0 | |
3<=YR<7 | 248744 | 101.86 | 102.05 | 4.69 | 0.60 | 0.22 | 0.22 | 4.62 | 4.61 | 4.62 | 0 | |
7<=YR | 516641 | 96.92 | 97.21 | 16.54 | 1.03 | 1.08 | 1.06 | 14.32 | 14.24 | 14.25 | 1 | |
7YR-11YR | 177658 | 103.16 | 103.45 | 8.66 | 0.94 | 0.57 | 0.58 | 8.32 | 8.30 | 8.32 | 1 | |
11YR- | 338984 | 93.65 | 93.95 | 20.67 | 1.08 | 1.38 | 1.33 | 17.79 | 17.66 | 17.67 | 1 | |
Municipals | 67609 | 98.69 | 98.83 | 7.46 | 0.58 | 0.58 | 0.59 | 6.96 | 6.93 | 6.93 | 14 | |
Govt.Grntd | 14651 | 98.29 | 98.44 | 9.08 | 0.68 | 0.64 | 0.62 | 7.97 | 7.93 | 7.94 | 10 | |
Bank Dbntr | 3431 | 99.31 | 99.36 | 3.19 | 0.19 | 0.36 | 0.36 | 3.16 | 3.15 | 3.16 | 25 | |
Corporates | 68673 | 97.16 | 97.34 | 7.67 | 0.68 | 0.87 | 0.85 | 6.69 | 6.65 | 6.66 | 44 | |
Yen Dnm Frgn | 2949 | 98.94 | 99.26 | 3.89 | 1.07 | 1.28 | 1.27 | 3.70 | 3.68 | 3.70 | 111 | |
MBS | 14471 | 96.99 | 97.03 | 7.01 | 0.63 | 0.74 | 0.96 | 6.63 | 6.60 | 6.66 | 20 | |
ABS | 714 | 97.07 | 97.23 | 5.97 | 0.69 | 1.00 | 0.97 | 5.58 | 5.54 | 5.57 | 65 | |
Overall ex.MBS | 1107652 | 98.81 | 99.03 | 10.15 | 0.77 | 0.65 | 0.64 | 8.90 | 8.85 | 8.86 | 5 | |
1<=YR<3 | 224234 | 100.59 | 100.71 | 1.88 | 0.39 | 0.07 | 0.07 | 1.88 | 1.88 | 1.88 | 5 | |
3<=YR<7 | 305347 | 101.54 | 101.72 | 4.70 | 0.60 | 0.28 | 0.28 | 4.63 | 4.63 | 4.63 | 5 | |
7<=YR | 578071 | 96.68 | 96.97 | 16.24 | 1.01 | 1.10 | 1.07 | 14.09 | 14.01 | 14.02 | 4 | |
7YR-11YR | 205172 | 102.63 | 102.91 | 8.65 | 0.91 | 0.61 | 0.62 | 8.31 | 8.29 | 8.31 | 5 | |
11YR- | 372898 | 93.40 | 93.69 | 20.41 | 1.06 | 1.39 | 1.34 | 17.59 | 17.46 | 17.47 | 3 | |
Overall ex.ABS | 1121409 | 98.79 | 99.01 | 10.11 | 0.77 | 0.65 | 0.64 | 8.87 | 8.83 | 8.83 | 5 | |
1<=YR<3 | 224047 | 100.59 | 100.71 | 1.88 | 0.39 | 0.07 | 0.07 | 1.88 | 1.88 | 1.88 | 5 | |
3<=YR<7 | 305049 | 101.54 | 101.72 | 4.70 | 0.60 | 0.28 | 0.28 | 4.63 | 4.63 | 4.63 | 5 | |
7<=YR | 592312 | 96.69 | 96.97 | 16.02 | 1.00 | 1.09 | 1.07 | 13.91 | 13.83 | 13.84 | 4 | |
7YR-11YR | 205248 | 102.63 | 102.91 | 8.64 | 0.91 | 0.61 | 0.62 | 8.31 | 8.28 | 8.30 | 5 | |
11YR- | 387064 | 93.54 | 93.82 | 19.92 | 1.05 | 1.36 | 1.33 | 17.17 | 17.05 | 17.06 | 4 | |
Overall ex.MBS,ABS | 1106937 | 98.81 | 99.04 | 10.16 | 0.77 | 0.65 | 0.64 | 8.90 | 8.86 | 8.86 | 5 | |
1<=YR<3 | 224047 | 100.59 | 100.71 | 1.88 | 0.39 | 0.07 | 0.07 | 1.88 | 1.88 | 1.88 | 5 | |
3<=YR<7 | 305049 | 101.54 | 101.72 | 4.70 | 0.60 | 0.28 | 0.28 | 4.63 | 4.63 | 4.63 | 5 | |
7<=YR | 577840 | 96.68 | 96.97 | 16.24 | 1.01 | 1.10 | 1.07 | 14.10 | 14.01 | 14.02 | 4 | |
7YR-11YR | 205028 | 102.64 | 102.92 | 8.65 | 0.91 | 0.61 | 0.62 | 8.31 | 8.29 | 8.31 | 5 | |
11YR- | 372812 | 93.40 | 93.70 | 20.41 | 1.06 | 1.39 | 1.34 | 17.59 | 17.46 | 17.47 | 3 | |
Overall ex.JGB | 172499 | 97.91 | 98.06 | 7.49 | 0.63 | 0.72 | 0.73 | 6.77 | 6.74 | 6.75 | 28 | |
1<=YR<3 | 39995 | 100.14 | 100.24 | 2.00 | 0.39 | 0.31 | 0.31 | 1.99 | 1.99 | 1.99 | 29 | |
3<=YR<7 | 56603 | 100.11 | 100.26 | 4.78 | 0.56 | 0.53 | 0.53 | 4.71 | 4.70 | 4.71 | 30 | |
7<=YR | 75901 | 95.10 | 95.28 | 12.41 | 0.81 | 1.11 | 1.14 | 11.04 | 10.97 | 11.00 | 26 | |
7YR-11YR | 27735 | 99.22 | 99.42 | 8.51 | 0.76 | 0.88 | 0.87 | 8.23 | 8.19 | 8.22 | 31 | |
11YR- | 48166 | 92.73 | 92.90 | 14.65 | 0.83 | 1.25 | 1.30 | 12.78 | 12.68 | 12.70 | 24 | |
SDGs | 12387 | 96.99 | 97.09 | 7.73 | 0.45 | 0.75 | 0.73 | 7.00 | 6.96 | 6.98 | 30 | |
Overall SDGs (excl. ABS) | 12075 | 97.02 | 97.12 | 7.74 | 0.44 | 0.74 | 0.72 | 7.01 | 6.97 | 6.98 | 29 | |
SDGs/E | 15698 | 97.29 | 97.39 | 7.09 | 0.42 | 0.70 | 0.68 | 6.45 | 6.41 | 6.43 | 29 | |
Overall SDGs/E (excl. ABS) | 15386 | 97.32 | 97.42 | 7.09 | 0.41 | 0.69 | 0.67 | 6.44 | 6.41 | 6.42 | 29 | |
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