| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | -------- LST.MTH -------- | LST.MAR | LST.YR | |||||
| VALUE | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
| Overall | 386.087 | -5.54 | -6.35 | 0.80 | -1.45 | -1.55 | ||
| 1<=YR<3 | 234.944 | -0.75 | -1.28 | 0.52 | -0.15 | -0.21 | ||
| 3<=YR<7 | 340.324 | -2.70 | -3.30 | 0.60 | -0.37 | -0.46 | ||
| 7<=YR | 595.809 | -8.68 | -9.68 | 1.00 | -2.45 | -2.56 | ||
| 7YR-11YR*2 | 199.614 | -5.21 | -6.05 | 0.84 | -0.61 | -0.68 | ||
| 11YR-*2 | 275.517 | -10.39 | -11.47 | 1.08 | -3.36 | -3.46 | ||
| Government | 399.644 | -6.01 | -6.84 | 0.83 | -1.73 | -1.68 | ||
| 1<=YR<3 | 222.596 | -0.90 | -1.42 | 0.52 | -0.24 | -0.24 | ||
| 3<=YR<7 | 339.919 | -3.14 | -3.76 | 0.62 | -0.62 | -0.49 | ||
| 7<=YR | 611.214 | -9.07 | -10.10 | 1.03 | -2.75 | -2.71 | ||
| 7YR-11YR*2 | 198.381 | -5.46 | -6.33 | 0.87 | -0.86 | -0.66 | ||
| 11YR-*2 | 276.367 | -10.76 | -11.87 | 1.11 | -3.62 | -3.64 | ||
| Municipals | 402.097 | -3.40 | -4.07 | 0.66 | -0.04 | -0.80 | ||
| Govt.Grntd | 381.976 | -3.13 | -3.79 | 0.66 | -0.70 | -1.09 | ||
| Bank Dbntr | 274.378 | -0.06 | -0.17 | 0.11 | 0.75 | 0.01 | ||
| Corporates | 400.552 | -3.34 | -4.03 | 0.69 | 0.18 | -1.08 | ||
| Yen Dnm Frgn | 344.729 | -1.25 | -1.97 | 0.72 | 0.54 | -1.03 | ||
| MBS*3 | 128.982 | -2.82 | -3.57 | 0.75 | 0.11 | -0.09 | ||
| ABS*4 | 113.919 | -2.43 | -3.09 | 0.65 | -0.55 | -0.83 | ||
| Overall ex.MBS | 386.104 | -5.58 | -6.38 | 0.80 | -1.47 | -1.57 | ||
| 1<=YR<3 | 234.944 | -0.75 | -1.28 | 0.52 | -0.15 | -0.21 | ||
| 3<=YR<7 | 340.324 | -2.70 | -3.30 | 0.60 | -0.37 | -0.46 | ||
| 7<=YR | 599.145 | -8.83 | -9.84 | 1.01 | -2.52 | -2.63 | ||
| 7YR-11YR*2 | 199.614 | -5.21 | -6.05 | 0.84 | -0.61 | -0.68 | ||
| 11YR-*2 | 278.959 | -10.69 | -11.79 | 1.10 | -3.49 | -3.60 | ||
| Overall ex.ABS | 386.131 | -5.54 | -6.35 | 0.80 | -1.45 | -1.55 | ||
| 1<=YR<3 | 234.914 | -0.75 | -1.28 | 0.52 | -0.15 | -0.21 | ||
| 3<=YR<7 | 340.323 | -2.70 | -3.30 | 0.60 | -0.37 | -0.46 | ||
| 7<=YR | 595.828 | -8.68 | -9.68 | 1.00 | -2.45 | -2.56 | ||
| 7YR-11YR*2 | 199.612 | -5.21 | -6.05 | 0.84 | -0.60 | -0.68 | ||
| 11YR-*2 | 275.518 | -10.39 | -11.47 | 1.08 | -3.36 | -3.46 | ||
| Overall ex.MBS,ABS | 386.149 | -5.58 | -6.39 | 0.80 | -1.47 | -1.57 | ||
| 1<=YR<3 | 234.914 | -0.75 | -1.28 | 0.52 | -0.15 | -0.21 | ||
| 3<=YR<7 | 340.323 | -2.70 | -3.30 | 0.60 | -0.37 | -0.46 | ||
| 7<=YR | 599.166 | -8.83 | -9.84 | 1.01 | -2.52 | -2.63 | ||
| 7YR-11YR*2 | 199.612 | -5.21 | -6.05 | 0.84 | -0.60 | -0.68 | ||
| 11YR-*2 | 278.961 | -10.69 | -11.79 | 1.10 | -3.49 | -3.60 | ||
| Overall ex.JGB* | 175.844 | -3.15 | -3.82 | 0.67 | -0.02 | -0.86 | ||
| 1<=YR<3* | 132.941 | -0.15 | -0.70 | 0.55 | 0.25 | -0.05 | ||
| 3<=YR<7* | 166.953 | -0.87 | -1.39 | 0.52 | 0.64 | -0.34 | ||
| 7<=YR* | 249.623 | -6.26 | -7.09 | 0.83 | -0.61 | -1.62 | ||
| 7YR-11YR*2 | 203.490 | -3.96 | -4.66 | 0.71 | 0.66 | -0.77 | ||
| 11YR-*2 | 261.258 | -7.78 | -8.69 | 0.91 | -1.46 | -2.19 | ||
| SDGs*5 | 102.400 | -3.50 | -3.75 | 0.25 | -0.41 | -1.11 | ||
| Overall SDGs (excl. ABS)*5 | 102.531 | -3.48 | -3.72 | 0.24 | -0.36 | -1.11 | ||
| 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 | 996371 | 107.21 | 107.50 | 9.76 | 0.87 | 0.12 | 0.12 | 9.28 | 9.26 | 9.25 | 4 | |
| 1<=YR<3 | 204170 | 101.15 | 101.31 | 1.89 | 0.53 | -0.08 | -0.08 | 1.89 | 1.89 | 1.89 | 4 | |
| 3<=YR<7 | 280009 | 103.12 | 103.32 | 4.71 | 0.63 | -0.03 | -0.04 | 4.64 | 4.64 | 4.64 | 5 | |
| 7<=YR | 512193 | 111.87 | 112.25 | 15.66 | 1.13 | 0.28 | 0.28 | 14.27 | 14.24 | 14.23 | 3 | |
| 7YR-11YR | 176432 | 107.70 | 107.98 | 8.63 | 0.91 | 0.05 | 0.05 | 8.31 | 8.31 | 8.31 | 4 | |
| 11YR- | 335760 | 114.06 | 114.49 | 19.35 | 1.25 | 0.39 | 0.40 | 17.22 | 17.18 | 17.16 | 3 | |
| Government | 825383 | 108.05 | 108.36 | 10.26 | 0.90 | 0.09 | 0.10 | 9.72 | 9.70 | 9.70 | 0 | |
| 1<=YR<3 | 164028 | 101.23 | 101.39 | 1.87 | 0.53 | -0.13 | -0.13 | 1.86 | 1.86 | 1.86 | 0 | |
| 3<=YR<7 | 224688 | 103.50 | 103.71 | 4.71 | 0.65 | -0.09 | -0.09 | 4.64 | 4.64 | 4.64 | 0 | |
| 7<=YR | 436666 | 112.96 | 113.38 | 16.28 | 1.18 | 0.25 | 0.27 | 14.75 | 14.72 | 14.71 | 0 | |
| 7YR-11YR | 145863 | 108.44 | 108.74 | 8.64 | 0.95 | 0.01 | 0.01 | 8.31 | 8.31 | 8.31 | 0 | |
| 11YR- | 290804 | 115.24 | 115.70 | 20.11 | 1.29 | 0.36 | 0.39 | 17.78 | 17.74 | 17.73 | 0 | |
| Municipals | 64516 | 103.96 | 104.13 | 7.60 | 0.69 | 0.15 | 0.15 | 7.37 | 7.36 | 7.35 | 13 | |
| Govt.Grntd | 23563 | 103.95 | 104.09 | 7.54 | 0.69 | 0.11 | 0.11 | 7.23 | 7.22 | 7.22 | 9 | |
| Bank Dbntr | 4385 | 100.14 | 100.16 | 2.91 | 0.11 | 0.06 | 0.06 | 2.90 | 2.90 | 2.90 | 17 | |
| Corporates | 58417 | 102.80 | 102.99 | 7.86 | 0.72 | 0.37 | 0.37 | 7.46 | 7.44 | 7.45 | 35 | |
| Yen Dnm Frgn | 4899 | 99.72 | 99.89 | 4.22 | 0.72 | 0.85 | 0.85 | 4.09 | 4.07 | 4.09 | 93 | |
| MBS | 14477 | 102.02 | 102.06 | 5.93 | 0.79 | 0.70 | 0.28 | 5.79 | 5.79 | 5.57 | 20 | |
| ABS | 732 | 99.67 | 99.84 | 5.81 | 0.66 | 0.65 | 0.65 | 5.53 | 5.51 | 5.53 | 70 | |
| Overall ex.MBS | 981894 | 107.29 | 107.58 | 9.82 | 0.87 | 0.12 | 0.12 | 9.32 | 9.31 | 9.31 | 4 | |
| 1<=YR<3 | 204170 | 101.15 | 101.31 | 1.89 | 0.53 | -0.08 | -0.08 | 1.89 | 1.89 | 1.89 | 4 | |
| 3<=YR<7 | 280009 | 103.12 | 103.32 | 4.71 | 0.63 | -0.03 | -0.04 | 4.64 | 4.64 | 4.64 | 5 | |
| 7<=YR | 497715 | 112.15 | 112.54 | 15.94 | 1.14 | 0.27 | 0.28 | 14.49 | 14.46 | 14.46 | 3 | |
| 7YR-11YR | 176432 | 107.70 | 107.98 | 8.63 | 0.91 | 0.05 | 0.05 | 8.31 | 8.31 | 8.31 | 4 | |
| 11YR- | 321283 | 114.60 | 115.05 | 19.96 | 1.27 | 0.38 | 0.40 | 17.68 | 17.64 | 17.62 | 2 | |
| Overall ex.ABS | 995639 | 107.22 | 107.50 | 9.76 | 0.87 | 0.12 | 0.12 | 9.28 | 9.26 | 9.26 | 4 | |
| 1<=YR<3 | 204027 | 101.15 | 101.31 | 1.89 | 0.53 | -0.08 | -0.08 | 1.89 | 1.89 | 1.89 | 4 | |
| 3<=YR<7 | 279613 | 103.13 | 103.32 | 4.71 | 0.62 | -0.04 | -0.04 | 4.64 | 4.64 | 4.64 | 5 | |
| 7<=YR | 511999 | 111.87 | 112.25 | 15.66 | 1.13 | 0.28 | 0.28 | 14.27 | 14.24 | 14.23 | 3 | |
| 7YR-11YR | 176297 | 107.71 | 107.99 | 8.63 | 0.91 | 0.05 | 0.05 | 8.31 | 8.31 | 8.31 | 4 | |
| 11YR- | 335702 | 114.06 | 114.49 | 19.35 | 1.25 | 0.39 | 0.40 | 17.22 | 17.18 | 17.16 | 3 | |
| Overall ex.MBS,ABS | 981162 | 107.30 | 107.58 | 9.82 | 0.87 | 0.11 | 0.12 | 9.33 | 9.31 | 9.31 | 4 | |
| 1<=YR<3 | 204027 | 101.15 | 101.31 | 1.89 | 0.53 | -0.08 | -0.08 | 1.89 | 1.89 | 1.89 | 4 | |
| 3<=YR<7 | 279613 | 103.13 | 103.32 | 4.71 | 0.62 | -0.04 | -0.04 | 4.64 | 4.64 | 4.64 | 5 | |
| 7<=YR | 497522 | 112.16 | 112.55 | 15.94 | 1.14 | 0.27 | 0.28 | 14.49 | 14.47 | 14.46 | 3 | |
| 7YR-11YR | 176297 | 107.71 | 107.99 | 8.63 | 0.91 | 0.05 | 0.05 | 8.31 | 8.31 | 8.31 | 4 | |
| 11YR- | 321224 | 114.60 | 115.05 | 19.96 | 1.27 | 0.38 | 0.40 | 17.68 | 17.64 | 17.62 | 2 | |
| Overall ex.JGB | 170989 | 103.16 | 103.32 | 7.32 | 0.69 | 0.28 | 0.25 | 7.04 | 7.02 | 7.01 | 23 | |
| 1<=YR<3 | 40142 | 100.86 | 100.98 | 1.99 | 0.55 | 0.10 | 0.10 | 1.98 | 1.97 | 1.98 | 22 | |
| 3<=YR<7 | 55321 | 101.62 | 101.74 | 4.70 | 0.53 | 0.18 | 0.18 | 4.64 | 4.64 | 4.64 | 27 | |
| 7<=YR | 75526 | 105.52 | 105.71 | 12.07 | 0.89 | 0.45 | 0.38 | 11.30 | 11.27 | 11.23 | 21 | |
| 7YR-11YR | 30570 | 104.18 | 104.37 | 8.56 | 0.74 | 0.25 | 0.26 | 8.30 | 8.29 | 8.30 | 25 | |
| 11YR- | 44957 | 106.42 | 106.63 | 14.46 | 0.99 | 0.58 | 0.46 | 13.29 | 13.25 | 13.18 | 19 | |
| SDGs | 1988 | 99.53 | 99.59 | 8.04 | 0.25 | 0.33 | 0.33 | 7.79 | 7.78 | 7.79 | 30 | |
| Overall SDGs (excl. ABS) | 1862 | 99.61 | 99.67 | 8.07 | 0.24 | 0.30 | 0.30 | 7.84 | 7.82 | 7.83 | 28 | |
Back to NOMURA-BPI Home Page