--------------- RETURNS (%) FROM ---------------- | ||||||||
---|---|---|---|---|---|---|---|---|
INDEX | -------- LST.MTH -------- | LST.MAR | LST.YR | |||||
VALUE | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
Overall | 375.608 | 3.01 | 2.25 | 0.75 | 3.01 | 7.54 | ||
1<=YR<3 | 234.530 | -0.44 | -0.86 | 0.43 | -0.44 | 0.73 | ||
3<=YR<7 | 339.250 | 0.51 | -0.05 | 0.56 | 0.51 | 3.04 | ||
7<=YR | 566.986 | 5.60 | 4.62 | 0.98 | 5.60 | 12.59 | ||
7YR-11YR*2 | 196.899 | 0.87 | 0.03 | 0.84 | 0.87 | 5.09 | ||
11YR-*2 | 257.340 | 8.22 | 7.16 | 1.06 | 8.22 | 16.88 | ||
Government | 387.993 | 3.15 | 2.37 | 0.78 | 3.15 | 8.07 | ||
1<=YR<3 | 221.963 | -0.51 | -0.94 | 0.43 | -0.51 | 0.69 | ||
3<=YR<7 | 338.580 | 0.40 | -0.17 | 0.57 | 0.40 | 3.04 | ||
7<=YR | 580.635 | 5.78 | 4.77 | 1.01 | 5.78 | 13.30 | ||
7YR-11YR*2 | 195.804 | 0.62 | -0.25 | 0.86 | 0.62 | 5.22 | ||
11YR-*2 | 257.564 | 8.60 | 7.51 | 1.09 | 8.60 | 17.85 | ||
Municipals | 395.109 | 1.96 | 1.39 | 0.57 | 1.96 | 4.74 | ||
Govt.Grntd | 374.132 | 2.37 | 1.72 | 0.65 | 2.37 | 5.69 | ||
Bank Dbntr | 274.139 | 0.50 | 0.35 | 0.15 | 0.50 | 1.35 | ||
Corporates | 393.086 | 2.46 | 1.80 | 0.66 | 2.46 | 4.90 | ||
Yen Dnm Frgn | 351.030 | 5.13 | 4.10 | 1.03 | 5.13 | 4.94 | ||
MBS*3 | 126.871 | 2.32 | 1.70 | 0.62 | 2.32 | 3.25 | ||
ABS*4 | 114.337 | 1.50 | 0.84 | 0.66 | 1.50 | 3.62 | ||
Overall ex.MBS | 375.565 | 3.02 | 2.26 | 0.76 | 3.02 | 7.60 | ||
1<=YR<3 | 234.530 | -0.44 | -0.86 | 0.43 | -0.44 | 0.73 | ||
3<=YR<7 | 339.250 | 0.51 | -0.05 | 0.56 | 0.51 | 3.04 | ||
7<=YR | 569.656 | 5.68 | 4.69 | 0.99 | 5.68 | 12.83 | ||
7YR-11YR*2 | 196.898 | 0.87 | 0.03 | 0.84 | 0.87 | 5.09 | ||
11YR-*2 | 260.006 | 8.45 | 7.38 | 1.07 | 8.45 | 17.44 | ||
Overall ex.ABS | 375.642 | 3.01 | 2.25 | 0.75 | 3.01 | 7.54 | ||
1<=YR<3 | 234.496 | -0.44 | -0.86 | 0.43 | -0.44 | 0.73 | ||
3<=YR<7 | 339.244 | 0.51 | -0.05 | 0.56 | 0.51 | 3.04 | ||
7<=YR | 566.993 | 5.60 | 4.62 | 0.98 | 5.60 | 12.59 | ||
7YR-11YR*2 | 196.894 | 0.87 | 0.03 | 0.84 | 0.87 | 5.09 | ||
11YR-*2 | 257.340 | 8.22 | 7.16 | 1.06 | 8.22 | 16.88 | ||
Overall ex.MBS,ABS | 375.600 | 3.02 | 2.26 | 0.76 | 3.02 | 7.60 | ||
1<=YR<3 | 234.496 | -0.44 | -0.86 | 0.43 | -0.44 | 0.73 | ||
3<=YR<7 | 339.244 | 0.51 | -0.05 | 0.56 | 0.51 | 3.04 | ||
7<=YR | 569.665 | 5.68 | 4.69 | 0.99 | 5.68 | 12.84 | ||
7YR-11YR*2 | 196.892 | 0.87 | 0.03 | 0.84 | 0.87 | 5.09 | ||
11YR-*2 | 260.006 | 8.45 | 7.38 | 1.07 | 8.45 | 17.44 | ||
Overall ex.JGB* | 172.842 | 2.24 | 1.63 | 0.62 | 2.24 | 4.69 | ||
1<=YR<3* | 133.313 | -0.10 | -0.51 | 0.41 | -0.10 | 0.88 | ||
3<=YR<7* | 166.973 | 1.03 | 0.51 | 0.52 | 1.03 | 3.04 | ||
7<=YR* | 239.936 | 4.38 | 3.59 | 0.79 | 4.38 | 7.95 | ||
7YR-11YR*2 | 199.853 | 2.47 | 1.78 | 0.68 | 2.47 | 4.34 | ||
11YR-*2 | 247.637 | 5.55 | 4.69 | 0.86 | 5.55 | 10.24 | ||
SDGs*5 | 100.580 | 2.35 | 1.99 | 0.37 | 2.35 | 5.46 | ||
Overall SDGs (excl. ABS)*5 | 100.665 | 2.37 | 2.00 | 0.36 | 2.37 | 5.50 | ||
SDGs/E*5 | 100.927 | 1.87 | 1.54 | 0.33 | 1.87 | 4.77 | ||
Overall SDGs/E (excl. ABS)*5 | 101.035 | 1.87 | 1.54 | 0.33 | 1.87 | 4.78 | ||
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 | 1092911 | 101.70 | 101.86 | 10.12 | 0.77 | 0.42 | 0.42 | 9.16 | 9.13 | 9.13 | 5 | |
1<=YR<3 | 220389 | 100.88 | 100.98 | 1.94 | 0.43 | -0.02 | -0.02 | 1.94 | 1.94 | 1.94 | 6 | |
3<=YR<7 | 294507 | 102.22 | 102.35 | 4.75 | 0.57 | 0.12 | 0.12 | 4.68 | 4.68 | 4.68 | 6 | |
7<=YR | 578015 | 101.74 | 101.95 | 15.97 | 0.99 | 0.74 | 0.74 | 14.18 | 14.12 | 14.12 | 5 | |
7YR-11YR | 200000 | 104.53 | 104.74 | 8.67 | 0.88 | 0.36 | 0.37 | 8.36 | 8.34 | 8.36 | 5 | |
11YR- | 378016 | 100.27 | 100.47 | 19.83 | 1.06 | 0.94 | 0.94 | 17.39 | 17.30 | 17.30 | 4 | |
Government | 921156 | 102.12 | 102.29 | 10.61 | 0.80 | 0.39 | 0.40 | 9.57 | 9.53 | 9.54 | 1 | |
1<=YR<3 | 180331 | 101.00 | 101.10 | 1.94 | 0.44 | -0.07 | -0.07 | 1.93 | 1.93 | 1.93 | 1 | |
3<=YR<7 | 239883 | 102.58 | 102.71 | 4.75 | 0.58 | 0.06 | 0.07 | 4.68 | 4.68 | 4.68 | 0 | |
7<=YR | 500942 | 102.31 | 102.52 | 16.53 | 1.03 | 0.72 | 0.72 | 14.62 | 14.56 | 14.56 | 1 | |
7YR-11YR | 171280 | 105.26 | 105.48 | 8.71 | 0.91 | 0.31 | 0.32 | 8.39 | 8.37 | 8.38 | 0 | |
11YR- | 329662 | 100.78 | 100.99 | 20.59 | 1.09 | 0.94 | 0.94 | 18.01 | 17.92 | 17.92 | 1 | |
Municipals | 67552 | 100.09 | 100.21 | 7.55 | 0.57 | 0.43 | 0.44 | 7.14 | 7.12 | 7.12 | 18 | |
Govt.Grntd | 15733 | 100.64 | 100.82 | 8.64 | 0.65 | 0.41 | 0.41 | 7.82 | 7.79 | 7.80 | 12 | |
Bank Dbntr | 3483 | 99.58 | 99.61 | 3.26 | 0.15 | 0.24 | 0.23 | 3.23 | 3.22 | 3.23 | 25 | |
Corporates | 66468 | 98.66 | 98.81 | 7.76 | 0.65 | 0.69 | 0.68 | 6.94 | 6.91 | 6.92 | 46 | |
Yen Dnm Frgn | 3056 | 99.09 | 99.37 | 3.77 | 1.02 | 1.23 | 1.22 | 3.60 | 3.58 | 3.60 | 121 | |
MBS | 14663 | 98.46 | 98.49 | 6.66 | 0.63 | 0.68 | 0.73 | 6.38 | 6.35 | 6.44 | 28 | |
ABS | 801 | 98.30 | 98.47 | 5.76 | 0.65 | 0.78 | 0.76 | 5.42 | 5.39 | 5.42 | 63 | |
Overall ex.MBS | 1078248 | 101.74 | 101.91 | 10.16 | 0.77 | 0.42 | 0.42 | 9.20 | 9.16 | 9.17 | 5 | |
1<=YR<3 | 220389 | 100.88 | 100.98 | 1.94 | 0.43 | -0.02 | -0.02 | 1.94 | 1.94 | 1.94 | 6 | |
3<=YR<7 | 294507 | 102.22 | 102.35 | 4.75 | 0.57 | 0.12 | 0.12 | 4.68 | 4.68 | 4.68 | 6 | |
7<=YR | 563353 | 101.83 | 102.04 | 16.21 | 1.00 | 0.74 | 0.74 | 14.38 | 14.31 | 14.32 | 4 | |
7YR-11YR | 199825 | 104.53 | 104.74 | 8.68 | 0.88 | 0.36 | 0.37 | 8.36 | 8.35 | 8.36 | 5 | |
11YR- | 363527 | 100.34 | 100.55 | 20.35 | 1.07 | 0.95 | 0.95 | 17.82 | 17.73 | 17.73 | 3 | |
Overall ex.ABS | 1092110 | 101.70 | 101.86 | 10.12 | 0.77 | 0.42 | 0.42 | 9.16 | 9.13 | 9.13 | 5 | |
1<=YR<3 | 220120 | 100.88 | 100.99 | 1.94 | 0.43 | -0.02 | -0.02 | 1.94 | 1.94 | 1.94 | 6 | |
3<=YR<7 | 294241 | 102.22 | 102.35 | 4.75 | 0.57 | 0.12 | 0.12 | 4.68 | 4.68 | 4.68 | 6 | |
7<=YR | 577749 | 101.74 | 101.95 | 15.97 | 0.99 | 0.74 | 0.74 | 14.18 | 14.12 | 14.12 | 5 | |
7YR-11YR | 199824 | 104.53 | 104.75 | 8.67 | 0.88 | 0.36 | 0.37 | 8.36 | 8.34 | 8.36 | 5 | |
11YR- | 377926 | 100.27 | 100.47 | 19.83 | 1.06 | 0.94 | 0.94 | 17.39 | 17.30 | 17.30 | 4 | |
Overall ex.MBS,ABS | 1077447 | 101.74 | 101.91 | 10.17 | 0.77 | 0.42 | 0.42 | 9.20 | 9.17 | 9.17 | 5 | |
1<=YR<3 | 220120 | 100.88 | 100.99 | 1.94 | 0.43 | -0.02 | -0.02 | 1.94 | 1.94 | 1.94 | 6 | |
3<=YR<7 | 294241 | 102.22 | 102.35 | 4.75 | 0.57 | 0.12 | 0.12 | 4.68 | 4.68 | 4.68 | 6 | |
7<=YR | 563087 | 101.83 | 102.04 | 16.21 | 1.00 | 0.74 | 0.74 | 14.38 | 14.31 | 14.32 | 4 | |
7YR-11YR | 199650 | 104.54 | 104.75 | 8.68 | 0.88 | 0.36 | 0.37 | 8.36 | 8.35 | 8.36 | 5 | |
11YR- | 363437 | 100.34 | 100.55 | 20.35 | 1.07 | 0.95 | 0.95 | 17.82 | 17.73 | 17.73 | 3 | |
Overall ex.JGB | 171755 | 99.41 | 99.54 | 7.49 | 0.61 | 0.56 | 0.56 | 6.91 | 6.88 | 6.90 | 31 | |
1<=YR<3 | 40058 | 100.37 | 100.47 | 1.98 | 0.41 | 0.22 | 0.22 | 1.97 | 1.97 | 1.97 | 30 | |
3<=YR<7 | 54624 | 100.65 | 100.76 | 4.75 | 0.52 | 0.39 | 0.39 | 4.69 | 4.68 | 4.68 | 32 | |
7<=YR | 77073 | 98.03 | 98.19 | 12.31 | 0.78 | 0.87 | 0.87 | 11.16 | 11.10 | 11.13 | 31 | |
7YR-11YR | 28720 | 100.18 | 100.33 | 8.44 | 0.68 | 0.67 | 0.67 | 8.19 | 8.16 | 8.19 | 37 | |
11YR- | 48354 | 96.76 | 96.92 | 14.60 | 0.83 | 0.98 | 1.00 | 12.98 | 12.91 | 12.94 | 28 | |
SDGs | 9227 | 97.82 | 97.91 | 7.85 | 0.36 | 0.58 | 0.57 | 7.20 | 7.17 | 7.18 | 34 | |
Overall SDGs (excl. ABS) | 8904 | 97.85 | 97.93 | 7.88 | 0.35 | 0.57 | 0.56 | 7.22 | 7.19 | 7.20 | 33 | |
SDGs/E | 12069 | 98.05 | 98.13 | 7.10 | 0.32 | 0.52 | 0.51 | 6.53 | 6.50 | 6.51 | 33 | |
Overall SDGs/E (excl. ABS) | 11746 | 98.07 | 98.15 | 7.10 | 0.32 | 0.51 | 0.51 | 6.52 | 6.50 | 6.51 | 32 | |
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