| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 334.764 | -68.69 | -17.18 | -18.29 | 1.12 | -4.42 | -2.28 | |
| 1<=YR<3 | 233.918 | -7.28 | 0.77 | 0.17 | 0.60 | 0.32 | 0.58 | |
| 3<=YR<7 | 326.126 | -28.57 | -5.44 | -6.32 | 0.88 | -1.06 | 0.10 | |
| 7<=YR | 462.336 | -123.03 | -32.94 | -34.44 | 1.50 | -8.41 | -5.13 | |
| 7YR-11YR*2 | 180.300 | -69.53 | -12.58 | -13.90 | 1.32 | -3.42 | -1.64 | |
| 11YR-*2 | 195.527 | -158.64 | -46.36 | -47.99 | 1.62 | -11.50 | -7.38 | |
| Government | 342.988 | -72.91 | -18.51 | -19.65 | 1.14 | -4.66 | -2.21 | |
| 1<=YR<3 | 220.400 | -7.39 | 0.73 | 0.14 | 0.59 | 0.27 | 0.54 | |
| 3<=YR<7 | 324.378 | -29.33 | -5.59 | -6.48 | 0.89 | -1.12 | 0.09 | |
| 7<=YR | 469.715 | -127.55 | -34.49 | -36.02 | 1.53 | -8.55 | -4.79 | |
| 7YR-11YR*2 | 178.707 | -69.96 | -12.62 | -13.93 | 1.31 | -3.43 | -1.59 | |
| 11YR-*2 | 193.710 | -164.89 | -48.54 | -50.20 | 1.67 | -11.67 | -6.81 | |
| Municipals | 367.237 | -46.49 | -9.44 | -10.28 | 0.84 | -2.68 | -1.99 | |
| Govt.Grntd | 338.061 | -57.12 | -16.01 | -17.03 | 1.02 | -3.96 | -2.85 | |
| Bank Dbntr | 270.194 | -15.06 | -1.52 | -2.26 | 0.74 | -0.08 | 0.69 | |
| Corporates | 367.823 | -43.04 | -9.21 | -10.29 | 1.07 | -2.07 | -0.50 | |
| Yen Dnm Frgn | 392.389 | 0.30 | -1.28 | -2.63 | 1.35 | 0.26 | 1.09 | |
| MBS*3 | 106.643 | -57.95 | -11.21 | -12.23 | 1.02 | -11.17 | -20.63 | |
| ABS*4 | 110.532 | -29.80 | -5.31 | -6.18 | 0.87 | -0.86 | 0.31 | |
| Overall ex.MBS | 334.930 | -68.80 | -17.24 | -18.36 | 1.12 | -4.34 | -2.08 | |
| 1<=YR<3 | 233.918 | -7.28 | 0.77 | 0.17 | 0.60 | 0.32 | 0.58 | |
| 3<=YR<7 | 326.125 | -28.58 | -5.44 | -6.32 | 0.88 | -1.06 | 0.10 | |
| 7<=YR | 464.112 | -124.49 | -33.43 | -34.94 | 1.51 | -8.35 | -4.77 | |
| 7YR-11YR*2 | 180.288 | -69.56 | -12.59 | -13.90 | 1.32 | -3.42 | -1.64 | |
| 11YR-*2 | 196.761 | -162.42 | -47.67 | -49.32 | 1.65 | -11.51 | -6.86 | |
| Overall ex.ABS | 334.778 | -68.71 | -17.18 | -18.30 | 1.12 | -4.42 | -2.28 | |
| 1<=YR<3 | 233.876 | -7.28 | 0.77 | 0.17 | 0.60 | 0.32 | 0.58 | |
| 3<=YR<7 | 326.119 | -28.58 | -5.44 | -6.32 | 0.88 | -1.06 | 0.10 | |
| 7<=YR | 462.328 | -123.04 | -32.94 | -34.45 | 1.50 | -8.41 | -5.13 | |
| 7YR-11YR*2 | 180.294 | -69.53 | -12.58 | -13.90 | 1.32 | -3.42 | -1.64 | |
| 11YR-*2 | 195.523 | -158.65 | -46.36 | -47.99 | 1.62 | -11.50 | -7.38 | |
| Overall ex.MBS,ABS | 334.944 | -68.82 | -17.25 | -18.36 | 1.12 | -4.35 | -2.08 | |
| 1<=YR<3 | 233.876 | -7.28 | 0.77 | 0.17 | 0.60 | 0.32 | 0.58 | |
| 3<=YR<7 | 326.119 | -28.58 | -5.44 | -6.32 | 0.88 | -1.06 | 0.10 | |
| 7<=YR | 464.104 | -124.50 | -33.43 | -34.94 | 1.51 | -8.35 | -4.77 | |
| 7YR-11YR*2 | 180.281 | -69.56 | -12.59 | -13.90 | 1.32 | -3.42 | -1.64 | |
| 11YR-*2 | 196.757 | -162.42 | -47.67 | -49.32 | 1.65 | -11.51 | -6.86 | |
| Overall ex.JGB* | 160.882 | -44.95 | -9.65 | -10.63 | 0.97 | -3.05 | -2.66 | |
| 1<=YR<3* | 134.356 | -6.79 | 0.97 | 0.32 | 0.66 | 0.52 | 0.74 | |
| 3<=YR<7* | 162.401 | -24.98 | -4.72 | -5.56 | 0.84 | -0.76 | 0.19 | |
| 7<=YR* | 205.797 | -90.30 | -21.64 | -22.96 | 1.32 | -7.38 | -7.61 | |
| 7YR-11YR*2 | 186.139 | -66.73 | -12.36 | -13.71 | 1.35 | -3.31 | -1.97 | |
| 11YR-*2 | 201.568 | -109.17 | -29.05 | -30.34 | 1.29 | -10.22 | -11.93 | |
| 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. |
| FaceVL | Price | Prc+Ac | Life | Cpn | S.Yld | C.Yld | Dur | M-Dur | E-Dur | Tspd | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| (BILL.YEN) | (YEN) | (YEN) | (YR) | (%) | (%) | (%) | (YR) | (bp) | ||||
| Overall | 1168273 | 88.09 | 88.43 | 10.28 | 0.99 | 2.19 | 2.05 | 8.06 | 7.96 | 8.00 | 6 | |
| 1<=YR<3 | 233499 | 98.60 | 98.78 | 2.04 | 0.59 | 1.28 | 1.27 | 2.02 | 2.01 | 2.02 | 6 | |
| 3<=YR<7 | 324557 | 96.03 | 96.31 | 4.92 | 0.85 | 1.70 | 1.67 | 4.79 | 4.75 | 4.79 | 6 | |
| 7<=YR | 610217 | 79.84 | 80.28 | 16.28 | 1.22 | 2.93 | 2.66 | 12.99 | 12.81 | 12.88 | 7 | |
| 7YR-11YR | 209640 | 93.12 | 93.54 | 8.78 | 1.24 | 2.16 | 2.09 | 8.26 | 8.18 | 8.26 | 5 | |
| 11YR- | 400577 | 72.89 | 73.34 | 20.20 | 1.21 | 3.44 | 3.04 | 16.15 | 15.90 | 15.96 | 9 | |
| Government | 995724 | 87.72 | 88.08 | 10.81 | 1.01 | 2.20 | 2.03 | 8.43 | 8.32 | 8.36 | 1 | |
| 1<=YR<3 | 190400 | 98.67 | 98.86 | 2.03 | 0.58 | 1.23 | 1.22 | 2.02 | 2.00 | 2.02 | 1 | |
| 3<=YR<7 | 267621 | 96.23 | 96.53 | 4.96 | 0.86 | 1.65 | 1.62 | 4.83 | 4.79 | 4.83 | 0 | |
| 7<=YR | 537703 | 79.60 | 80.06 | 16.83 | 1.24 | 2.97 | 2.63 | 13.39 | 13.20 | 13.25 | 1 | |
| 7YR-11YR | 180832 | 93.38 | 93.81 | 8.80 | 1.24 | 2.12 | 2.06 | 8.28 | 8.20 | 8.28 | 1 | |
| 11YR- | 356871 | 72.61 | 73.10 | 20.89 | 1.24 | 3.51 | 3.01 | 16.70 | 16.45 | 16.48 | 2 | |
| Municipals | 66261 | 91.00 | 91.22 | 7.11 | 0.77 | 2.02 | 1.99 | 6.27 | 6.19 | 6.24 | 19 | |
| Govt.Grntd | 14526 | 88.66 | 88.87 | 8.94 | 0.91 | 2.17 | 2.01 | 7.12 | 7.03 | 7.09 | 14 | |
| Bank Dbntr | 3040 | 96.98 | 97.17 | 3.23 | 0.72 | 1.72 | 1.70 | 3.14 | 3.11 | 3.14 | 32 | |
| Corporates | 70887 | 90.98 | 91.21 | 7.12 | 0.98 | 2.24 | 2.12 | 5.70 | 5.63 | 5.67 | 42 | |
| Yen Dnm Frgn | 3878 | 97.17 | 97.50 | 3.46 | 1.31 | 2.14 | 2.11 | 3.17 | 3.13 | 3.16 | 72 | |
| MBS | 13362 | 80.42 | 80.43 | 8.18 | 0.70 | 1.72 | 3.48 | 6.81 | 6.69 | 7.43 | 126 | |
| ABS | 595 | 91.66 | 91.86 | 5.39 | 0.79 | 2.37 | 2.26 | 4.87 | 4.80 | 4.86 | 66 | |
| Overall ex.MBS | 1154911 | 88.17 | 88.52 | 10.30 | 0.99 | 2.19 | 2.03 | 8.07 | 7.97 | 8.01 | 5 | |
| 1<=YR<3 | 233499 | 98.60 | 98.78 | 2.04 | 0.59 | 1.28 | 1.27 | 2.02 | 2.01 | 2.02 | 6 | |
| 3<=YR<7 | 324522 | 96.03 | 96.31 | 4.92 | 0.85 | 1.70 | 1.67 | 4.79 | 4.75 | 4.79 | 6 | |
| 7<=YR | 596890 | 79.83 | 80.28 | 16.46 | 1.23 | 2.96 | 2.64 | 13.13 | 12.95 | 13.00 | 4 | |
| 7YR-11YR | 209551 | 93.12 | 93.54 | 8.78 | 1.24 | 2.17 | 2.10 | 8.27 | 8.18 | 8.26 | 5 | |
| 11YR- | 387340 | 72.63 | 73.10 | 20.61 | 1.22 | 3.51 | 3.02 | 16.50 | 16.24 | 16.28 | 4 | |
| Overall ex.ABS | 1167678 | 88.08 | 88.43 | 10.28 | 0.99 | 2.19 | 2.05 | 8.06 | 7.96 | 8.01 | 6 | |
| 1<=YR<3 | 233327 | 98.60 | 98.78 | 2.04 | 0.59 | 1.28 | 1.27 | 2.02 | 2.01 | 2.02 | 6 | |
| 3<=YR<7 | 324270 | 96.03 | 96.31 | 4.92 | 0.85 | 1.70 | 1.67 | 4.79 | 4.75 | 4.79 | 5 | |
| 7<=YR | 610081 | 79.84 | 80.28 | 16.28 | 1.22 | 2.93 | 2.66 | 12.99 | 12.81 | 12.88 | 7 | |
| 7YR-11YR | 209549 | 93.13 | 93.54 | 8.78 | 1.24 | 2.16 | 2.09 | 8.26 | 8.18 | 8.26 | 5 | |
| 11YR- | 400532 | 72.89 | 73.34 | 20.20 | 1.21 | 3.44 | 3.04 | 16.15 | 15.90 | 15.96 | 9 | |
| Overall ex.MBS,ABS | 1154317 | 88.17 | 88.52 | 10.30 | 0.99 | 2.19 | 2.03 | 8.07 | 7.97 | 8.01 | 5 | |
| 1<=YR<3 | 233327 | 98.60 | 98.78 | 2.04 | 0.59 | 1.28 | 1.27 | 2.02 | 2.01 | 2.02 | 6 | |
| 3<=YR<7 | 324235 | 96.03 | 96.31 | 4.92 | 0.85 | 1.70 | 1.67 | 4.79 | 4.75 | 4.79 | 5 | |
| 7<=YR | 596754 | 79.83 | 80.28 | 16.46 | 1.23 | 2.96 | 2.64 | 13.13 | 12.95 | 13.00 | 4 | |
| 7YR-11YR | 209460 | 93.13 | 93.54 | 8.78 | 1.24 | 2.17 | 2.09 | 8.27 | 8.18 | 8.26 | 5 | |
| 11YR- | 387295 | 72.63 | 73.10 | 20.61 | 1.22 | 3.51 | 3.02 | 16.50 | 16.24 | 16.28 | 4 | |
| Overall ex.JGB | 172549 | 90.22 | 90.43 | 7.20 | 0.87 | 2.10 | 2.14 | 6.00 | 5.93 | 6.02 | 37 | |
| 1<=YR<3 | 43099 | 98.26 | 98.42 | 2.05 | 0.65 | 1.51 | 1.51 | 2.03 | 2.02 | 2.03 | 29 | |
| 3<=YR<7 | 56935 | 95.07 | 95.27 | 4.70 | 0.80 | 1.93 | 1.88 | 4.58 | 4.54 | 4.58 | 30 | |
| 7<=YR | 72514 | 81.64 | 81.88 | 12.21 | 1.06 | 2.68 | 2.84 | 10.13 | 9.98 | 10.18 | 49 | |
| 7YR-11YR | 28808 | 91.53 | 91.84 | 8.64 | 1.25 | 2.42 | 2.34 | 8.13 | 8.04 | 8.13 | 30 | |
| 11YR- | 43706 | 75.12 | 75.32 | 14.57 | 0.94 | 2.89 | 3.25 | 11.74 | 11.55 | 11.83 | 65 | |
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