| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 349.138 | -94.24 | -26.56 | -27.49 | 0.93 | -0.72 | -6.84 | |
| 1<=YR<3 | 234.264 | -9.45 | 2.89 | 2.43 | 0.46 | 4.19 | 0.52 | |
| 3<=YR<7 | 333.174 | -32.87 | 0.62 | -0.11 | 0.72 | 10.66 | -0.70 | |
| 7<=YR | 497.358 | -166.85 | -54.96 | -56.21 | 1.25 | -9.39 | -13.33 | |
| 7YR-11YR*2 | 189.028 | -94.61 | -12.32 | -13.41 | 1.09 | 13.53 | -3.44 | |
| 11YR-*2 | 213.920 | -213.32 | -82.00 | -83.35 | 1.35 | -23.59 | -19.34 | |
| Government | 358.172 | -99.30 | -29.15 | -30.11 | 0.95 | -1.76 | -7.35 | |
| 1<=YR<3 | 220.811 | -9.46 | 2.82 | 2.37 | 0.45 | 4.14 | 0.51 | |
| 3<=YR<7 | 331.609 | -33.20 | 0.49 | -0.25 | 0.74 | 10.71 | -0.69 | |
| 7<=YR | 505.255 | -171.66 | -57.95 | -59.22 | 1.27 | -10.80 | -13.85 | |
| 7YR-11YR*2 | 187.404 | -94.85 | -12.39 | -13.48 | 1.09 | 13.62 | -3.38 | |
| 11YR-*2 | 211.810 | -220.67 | -86.59 | -87.97 | 1.39 | -25.80 | -20.14 | |
| Municipals | 379.789 | -70.02 | -10.80 | -11.49 | 0.69 | 7.41 | -3.99 | |
| Govt.Grntd | 351.781 | -85.25 | -21.33 | -22.19 | 0.87 | 1.38 | -6.40 | |
| Bank Dbntr | 272.047 | -18.27 | 2.50 | 2.07 | 0.43 | 5.67 | -0.13 | |
| Corporates | 376.662 | -58.52 | -11.34 | -12.20 | 0.86 | 3.72 | -3.54 | |
| Yen Dnm Frgn | 394.315 | -25.11 | -1.29 | -2.44 | 1.15 | 6.95 | 1.14 | |
| MBS*3 | 119.857 | -87.83 | -18.30 | -19.00 | 0.70 | 4.59 | -6.51 | |
| ABS*4 | 112.513 | -48.55 | -3.79 | -4.59 | 0.81 | 9.05 | -1.12 | |
| Overall ex.MBS | 349.022 | -94.31 | -26.66 | -27.59 | 0.93 | -0.79 | -6.84 | |
| 1<=YR<3 | 234.264 | -9.45 | 2.89 | 2.43 | 0.46 | 4.19 | 0.52 | |
| 3<=YR<7 | 333.174 | -32.87 | 0.62 | -0.11 | 0.72 | 10.66 | -0.70 | |
| 7<=YR | 498.761 | -168.74 | -55.83 | -57.09 | 1.26 | -9.72 | -13.50 | |
| 7YR-11YR*2 | 189.020 | -94.66 | -12.33 | -13.42 | 1.09 | 13.54 | -3.45 | |
| 11YR-*2 | 215.036 | -218.25 | -84.48 | -85.85 | 1.37 | -24.68 | -19.82 | |
| Overall ex.ABS | 349.157 | -94.26 | -26.58 | -27.50 | 0.93 | -0.73 | -6.84 | |
| 1<=YR<3 | 234.223 | -9.45 | 2.89 | 2.43 | 0.46 | 4.19 | 0.52 | |
| 3<=YR<7 | 333.169 | -32.87 | 0.62 | -0.11 | 0.72 | 10.66 | -0.70 | |
| 7<=YR | 497.352 | -166.86 | -54.97 | -56.21 | 1.25 | -9.40 | -13.34 | |
| 7YR-11YR*2 | 189.021 | -94.61 | -12.32 | -13.41 | 1.09 | 13.53 | -3.44 | |
| 11YR-*2 | 213.917 | -213.33 | -82.01 | -83.35 | 1.35 | -23.60 | -19.34 | |
| Overall ex.MBS,ABS | 349.041 | -94.34 | -26.67 | -27.60 | 0.93 | -0.79 | -6.85 | |
| 1<=YR<3 | 234.223 | -9.45 | 2.89 | 2.43 | 0.46 | 4.19 | 0.52 | |
| 3<=YR<7 | 333.169 | -32.87 | 0.62 | -0.11 | 0.72 | 10.66 | -0.70 | |
| 7<=YR | 498.755 | -168.75 | -55.84 | -57.10 | 1.26 | -9.73 | -13.50 | |
| 7YR-11YR*2 | 189.013 | -94.66 | -12.33 | -13.42 | 1.09 | 13.54 | -3.45 | |
| 11YR-*2 | 215.033 | -218.25 | -84.48 | -85.86 | 1.37 | -24.69 | -19.82 | |
| Overall ex.JGB* | 166.588 | -65.70 | -11.93 | -12.71 | 0.78 | 5.16 | -3.98 | |
| 1<=YR<3* | 134.320 | -9.41 | 3.23 | 2.73 | 0.50 | 4.39 | 0.59 | |
| 3<=YR<7* | 165.405 | -31.38 | 1.19 | 0.52 | 0.67 | 10.43 | -0.73 | |
| 7<=YR* | 221.503 | -131.86 | -33.08 | -34.13 | 1.06 | 0.97 | -9.56 | |
| 7YR-11YR*2 | 194.819 | -92.88 | -11.83 | -12.92 | 1.09 | 12.90 | -3.89 | |
| 11YR-*2 | 221.541 | -158.40 | -47.45 | -48.48 | 1.04 | -6.93 | -13.26 | |
| 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 | 1166097 | 92.74 | 92.95 | 10.24 | 0.87 | 1.39 | 1.33 | 8.37 | 8.29 | 8.31 | 5 | |
| 1<=YR<3 | 231794 | 99.57 | 99.69 | 1.93 | 0.46 | 0.67 | 0.67 | 1.92 | 1.92 | 1.92 | 6 | |
| 3<=YR<7 | 319367 | 99.11 | 99.30 | 4.79 | 0.72 | 0.91 | 0.90 | 4.69 | 4.67 | 4.69 | 5 | |
| 7<=YR | 614936 | 86.85 | 87.11 | 16.20 | 1.10 | 2.00 | 1.86 | 13.32 | 13.18 | 13.20 | 4 | |
| 7YR-11YR | 212263 | 98.70 | 98.98 | 8.69 | 1.08 | 1.25 | 1.24 | 8.27 | 8.22 | 8.27 | 4 | |
| 11YR- | 402673 | 80.61 | 80.85 | 20.15 | 1.11 | 2.48 | 2.26 | 16.57 | 16.38 | 16.39 | 5 | |
| Government | 992749 | 92.49 | 92.71 | 10.75 | 0.89 | 1.40 | 1.32 | 8.73 | 8.65 | 8.66 | 1 | |
| 1<=YR<3 | 190458 | 99.66 | 99.77 | 1.92 | 0.45 | 0.62 | 0.62 | 1.91 | 1.90 | 1.91 | 0 | |
| 3<=YR<7 | 260301 | 99.44 | 99.63 | 4.80 | 0.73 | 0.85 | 0.85 | 4.71 | 4.69 | 4.71 | 0 | |
| 7<=YR | 541989 | 86.63 | 86.90 | 16.71 | 1.12 | 2.02 | 1.86 | 13.70 | 13.56 | 13.57 | 1 | |
| 7YR-11YR | 185179 | 99.00 | 99.29 | 8.69 | 1.08 | 1.22 | 1.21 | 8.28 | 8.23 | 8.27 | 1 | |
| 11YR- | 356810 | 80.22 | 80.46 | 20.87 | 1.14 | 2.54 | 2.27 | 17.17 | 16.97 | 16.96 | 2 | |
| Municipals | 66343 | 94.80 | 94.95 | 7.27 | 0.66 | 1.25 | 1.24 | 6.58 | 6.52 | 6.55 | 16 | |
| Govt.Grntd | 14305 | 92.90 | 93.17 | 9.37 | 0.81 | 1.41 | 1.33 | 7.80 | 7.73 | 7.76 | 11 | |
| Bank Dbntr | 3250 | 98.16 | 98.26 | 3.16 | 0.42 | 1.04 | 1.03 | 3.11 | 3.09 | 3.11 | 31 | |
| Corporates | 70767 | 93.88 | 94.09 | 7.27 | 0.81 | 1.50 | 1.43 | 5.99 | 5.94 | 5.96 | 41 | |
| Yen Dnm Frgn | 4277 | 98.82 | 99.16 | 3.49 | 1.14 | 1.49 | 1.48 | 3.28 | 3.25 | 3.28 | 73 | |
| MBS | 13754 | 91.46 | 91.51 | 7.69 | 0.65 | 1.02 | 1.78 | 6.98 | 6.92 | 7.40 | 29 | |
| ABS | 651 | 94.56 | 94.75 | 5.70 | 0.76 | 1.63 | 1.57 | 5.24 | 5.19 | 5.23 | 65 | |
| Overall ex.MBS | 1152343 | 92.75 | 92.97 | 10.27 | 0.87 | 1.40 | 1.32 | 8.38 | 8.31 | 8.32 | 5 | |
| 1<=YR<3 | 231794 | 99.57 | 99.69 | 1.93 | 0.46 | 0.67 | 0.67 | 1.92 | 1.92 | 1.92 | 6 | |
| 3<=YR<7 | 319345 | 99.11 | 99.30 | 4.79 | 0.72 | 0.91 | 0.90 | 4.69 | 4.67 | 4.69 | 5 | |
| 7<=YR | 601204 | 86.75 | 87.01 | 16.39 | 1.11 | 2.02 | 1.86 | 13.47 | 13.33 | 13.34 | 4 | |
| 7YR-11YR | 212127 | 98.70 | 98.98 | 8.69 | 1.08 | 1.25 | 1.24 | 8.28 | 8.23 | 8.27 | 4 | |
| 11YR- | 389077 | 80.23 | 80.48 | 20.58 | 1.13 | 2.53 | 2.27 | 16.95 | 16.75 | 16.74 | 4 | |
| Overall ex.ABS | 1165446 | 92.74 | 92.95 | 10.24 | 0.87 | 1.39 | 1.33 | 8.37 | 8.29 | 8.31 | 5 | |
| 1<=YR<3 | 231616 | 99.57 | 99.69 | 1.93 | 0.46 | 0.67 | 0.67 | 1.92 | 1.92 | 1.92 | 6 | |
| 3<=YR<7 | 319050 | 99.11 | 99.30 | 4.79 | 0.72 | 0.90 | 0.90 | 4.69 | 4.67 | 4.69 | 5 | |
| 7<=YR | 614781 | 86.85 | 87.11 | 16.20 | 1.10 | 2.00 | 1.86 | 13.32 | 13.18 | 13.20 | 4 | |
| 7YR-11YR | 212165 | 98.70 | 98.98 | 8.69 | 1.08 | 1.25 | 1.24 | 8.27 | 8.22 | 8.27 | 4 | |
| 11YR- | 402616 | 80.61 | 80.85 | 20.15 | 1.11 | 2.48 | 2.26 | 16.57 | 16.38 | 16.39 | 5 | |
| Overall ex.MBS,ABS | 1151692 | 92.75 | 92.96 | 10.27 | 0.87 | 1.40 | 1.32 | 8.38 | 8.31 | 8.32 | 5 | |
| 1<=YR<3 | 231616 | 99.57 | 99.69 | 1.93 | 0.46 | 0.67 | 0.67 | 1.92 | 1.92 | 1.92 | 6 | |
| 3<=YR<7 | 319027 | 99.11 | 99.30 | 4.79 | 0.72 | 0.90 | 0.90 | 4.69 | 4.67 | 4.69 | 5 | |
| 7<=YR | 601049 | 86.75 | 87.01 | 16.39 | 1.11 | 2.02 | 1.86 | 13.47 | 13.33 | 13.34 | 4 | |
| 7YR-11YR | 212029 | 98.70 | 98.99 | 8.69 | 1.08 | 1.25 | 1.24 | 8.28 | 8.23 | 8.27 | 4 | |
| 11YR- | 389019 | 80.23 | 80.48 | 20.59 | 1.13 | 2.53 | 2.27 | 16.95 | 16.75 | 16.74 | 4 | |
| Overall ex.JGB | 173348 | 94.17 | 94.34 | 7.30 | 0.74 | 1.35 | 1.37 | 6.31 | 6.26 | 6.32 | 29 | |
| 1<=YR<3 | 41336 | 99.19 | 99.31 | 2.01 | 0.50 | 0.92 | 0.92 | 2.00 | 1.99 | 2.00 | 30 | |
| 3<=YR<7 | 59066 | 97.68 | 97.84 | 4.73 | 0.65 | 1.15 | 1.13 | 4.64 | 4.61 | 4.64 | 29 | |
| 7<=YR | 72946 | 88.48 | 88.70 | 12.38 | 0.95 | 1.80 | 1.87 | 10.54 | 10.43 | 10.55 | 27 | |
| 7YR-11YR | 27083 | 96.63 | 96.88 | 8.65 | 1.06 | 1.50 | 1.48 | 8.24 | 8.18 | 8.23 | 27 | |
| 11YR- | 45863 | 83.66 | 83.86 | 14.58 | 0.88 | 2.01 | 2.14 | 12.11 | 11.97 | 12.14 | 28 | |
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