| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 334.404 | 131.19 | -13.80 | -14.92 | 1.11 | -4.45 | -2.60 | |
| 1<=YR<3 | 233.950 | 16.02 | 0.79 | 0.18 | 0.60 | 0.32 | 0.60 | |
| 3<=YR<7 | 326.017 | 71.77 | -4.36 | -5.24 | 0.88 | -1.07 | -0.06 | |
| 7<=YR | 461.358 | 223.98 | -26.56 | -28.06 | 1.50 | -8.47 | -5.71 | |
| 7YR-11YR*2 | 179.938 | 141.27 | -12.45 | -13.77 | 1.32 | -3.56 | -2.45 | |
| 11YR-*2 | 195.099 | 279.40 | -35.86 | -37.48 | 1.62 | -11.51 | -7.82 | |
| Government | 342.608 | 137.95 | -14.78 | -15.92 | 1.14 | -4.69 | -2.56 | |
| 1<=YR<3 | 220.430 | 15.98 | 0.76 | 0.17 | 0.59 | 0.28 | 0.57 | |
| 3<=YR<7 | 324.270 | 72.93 | -4.47 | -5.35 | 0.89 | -1.13 | -0.08 | |
| 7<=YR | 468.721 | 230.98 | -27.62 | -29.15 | 1.53 | -8.61 | -5.41 | |
| 7YR-11YR*2 | 178.352 | 141.66 | -12.43 | -13.74 | 1.31 | -3.57 | -2.39 | |
| 11YR-*2 | 193.284 | 289.31 | -37.37 | -39.03 | 1.67 | -11.68 | -7.30 | |
| Municipals | 366.883 | 99.00 | -8.31 | -9.15 | 0.84 | -2.73 | -2.29 | |
| Govt.Grntd | 337.693 | 111.26 | -13.03 | -14.06 | 1.02 | -4.01 | -3.13 | |
| Bank Dbntr | 270.178 | 37.88 | -1.15 | -1.89 | 0.74 | -0.09 | 0.61 | |
| Corporates | 367.502 | 85.64 | -7.98 | -9.05 | 1.07 | -2.12 | -0.87 | |
| Yen Dnm Frgn | 392.368 | 36.75 | -0.98 | -2.33 | 1.35 | 0.25 | 0.98 | |
| MBS*3 | 106.563 | 121.84 | -9.12 | -10.08 | 0.97 | -11.05 | -19.38 | |
| ABS*4 | 110.482 | 71.63 | -4.51 | -5.38 | 0.87 | -0.89 | 0.07 | |
| Overall ex.MBS | 334.569 | 131.29 | -13.85 | -14.97 | 1.12 | -4.38 | -2.42 | |
| 1<=YR<3 | 233.950 | 16.02 | 0.79 | 0.18 | 0.60 | 0.32 | 0.60 | |
| 3<=YR<7 | 326.017 | 71.78 | -4.36 | -5.24 | 0.88 | -1.07 | -0.06 | |
| 7<=YR | 463.115 | 226.29 | -26.95 | -28.46 | 1.51 | -8.41 | -5.40 | |
| 7YR-11YR*2 | 179.925 | 141.32 | -12.46 | -13.77 | 1.32 | -3.56 | -2.45 | |
| 11YR-*2 | 196.320 | 285.35 | -36.85 | -38.50 | 1.65 | -11.52 | -7.37 | |
| Overall ex.ABS | 334.418 | 131.23 | -13.81 | -14.92 | 1.11 | -4.45 | -2.60 | |
| 1<=YR<3 | 233.908 | 16.02 | 0.79 | 0.18 | 0.60 | 0.32 | 0.60 | |
| 3<=YR<7 | 326.011 | 71.78 | -4.36 | -5.24 | 0.88 | -1.07 | -0.06 | |
| 7<=YR | 461.350 | 224.00 | -26.56 | -28.06 | 1.50 | -8.47 | -5.71 | |
| 7YR-11YR*2 | 179.932 | 141.27 | -12.45 | -13.77 | 1.32 | -3.56 | -2.45 | |
| 11YR-*2 | 195.095 | 279.40 | -35.86 | -37.48 | 1.62 | -11.51 | -7.82 | |
| Overall ex.MBS,ABS | 334.583 | 131.33 | -13.86 | -14.97 | 1.12 | -4.38 | -2.42 | |
| 1<=YR<3 | 233.908 | 16.02 | 0.79 | 0.18 | 0.60 | 0.32 | 0.60 | |
| 3<=YR<7 | 326.010 | 71.78 | -4.36 | -5.24 | 0.88 | -1.07 | -0.06 | |
| 7<=YR | 463.107 | 226.30 | -26.95 | -28.46 | 1.51 | -8.41 | -5.40 | |
| 7YR-11YR*2 | 179.919 | 141.32 | -12.46 | -13.77 | 1.32 | -3.56 | -2.45 | |
| 11YR-*2 | 196.316 | 285.36 | -36.85 | -38.50 | 1.65 | -11.52 | -7.37 | |
| Overall ex.JGB* | 160.740 | 93.30 | -8.29 | -9.26 | 0.97 | -3.09 | -2.86 | |
| 1<=YR<3* | 134.373 | 16.20 | 0.90 | 0.24 | 0.66 | 0.53 | 0.74 | |
| 3<=YR<7* | 162.349 | 66.25 | -3.84 | -4.68 | 0.84 | -0.78 | 0.03 | |
| 7<=YR* | 205.363 | 173.44 | -18.83 | -20.14 | 1.31 | -7.46 | -7.99 | |
| 7YR-11YR*2 | 185.740 | 138.76 | -12.56 | -13.92 | 1.35 | -3.47 | -2.82 | |
| 11YR-*2 | 201.149 | 201.29 | -23.83 | -25.10 | 1.27 | -10.24 | -11.96 | |
| 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 | 1168271 | 87.97 | 88.33 | 10.26 | 0.99 | 2.20 | 2.06 | 8.04 | 7.93 | 7.98 | 6 | |
| 1<=YR<3 | 233499 | 98.60 | 98.79 | 2.02 | 0.59 | 1.28 | 1.27 | 2.00 | 1.99 | 2.00 | 6 | |
| 3<=YR<7 | 324557 | 95.98 | 96.27 | 4.90 | 0.85 | 1.71 | 1.68 | 4.77 | 4.73 | 4.77 | 6 | |
| 7<=YR | 610216 | 79.65 | 80.11 | 16.26 | 1.22 | 2.96 | 2.68 | 12.97 | 12.79 | 12.86 | 7 | |
| 7YR-11YR | 209640 | 92.92 | 93.35 | 8.76 | 1.24 | 2.20 | 2.12 | 8.25 | 8.16 | 8.24 | 5 | |
| 11YR- | 400576 | 72.71 | 73.18 | 20.19 | 1.21 | 3.47 | 3.05 | 16.12 | 15.88 | 15.94 | 9 | |
| Government | 995724 | 87.60 | 87.99 | 10.79 | 1.01 | 2.22 | 2.04 | 8.40 | 8.30 | 8.33 | 1 | |
| 1<=YR<3 | 190400 | 98.68 | 98.88 | 2.02 | 0.58 | 1.23 | 1.22 | 2.00 | 1.99 | 2.00 | 0 | |
| 3<=YR<7 | 267621 | 96.19 | 96.50 | 4.95 | 0.86 | 1.66 | 1.63 | 4.81 | 4.77 | 4.81 | 0 | |
| 7<=YR | 537703 | 79.41 | 79.89 | 16.81 | 1.24 | 2.99 | 2.65 | 13.36 | 13.18 | 13.23 | 1 | |
| 7YR-11YR | 180832 | 93.17 | 93.62 | 8.78 | 1.24 | 2.16 | 2.09 | 8.27 | 8.18 | 8.26 | 1 | |
| 11YR- | 356871 | 72.43 | 72.94 | 20.88 | 1.24 | 3.54 | 3.03 | 16.68 | 16.43 | 16.46 | 2 | |
| Municipals | 66259 | 90.90 | 91.12 | 7.10 | 0.77 | 2.04 | 2.00 | 6.25 | 6.17 | 6.22 | 19 | |
| Govt.Grntd | 14526 | 88.55 | 88.77 | 8.92 | 0.91 | 2.19 | 2.02 | 7.10 | 7.01 | 7.07 | 14 | |
| Bank Dbntr | 3040 | 96.96 | 97.17 | 3.21 | 0.72 | 1.73 | 1.70 | 3.12 | 3.09 | 3.12 | 32 | |
| Corporates | 70887 | 90.88 | 91.12 | 7.10 | 0.98 | 2.26 | 2.13 | 5.68 | 5.61 | 5.65 | 42 | |
| Yen Dnm Frgn | 3878 | 97.14 | 97.49 | 3.44 | 1.31 | 2.14 | 2.11 | 3.15 | 3.11 | 3.15 | 72 | |
| MBS | 13362 | 80.35 | 80.37 | 8.17 | 0.70 | 1.73 | 3.50 | 6.80 | 6.68 | 7.40 | 126 | |
| ABS | 595 | 91.60 | 91.81 | 5.37 | 0.79 | 2.39 | 2.27 | 4.85 | 4.78 | 4.84 | 66 | |
| Overall ex.MBS | 1154910 | 88.06 | 88.43 | 10.28 | 0.99 | 2.21 | 2.05 | 8.05 | 7.95 | 7.99 | 5 | |
| 1<=YR<3 | 233499 | 98.60 | 98.79 | 2.02 | 0.59 | 1.28 | 1.27 | 2.00 | 1.99 | 2.00 | 6 | |
| 3<=YR<7 | 324522 | 95.98 | 96.27 | 4.90 | 0.85 | 1.71 | 1.68 | 4.77 | 4.73 | 4.77 | 6 | |
| 7<=YR | 596889 | 79.63 | 80.10 | 16.44 | 1.23 | 2.99 | 2.66 | 13.11 | 12.92 | 12.98 | 4 | |
| 7YR-11YR | 209550 | 92.91 | 93.35 | 8.76 | 1.24 | 2.20 | 2.12 | 8.25 | 8.16 | 8.24 | 5 | |
| 11YR- | 387338 | 72.45 | 72.94 | 20.60 | 1.22 | 3.53 | 3.03 | 16.47 | 16.22 | 16.26 | 4 | |
| Overall ex.ABS | 1167677 | 87.97 | 88.33 | 10.26 | 0.99 | 2.20 | 2.06 | 8.04 | 7.94 | 7.98 | 6 | |
| 1<=YR<3 | 233327 | 98.60 | 98.79 | 2.02 | 0.59 | 1.28 | 1.27 | 2.00 | 1.99 | 2.00 | 6 | |
| 3<=YR<7 | 324270 | 95.99 | 96.28 | 4.90 | 0.85 | 1.71 | 1.68 | 4.77 | 4.73 | 4.77 | 5 | |
| 7<=YR | 610080 | 79.65 | 80.11 | 16.26 | 1.22 | 2.96 | 2.68 | 12.97 | 12.79 | 12.86 | 7 | |
| 7YR-11YR | 209549 | 92.92 | 93.35 | 8.76 | 1.24 | 2.20 | 2.12 | 8.25 | 8.16 | 8.24 | 5 | |
| 11YR- | 400530 | 72.71 | 73.18 | 20.19 | 1.21 | 3.47 | 3.05 | 16.13 | 15.88 | 15.94 | 9 | |
| Overall ex.MBS,ABS | 1154315 | 88.06 | 88.42 | 10.29 | 0.99 | 2.21 | 2.05 | 8.05 | 7.95 | 7.99 | 5 | |
| 1<=YR<3 | 233327 | 98.60 | 98.79 | 2.02 | 0.59 | 1.28 | 1.27 | 2.00 | 1.99 | 2.00 | 6 | |
| 3<=YR<7 | 324235 | 95.99 | 96.28 | 4.90 | 0.85 | 1.71 | 1.68 | 4.77 | 4.73 | 4.77 | 5 | |
| 7<=YR | 596753 | 79.63 | 80.10 | 16.44 | 1.23 | 2.99 | 2.66 | 13.11 | 12.92 | 12.98 | 4 | |
| 7YR-11YR | 209459 | 92.92 | 93.35 | 8.76 | 1.24 | 2.20 | 2.12 | 8.25 | 8.16 | 8.24 | 5 | |
| 11YR- | 387293 | 72.45 | 72.94 | 20.60 | 1.22 | 3.53 | 3.03 | 16.47 | 16.22 | 16.26 | 4 | |
| Overall ex.JGB | 172547 | 90.13 | 90.35 | 7.18 | 0.87 | 2.12 | 2.16 | 5.98 | 5.90 | 6.00 | 37 | |
| 1<=YR<3 | 43099 | 98.26 | 98.42 | 2.04 | 0.65 | 1.52 | 1.51 | 2.02 | 2.00 | 2.02 | 29 | |
| 3<=YR<7 | 56935 | 95.03 | 95.23 | 4.68 | 0.80 | 1.94 | 1.90 | 4.57 | 4.52 | 4.57 | 30 | |
| 7<=YR | 72513 | 81.45 | 81.71 | 12.20 | 1.06 | 2.71 | 2.87 | 10.11 | 9.96 | 10.16 | 50 | |
| 7YR-11YR | 28808 | 91.31 | 91.64 | 8.63 | 1.25 | 2.46 | 2.37 | 8.12 | 8.02 | 8.11 | 31 | |
| 11YR- | 43705 | 74.95 | 75.16 | 14.56 | 0.94 | 2.91 | 3.27 | 11.72 | 11.53 | 11.81 | 65 | |
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