| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 325.901 | 56.76 | -11.86 | -13.03 | 1.17 | -9.54 | -7.71 | |
| 1<=YR<3 | 233.968 | 8.18 | 1.21 | 0.58 | 0.62 | 1.20 | 0.34 | |
| 3<=YR<7 | 322.679 | 28.75 | -2.42 | -3.34 | 0.92 | -2.81 | -2.59 | |
| 7<=YR | 439.616 | 99.52 | -24.34 | -25.95 | 1.60 | -19.04 | -14.69 | |
| 7YR-11YR*2 | 174.865 | 62.97 | -13.07 | -14.46 | 1.39 | -12.02 | -8.32 | |
| 11YR-*2 | 183.416 | 125.35 | -32.17 | -33.91 | 1.75 | -23.87 | -18.90 | |
| Government | 333.377 | 59.49 | -12.71 | -13.91 | 1.20 | -10.16 | -8.07 | |
| 1<=YR<3 | 220.430 | 7.97 | 1.14 | 0.53 | 0.61 | 1.16 | 0.30 | |
| 3<=YR<7 | 320.871 | 28.95 | -2.55 | -3.47 | 0.92 | -2.90 | -2.66 | |
| 7<=YR | 445.948 | 102.37 | -25.17 | -26.80 | 1.63 | -19.59 | -14.89 | |
| 7YR-11YR*2 | 173.311 | 63.10 | -13.15 | -14.53 | 1.38 | -12.04 | -8.31 | |
| 11YR-*2 | 181.313 | 129.52 | -33.31 | -35.11 | 1.80 | -24.67 | -19.14 | |
| Municipals | 360.103 | 44.12 | -7.25 | -8.14 | 0.89 | -6.94 | -5.82 | |
| Govt.Grntd | 330.088 | 51.26 | -10.36 | -11.46 | 1.10 | -8.66 | -7.27 | |
| Bank Dbntr | 269.239 | 17.28 | 0.02 | -0.81 | 0.83 | -0.20 | -0.54 | |
| Corporates | 362.198 | 38.22 | -5.45 | -6.58 | 1.12 | -4.72 | -4.06 | |
| Yen Dnm Frgn | 390.563 | 18.08 | -1.08 | -2.51 | 1.43 | -0.85 | -0.63 | |
| MBS*3 | 104.061 | 47.54 | -15.58 | -16.48 | 0.90 | -9.43 | -15.98 | |
| ABS*4 | 109.302 | 31.68 | -3.36 | -4.25 | 0.89 | -3.29 | -2.63 | |
| Overall ex.MBS | 326.055 | 56.86 | -11.82 | -13.00 | 1.17 | -9.54 | -7.62 | |
| 1<=YR<3 | 233.968 | 8.18 | 1.21 | 0.58 | 0.62 | 1.20 | 0.34 | |
| 3<=YR<7 | 322.678 | 28.75 | -2.42 | -3.34 | 0.92 | -2.81 | -2.59 | |
| 7<=YR | 441.047 | 100.69 | -24.54 | -26.16 | 1.62 | -19.25 | -14.66 | |
| 7YR-11YR*2 | 174.851 | 62.99 | -13.08 | -14.47 | 1.39 | -12.02 | -8.32 | |
| 11YR-*2 | 184.297 | 128.37 | -32.79 | -34.58 | 1.78 | -24.41 | -19.01 | |
| Overall ex.ABS | 325.912 | 56.78 | -11.87 | -13.04 | 1.17 | -9.55 | -7.71 | |
| 1<=YR<3 | 233.926 | 8.17 | 1.21 | 0.58 | 0.62 | 1.20 | 0.34 | |
| 3<=YR<7 | 322.672 | 28.75 | -2.42 | -3.34 | 0.92 | -2.81 | -2.59 | |
| 7<=YR | 439.607 | 99.52 | -24.35 | -25.95 | 1.60 | -19.04 | -14.69 | |
| 7YR-11YR*2 | 174.859 | 62.97 | -13.07 | -14.46 | 1.39 | -12.02 | -8.32 | |
| 11YR-*2 | 183.412 | 125.35 | -32.17 | -33.92 | 1.75 | -23.87 | -18.90 | |
| Overall ex.MBS,ABS | 326.065 | 56.87 | -11.83 | -13.00 | 1.17 | -9.55 | -7.62 | |
| 1<=YR<3 | 233.926 | 8.17 | 1.21 | 0.58 | 0.62 | 1.20 | 0.34 | |
| 3<=YR<7 | 322.671 | 28.75 | -2.42 | -3.34 | 0.92 | -2.81 | -2.59 | |
| 7<=YR | 441.038 | 100.70 | -24.54 | -26.16 | 1.62 | -19.25 | -14.66 | |
| 7YR-11YR*2 | 174.845 | 62.99 | -13.08 | -14.47 | 1.39 | -12.02 | -8.32 | |
| 11YR-*2 | 184.293 | 128.37 | -32.80 | -34.58 | 1.78 | -24.41 | -19.01 | |
| Overall ex.JGB* | 158.034 | 41.30 | -7.04 | -8.05 | 1.01 | -6.05 | -5.71 | |
| 1<=YR<3* | 134.431 | 9.09 | 1.50 | 0.81 | 0.69 | 1.39 | 0.50 | |
| 3<=YR<7* | 160.877 | 27.75 | -1.80 | -2.69 | 0.89 | -2.34 | -2.25 | |
| 7<=YR* | 197.883 | 78.62 | -18.28 | -19.65 | 1.37 | -14.95 | -13.22 | |
| 7YR-11YR*2 | 180.591 | 62.16 | -12.54 | -13.97 | 1.44 | -11.86 | -8.39 | |
| 11YR-*2 | 192.410 | 92.25 | -22.99 | -24.31 | 1.32 | -17.47 | -16.97 | |
| 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 | 1184532 | 85.69 | 85.97 | 10.11 | 1.01 | 2.56 | 2.36 | 7.71 | 7.60 | 7.66 | 6 | |
| 1<=YR<3 | 234552 | 98.47 | 98.65 | 1.88 | 0.61 | 1.41 | 1.40 | 1.87 | 1.85 | 1.87 | 6 | |
| 3<=YR<7 | 330758 | 94.90 | 95.15 | 4.74 | 0.87 | 2.01 | 1.96 | 4.61 | 4.56 | 4.61 | 5 | |
| 7<=YR | 619222 | 75.93 | 76.27 | 16.10 | 1.24 | 3.49 | 3.09 | 12.65 | 12.44 | 12.53 | 7 | |
| 7YR-11YR | 215227 | 90.24 | 90.61 | 8.62 | 1.27 | 2.66 | 2.53 | 8.10 | 8.00 | 8.09 | 4 | |
| 11YR- | 403995 | 68.31 | 68.62 | 20.08 | 1.23 | 4.08 | 3.49 | 15.84 | 15.57 | 15.65 | 9 | |
| Government | 1012586 | 85.23 | 85.52 | 10.62 | 1.03 | 2.58 | 2.34 | 8.05 | 7.93 | 7.98 | 1 | |
| 1<=YR<3 | 190873 | 98.58 | 98.76 | 1.86 | 0.60 | 1.35 | 1.34 | 1.84 | 1.83 | 1.84 | 0 | |
| 3<=YR<7 | 274404 | 95.10 | 95.36 | 4.76 | 0.88 | 1.96 | 1.92 | 4.63 | 4.58 | 4.63 | 0 | |
| 7<=YR | 547309 | 75.63 | 75.98 | 16.62 | 1.26 | 3.54 | 3.07 | 13.01 | 12.81 | 12.88 | 1 | |
| 7YR-11YR | 186451 | 90.50 | 90.88 | 8.63 | 1.27 | 2.61 | 2.49 | 8.11 | 8.01 | 8.10 | 0 | |
| 11YR- | 360858 | 67.95 | 68.28 | 20.75 | 1.26 | 4.17 | 3.46 | 16.39 | 16.10 | 16.16 | 1 | |
| Municipals | 66255 | 89.06 | 89.25 | 6.99 | 0.79 | 2.37 | 2.31 | 6.06 | 5.98 | 6.03 | 19 | |
| Govt.Grntd | 14535 | 86.37 | 86.55 | 8.84 | 0.94 | 2.54 | 2.31 | 6.86 | 6.76 | 6.82 | 15 | |
| Bank Dbntr | 3026 | 96.50 | 96.74 | 3.19 | 0.80 | 1.95 | 1.91 | 3.08 | 3.05 | 3.08 | 32 | |
| Corporates | 70339 | 89.30 | 89.57 | 7.03 | 1.00 | 2.57 | 2.40 | 5.50 | 5.42 | 5.48 | 42 | |
| Yen Dnm Frgn | 3931 | 96.48 | 96.87 | 3.46 | 1.38 | 2.36 | 2.31 | 3.10 | 3.06 | 3.10 | 72 | |
| MBS | 13279 | 78.17 | 78.20 | 8.27 | 0.71 | 1.89 | 3.88 | 6.78 | 6.64 | 7.21 | 124 | |
| ABS | 581 | 90.29 | 90.48 | 5.30 | 0.80 | 2.69 | 2.54 | 4.73 | 4.66 | 4.72 | 66 | |
| Overall ex.MBS | 1171253 | 85.78 | 86.06 | 10.13 | 1.02 | 2.57 | 2.34 | 7.72 | 7.61 | 7.66 | 5 | |
| 1<=YR<3 | 234552 | 98.47 | 98.65 | 1.88 | 0.61 | 1.41 | 1.40 | 1.87 | 1.85 | 1.87 | 6 | |
| 3<=YR<7 | 330716 | 94.89 | 95.15 | 4.74 | 0.87 | 2.01 | 1.96 | 4.61 | 4.57 | 4.61 | 5 | |
| 7<=YR | 605985 | 75.88 | 76.23 | 16.27 | 1.25 | 3.53 | 3.08 | 12.78 | 12.57 | 12.65 | 4 | |
| 7YR-11YR | 215151 | 90.23 | 90.61 | 8.63 | 1.27 | 2.66 | 2.53 | 8.11 | 8.00 | 8.09 | 4 | |
| 11YR- | 390834 | 67.98 | 68.31 | 20.48 | 1.24 | 4.16 | 3.47 | 16.19 | 15.91 | 15.97 | 4 | |
| Overall ex.ABS | 1183951 | 85.69 | 85.97 | 10.12 | 1.01 | 2.56 | 2.36 | 7.72 | 7.60 | 7.66 | 6 | |
| 1<=YR<3 | 234394 | 98.48 | 98.65 | 1.88 | 0.61 | 1.41 | 1.40 | 1.87 | 1.85 | 1.87 | 6 | |
| 3<=YR<7 | 330469 | 94.90 | 95.15 | 4.74 | 0.87 | 2.01 | 1.96 | 4.61 | 4.56 | 4.61 | 5 | |
| 7<=YR | 619088 | 75.93 | 76.27 | 16.10 | 1.24 | 3.49 | 3.09 | 12.65 | 12.44 | 12.53 | 7 | |
| 7YR-11YR | 215133 | 90.24 | 90.62 | 8.62 | 1.27 | 2.66 | 2.53 | 8.10 | 8.00 | 8.09 | 4 | |
| 11YR- | 403955 | 68.31 | 68.63 | 20.08 | 1.23 | 4.08 | 3.49 | 15.84 | 15.57 | 15.65 | 9 | |
| Overall ex.MBS,ABS | 1170672 | 85.77 | 86.06 | 10.14 | 1.02 | 2.57 | 2.34 | 7.73 | 7.61 | 7.66 | 5 | |
| 1<=YR<3 | 234394 | 98.48 | 98.65 | 1.88 | 0.61 | 1.41 | 1.40 | 1.87 | 1.85 | 1.87 | 6 | |
| 3<=YR<7 | 330427 | 94.90 | 95.15 | 4.74 | 0.87 | 2.01 | 1.96 | 4.61 | 4.57 | 4.61 | 5 | |
| 7<=YR | 605851 | 75.88 | 76.23 | 16.27 | 1.25 | 3.53 | 3.08 | 12.78 | 12.57 | 12.65 | 4 | |
| 7YR-11YR | 215057 | 90.24 | 90.61 | 8.63 | 1.27 | 2.66 | 2.53 | 8.11 | 8.00 | 8.09 | 4 | |
| 11YR- | 390794 | 67.98 | 68.31 | 20.48 | 1.24 | 4.16 | 3.47 | 16.19 | 15.91 | 15.97 | 4 | |
| Overall ex.JGB | 171946 | 88.40 | 88.61 | 7.11 | 0.90 | 2.43 | 2.45 | 5.81 | 5.73 | 5.81 | 37 | |
| 1<=YR<3 | 43679 | 98.03 | 98.21 | 1.99 | 0.67 | 1.67 | 1.66 | 1.97 | 1.96 | 1.97 | 29 | |
| 3<=YR<7 | 56354 | 93.91 | 94.12 | 4.64 | 0.84 | 2.26 | 2.19 | 4.52 | 4.47 | 4.52 | 30 | |
| 7<=YR | 71913 | 78.23 | 78.46 | 12.15 | 1.08 | 3.17 | 3.29 | 9.94 | 9.77 | 9.95 | 50 | |
| 7YR-11YR | 28776 | 88.54 | 88.85 | 8.58 | 1.28 | 2.94 | 2.79 | 8.05 | 7.94 | 8.04 | 31 | |
| 11YR- | 43137 | 71.35 | 71.52 | 14.54 | 0.95 | 3.35 | 3.70 | 11.51 | 11.29 | 11.54 | 66 | |
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