| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 322.101 | -2.82 | -1.35 | -2.63 | 1.29 | -5.66 | -5.96 | |
| 1<=YR<3 | 233.403 | 2.60 | -2.71 | -3.43 | 0.72 | -0.13 | -0.15 | |
| 3<=YR<7 | 320.611 | -0.46 | -5.67 | -6.69 | 1.01 | -2.32 | -2.36 | |
| 7<=YR | 430.929 | -7.20 | 2.32 | 0.56 | 1.76 | -10.46 | -10.94 | |
| 7YR-11YR*2 | 172.690 | 5.03 | -5.37 | -6.92 | 1.55 | -6.63 | -6.41 | |
| 11YR-*2 | 178.866 | -15.70 | 7.72 | 5.81 | 1.91 | -13.09 | -13.94 | |
| Government | 329.361 | -3.40 | -1.02 | -2.33 | 1.31 | -5.94 | -6.21 | |
| 1<=YR<3 | 219.875 | 2.60 | -2.73 | -3.44 | 0.71 | -0.17 | -0.19 | |
| 3<=YR<7 | 318.749 | -0.50 | -5.69 | -6.71 | 1.01 | -2.39 | -2.43 | |
| 7<=YR | 437.092 | -8.11 | 2.84 | 1.04 | 1.79 | -10.66 | -11.07 | |
| 7YR-11YR*2 | 171.145 | 5.09 | -5.44 | -6.97 | 1.53 | -6.65 | -6.41 | |
| 11YR-*2 | 176.814 | -16.99 | 8.45 | 6.48 | 1.97 | -13.35 | -14.07 | |
| Municipals | 356.772 | 0.82 | -4.34 | -5.32 | 0.98 | -4.29 | -4.57 | |
| Govt.Grntd | 326.600 | -0.86 | -2.65 | -3.86 | 1.21 | -5.13 | -5.56 | |
| Bank Dbntr | 268.266 | 1.98 | -4.02 | -5.03 | 1.01 | -0.86 | -0.82 | |
| Corporates | 359.631 | 0.37 | -3.19 | -4.45 | 1.27 | -3.09 | -3.29 | |
| Yen Dnm Frgn | 389.151 | -5.16 | -1.34 | -2.96 | 1.61 | -1.07 | -0.87 | |
| MBS*3 | 101.179 | 1.60 | 2.18 | 1.27 | 0.92 | -9.07 | -12.71 | |
| ABS*4 | 108.741 | 1.59 | -4.17 | -5.11 | 0.94 | -2.20 | -2.21 | |
| Overall ex.MBS | 322.306 | -2.86 | -1.38 | -2.67 | 1.29 | -5.62 | -5.89 | |
| 1<=YR<3 | 233.403 | 2.60 | -2.71 | -3.43 | 0.72 | -0.13 | -0.15 | |
| 3<=YR<7 | 320.609 | -0.46 | -5.67 | -6.69 | 1.01 | -2.32 | -2.36 | |
| 7<=YR | 432.413 | -7.39 | 2.33 | 0.55 | 1.78 | -10.49 | -10.90 | |
| 7YR-11YR*2 | 172.675 | 5.03 | -5.38 | -6.92 | 1.55 | -6.63 | -6.41 | |
| 11YR-*2 | 179.749 | -16.36 | 7.93 | 5.98 | 1.95 | -13.24 | -13.98 | |
| Overall ex.ABS | 322.110 | -2.82 | -1.35 | -2.63 | 1.29 | -5.66 | -5.97 | |
| 1<=YR<3 | 233.361 | 2.60 | -2.71 | -3.43 | 0.72 | -0.13 | -0.15 | |
| 3<=YR<7 | 320.603 | -0.46 | -5.67 | -6.69 | 1.01 | -2.32 | -2.36 | |
| 7<=YR | 430.919 | -7.20 | 2.33 | 0.56 | 1.76 | -10.46 | -10.95 | |
| 7YR-11YR*2 | 172.684 | 5.03 | -5.38 | -6.92 | 1.55 | -6.63 | -6.41 | |
| 11YR-*2 | 178.863 | -15.70 | 7.72 | 5.81 | 1.91 | -13.09 | -13.94 | |
| Overall ex.MBS,ABS | 322.316 | -2.86 | -1.38 | -2.67 | 1.29 | -5.62 | -5.89 | |
| 1<=YR<3 | 233.361 | 2.60 | -2.71 | -3.43 | 0.72 | -0.13 | -0.15 | |
| 3<=YR<7 | 320.602 | -0.47 | -5.67 | -6.69 | 1.01 | -2.32 | -2.36 | |
| 7<=YR | 432.404 | -7.39 | 2.33 | 0.55 | 1.78 | -10.49 | -10.90 | |
| 7YR-11YR*2 | 172.669 | 5.03 | -5.38 | -6.93 | 1.55 | -6.63 | -6.41 | |
| 11YR-*2 | 179.745 | -16.37 | 7.93 | 5.98 | 1.95 | -13.24 | -13.98 | |
| Overall ex.JGB* | 156.538 | 0.43 | -3.21 | -4.34 | 1.13 | -4.04 | -4.54 | |
| 1<=YR<3* | 134.167 | 2.59 | -2.64 | -3.41 | 0.76 | 0.03 | 0.01 | |
| 3<=YR<7* | 160.007 | -0.30 | -5.59 | -6.60 | 1.02 | -1.95 | -2.03 | |
| 7<=YR* | 194.121 | -0.57 | -1.40 | -2.93 | 1.53 | -8.98 | -10.03 | |
| 7YR-11YR*2 | 178.409 | 4.70 | -4.98 | -6.64 | 1.66 | -6.50 | -6.40 | |
| 11YR-*2 | 187.645 | -5.20 | 1.76 | 0.35 | 1.41 | -11.02 | -12.87 | |
| 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 | 1177273 | 84.26 | 84.65 | 10.18 | 1.09 | 2.94 | 2.70 | 7.68 | 7.56 | 7.63 | 7 | |
| 1<=YR<3 | 236961 | 97.65 | 97.87 | 2.03 | 0.71 | 1.88 | 1.87 | 2.01 | 1.99 | 2.01 | 6 | |
| 3<=YR<7 | 331316 | 93.56 | 93.88 | 4.90 | 0.96 | 2.39 | 2.32 | 4.75 | 4.69 | 4.75 | 5 | |
| 7<=YR | 608996 | 73.99 | 74.47 | 16.22 | 1.31 | 3.86 | 3.39 | 12.60 | 12.38 | 12.48 | 8 | |
| 7YR-11YR | 209030 | 88.65 | 89.13 | 8.76 | 1.38 | 3.02 | 2.85 | 8.16 | 8.05 | 8.15 | 5 | |
| 11YR- | 399966 | 66.32 | 66.82 | 20.13 | 1.28 | 4.44 | 3.76 | 15.70 | 15.40 | 15.51 | 10 | |
| Government | 1005042 | 83.74 | 84.15 | 10.71 | 1.11 | 2.96 | 2.68 | 8.03 | 7.90 | 7.96 | 1 | |
| 1<=YR<3 | 192365 | 97.74 | 97.98 | 2.02 | 0.70 | 1.83 | 1.81 | 2.00 | 1.98 | 2.00 | 0 | |
| 3<=YR<7 | 275051 | 93.70 | 94.04 | 4.94 | 0.96 | 2.35 | 2.28 | 4.78 | 4.73 | 4.78 | 0 | |
| 7<=YR | 537626 | 73.63 | 74.14 | 16.77 | 1.33 | 3.91 | 3.35 | 12.98 | 12.76 | 12.85 | 1 | |
| 7YR-11YR | 179760 | 88.82 | 89.32 | 8.77 | 1.37 | 2.97 | 2.81 | 8.18 | 8.06 | 8.17 | 1 | |
| 11YR- | 357866 | 66.00 | 66.52 | 20.79 | 1.31 | 4.54 | 3.72 | 16.23 | 15.93 | 16.01 | 1 | |
| Municipals | 66556 | 88.01 | 88.25 | 6.96 | 0.87 | 2.74 | 2.65 | 5.98 | 5.90 | 5.96 | 20 | |
| Govt.Grntd | 14188 | 84.86 | 85.10 | 8.97 | 1.03 | 2.94 | 2.67 | 6.91 | 6.80 | 6.87 | 14 | |
| Bank Dbntr | 2986 | 95.90 | 96.16 | 3.23 | 0.98 | 2.37 | 2.33 | 3.12 | 3.08 | 3.11 | 32 | |
| Corporates | 71141 | 88.49 | 88.77 | 7.02 | 1.13 | 2.96 | 2.77 | 5.47 | 5.38 | 5.45 | 43 | |
| Yen Dnm Frgn | 3729 | 95.54 | 95.94 | 3.52 | 1.56 | 2.88 | 2.81 | 3.14 | 3.09 | 3.13 | 81 | |
| MBS | 13083 | 75.42 | 75.43 | 8.30 | 0.72 | 2.14 | 4.46 | 6.67 | 6.52 | 7.09 | 152 | |
| ABS | 549 | 89.10 | 89.32 | 5.27 | 0.84 | 3.08 | 2.90 | 4.69 | 4.61 | 4.68 | 66 | |
| Overall ex.MBS | 1164190 | 84.36 | 84.75 | 10.20 | 1.09 | 2.95 | 2.68 | 7.69 | 7.57 | 7.64 | 5 | |
| 1<=YR<3 | 236961 | 97.65 | 97.87 | 2.03 | 0.71 | 1.88 | 1.87 | 2.01 | 1.99 | 2.01 | 6 | |
| 3<=YR<7 | 331267 | 93.56 | 93.88 | 4.90 | 0.96 | 2.40 | 2.32 | 4.75 | 4.69 | 4.75 | 5 | |
| 7<=YR | 595962 | 73.96 | 74.46 | 16.40 | 1.33 | 3.89 | 3.36 | 12.73 | 12.51 | 12.60 | 5 | |
| 7YR-11YR | 208972 | 88.65 | 89.13 | 8.76 | 1.38 | 3.02 | 2.85 | 8.16 | 8.05 | 8.15 | 5 | |
| 11YR- | 386990 | 66.02 | 66.53 | 20.52 | 1.29 | 4.53 | 3.73 | 16.04 | 15.74 | 15.82 | 4 | |
| Overall ex.ABS | 1176724 | 84.25 | 84.64 | 10.18 | 1.09 | 2.94 | 2.70 | 7.69 | 7.56 | 7.63 | 7 | |
| 1<=YR<3 | 236807 | 97.65 | 97.87 | 2.03 | 0.71 | 1.88 | 1.87 | 2.01 | 1.99 | 2.01 | 6 | |
| 3<=YR<7 | 331045 | 93.56 | 93.88 | 4.90 | 0.96 | 2.39 | 2.32 | 4.75 | 4.69 | 4.75 | 5 | |
| 7<=YR | 608872 | 73.99 | 74.47 | 16.23 | 1.31 | 3.86 | 3.39 | 12.60 | 12.38 | 12.49 | 8 | |
| 7YR-11YR | 208946 | 88.65 | 89.13 | 8.76 | 1.38 | 3.02 | 2.85 | 8.16 | 8.05 | 8.15 | 5 | |
| 11YR- | 399926 | 66.32 | 66.82 | 20.13 | 1.28 | 4.44 | 3.76 | 15.70 | 15.40 | 15.51 | 10 | |
| Overall ex.MBS,ABS | 1163641 | 84.35 | 84.75 | 10.20 | 1.09 | 2.95 | 2.68 | 7.70 | 7.57 | 7.64 | 5 | |
| 1<=YR<3 | 236807 | 97.65 | 97.87 | 2.03 | 0.71 | 1.88 | 1.87 | 2.01 | 1.99 | 2.01 | 6 | |
| 3<=YR<7 | 330997 | 93.56 | 93.88 | 4.90 | 0.96 | 2.39 | 2.32 | 4.75 | 4.69 | 4.75 | 5 | |
| 7<=YR | 595837 | 73.96 | 74.46 | 16.40 | 1.33 | 3.89 | 3.36 | 12.73 | 12.51 | 12.60 | 5 | |
| 7YR-11YR | 208888 | 88.65 | 89.13 | 8.76 | 1.38 | 3.02 | 2.85 | 8.16 | 8.05 | 8.15 | 5 | |
| 11YR- | 386949 | 66.02 | 66.53 | 20.52 | 1.29 | 4.53 | 3.73 | 16.04 | 15.74 | 15.82 | 4 | |
| Overall ex.JGB | 172231 | 87.29 | 87.54 | 7.11 | 1.00 | 2.80 | 2.82 | 5.76 | 5.67 | 5.77 | 39 | |
| 1<=YR<3 | 44596 | 97.23 | 97.42 | 2.07 | 0.75 | 2.14 | 2.11 | 2.05 | 2.03 | 2.05 | 29 | |
| 3<=YR<7 | 56265 | 92.87 | 93.11 | 4.73 | 0.95 | 2.63 | 2.55 | 4.58 | 4.53 | 4.58 | 30 | |
| 7<=YR | 71371 | 76.69 | 76.97 | 12.13 | 1.19 | 3.50 | 3.64 | 9.82 | 9.64 | 9.83 | 57 | |
| 7YR-11YR | 29270 | 87.60 | 87.97 | 8.69 | 1.47 | 3.29 | 3.12 | 8.06 | 7.94 | 8.05 | 32 | |
| 11YR- | 42100 | 69.10 | 69.32 | 14.52 | 0.99 | 3.68 | 4.10 | 11.37 | 11.14 | 11.40 | 78 | |
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