| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 337.920 | -6.77 | -13.98 | -15.03 | 1.05 | -4.58 | -5.76 | |
| 1<=YR<3 | 233.988 | 4.65 | -1.74 | -2.29 | 0.56 | 0.46 | 0.07 | |
| 3<=YR<7 | 327.557 | 17.01 | -8.97 | -9.80 | 0.83 | -0.79 | -1.99 | |
| 7<=YR | 470.187 | -26.87 | -22.71 | -24.13 | 1.42 | -8.93 | -10.29 | |
| 7YR-11YR*2 | 182.186 | 25.46 | -20.31 | -21.53 | 1.23 | -3.10 | -4.96 | |
| 11YR-*2 | 199.678 | -61.30 | -24.29 | -25.84 | 1.55 | -12.55 | -13.53 | |
| Government | 346.199 | -8.86 | -14.23 | -15.31 | 1.08 | -4.91 | -6.07 | |
| 1<=YR<3 | 220.485 | 4.62 | -1.75 | -2.29 | 0.54 | 0.41 | 0.03 | |
| 3<=YR<7 | 325.837 | 17.21 | -9.13 | -9.97 | 0.84 | -0.86 | -2.05 | |
| 7<=YR | 477.352 | -29.90 | -22.53 | -23.98 | 1.45 | -9.21 | -10.53 | |
| 7YR-11YR*2 | 180.566 | 25.27 | -20.36 | -21.58 | 1.22 | -3.13 | -4.97 | |
| 11YR-*2 | 197.577 | -65.49 | -23.93 | -25.53 | 1.60 | -12.94 | -13.87 | |
| Municipals | 370.552 | 9.45 | -12.85 | -13.64 | 0.79 | -2.31 | -3.95 | |
| Govt.Grntd | 341.741 | -2.52 | -13.57 | -14.54 | 0.98 | -3.78 | -5.24 | |
| Bank Dbntr | 270.518 | 9.49 | -4.37 | -5.00 | 0.63 | 0.06 | -0.63 | |
| Corporates | 369.626 | 4.34 | -9.56 | -10.57 | 1.01 | -2.06 | -3.21 | |
| Yen Dnm Frgn | 392.367 | 0.04 | -5.62 | -6.85 | 1.23 | 0.34 | -0.09 | |
| MBS*3 | 111.821 | -7.21 | -31.63 | -32.42 | 0.79 | -8.70 | -9.17 | |
| ABS*4 | 110.908 | 11.44 | -9.36 | -10.21 | 0.84 | -0.66 | -1.88 | |
| Overall ex.MBS | 337.949 | -6.77 | -13.78 | -14.84 | 1.06 | -4.53 | -5.72 | |
| 1<=YR<3 | 233.988 | 4.65 | -1.74 | -2.29 | 0.56 | 0.46 | 0.07 | |
| 3<=YR<7 | 327.557 | 17.01 | -8.98 | -9.80 | 0.83 | -0.79 | -2.00 | |
| 7<=YR | 471.665 | -27.33 | -22.50 | -23.93 | 1.44 | -8.94 | -10.32 | |
| 7YR-11YR*2 | 182.175 | 25.47 | -20.32 | -21.55 | 1.23 | -3.10 | -4.97 | |
| 11YR-*2 | 200.733 | -63.40 | -23.98 | -25.56 | 1.58 | -12.70 | -13.69 | |
| Overall ex.ABS | 337.934 | -6.78 | -13.98 | -15.03 | 1.05 | -4.58 | -5.76 | |
| 1<=YR<3 | 233.946 | 4.65 | -1.74 | -2.29 | 0.56 | 0.46 | 0.07 | |
| 3<=YR<7 | 327.551 | 17.01 | -8.98 | -9.80 | 0.83 | -0.79 | -2.00 | |
| 7<=YR | 470.179 | -26.87 | -22.71 | -24.13 | 1.42 | -8.93 | -10.29 | |
| 7YR-11YR*2 | 182.180 | 25.46 | -20.31 | -21.53 | 1.23 | -3.10 | -4.96 | |
| 11YR-*2 | 199.674 | -61.30 | -24.29 | -25.84 | 1.55 | -12.55 | -13.53 | |
| Overall ex.MBS,ABS | 337.964 | -6.78 | -13.78 | -14.84 | 1.06 | -4.54 | -5.72 | |
| 1<=YR<3 | 233.946 | 4.65 | -1.74 | -2.29 | 0.56 | 0.46 | 0.07 | |
| 3<=YR<7 | 327.551 | 17.01 | -8.98 | -9.80 | 0.83 | -0.79 | -2.00 | |
| 7<=YR | 471.657 | -27.34 | -22.50 | -23.93 | 1.44 | -8.94 | -10.32 | |
| 7YR-11YR*2 | 182.168 | 25.47 | -20.32 | -21.55 | 1.23 | -3.10 | -4.97 | |
| 11YR-*2 | 200.729 | -63.41 | -23.98 | -25.56 | 1.58 | -12.70 | -13.69 | |
| Overall ex.JGB* | 162.464 | 4.94 | -12.59 | -13.49 | 0.91 | -2.70 | -3.99 | |
| 1<=YR<3* | 134.344 | 4.79 | -1.67 | -2.30 | 0.62 | 0.68 | 0.24 | |
| 3<=YR<7* | 163.034 | 16.09 | -8.23 | -9.01 | 0.78 | -0.47 | -1.75 | |
| 7<=YR* | 210.397 | -5.01 | -23.99 | -25.20 | 1.21 | -6.85 | -8.53 | |
| 7YR-11YR*2 | 188.156 | 26.71 | -19.94 | -21.20 | 1.27 | -2.91 | -4.92 | |
| 11YR-*2 | 207.885 | -29.01 | -27.05 | -28.22 | 1.17 | -9.56 | -10.95 | |
| 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 | 1163150 | 89.12 | 89.43 | 10.28 | 0.95 | 1.98 | 1.85 | 8.14 | 8.05 | 8.08 | 5 | |
| 1<=YR<3 | 234388 | 98.90 | 99.08 | 2.04 | 0.55 | 1.08 | 1.08 | 2.02 | 2.01 | 2.02 | 5 | |
| 3<=YR<7 | 319417 | 96.73 | 97.00 | 4.92 | 0.81 | 1.50 | 1.47 | 4.80 | 4.76 | 4.80 | 5 | |
| 7<=YR | 609345 | 81.36 | 81.75 | 16.27 | 1.18 | 2.69 | 2.45 | 13.08 | 12.90 | 12.96 | 6 | |
| 7YR-11YR | 209098 | 94.28 | 94.69 | 8.77 | 1.18 | 1.94 | 1.88 | 8.28 | 8.20 | 8.27 | 5 | |
| 11YR- | 400247 | 74.62 | 74.99 | 20.19 | 1.18 | 3.19 | 2.83 | 16.24 | 16.01 | 16.05 | 7 | |
| Government | 990920 | 88.73 | 89.07 | 10.81 | 0.97 | 1.99 | 1.84 | 8.50 | 8.40 | 8.43 | 1 | |
| 1<=YR<3 | 191621 | 98.97 | 99.16 | 2.03 | 0.54 | 1.03 | 1.03 | 2.01 | 2.00 | 2.01 | 0 | |
| 3<=YR<7 | 262264 | 96.96 | 97.25 | 4.95 | 0.82 | 1.45 | 1.43 | 4.83 | 4.79 | 4.83 | 0 | |
| 7<=YR | 537035 | 81.06 | 81.47 | 16.80 | 1.20 | 2.73 | 2.44 | 13.46 | 13.29 | 13.32 | 1 | |
| 7YR-11YR | 180953 | 94.53 | 94.96 | 8.78 | 1.17 | 1.90 | 1.85 | 8.29 | 8.22 | 8.29 | 1 | |
| 11YR- | 356082 | 74.22 | 74.61 | 20.88 | 1.21 | 3.27 | 2.82 | 16.81 | 16.57 | 16.58 | 2 | |
| Municipals | 66369 | 92.04 | 92.24 | 7.17 | 0.74 | 1.79 | 1.76 | 6.36 | 6.29 | 6.33 | 15 | |
| Govt.Grntd | 14415 | 89.78 | 90.01 | 9.09 | 0.88 | 1.94 | 1.80 | 7.33 | 7.24 | 7.29 | 10 | |
| Bank Dbntr | 3036 | 97.24 | 97.42 | 3.20 | 0.62 | 1.52 | 1.50 | 3.12 | 3.09 | 3.12 | 31 | |
| Corporates | 70501 | 91.60 | 91.84 | 7.24 | 0.94 | 2.05 | 1.94 | 5.84 | 5.77 | 5.81 | 42 | |
| Yen Dnm Frgn | 3904 | 97.47 | 97.73 | 3.47 | 1.21 | 1.94 | 1.91 | 3.20 | 3.16 | 3.19 | 72 | |
| MBS | 13407 | 84.64 | 84.66 | 8.08 | 0.67 | 1.43 | 2.80 | 6.98 | 6.88 | 7.49 | 75 | |
| ABS | 598 | 92.20 | 92.39 | 5.57 | 0.79 | 2.19 | 2.09 | 5.06 | 5.00 | 5.05 | 66 | |
| Overall ex.MBS | 1149743 | 89.17 | 89.48 | 10.31 | 0.95 | 1.98 | 1.84 | 8.15 | 8.06 | 8.09 | 5 | |
| 1<=YR<3 | 234388 | 98.90 | 99.08 | 2.04 | 0.55 | 1.08 | 1.08 | 2.02 | 2.01 | 2.02 | 5 | |
| 3<=YR<7 | 319399 | 96.73 | 97.00 | 4.92 | 0.81 | 1.50 | 1.47 | 4.80 | 4.76 | 4.80 | 5 | |
| 7<=YR | 595956 | 81.29 | 81.68 | 16.45 | 1.19 | 2.72 | 2.44 | 13.22 | 13.04 | 13.08 | 4 | |
| 7YR-11YR | 208983 | 94.28 | 94.69 | 8.77 | 1.18 | 1.94 | 1.88 | 8.28 | 8.21 | 8.28 | 5 | |
| 11YR- | 386973 | 74.28 | 74.66 | 20.60 | 1.20 | 3.26 | 2.83 | 16.60 | 16.36 | 16.38 | 4 | |
| Overall ex.ABS | 1162553 | 89.11 | 89.43 | 10.29 | 0.95 | 1.98 | 1.85 | 8.14 | 8.05 | 8.09 | 5 | |
| 1<=YR<3 | 234218 | 98.90 | 99.08 | 2.04 | 0.55 | 1.08 | 1.08 | 2.02 | 2.01 | 2.02 | 5 | |
| 3<=YR<7 | 319128 | 96.73 | 97.00 | 4.92 | 0.81 | 1.50 | 1.47 | 4.80 | 4.76 | 4.80 | 5 | |
| 7<=YR | 609206 | 81.36 | 81.75 | 16.27 | 1.18 | 2.69 | 2.45 | 13.08 | 12.90 | 12.96 | 6 | |
| 7YR-11YR | 209006 | 94.28 | 94.69 | 8.77 | 1.18 | 1.94 | 1.88 | 8.28 | 8.20 | 8.27 | 5 | |
| 11YR- | 400201 | 74.62 | 74.99 | 20.19 | 1.18 | 3.19 | 2.83 | 16.24 | 16.01 | 16.05 | 7 | |
| Overall ex.MBS,ABS | 1149145 | 89.17 | 89.48 | 10.31 | 0.95 | 1.98 | 1.84 | 8.16 | 8.06 | 8.09 | 5 | |
| 1<=YR<3 | 234218 | 98.90 | 99.08 | 2.04 | 0.55 | 1.08 | 1.08 | 2.02 | 2.01 | 2.02 | 5 | |
| 3<=YR<7 | 319110 | 96.73 | 97.00 | 4.92 | 0.81 | 1.50 | 1.47 | 4.80 | 4.76 | 4.80 | 5 | |
| 7<=YR | 595817 | 81.29 | 81.68 | 16.46 | 1.19 | 2.72 | 2.44 | 13.22 | 13.05 | 13.09 | 4 | |
| 7YR-11YR | 208890 | 94.28 | 94.69 | 8.77 | 1.18 | 1.94 | 1.88 | 8.28 | 8.21 | 8.28 | 5 | |
| 11YR- | 386927 | 74.28 | 74.66 | 20.60 | 1.20 | 3.26 | 2.83 | 16.60 | 16.36 | 16.38 | 4 | |
| Overall ex.JGB | 172231 | 91.31 | 91.52 | 7.27 | 0.84 | 1.88 | 1.91 | 6.13 | 6.06 | 6.14 | 32 | |
| 1<=YR<3 | 42768 | 98.57 | 98.74 | 2.10 | 0.62 | 1.32 | 1.31 | 2.08 | 2.07 | 2.08 | 27 | |
| 3<=YR<7 | 57152 | 95.64 | 95.83 | 4.76 | 0.75 | 1.72 | 1.68 | 4.65 | 4.61 | 4.65 | 28 | |
| 7<=YR | 72311 | 83.60 | 83.84 | 12.31 | 1.03 | 2.42 | 2.54 | 10.28 | 10.15 | 10.31 | 38 | |
| 7YR-11YR | 28145 | 92.68 | 92.99 | 8.69 | 1.19 | 2.18 | 2.12 | 8.20 | 8.11 | 8.19 | 29 | |
| 11YR- | 44165 | 77.82 | 78.01 | 14.62 | 0.93 | 2.60 | 2.86 | 11.87 | 11.69 | 11.92 | 45 | |
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