| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 326.438 | -110.83 | -16.92 | -18.09 | 1.17 | -10.58 | -7.91 | |
| 1<=YR<3 | 233.870 | -2.05 | 1.06 | 0.43 | 0.62 | 1.15 | 0.25 | |
| 3<=YR<7 | 322.703 | -23.79 | -4.13 | -5.04 | 0.91 | -3.45 | -2.78 | |
| 7<=YR | 441.246 | -221.05 | -33.97 | -35.57 | 1.60 | -20.81 | -14.94 | |
| 7YR-11YR*2 | 175.344 | -91.89 | -16.28 | -17.66 | 1.39 | -12.79 | -8.28 | |
| 11YR-*2 | 184.222 | -311.17 | -46.24 | -47.99 | 1.75 | -26.32 | -19.34 | |
| Government | 333.956 | -119.12 | -18.21 | -19.41 | 1.20 | -11.28 | -8.27 | |
| 1<=YR<3 | 220.342 | -2.02 | 1.00 | 0.39 | 0.61 | 1.12 | 0.22 | |
| 3<=YR<7 | 320.905 | -24.16 | -4.28 | -5.20 | 0.92 | -3.54 | -2.85 | |
| 7<=YR | 447.610 | -230.86 | -35.39 | -37.02 | 1.63 | -21.49 | -15.16 | |
| 7YR-11YR*2 | 173.789 | -91.94 | -16.36 | -17.74 | 1.38 | -12.80 | -8.26 | |
| 11YR-*2 | 182.109 | -325.64 | -48.29 | -50.10 | 1.80 | -27.33 | -19.60 | |
| Municipals | 360.544 | -64.19 | -9.78 | -10.66 | 0.88 | -7.68 | -5.97 | |
| Govt.Grntd | 330.580 | -92.27 | -14.65 | -15.72 | 1.07 | -9.61 | -7.47 | |
| Bank Dbntr | 269.153 | -10.30 | -0.81 | -1.63 | 0.83 | -0.51 | -0.67 | |
| Corporates | 362.406 | -58.03 | -8.25 | -9.37 | 1.12 | -5.43 | -4.24 | |
| Yen Dnm Frgn | 390.642 | -29.72 | -1.41 | -2.83 | 1.43 | -0.90 | -0.63 | |
| MBS*3 | 104.537 | -88.42 | -16.01 | -16.92 | 0.92 | -8.04 | -16.13 | |
| ABS*4 | 109.343 | -37.57 | -5.02 | -5.91 | 0.89 | -3.80 | -2.75 | |
| Overall ex.MBS | 326.582 | -111.06 | -16.93 | -18.10 | 1.17 | -10.61 | -7.82 | |
| 1<=YR<3 | 233.870 | -2.05 | 1.06 | 0.43 | 0.62 | 1.15 | 0.25 | |
| 3<=YR<7 | 322.702 | -23.80 | -4.13 | -5.04 | 0.91 | -3.45 | -2.78 | |
| 7<=YR | 442.673 | -224.03 | -34.37 | -35.98 | 1.62 | -21.09 | -14.92 | |
| 7YR-11YR*2 | 175.330 | -91.92 | -16.28 | -17.67 | 1.39 | -12.80 | -8.29 | |
| 11YR-*2 | 185.104 | -319.72 | -47.39 | -49.17 | 1.78 | -27.02 | -19.46 | |
| Overall ex.ABS | 326.449 | -110.87 | -16.93 | -18.10 | 1.17 | -10.59 | -7.91 | |
| 1<=YR<3 | 233.827 | -2.05 | 1.06 | 0.43 | 0.62 | 1.15 | 0.25 | |
| 3<=YR<7 | 322.696 | -23.80 | -4.13 | -5.04 | 0.91 | -3.45 | -2.78 | |
| 7<=YR | 441.237 | -221.07 | -33.97 | -35.57 | 1.60 | -20.81 | -14.95 | |
| 7YR-11YR*2 | 175.337 | -91.89 | -16.28 | -17.66 | 1.39 | -12.79 | -8.28 | |
| 11YR-*2 | 184.218 | -311.18 | -46.24 | -47.99 | 1.75 | -26.32 | -19.34 | |
| Overall ex.MBS,ABS | 326.593 | -111.10 | -16.94 | -18.11 | 1.17 | -10.61 | -7.82 | |
| 1<=YR<3 | 233.827 | -2.05 | 1.06 | 0.43 | 0.62 | 1.15 | 0.25 | |
| 3<=YR<7 | 322.695 | -23.80 | -4.13 | -5.04 | 0.91 | -3.45 | -2.78 | |
| 7<=YR | 442.664 | -224.05 | -34.37 | -35.99 | 1.62 | -21.09 | -14.92 | |
| 7YR-11YR*2 | 175.323 | -91.92 | -16.28 | -17.67 | 1.39 | -12.80 | -8.29 | |
| 11YR-*2 | 185.101 | -319.73 | -47.40 | -49.18 | 1.78 | -27.02 | -19.46 | |
| Overall ex.JGB* | 158.216 | -63.66 | -9.59 | -10.60 | 1.01 | -6.61 | -5.88 | |
| 1<=YR<3* | 134.361 | -2.19 | 1.31 | 0.63 | 0.68 | 1.31 | 0.40 | |
| 3<=YR<7* | 160.866 | -21.98 | -3.40 | -4.29 | 0.89 | -2.98 | -2.45 | |
| 7<=YR* | 198.587 | -148.71 | -23.47 | -24.84 | 1.37 | -15.80 | -13.39 | |
| 7YR-11YR*2 | 181.055 | -91.57 | -15.74 | -17.17 | 1.43 | -12.73 | -8.40 | |
| 11YR-*2 | 193.252 | -195.69 | -29.82 | -31.13 | 1.31 | -18.31 | -17.25 | |
| 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 | 1184547 | 85.86 | 86.12 | 10.14 | 1.01 | 2.53 | 2.34 | 7.75 | 7.64 | 7.70 | 6 | |
| 1<=YR<3 | 234554 | 98.45 | 98.61 | 1.91 | 0.61 | 1.41 | 1.40 | 1.90 | 1.88 | 1.90 | 6 | |
| 3<=YR<7 | 330758 | 94.93 | 95.17 | 4.77 | 0.87 | 2.00 | 1.95 | 4.64 | 4.59 | 4.64 | 6 | |
| 7<=YR | 619234 | 76.25 | 76.56 | 16.13 | 1.24 | 3.44 | 3.05 | 12.68 | 12.48 | 12.56 | 7 | |
| 7YR-11YR | 215227 | 90.52 | 90.87 | 8.65 | 1.27 | 2.61 | 2.49 | 8.13 | 8.03 | 8.12 | 4 | |
| 11YR- | 404007 | 68.65 | 68.93 | 20.11 | 1.23 | 4.03 | 3.45 | 15.87 | 15.60 | 15.67 | 8 | |
| Government | 1012586 | 85.41 | 85.68 | 10.65 | 1.03 | 2.56 | 2.32 | 8.09 | 7.97 | 8.02 | 1 | |
| 1<=YR<3 | 190873 | 98.56 | 98.72 | 1.89 | 0.60 | 1.35 | 1.34 | 1.87 | 1.86 | 1.87 | 1 | |
| 3<=YR<7 | 274404 | 95.14 | 95.38 | 4.79 | 0.88 | 1.95 | 1.90 | 4.66 | 4.61 | 4.66 | 1 | |
| 7<=YR | 547309 | 75.95 | 76.26 | 16.65 | 1.26 | 3.48 | 3.03 | 13.05 | 12.84 | 12.91 | 1 | |
| 7YR-11YR | 186451 | 90.79 | 91.14 | 8.66 | 1.27 | 2.56 | 2.45 | 8.14 | 8.04 | 8.13 | 0 | |
| 11YR- | 360858 | 68.28 | 68.58 | 20.78 | 1.26 | 4.12 | 3.42 | 16.42 | 16.14 | 16.19 | 1 | |
| Municipals | 66270 | 89.20 | 89.38 | 7.02 | 0.79 | 2.35 | 2.29 | 6.10 | 6.02 | 6.07 | 19 | |
| Govt.Grntd | 14535 | 86.53 | 86.84 | 8.87 | 0.94 | 2.51 | 2.29 | 6.89 | 6.79 | 6.85 | 15 | |
| Bank Dbntr | 3026 | 96.49 | 96.70 | 3.22 | 0.80 | 1.94 | 1.91 | 3.12 | 3.08 | 3.11 | 32 | |
| Corporates | 70339 | 89.38 | 89.66 | 7.06 | 1.00 | 2.55 | 2.39 | 5.54 | 5.46 | 5.51 | 42 | |
| Yen Dnm Frgn | 3931 | 96.54 | 96.92 | 3.49 | 1.38 | 2.34 | 2.30 | 3.14 | 3.10 | 3.13 | 72 | |
| MBS | 13279 | 78.56 | 78.56 | 8.28 | 0.71 | 1.87 | 3.81 | 6.81 | 6.68 | 7.24 | 121 | |
| ABS | 581 | 90.35 | 90.56 | 5.33 | 0.80 | 2.67 | 2.53 | 4.76 | 4.69 | 4.75 | 66 | |
| Overall ex.MBS | 1171267 | 85.95 | 86.21 | 10.16 | 1.02 | 2.54 | 2.32 | 7.76 | 7.65 | 7.70 | 5 | |
| 1<=YR<3 | 234554 | 98.45 | 98.61 | 1.91 | 0.61 | 1.41 | 1.40 | 1.90 | 1.88 | 1.90 | 6 | |
| 3<=YR<7 | 330716 | 94.93 | 95.17 | 4.77 | 0.87 | 2.00 | 1.95 | 4.64 | 4.60 | 4.64 | 6 | |
| 7<=YR | 605998 | 76.20 | 76.52 | 16.30 | 1.25 | 3.48 | 3.04 | 12.81 | 12.61 | 12.68 | 4 | |
| 7YR-11YR | 215152 | 90.52 | 90.87 | 8.66 | 1.27 | 2.61 | 2.49 | 8.14 | 8.04 | 8.13 | 4 | |
| 11YR- | 390846 | 68.32 | 68.62 | 20.51 | 1.24 | 4.11 | 3.43 | 16.22 | 15.94 | 15.99 | 4 | |
| Overall ex.ABS | 1183966 | 85.86 | 86.12 | 10.15 | 1.01 | 2.53 | 2.34 | 7.76 | 7.64 | 7.70 | 6 | |
| 1<=YR<3 | 234396 | 98.45 | 98.62 | 1.91 | 0.61 | 1.41 | 1.40 | 1.90 | 1.88 | 1.90 | 6 | |
| 3<=YR<7 | 330469 | 94.93 | 95.17 | 4.77 | 0.87 | 2.00 | 1.95 | 4.64 | 4.59 | 4.64 | 6 | |
| 7<=YR | 619100 | 76.25 | 76.56 | 16.13 | 1.24 | 3.44 | 3.05 | 12.68 | 12.48 | 12.56 | 7 | |
| 7YR-11YR | 215134 | 90.52 | 90.87 | 8.65 | 1.27 | 2.61 | 2.49 | 8.13 | 8.03 | 8.12 | 4 | |
| 11YR- | 403967 | 68.65 | 68.93 | 20.11 | 1.23 | 4.02 | 3.45 | 15.87 | 15.60 | 15.67 | 8 | |
| Overall ex.MBS,ABS | 1170686 | 85.94 | 86.21 | 10.17 | 1.02 | 2.54 | 2.32 | 7.77 | 7.65 | 7.70 | 5 | |
| 1<=YR<3 | 234396 | 98.45 | 98.62 | 1.91 | 0.61 | 1.41 | 1.40 | 1.90 | 1.88 | 1.90 | 6 | |
| 3<=YR<7 | 330427 | 94.93 | 95.17 | 4.77 | 0.87 | 2.00 | 1.95 | 4.64 | 4.60 | 4.64 | 6 | |
| 7<=YR | 605864 | 76.20 | 76.51 | 16.30 | 1.25 | 3.48 | 3.04 | 12.81 | 12.61 | 12.68 | 4 | |
| 7YR-11YR | 215058 | 90.52 | 90.87 | 8.66 | 1.27 | 2.61 | 2.49 | 8.14 | 8.04 | 8.13 | 4 | |
| 11YR- | 390806 | 68.32 | 68.62 | 20.51 | 1.24 | 4.11 | 3.43 | 16.22 | 15.94 | 15.99 | 4 | |
| Overall ex.JGB | 171960 | 88.53 | 88.75 | 7.14 | 0.90 | 2.41 | 2.43 | 5.84 | 5.76 | 5.85 | 37 | |
| 1<=YR<3 | 43681 | 98.00 | 98.17 | 2.02 | 0.67 | 1.67 | 1.66 | 2.00 | 1.99 | 2.00 | 29 | |
| 3<=YR<7 | 56354 | 93.92 | 94.14 | 4.67 | 0.84 | 2.24 | 2.18 | 4.55 | 4.50 | 4.55 | 30 | |
| 7<=YR | 71926 | 78.55 | 78.80 | 12.18 | 1.08 | 3.12 | 3.24 | 9.96 | 9.80 | 9.98 | 50 | |
| 7YR-11YR | 28777 | 88.80 | 89.13 | 8.61 | 1.28 | 2.89 | 2.75 | 8.08 | 7.97 | 8.07 | 31 | |
| 11YR- | 43149 | 71.70 | 71.91 | 14.56 | 0.95 | 3.30 | 3.65 | 11.52 | 11.31 | 11.56 | 65 | |
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