| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 348.525 | 5.30 | -6.03 | -6.99 | 0.96 | -0.97 | -5.12 | |
| 1<=YR<3 | 234.291 | 8.17 | 2.29 | 1.80 | 0.49 | 1.76 | 0.39 | |
| 3<=YR<7 | 332.283 | 21.77 | 3.78 | 3.03 | 0.75 | 3.34 | -1.01 | |
| 7<=YR | 496.372 | -5.68 | -15.44 | -16.74 | 1.29 | -4.61 | -9.69 | |
| 7YR-11YR*2 | 188.396 | 31.43 | 10.26 | 9.13 | 1.13 | 4.25 | -3.05 | |
| 11YR-*2 | 213.681 | -29.32 | -31.77 | -33.17 | 1.40 | -10.10 | -13.72 | |
| Government | 357.567 | 3.58 | -7.33 | -8.32 | 0.99 | -1.37 | -5.46 | |
| 1<=YR<3 | 220.823 | 8.01 | 2.22 | 1.74 | 0.48 | 1.72 | 0.36 | |
| 3<=YR<7 | 330.702 | 21.69 | 3.73 | 2.97 | 0.76 | 3.33 | -1.02 | |
| 7<=YR | 504.358 | -8.19 | -17.30 | -18.62 | 1.32 | -5.11 | -10.01 | |
| 7YR-11YR*2 | 186.782 | 31.31 | 10.21 | 9.09 | 1.13 | 4.30 | -3.00 | |
| 11YR-*2 | 211.639 | -33.06 | -34.55 | -36.00 | 1.44 | -10.89 | -14.22 | |
| Municipals | 378.890 | 18.06 | 3.46 | 2.74 | 0.72 | 2.13 | -3.24 | |
| Govt.Grntd | 350.958 | 7.98 | -2.63 | -3.52 | 0.89 | -0.33 | -4.92 | |
| Bank Dbntr | 271.901 | 15.49 | 3.53 | 3.05 | 0.49 | 2.12 | -0.19 | |
| Corporates | 376.152 | 13.91 | 0.32 | -0.58 | 0.90 | 1.00 | -2.73 | |
| Yen Dnm Frgn | 394.182 | 10.04 | 2.06 | 0.89 | 1.17 | 2.72 | 0.73 | |
| MBS*3 | 119.164 | 14.50 | -0.94 | -1.65 | 0.71 | -0.35 | -5.66 | |
| ABS*4 | 112.392 | 18.81 | 4.80 | 3.99 | 0.81 | 3.30 | -1.00 | |
| Overall ex.MBS | 348.426 | 5.19 | -6.09 | -7.05 | 0.96 | -0.98 | -5.11 | |
| 1<=YR<3 | 234.291 | 8.17 | 2.29 | 1.80 | 0.49 | 1.76 | 0.39 | |
| 3<=YR<7 | 332.283 | 21.77 | 3.78 | 3.03 | 0.75 | 3.34 | -1.01 | |
| 7<=YR | 497.819 | -6.16 | -15.79 | -17.09 | 1.31 | -4.71 | -9.79 | |
| 7YR-11YR*2 | 188.387 | 31.44 | 10.26 | 9.13 | 1.13 | 4.25 | -3.06 | |
| 11YR-*2 | 214.837 | -31.04 | -32.97 | -34.40 | 1.42 | -10.48 | -14.02 | |
| Overall ex.ABS | 348.544 | 5.29 | -6.04 | -7.00 | 0.96 | -0.97 | -5.12 | |
| 1<=YR<3 | 234.250 | 8.16 | 2.29 | 1.80 | 0.49 | 1.76 | 0.39 | |
| 3<=YR<7 | 332.278 | 21.77 | 3.78 | 3.03 | 0.75 | 3.33 | -1.01 | |
| 7<=YR | 496.366 | -5.68 | -15.45 | -16.74 | 1.29 | -4.61 | -9.69 | |
| 7YR-11YR*2 | 188.389 | 31.43 | 10.26 | 9.13 | 1.13 | 4.25 | -3.05 | |
| 11YR-*2 | 213.677 | -29.33 | -31.78 | -33.17 | 1.40 | -10.11 | -13.72 | |
| Overall ex.MBS,ABS | 348.445 | 5.18 | -6.10 | -7.06 | 0.96 | -0.98 | -5.11 | |
| 1<=YR<3 | 234.250 | 8.16 | 2.29 | 1.80 | 0.49 | 1.76 | 0.39 | |
| 3<=YR<7 | 332.278 | 21.77 | 3.78 | 3.03 | 0.75 | 3.33 | -1.01 | |
| 7<=YR | 497.813 | -6.16 | -15.79 | -17.10 | 1.31 | -4.71 | -9.79 | |
| 7YR-11YR*2 | 188.381 | 31.44 | 10.26 | 9.13 | 1.13 | 4.25 | -3.06 | |
| 11YR-*2 | 214.833 | -31.04 | -32.98 | -34.40 | 1.42 | -10.48 | -14.03 | |
| Overall ex.JGB* | 166.235 | 15.03 | 1.32 | 0.51 | 0.81 | 1.30 | -3.20 | |
| 1<=YR<3* | 134.372 | 8.86 | 2.62 | 2.09 | 0.52 | 1.95 | 0.49 | |
| 3<=YR<7* | 165.007 | 22.14 | 4.00 | 3.30 | 0.70 | 3.35 | -0.98 | |
| 7<=YR* | 220.737 | 12.70 | -1.89 | -2.99 | 1.10 | -0.93 | -7.34 | |
| 7YR-11YR*2 | 194.131 | 32.22 | 10.58 | 9.44 | 1.15 | 3.92 | -3.40 | |
| 11YR-*2 | 220.781 | -0.91 | -10.57 | -11.64 | 1.07 | -4.15 | -9.91 | |
| 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 | 1162741 | 92.38 | 92.56 | 10.31 | 0.89 | 1.48 | 1.41 | 8.42 | 8.34 | 8.36 | 5 | |
| 1<=YR<3 | 232792 | 99.45 | 99.54 | 2.01 | 0.48 | 0.75 | 0.75 | 2.00 | 1.99 | 2.00 | 6 | |
| 3<=YR<7 | 317484 | 98.64 | 98.78 | 4.88 | 0.74 | 1.02 | 1.01 | 4.78 | 4.75 | 4.78 | 5 | |
| 7<=YR | 612465 | 86.45 | 86.68 | 16.28 | 1.12 | 2.07 | 1.93 | 13.37 | 13.23 | 13.25 | 5 | |
| 7YR-11YR | 210400 | 98.11 | 98.31 | 8.76 | 1.11 | 1.35 | 1.34 | 8.33 | 8.28 | 8.33 | 4 | |
| 11YR- | 402065 | 80.35 | 80.59 | 20.21 | 1.13 | 2.53 | 2.30 | 16.59 | 16.39 | 16.40 | 5 | |
| Government | 990605 | 92.14 | 92.31 | 10.83 | 0.91 | 1.49 | 1.40 | 8.79 | 8.70 | 8.72 | 1 | |
| 1<=YR<3 | 191363 | 99.54 | 99.62 | 2.00 | 0.47 | 0.69 | 0.69 | 1.99 | 1.98 | 1.99 | 0 | |
| 3<=YR<7 | 259248 | 98.95 | 99.08 | 4.90 | 0.75 | 0.97 | 0.96 | 4.80 | 4.78 | 4.80 | 0 | |
| 7<=YR | 539994 | 86.24 | 86.47 | 16.80 | 1.14 | 2.10 | 1.92 | 13.76 | 13.61 | 13.62 | 1 | |
| 7YR-11YR | 183126 | 98.41 | 98.59 | 8.76 | 1.11 | 1.31 | 1.30 | 8.34 | 8.29 | 8.33 | 1 | |
| 11YR- | 356868 | 80.00 | 80.24 | 20.92 | 1.16 | 2.59 | 2.31 | 17.17 | 16.97 | 16.96 | 2 | |
| Municipals | 66314 | 94.46 | 94.62 | 7.27 | 0.68 | 1.33 | 1.33 | 6.56 | 6.51 | 6.54 | 16 | |
| Govt.Grntd | 14210 | 92.50 | 92.75 | 9.36 | 0.83 | 1.49 | 1.41 | 7.78 | 7.70 | 7.74 | 12 | |
| Bank Dbntr | 3178 | 98.03 | 98.13 | 3.19 | 0.48 | 1.13 | 1.12 | 3.13 | 3.11 | 3.13 | 32 | |
| Corporates | 70137 | 93.58 | 93.79 | 7.32 | 0.84 | 1.60 | 1.52 | 6.03 | 5.97 | 6.00 | 42 | |
| Yen Dnm Frgn | 4040 | 98.55 | 98.81 | 3.48 | 1.15 | 1.57 | 1.56 | 3.26 | 3.23 | 3.25 | 73 | |
| MBS | 13611 | 90.74 | 90.78 | 7.75 | 0.65 | 1.06 | 1.88 | 7.01 | 6.94 | 7.41 | 32 | |
| ABS | 646 | 94.28 | 94.46 | 5.64 | 0.77 | 1.71 | 1.65 | 5.18 | 5.13 | 5.18 | 65 | |
| Overall ex.MBS | 1149130 | 92.40 | 92.58 | 10.34 | 0.89 | 1.48 | 1.40 | 8.43 | 8.36 | 8.37 | 5 | |
| 1<=YR<3 | 232792 | 99.45 | 99.54 | 2.01 | 0.48 | 0.75 | 0.75 | 2.00 | 1.99 | 2.00 | 6 | |
| 3<=YR<7 | 317462 | 98.64 | 98.78 | 4.88 | 0.74 | 1.02 | 1.01 | 4.78 | 4.75 | 4.78 | 5 | |
| 7<=YR | 598875 | 86.36 | 86.59 | 16.47 | 1.13 | 2.09 | 1.93 | 13.52 | 13.38 | 13.39 | 4 | |
| 7YR-11YR | 210269 | 98.11 | 98.31 | 8.76 | 1.11 | 1.35 | 1.34 | 8.34 | 8.28 | 8.33 | 4 | |
| 11YR- | 388606 | 80.00 | 80.24 | 20.64 | 1.15 | 2.58 | 2.32 | 16.96 | 16.76 | 16.75 | 4 | |
| Overall ex.ABS | 1162095 | 92.38 | 92.56 | 10.31 | 0.89 | 1.48 | 1.41 | 8.42 | 8.34 | 8.36 | 5 | |
| 1<=YR<3 | 232612 | 99.45 | 99.54 | 2.01 | 0.48 | 0.75 | 0.75 | 2.00 | 1.99 | 2.00 | 6 | |
| 3<=YR<7 | 317168 | 98.64 | 98.78 | 4.88 | 0.74 | 1.02 | 1.01 | 4.78 | 4.75 | 4.78 | 5 | |
| 7<=YR | 612315 | 86.45 | 86.68 | 16.28 | 1.12 | 2.07 | 1.93 | 13.37 | 13.23 | 13.25 | 5 | |
| 7YR-11YR | 210306 | 98.11 | 98.31 | 8.76 | 1.11 | 1.35 | 1.34 | 8.33 | 8.28 | 8.33 | 4 | |
| 11YR- | 402009 | 80.35 | 80.59 | 20.21 | 1.13 | 2.53 | 2.30 | 16.59 | 16.39 | 16.40 | 5 | |
| Overall ex.MBS,ABS | 1148484 | 92.40 | 92.58 | 10.34 | 0.89 | 1.48 | 1.40 | 8.44 | 8.36 | 8.37 | 5 | |
| 1<=YR<3 | 232612 | 99.45 | 99.54 | 2.01 | 0.48 | 0.75 | 0.75 | 2.00 | 1.99 | 2.00 | 6 | |
| 3<=YR<7 | 317146 | 98.64 | 98.78 | 4.88 | 0.74 | 1.02 | 1.01 | 4.78 | 4.75 | 4.78 | 5 | |
| 7<=YR | 598725 | 86.36 | 86.59 | 16.47 | 1.13 | 2.09 | 1.93 | 13.52 | 13.38 | 13.39 | 4 | |
| 7YR-11YR | 210175 | 98.11 | 98.31 | 8.76 | 1.11 | 1.35 | 1.34 | 8.34 | 8.28 | 8.33 | 4 | |
| 11YR- | 388551 | 80.00 | 80.24 | 20.64 | 1.15 | 2.58 | 2.32 | 16.96 | 16.76 | 16.75 | 4 | |
| Overall ex.JGB | 172136 | 93.81 | 93.99 | 7.33 | 0.76 | 1.44 | 1.46 | 6.33 | 6.27 | 6.33 | 29 | |
| 1<=YR<3 | 41429 | 99.05 | 99.17 | 2.07 | 0.52 | 1.00 | 0.99 | 2.05 | 2.04 | 2.05 | 30 | |
| 3<=YR<7 | 58236 | 97.27 | 97.44 | 4.77 | 0.68 | 1.26 | 1.24 | 4.68 | 4.65 | 4.68 | 29 | |
| 7<=YR | 72471 | 88.03 | 88.25 | 12.39 | 0.97 | 1.87 | 1.95 | 10.54 | 10.43 | 10.55 | 29 | |
| 7YR-11YR | 27274 | 96.10 | 96.38 | 8.72 | 1.10 | 1.61 | 1.58 | 8.28 | 8.22 | 8.28 | 29 | |
| 11YR- | 45197 | 83.16 | 83.35 | 14.61 | 0.89 | 2.06 | 2.21 | 12.11 | 11.97 | 12.13 | 30 | |
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