| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | -------- LST.MTH -------- | LST.MAR | LST.YR | |||||
| VALUE | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
| Overall | 326.812 | -6.74 | -7.91 | 1.17 | -7.19 | -6.85 | ||
| 1<=YR<3 | 234.159 | 2.07 | 1.44 | 0.62 | 1.63 | 0.53 | ||
| 3<=YR<7 | 323.702 | 1.89 | 0.98 | 0.92 | -0.66 | -1.76 | ||
| 7<=YR | 441.161 | -16.64 | -18.24 | 1.60 | -15.63 | -13.49 | ||
| 7YR-11YR*2 | 175.418 | -7.33 | -8.72 | 1.39 | -9.28 | -7.35 | ||
| 11YR-*2 | 184.107 | -23.10 | -24.84 | 1.75 | -20.01 | -17.55 | ||
| Government | 334.320 | -7.43 | -8.62 | 1.20 | -7.75 | -7.19 | ||
| 1<=YR<3 | 220.603 | 1.97 | 1.36 | 0.61 | 1.57 | 0.49 | ||
| 3<=YR<7 | 321.887 | 1.78 | 0.86 | 0.92 | -0.76 | -1.83 | ||
| 7<=YR | 447.526 | -17.32 | -18.95 | 1.63 | -16.14 | -13.69 | ||
| 7YR-11YR*2 | 173.858 | -7.40 | -8.78 | 1.38 | -9.31 | -7.34 | ||
| 11YR-*2 | 182.002 | -24.04 | -25.84 | 1.80 | -20.73 | -17.78 | ||
| Municipals | 361.117 | -2.72 | -3.61 | 0.89 | -4.75 | -5.00 | ||
| Govt.Grntd | 330.906 | -5.84 | -6.93 | 1.09 | -6.56 | -6.49 | ||
| Bank Dbntr | 269.759 | 2.44 | 1.61 | 0.83 | 1.01 | -0.06 | ||
| Corporates | 363.144 | -1.43 | -2.55 | 1.12 | -2.79 | -3.33 | ||
| Yen Dnm Frgn | 391.114 | 0.84 | -0.59 | 1.44 | 0.08 | -0.27 | ||
| MBS*3 | 104.290 | -10.68 | -11.58 | 0.90 | -7.44 | -15.05 | ||
| ABS*4 | 109.582 | 0.32 | -0.58 | 0.89 | -1.49 | -1.95 | ||
| Overall ex.MBS | 326.968 | -6.69 | -7.87 | 1.17 | -7.19 | -6.76 | ||
| 1<=YR<3 | 234.159 | 2.07 | 1.44 | 0.62 | 1.63 | 0.53 | ||
| 3<=YR<7 | 323.701 | 1.89 | 0.98 | 0.92 | -0.66 | -1.76 | ||
| 7<=YR | 442.610 | -16.77 | -18.39 | 1.62 | -15.82 | -13.46 | ||
| 7YR-11YR*2 | 175.404 | -7.33 | -8.72 | 1.39 | -9.29 | -7.36 | ||
| 11YR-*2 | 185.002 | -23.57 | -25.35 | 1.78 | -20.48 | -17.64 | ||
| Overall ex.ABS | 326.823 | -6.74 | -7.91 | 1.17 | -7.19 | -6.85 | ||
| 1<=YR<3 | 234.117 | 2.07 | 1.44 | 0.62 | 1.63 | 0.53 | ||
| 3<=YR<7 | 323.695 | 1.89 | 0.98 | 0.92 | -0.67 | -1.76 | ||
| 7<=YR | 441.152 | -16.64 | -18.24 | 1.60 | -15.63 | -13.49 | ||
| 7YR-11YR*2 | 175.412 | -7.33 | -8.72 | 1.39 | -9.28 | -7.35 | ||
| 11YR-*2 | 184.103 | -23.10 | -24.85 | 1.75 | -20.01 | -17.55 | ||
| Overall ex.MBS,ABS | 326.979 | -6.70 | -7.87 | 1.17 | -7.19 | -6.76 | ||
| 1<=YR<3 | 234.117 | 2.07 | 1.44 | 0.62 | 1.63 | 0.53 | ||
| 3<=YR<7 | 323.694 | 1.89 | 0.98 | 0.92 | -0.67 | -1.76 | ||
| 7<=YR | 442.601 | -16.77 | -18.39 | 1.62 | -15.82 | -13.46 | ||
| 7YR-11YR*2 | 175.398 | -7.33 | -8.72 | 1.39 | -9.29 | -7.36 | ||
| 11YR-*2 | 184.998 | -23.57 | -25.35 | 1.78 | -20.48 | -17.64 | ||
| Overall ex.JGB* | 158.446 | -2.80 | -3.81 | 1.01 | -4.04 | -4.94 | ||
| 1<=YR<3* | 134.558 | 2.48 | 1.79 | 0.69 | 1.88 | 0.72 | ||
| 3<=YR<7* | 161.389 | 2.45 | 1.56 | 0.89 | -0.22 | -1.42 | ||
| 7<=YR* | 198.542 | -11.62 | -12.99 | 1.37 | -11.92 | -12.10 | ||
| 7YR-11YR*2 | 181.167 | -6.83 | -8.27 | 1.44 | -9.12 | -7.42 | ||
| 11YR-*2 | 193.073 | -15.55 | -16.87 | 1.32 | -14.21 | -15.74 | ||
| 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 | 1184526 | 85.92 | 86.21 | 10.10 | 1.01 | 2.51 | 2.32 | 7.71 | 7.60 | 7.65 | 6 | |
| 1<=YR<3 | 234552 | 98.55 | 98.73 | 1.87 | 0.61 | 1.38 | 1.37 | 1.86 | 1.84 | 1.86 | 6 | |
| 3<=YR<7 | 330758 | 95.19 | 95.45 | 4.73 | 0.87 | 1.94 | 1.90 | 4.60 | 4.56 | 4.60 | 6 | |
| 7<=YR | 619216 | 76.19 | 76.53 | 16.09 | 1.24 | 3.45 | 3.06 | 12.64 | 12.44 | 12.52 | 7 | |
| 7YR-11YR | 215225 | 90.51 | 90.90 | 8.61 | 1.27 | 2.61 | 2.50 | 8.09 | 7.99 | 8.08 | 4 | |
| 11YR- | 403991 | 68.56 | 68.88 | 20.07 | 1.23 | 4.05 | 3.47 | 15.84 | 15.57 | 15.64 | 9 | |
| Government | 1012586 | 85.46 | 85.77 | 10.61 | 1.03 | 2.54 | 2.30 | 8.05 | 7.93 | 7.98 | 1 | |
| 1<=YR<3 | 190873 | 98.65 | 98.83 | 1.85 | 0.60 | 1.32 | 1.31 | 1.83 | 1.82 | 1.83 | 1 | |
| 3<=YR<7 | 274404 | 95.39 | 95.66 | 4.75 | 0.88 | 1.89 | 1.85 | 4.62 | 4.58 | 4.62 | 1 | |
| 7<=YR | 547309 | 75.88 | 76.25 | 16.61 | 1.26 | 3.50 | 3.04 | 13.01 | 12.80 | 12.87 | 1 | |
| 7YR-11YR | 186451 | 90.77 | 91.17 | 8.62 | 1.27 | 2.57 | 2.46 | 8.10 | 8.00 | 8.09 | 0 | |
| 11YR- | 360858 | 68.19 | 68.54 | 20.73 | 1.26 | 4.14 | 3.44 | 16.38 | 16.10 | 16.15 | 1 | |
| Municipals | 66249 | 89.30 | 89.49 | 6.98 | 0.79 | 2.32 | 2.26 | 6.06 | 5.98 | 6.03 | 19 | |
| Govt.Grntd | 14535 | 86.57 | 86.76 | 8.83 | 0.94 | 2.50 | 2.28 | 6.85 | 6.75 | 6.82 | 15 | |
| Bank Dbntr | 3026 | 96.68 | 96.87 | 3.18 | 0.80 | 1.90 | 1.86 | 3.08 | 3.05 | 3.08 | 32 | |
| Corporates | 70339 | 89.53 | 89.79 | 7.02 | 1.00 | 2.52 | 2.35 | 5.50 | 5.42 | 5.47 | 42 | |
| Yen Dnm Frgn | 3931 | 96.60 | 96.92 | 3.45 | 1.38 | 2.32 | 2.27 | 3.10 | 3.05 | 3.09 | 73 | |
| MBS | 13279 | 78.34 | 78.38 | 8.26 | 0.71 | 1.88 | 3.85 | 6.77 | 6.63 | 7.21 | 125 | |
| ABS | 581 | 90.51 | 90.70 | 5.29 | 0.80 | 2.63 | 2.49 | 4.72 | 4.65 | 4.71 | 66 | |
| Overall ex.MBS | 1171247 | 86.01 | 86.30 | 10.12 | 1.02 | 2.52 | 2.30 | 7.72 | 7.61 | 7.66 | 5 | |
| 1<=YR<3 | 234552 | 98.55 | 98.73 | 1.87 | 0.61 | 1.38 | 1.37 | 1.86 | 1.84 | 1.86 | 6 | |
| 3<=YR<7 | 330716 | 95.19 | 95.45 | 4.73 | 0.87 | 1.94 | 1.90 | 4.60 | 4.56 | 4.60 | 6 | |
| 7<=YR | 605979 | 76.14 | 76.49 | 16.26 | 1.25 | 3.49 | 3.05 | 12.77 | 12.57 | 12.64 | 4 | |
| 7YR-11YR | 215149 | 90.51 | 90.89 | 8.62 | 1.27 | 2.61 | 2.50 | 8.10 | 8.00 | 8.09 | 4 | |
| 11YR- | 390830 | 68.23 | 68.57 | 20.47 | 1.24 | 4.13 | 3.45 | 16.19 | 15.91 | 15.96 | 4 | |
| Overall ex.ABS | 1183945 | 85.92 | 86.21 | 10.10 | 1.01 | 2.51 | 2.32 | 7.71 | 7.60 | 7.66 | 6 | |
| 1<=YR<3 | 234394 | 98.55 | 98.73 | 1.87 | 0.61 | 1.38 | 1.37 | 1.86 | 1.84 | 1.86 | 6 | |
| 3<=YR<7 | 330469 | 95.19 | 95.45 | 4.73 | 0.87 | 1.94 | 1.90 | 4.60 | 4.56 | 4.60 | 6 | |
| 7<=YR | 619082 | 76.19 | 76.53 | 16.09 | 1.24 | 3.45 | 3.06 | 12.64 | 12.44 | 12.52 | 7 | |
| 7YR-11YR | 215131 | 90.51 | 90.90 | 8.61 | 1.27 | 2.61 | 2.50 | 8.09 | 7.99 | 8.08 | 4 | |
| 11YR- | 403951 | 68.56 | 68.88 | 20.07 | 1.23 | 4.05 | 3.47 | 15.84 | 15.57 | 15.64 | 9 | |
| Overall ex.MBS,ABS | 1170666 | 86.00 | 86.30 | 10.13 | 1.02 | 2.52 | 2.30 | 7.72 | 7.61 | 7.66 | 5 | |
| 1<=YR<3 | 234394 | 98.55 | 98.73 | 1.87 | 0.61 | 1.38 | 1.37 | 1.86 | 1.84 | 1.86 | 6 | |
| 3<=YR<7 | 330427 | 95.19 | 95.45 | 4.73 | 0.87 | 1.94 | 1.90 | 4.60 | 4.56 | 4.60 | 6 | |
| 7<=YR | 605845 | 76.14 | 76.49 | 16.26 | 1.25 | 3.49 | 3.05 | 12.77 | 12.57 | 12.64 | 4 | |
| 7YR-11YR | 215055 | 90.51 | 90.90 | 8.61 | 1.27 | 2.61 | 2.50 | 8.10 | 7.99 | 8.09 | 4 | |
| 11YR- | 390790 | 68.23 | 68.57 | 20.47 | 1.24 | 4.13 | 3.45 | 16.19 | 15.91 | 15.96 | 4 | |
| Overall ex.JGB | 171940 | 88.62 | 88.83 | 7.10 | 0.90 | 2.38 | 2.40 | 5.80 | 5.72 | 5.81 | 37 | |
| 1<=YR<3 | 43679 | 98.11 | 98.29 | 1.98 | 0.67 | 1.64 | 1.62 | 1.96 | 1.95 | 1.96 | 29 | |
| 3<=YR<7 | 56354 | 94.20 | 94.41 | 4.63 | 0.84 | 2.18 | 2.12 | 4.51 | 4.46 | 4.51 | 30 | |
| 7<=YR | 71907 | 78.48 | 78.70 | 12.14 | 1.08 | 3.13 | 3.26 | 9.94 | 9.77 | 9.95 | 50 | |
| 7YR-11YR | 28774 | 88.80 | 89.11 | 8.57 | 1.28 | 2.90 | 2.75 | 8.04 | 7.93 | 8.03 | 31 | |
| 11YR- | 43133 | 71.59 | 71.76 | 14.53 | 0.95 | 3.32 | 3.68 | 11.51 | 11.30 | 11.55 | 67 | |
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