| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | -------- LST.MTH -------- | LST.MAR | LST.YR | |||||
| VALUE | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
| Overall | 344.138 | -3.90 | -4.88 | 0.98 | -3.65 | -5.78 | ||
| 1<=YR<3 | 233.981 | -0.38 | -0.87 | 0.49 | 0.79 | 0.10 | ||
| 3<=YR<7 | 330.338 | -2.35 | -3.11 | 0.76 | 0.67 | -1.65 | ||
| 7<=YR | 485.714 | -6.37 | -7.69 | 1.33 | -8.03 | -10.53 | ||
| 7YR-11YR*2 | 186.184 | -4.06 | -5.20 | 1.15 | -0.19 | -4.09 | ||
| 11YR-*2 | 207.762 | -7.88 | -9.33 | 1.44 | -12.88 | -14.43 | ||
| Government | 352.788 | -4.15 | -5.15 | 1.00 | -4.08 | -6.15 | ||
| 1<=YR<3 | 220.511 | -0.45 | -0.93 | 0.48 | 0.74 | 0.07 | ||
| 3<=YR<7 | 328.711 | -2.47 | -3.24 | 0.77 | 0.63 | -1.68 | ||
| 7<=YR | 493.125 | -6.60 | -7.95 | 1.35 | -8.53 | -10.88 | ||
| 7YR-11YR*2 | 184.561 | -4.20 | -5.34 | 1.14 | -0.20 | -4.08 | ||
| 11YR-*2 | 205.537 | -8.15 | -9.64 | 1.49 | -13.62 | -14.97 | ||
| Municipals | 375.810 | -2.07 | -2.81 | 0.74 | -0.64 | -3.70 | ||
| Govt.Grntd | 346.956 | -3.87 | -4.78 | 0.91 | -2.96 | -5.46 | ||
| Bank Dbntr | 271.197 | -1.04 | -1.55 | 0.51 | 0.71 | -0.54 | ||
| Corporates | 373.380 | -2.12 | -3.04 | 0.92 | -1.15 | -3.20 | ||
| Yen Dnm Frgn | 393.078 | -0.82 | -2.02 | 1.20 | 1.03 | 0.14 | ||
| MBS*3 | 117.657 | -5.99 | -6.69 | 0.70 | -3.27 | -6.20 | ||
| ABS*4 | 111.779 | -1.50 | -2.32 | 0.83 | 0.74 | -1.58 | ||
| Overall ex.MBS | 344.041 | -3.87 | -4.85 | 0.98 | -3.65 | -5.78 | ||
| 1<=YR<3 | 233.981 | -0.38 | -0.87 | 0.49 | 0.79 | 0.10 | ||
| 3<=YR<7 | 330.338 | -2.35 | -3.11 | 0.76 | 0.67 | -1.65 | ||
| 7<=YR | 487.026 | -6.38 | -7.72 | 1.34 | -8.14 | -10.63 | ||
| 7YR-11YR*2 | 186.175 | -4.06 | -5.21 | 1.15 | -0.19 | -4.09 | ||
| 11YR-*2 | 208.761 | -7.95 | -9.43 | 1.47 | -13.24 | -14.74 | ||
| Overall ex.ABS | 344.155 | -3.90 | -4.88 | 0.98 | -3.65 | -5.78 | ||
| 1<=YR<3 | 233.939 | -0.38 | -0.87 | 0.49 | 0.79 | 0.10 | ||
| 3<=YR<7 | 330.332 | -2.35 | -3.11 | 0.76 | 0.67 | -1.65 | ||
| 7<=YR | 485.707 | -6.37 | -7.69 | 1.33 | -8.03 | -10.53 | ||
| 7YR-11YR*2 | 186.177 | -4.06 | -5.20 | 1.15 | -0.19 | -4.09 | ||
| 11YR-*2 | 207.759 | -7.88 | -9.33 | 1.44 | -12.88 | -14.43 | ||
| Overall ex.MBS,ABS | 344.058 | -3.87 | -4.86 | 0.98 | -3.65 | -5.78 | ||
| 1<=YR<3 | 233.939 | -0.38 | -0.87 | 0.49 | 0.79 | 0.10 | ||
| 3<=YR<7 | 330.332 | -2.35 | -3.11 | 0.76 | 0.67 | -1.65 | ||
| 7<=YR | 487.019 | -6.38 | -7.72 | 1.34 | -8.14 | -10.63 | ||
| 7YR-11YR*2 | 186.168 | -4.06 | -5.21 | 1.15 | -0.19 | -4.09 | ||
| 11YR-*2 | 208.757 | -7.95 | -9.43 | 1.47 | -13.24 | -14.74 | ||
| Overall ex.JGB* | 164.875 | -2.48 | -3.31 | 0.83 | -1.17 | -3.67 | ||
| 1<=YR<3* | 134.249 | -0.05 | -0.59 | 0.54 | 1.01 | 0.24 | ||
| 3<=YR<7* | 164.167 | -1.79 | -2.51 | 0.72 | 0.86 | -1.52 | ||
| 7<=YR* | 217.292 | -4.69 | -5.82 | 1.13 | -4.35 | -7.90 | ||
| 7YR-11YR*2 | 192.056 | -3.09 | -4.27 | 1.18 | -0.14 | -4.20 | ||
| 11YR-*2 | 216.574 | -5.84 | -6.93 | 1.09 | -7.17 | -10.34 | ||
| 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 | 1172214 | 91.14 | 91.43 | 10.18 | 0.90 | 1.65 | 1.56 | 8.18 | 8.10 | 8.12 | 5 | |
| 1<=YR<3 | 233359 | 99.24 | 99.39 | 1.88 | 0.49 | 0.89 | 0.88 | 1.86 | 1.86 | 1.86 | 5 | |
| 3<=YR<7 | 320894 | 97.97 | 98.20 | 4.73 | 0.75 | 1.18 | 1.17 | 4.63 | 4.60 | 4.63 | 5 | |
| 7<=YR | 617960 | 84.54 | 84.92 | 16.14 | 1.13 | 2.28 | 2.10 | 13.10 | 12.95 | 12.98 | 5 | |
| 7YR-11YR | 214159 | 96.81 | 97.15 | 8.63 | 1.12 | 1.54 | 1.51 | 8.20 | 8.14 | 8.19 | 4 | |
| 11YR- | 403801 | 78.03 | 78.43 | 20.12 | 1.14 | 2.77 | 2.48 | 16.32 | 16.11 | 16.12 | 5 | |
| Government | 998934 | 90.83 | 91.14 | 10.69 | 0.92 | 1.67 | 1.55 | 8.54 | 8.45 | 8.46 | 1 | |
| 1<=YR<3 | 191162 | 99.33 | 99.47 | 1.86 | 0.48 | 0.83 | 0.83 | 1.85 | 1.84 | 1.85 | 0 | |
| 3<=YR<7 | 262457 | 98.26 | 98.50 | 4.75 | 0.76 | 1.13 | 1.12 | 4.64 | 4.62 | 4.64 | 0 | |
| 7<=YR | 545315 | 84.27 | 84.67 | 16.64 | 1.15 | 2.31 | 2.09 | 13.47 | 13.31 | 13.33 | 1 | |
| 7YR-11YR | 186422 | 97.09 | 97.45 | 8.63 | 1.12 | 1.50 | 1.48 | 8.20 | 8.14 | 8.19 | 1 | |
| 11YR- | 358892 | 77.61 | 78.04 | 20.81 | 1.17 | 2.84 | 2.50 | 16.89 | 16.67 | 16.66 | 2 | |
| Municipals | 66631 | 93.61 | 93.79 | 7.16 | 0.69 | 1.49 | 1.48 | 6.42 | 6.37 | 6.40 | 15 | |
| Govt.Grntd | 14464 | 91.46 | 91.63 | 9.12 | 0.83 | 1.65 | 1.55 | 7.48 | 7.40 | 7.44 | 12 | |
| Bank Dbntr | 3157 | 97.70 | 97.82 | 3.10 | 0.50 | 1.28 | 1.26 | 3.04 | 3.02 | 3.04 | 31 | |
| Corporates | 70755 | 92.82 | 93.03 | 7.18 | 0.86 | 1.76 | 1.67 | 5.85 | 5.79 | 5.82 | 42 | |
| Yen Dnm Frgn | 4146 | 98.13 | 98.43 | 3.38 | 1.17 | 1.73 | 1.71 | 3.14 | 3.11 | 3.14 | 73 | |
| MBS | 13486 | 89.39 | 89.43 | 7.87 | 0.65 | 1.14 | 2.07 | 7.06 | 6.98 | 7.47 | 33 | |
| ABS | 641 | 93.61 | 93.80 | 5.52 | 0.77 | 1.88 | 1.81 | 5.05 | 5.00 | 5.04 | 65 | |
| Overall ex.MBS | 1158728 | 91.16 | 91.46 | 10.20 | 0.90 | 1.66 | 1.56 | 8.19 | 8.11 | 8.13 | 5 | |
| 1<=YR<3 | 233359 | 99.24 | 99.39 | 1.88 | 0.49 | 0.89 | 0.88 | 1.86 | 1.86 | 1.86 | 5 | |
| 3<=YR<7 | 320874 | 97.97 | 98.20 | 4.73 | 0.75 | 1.18 | 1.17 | 4.63 | 4.60 | 4.63 | 5 | |
| 7<=YR | 604495 | 84.43 | 84.82 | 16.32 | 1.14 | 2.30 | 2.10 | 13.24 | 13.09 | 13.11 | 4 | |
| 7YR-11YR | 214033 | 96.81 | 97.15 | 8.63 | 1.12 | 1.54 | 1.51 | 8.20 | 8.14 | 8.20 | 4 | |
| 11YR- | 390462 | 77.65 | 78.06 | 20.53 | 1.16 | 2.83 | 2.50 | 16.68 | 16.47 | 16.46 | 4 | |
| Overall ex.ABS | 1171573 | 91.14 | 91.43 | 10.18 | 0.90 | 1.65 | 1.56 | 8.18 | 8.10 | 8.12 | 5 | |
| 1<=YR<3 | 233164 | 99.24 | 99.39 | 1.88 | 0.49 | 0.89 | 0.88 | 1.86 | 1.86 | 1.86 | 5 | |
| 3<=YR<7 | 320599 | 97.97 | 98.20 | 4.73 | 0.75 | 1.18 | 1.17 | 4.63 | 4.60 | 4.63 | 5 | |
| 7<=YR | 617810 | 84.54 | 84.92 | 16.14 | 1.13 | 2.28 | 2.10 | 13.10 | 12.95 | 12.98 | 5 | |
| 7YR-11YR | 214065 | 96.81 | 97.15 | 8.63 | 1.12 | 1.54 | 1.51 | 8.20 | 8.14 | 8.19 | 4 | |
| 11YR- | 403746 | 78.03 | 78.43 | 20.12 | 1.14 | 2.77 | 2.48 | 16.32 | 16.11 | 16.13 | 5 | |
| Overall ex.MBS,ABS | 1158087 | 91.16 | 91.46 | 10.20 | 0.90 | 1.66 | 1.56 | 8.19 | 8.11 | 8.13 | 5 | |
| 1<=YR<3 | 233164 | 99.24 | 99.39 | 1.88 | 0.49 | 0.89 | 0.88 | 1.86 | 1.86 | 1.86 | 5 | |
| 3<=YR<7 | 320578 | 97.97 | 98.20 | 4.73 | 0.75 | 1.18 | 1.17 | 4.63 | 4.60 | 4.63 | 5 | |
| 7<=YR | 604345 | 84.43 | 84.82 | 16.32 | 1.14 | 2.30 | 2.10 | 13.24 | 13.09 | 13.11 | 4 | |
| 7YR-11YR | 213939 | 96.81 | 97.15 | 8.63 | 1.12 | 1.54 | 1.51 | 8.20 | 8.14 | 8.20 | 4 | |
| 11YR- | 390406 | 77.65 | 78.06 | 20.53 | 1.16 | 2.83 | 2.50 | 16.68 | 16.47 | 16.46 | 4 | |
| Overall ex.JGB | 173280 | 92.96 | 93.14 | 7.22 | 0.77 | 1.59 | 1.61 | 6.17 | 6.11 | 6.17 | 29 | |
| 1<=YR<3 | 42197 | 98.86 | 98.99 | 1.96 | 0.53 | 1.13 | 1.13 | 1.95 | 1.94 | 1.95 | 28 | |
| 3<=YR<7 | 58437 | 96.68 | 96.85 | 4.67 | 0.69 | 1.42 | 1.40 | 4.57 | 4.54 | 4.57 | 29 | |
| 7<=YR | 72646 | 86.55 | 86.77 | 12.32 | 0.98 | 2.04 | 2.12 | 10.40 | 10.29 | 10.41 | 30 | |
| 7YR-11YR | 27737 | 94.88 | 95.15 | 8.63 | 1.11 | 1.79 | 1.76 | 8.19 | 8.12 | 8.19 | 28 | |
| 11YR- | 44909 | 81.40 | 81.59 | 14.60 | 0.90 | 2.23 | 2.39 | 12.00 | 11.84 | 12.02 | 30 | |
Back to NOMURA-BPI Home Page