| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | -------- LST.MTH -------- | LST.MAR | LST.YR | |||||
| VALUE | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
| Overall | 324.883 | -7.09 | -8.31 | 1.22 | -5.22 | -5.81 | ||
| 1<=YR<3 | 234.254 | -1.05 | -1.72 | 0.67 | 0.91 | 0.44 | ||
| 3<=YR<7 | 323.356 | -3.69 | -4.65 | 0.96 | -0.64 | -1.42 | ||
| 7<=YR | 435.745 | -12.37 | -14.05 | 1.68 | -11.14 | -11.49 | ||
| 7YR-11YR*2 | 174.521 | -7.17 | -8.64 | 1.46 | -6.00 | -6.03 | ||
| 11YR-*2 | 180.941 | -15.97 | -17.79 | 1.82 | -14.65 | -15.09 | ||
| Government | 332.254 | -7.36 | -8.61 | 1.25 | -5.57 | -6.09 | ||
| 1<=YR<3 | 220.678 | -1.07 | -1.72 | 0.66 | 0.86 | 0.40 | ||
| 3<=YR<7 | 321.500 | -3.77 | -4.73 | 0.96 | -0.72 | -1.49 | ||
| 7<=YR | 442.004 | -12.54 | -14.25 | 1.71 | -11.40 | -11.63 | ||
| 7YR-11YR*2 | 172.969 | -7.14 | -8.59 | 1.45 | -6.01 | -6.02 | ||
| 11YR-*2 | 178.877 | -16.19 | -18.07 | 1.88 | -14.99 | -15.25 | ||
| Municipals | 359.802 | -5.26 | -6.19 | 0.93 | -3.38 | -4.13 | ||
| Govt.Grntd | 329.284 | -6.38 | -7.54 | 1.16 | -4.63 | -5.39 | ||
| Bank Dbntr | 269.774 | -1.97 | -2.88 | 0.92 | 0.51 | -0.03 | ||
| Corporates | 362.258 | -4.42 | -5.61 | 1.19 | -2.08 | -2.76 | ||
| Yen Dnm Frgn | 390.699 | -2.84 | -4.37 | 1.53 | -0.28 | -0.37 | ||
| MBS*3 | 102.041 | -14.84 | -15.76 | 0.93 | -9.97 | -14.07 | ||
| ABS*4 | 109.490 | -3.19 | -4.11 | 0.92 | -0.97 | -1.51 | ||
| Overall ex.MBS | 325.091 | -7.01 | -8.23 | 1.23 | -5.17 | -5.72 | ||
| 1<=YR<3 | 234.254 | -1.05 | -1.72 | 0.67 | 0.91 | 0.44 | ||
| 3<=YR<7 | 323.354 | -3.69 | -4.65 | 0.96 | -0.64 | -1.42 | ||
| 7<=YR | 437.270 | -12.31 | -14.01 | 1.69 | -11.17 | -11.43 | ||
| 7YR-11YR*2 | 174.507 | -7.18 | -8.64 | 1.46 | -6.00 | -6.03 | ||
| 11YR-*2 | 181.854 | -16.01 | -17.87 | 1.86 | -14.83 | -15.13 | ||
| Overall ex.ABS | 324.892 | -7.09 | -8.31 | 1.22 | -5.23 | -5.81 | ||
| 1<=YR<3 | 234.212 | -1.05 | -1.72 | 0.67 | 0.91 | 0.44 | ||
| 3<=YR<7 | 323.348 | -3.69 | -4.65 | 0.96 | -0.64 | -1.42 | ||
| 7<=YR | 435.735 | -12.37 | -14.05 | 1.68 | -11.14 | -11.49 | ||
| 7YR-11YR*2 | 174.515 | -7.18 | -8.64 | 1.46 | -6.00 | -6.03 | ||
| 11YR-*2 | 180.937 | -15.97 | -17.79 | 1.82 | -14.65 | -15.09 | ||
| Overall ex.MBS,ABS | 325.101 | -7.01 | -8.23 | 1.23 | -5.18 | -5.72 | ||
| 1<=YR<3 | 234.212 | -1.05 | -1.72 | 0.67 | 0.91 | 0.44 | ||
| 3<=YR<7 | 323.347 | -3.69 | -4.65 | 0.96 | -0.64 | -1.42 | ||
| 7<=YR | 437.261 | -12.32 | -14.01 | 1.69 | -11.17 | -11.43 | ||
| 7YR-11YR*2 | 174.501 | -7.18 | -8.64 | 1.46 | -6.00 | -6.03 | ||
| 11YR-*2 | 181.850 | -16.01 | -17.87 | 1.86 | -14.83 | -15.13 | ||
| Overall ex.JGB* | 157.760 | -5.52 | -6.59 | 1.07 | -3.24 | -4.21 | ||
| 1<=YR<3* | 134.652 | -0.97 | -1.70 | 0.73 | 1.12 | 0.63 | ||
| 3<=YR<7* | 161.321 | -3.28 | -4.22 | 0.94 | -0.23 | -1.07 | ||
| 7<=YR* | 196.196 | -11.11 | -12.56 | 1.45 | -9.23 | -10.45 | ||
| 7YR-11YR*2 | 180.241 | -7.40 | -8.94 | 1.54 | -5.91 | -6.07 | ||
| 11YR-*2 | 189.716 | -14.21 | -15.58 | 1.37 | -11.96 | -13.87 | ||
| 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 | 1178661 | 85.15 | 85.42 | 10.12 | 1.05 | 2.68 | 2.46 | 7.67 | 7.55 | 7.61 | 6 | |
| 1<=YR<3 | 234671 | 98.30 | 98.46 | 1.93 | 0.66 | 1.53 | 1.52 | 1.92 | 1.90 | 1.92 | 6 | |
| 3<=YR<7 | 331143 | 94.68 | 94.90 | 4.80 | 0.91 | 2.09 | 2.04 | 4.66 | 4.61 | 4.66 | 5 | |
| 7<=YR | 612846 | 74.98 | 75.32 | 16.14 | 1.28 | 3.66 | 3.22 | 12.59 | 12.38 | 12.47 | 8 | |
| 7YR-11YR | 210457 | 89.81 | 90.14 | 8.65 | 1.33 | 2.78 | 2.64 | 8.11 | 8.00 | 8.10 | 5 | |
| 11YR- | 402389 | 67.22 | 67.56 | 20.05 | 1.25 | 4.27 | 3.63 | 15.72 | 15.44 | 15.52 | 10 | |
| Government | 1007765 | 84.67 | 84.95 | 10.63 | 1.07 | 2.70 | 2.44 | 8.00 | 7.88 | 7.93 | 1 | |
| 1<=YR<3 | 191058 | 98.40 | 98.56 | 1.91 | 0.65 | 1.47 | 1.46 | 1.90 | 1.88 | 1.90 | 0 | |
| 3<=YR<7 | 275207 | 94.85 | 95.07 | 4.82 | 0.91 | 2.04 | 1.99 | 4.69 | 4.64 | 4.68 | 0 | |
| 7<=YR | 541500 | 74.65 | 75.00 | 16.66 | 1.29 | 3.70 | 3.19 | 12.97 | 12.75 | 12.82 | 1 | |
| 7YR-11YR | 181866 | 90.03 | 90.36 | 8.66 | 1.32 | 2.74 | 2.60 | 8.12 | 8.01 | 8.11 | 1 | |
| 11YR- | 359634 | 66.87 | 67.23 | 20.71 | 1.28 | 4.36 | 3.59 | 16.26 | 15.97 | 16.03 | 1 | |
| Municipals | 66531 | 88.87 | 89.11 | 6.95 | 0.83 | 2.47 | 2.40 | 5.99 | 5.91 | 5.97 | 20 | |
| Govt.Grntd | 14106 | 85.60 | 85.77 | 9.00 | 0.99 | 2.68 | 2.43 | 6.94 | 6.84 | 6.91 | 14 | |
| Bank Dbntr | 3006 | 96.54 | 96.75 | 3.18 | 0.88 | 2.04 | 2.01 | 3.07 | 3.04 | 3.07 | 32 | |
| Corporates | 69590 | 89.04 | 89.28 | 7.05 | 1.06 | 2.68 | 2.50 | 5.50 | 5.42 | 5.47 | 42 | |
| Yen Dnm Frgn | 3929 | 96.28 | 96.62 | 3.44 | 1.48 | 2.54 | 2.49 | 3.07 | 3.03 | 3.07 | 80 | |
| MBS | 13177 | 76.34 | 76.39 | 8.26 | 0.71 | 2.05 | 4.26 | 6.67 | 6.52 | 7.12 | 152 | |
| ABS | 556 | 89.93 | 90.13 | 5.32 | 0.83 | 2.80 | 2.64 | 4.74 | 4.67 | 4.74 | 66 | |
| Overall ex.MBS | 1165483 | 85.25 | 85.53 | 10.14 | 1.05 | 2.68 | 2.44 | 7.68 | 7.56 | 7.61 | 5 | |
| 1<=YR<3 | 234671 | 98.30 | 98.46 | 1.93 | 0.66 | 1.53 | 1.52 | 1.92 | 1.90 | 1.92 | 6 | |
| 3<=YR<7 | 331091 | 94.67 | 94.90 | 4.80 | 0.91 | 2.09 | 2.04 | 4.66 | 4.61 | 4.66 | 5 | |
| 7<=YR | 599721 | 74.95 | 75.29 | 16.31 | 1.29 | 3.69 | 3.20 | 12.72 | 12.51 | 12.59 | 4 | |
| 7YR-11YR | 210396 | 89.80 | 90.14 | 8.65 | 1.33 | 2.78 | 2.64 | 8.11 | 8.00 | 8.10 | 5 | |
| 11YR- | 389325 | 66.92 | 67.27 | 20.44 | 1.27 | 4.35 | 3.61 | 16.06 | 15.77 | 15.83 | 4 | |
| Overall ex.ABS | 1178105 | 85.15 | 85.42 | 10.12 | 1.05 | 2.68 | 2.46 | 7.67 | 7.55 | 7.61 | 6 | |
| 1<=YR<3 | 234532 | 98.30 | 98.46 | 1.93 | 0.66 | 1.53 | 1.52 | 1.92 | 1.90 | 1.92 | 6 | |
| 3<=YR<7 | 330852 | 94.68 | 94.90 | 4.80 | 0.91 | 2.09 | 2.03 | 4.66 | 4.61 | 4.66 | 5 | |
| 7<=YR | 612721 | 74.97 | 75.32 | 16.14 | 1.28 | 3.66 | 3.22 | 12.59 | 12.38 | 12.47 | 8 | |
| 7YR-11YR | 210372 | 89.81 | 90.14 | 8.65 | 1.33 | 2.78 | 2.64 | 8.11 | 8.00 | 8.10 | 5 | |
| 11YR- | 402349 | 67.22 | 67.56 | 20.05 | 1.25 | 4.27 | 3.63 | 15.72 | 15.44 | 15.52 | 10 | |
| Overall ex.MBS,ABS | 1164927 | 85.25 | 85.52 | 10.15 | 1.05 | 2.68 | 2.44 | 7.68 | 7.56 | 7.62 | 5 | |
| 1<=YR<3 | 234532 | 98.30 | 98.46 | 1.93 | 0.66 | 1.53 | 1.52 | 1.92 | 1.90 | 1.92 | 6 | |
| 3<=YR<7 | 330800 | 94.68 | 94.90 | 4.80 | 0.91 | 2.09 | 2.03 | 4.66 | 4.61 | 4.66 | 5 | |
| 7<=YR | 599596 | 74.95 | 75.29 | 16.31 | 1.29 | 3.69 | 3.20 | 12.72 | 12.51 | 12.59 | 4 | |
| 7YR-11YR | 210311 | 89.81 | 90.14 | 8.65 | 1.33 | 2.78 | 2.64 | 8.11 | 8.00 | 8.10 | 5 | |
| 11YR- | 389285 | 66.92 | 67.27 | 20.44 | 1.27 | 4.35 | 3.61 | 16.07 | 15.78 | 15.83 | 4 | |
| Overall ex.JGB | 170895 | 88.01 | 88.23 | 7.11 | 0.94 | 2.54 | 2.56 | 5.78 | 5.69 | 5.78 | 39 | |
| 1<=YR<3 | 43613 | 97.86 | 98.03 | 2.03 | 0.71 | 1.79 | 1.78 | 2.01 | 1.99 | 2.01 | 29 | |
| 3<=YR<7 | 55936 | 93.81 | 94.03 | 4.67 | 0.88 | 2.32 | 2.26 | 4.54 | 4.49 | 4.54 | 30 | |
| 7<=YR | 71347 | 77.44 | 77.70 | 12.13 | 1.13 | 3.32 | 3.46 | 9.86 | 9.69 | 9.88 | 56 | |
| 7YR-11YR | 28592 | 88.36 | 88.73 | 8.61 | 1.37 | 3.06 | 2.91 | 8.04 | 7.92 | 8.03 | 32 | |
| 11YR- | 42755 | 70.14 | 70.33 | 14.49 | 0.97 | 3.53 | 3.93 | 11.40 | 11.18 | 11.44 | 77 | |
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