| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | -------- LST.MTH -------- | LST.MAR | LST.YR | |||||
| VALUE | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
| Overall | 346.923 | -15.64 | -16.57 | 0.93 | -4.33 | -7.39 | ||
| 1<=YR<3 | 233.927 | -0.89 | -1.34 | 0.46 | 1.84 | 0.10 | ||
| 3<=YR<7 | 331.319 | -6.59 | -7.32 | 0.73 | 3.50 | -1.94 | ||
| 7<=YR | 492.922 | -27.19 | -28.44 | 1.25 | -11.47 | -13.53 | ||
| 7YR-11YR*2 | 187.097 | -16.09 | -17.17 | 1.09 | 2.49 | -5.40 | ||
| 11YR-*2 | 212.192 | -34.23 | -35.58 | 1.35 | -20.13 | -18.47 | ||
| Government | 355.872 | -16.50 | -17.46 | 0.95 | -5.05 | -7.84 | ||
| 1<=YR<3 | 220.490 | -0.93 | -1.37 | 0.45 | 1.80 | 0.08 | ||
| 3<=YR<7 | 329.749 | -6.68 | -7.42 | 0.74 | 3.51 | -1.94 | ||
| 7<=YR | 500.771 | -28.03 | -29.30 | 1.27 | -12.36 | -13.96 | ||
| 7YR-11YR*2 | 185.488 | -16.11 | -17.20 | 1.09 | 2.55 | -5.35 | ||
| 11YR-*2 | 210.112 | -35.52 | -36.91 | 1.39 | -21.51 | -19.14 | ||
| Municipals | 377.279 | -11.26 | -11.95 | 0.70 | 0.77 | -5.01 | ||
| Govt.Grntd | 349.650 | -13.73 | -14.61 | 0.88 | -2.79 | -6.94 | ||
| Bank Dbntr | 271.236 | -2.88 | -3.31 | 0.43 | 1.86 | -0.83 | ||
| Corporates | 374.703 | -9.71 | -10.57 | 0.86 | -0.76 | -4.29 | ||
| Yen Dnm Frgn | 393.425 | -3.13 | -4.30 | 1.17 | 3.14 | 0.43 | ||
| MBS*3 | 118.907 | -15.09 | -15.80 | 0.71 | -1.86 | -7.48 | ||
| ABS*4 | 111.924 | -7.50 | -8.32 | 0.81 | 2.66 | -2.23 | ||
| Overall ex.MBS | 346.815 | -15.64 | -16.57 | 0.93 | -4.36 | -7.38 | ||
| 1<=YR<3 | 233.927 | -0.89 | -1.34 | 0.46 | 1.84 | 0.10 | ||
| 3<=YR<7 | 331.319 | -6.59 | -7.32 | 0.73 | 3.50 | -1.94 | ||
| 7<=YR | 494.301 | -27.48 | -28.74 | 1.26 | -11.70 | -13.68 | ||
| 7YR-11YR*2 | 187.088 | -16.10 | -17.18 | 1.09 | 2.49 | -5.41 | ||
| 11YR-*2 | 213.298 | -34.98 | -36.35 | 1.37 | -20.83 | -18.88 | ||
| Overall ex.ABS | 346.942 | -15.64 | -16.57 | 0.93 | -4.33 | -7.39 | ||
| 1<=YR<3 | 233.886 | -0.89 | -1.35 | 0.46 | 1.84 | 0.10 | ||
| 3<=YR<7 | 331.313 | -6.59 | -7.32 | 0.73 | 3.50 | -1.94 | ||
| 7<=YR | 492.916 | -27.19 | -28.44 | 1.25 | -11.48 | -13.54 | ||
| 7YR-11YR*2 | 187.090 | -16.09 | -17.17 | 1.09 | 2.49 | -5.40 | ||
| 11YR-*2 | 212.188 | -34.24 | -35.58 | 1.35 | -20.13 | -18.47 | ||
| Overall ex.MBS,ABS | 346.833 | -15.65 | -16.58 | 0.93 | -4.36 | -7.39 | ||
| 1<=YR<3 | 233.886 | -0.89 | -1.35 | 0.46 | 1.84 | 0.10 | ||
| 3<=YR<7 | 331.313 | -6.59 | -7.32 | 0.73 | 3.50 | -1.94 | ||
| 7<=YR | 494.296 | -27.48 | -28.74 | 1.26 | -11.71 | -13.68 | ||
| 7YR-11YR*2 | 187.081 | -16.10 | -17.18 | 1.09 | 2.49 | -5.41 | ||
| 11YR-*2 | 213.294 | -34.98 | -36.35 | 1.37 | -20.83 | -18.88 | ||
| Overall ex.JGB* | 165.605 | -10.74 | -11.53 | 0.79 | -0.26 | -4.84 | ||
| 1<=YR<3* | 134.134 | -0.71 | -1.21 | 0.50 | 2.01 | 0.18 | ||
| 3<=YR<7* | 164.513 | -6.21 | -6.88 | 0.67 | 3.46 | -1.93 | ||
| 7<=YR* | 219.460 | -21.06 | -22.12 | 1.07 | -4.99 | -10.38 | ||
| 7YR-11YR*2 | 192.836 | -15.90 | -16.99 | 1.10 | 2.10 | -5.77 | ||
| 11YR-*2 | 219.641 | -24.55 | -25.59 | 1.05 | -9.68 | -13.39 | ||
| 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 | 1165983 | 92.10 | 92.35 | 10.18 | 0.87 | 1.50 | 1.43 | 8.30 | 8.22 | 8.24 | 5 | |
| 1<=YR<3 | 231792 | 99.40 | 99.54 | 1.88 | 0.46 | 0.77 | 0.77 | 1.87 | 1.86 | 1.87 | 6 | |
| 3<=YR<7 | 319360 | 98.52 | 98.73 | 4.73 | 0.72 | 1.04 | 1.03 | 4.64 | 4.61 | 4.64 | 6 | |
| 7<=YR | 614830 | 86.01 | 86.32 | 16.14 | 1.10 | 2.10 | 1.95 | 13.27 | 13.12 | 13.16 | 4 | |
| 7YR-11YR | 212259 | 97.62 | 97.96 | 8.63 | 1.08 | 1.39 | 1.38 | 8.21 | 8.16 | 8.21 | 4 | |
| 11YR- | 402571 | 79.89 | 80.18 | 20.10 | 1.11 | 2.56 | 2.32 | 16.52 | 16.32 | 16.35 | 5 | |
| Government | 992749 | 91.84 | 92.11 | 10.69 | 0.89 | 1.51 | 1.42 | 8.66 | 8.58 | 8.60 | 1 | |
| 1<=YR<3 | 190458 | 99.49 | 99.63 | 1.86 | 0.45 | 0.71 | 0.71 | 1.85 | 1.84 | 1.85 | 1 | |
| 3<=YR<7 | 260301 | 98.84 | 99.06 | 4.74 | 0.73 | 0.98 | 0.98 | 4.65 | 4.62 | 4.65 | 0 | |
| 7<=YR | 541989 | 85.80 | 86.12 | 16.65 | 1.12 | 2.13 | 1.95 | 13.64 | 13.50 | 13.52 | 1 | |
| 7YR-11YR | 185179 | 97.92 | 98.27 | 8.64 | 1.08 | 1.36 | 1.34 | 8.22 | 8.16 | 8.21 | 1 | |
| 11YR- | 356810 | 79.51 | 79.82 | 20.81 | 1.14 | 2.62 | 2.33 | 17.11 | 16.91 | 16.91 | 2 | |
| Municipals | 66320 | 94.13 | 94.29 | 7.21 | 0.66 | 1.37 | 1.36 | 6.51 | 6.45 | 6.48 | 16 | |
| Govt.Grntd | 14305 | 92.29 | 92.46 | 9.32 | 0.81 | 1.52 | 1.43 | 7.74 | 7.66 | 7.70 | 11 | |
| Bank Dbntr | 3250 | 97.84 | 97.94 | 3.11 | 0.42 | 1.15 | 1.14 | 3.05 | 3.03 | 3.04 | 32 | |
| Corporates | 70762 | 93.35 | 93.55 | 7.21 | 0.81 | 1.62 | 1.54 | 5.93 | 5.87 | 5.89 | 42 | |
| Yen Dnm Frgn | 4277 | 98.53 | 98.79 | 3.44 | 1.14 | 1.58 | 1.56 | 3.22 | 3.19 | 3.22 | 71 | |
| MBS | 13668 | 90.64 | 90.68 | 7.76 | 0.65 | 1.07 | 1.90 | 7.02 | 6.95 | 7.41 | 29 | |
| ABS | 651 | 94.01 | 94.21 | 5.64 | 0.76 | 1.75 | 1.69 | 5.17 | 5.12 | 5.16 | 65 | |
| Overall ex.MBS | 1152314 | 92.12 | 92.37 | 10.21 | 0.87 | 1.51 | 1.42 | 8.31 | 8.23 | 8.25 | 5 | |
| 1<=YR<3 | 231792 | 99.40 | 99.54 | 1.88 | 0.46 | 0.77 | 0.77 | 1.87 | 1.86 | 1.87 | 6 | |
| 3<=YR<7 | 319339 | 98.52 | 98.73 | 4.73 | 0.72 | 1.04 | 1.03 | 4.64 | 4.61 | 4.64 | 6 | |
| 7<=YR | 601184 | 85.91 | 86.22 | 16.33 | 1.11 | 2.13 | 1.95 | 13.42 | 13.27 | 13.30 | 4 | |
| 7YR-11YR | 212126 | 97.62 | 97.96 | 8.64 | 1.08 | 1.39 | 1.38 | 8.22 | 8.16 | 8.21 | 4 | |
| 11YR- | 389058 | 79.52 | 79.82 | 20.53 | 1.13 | 2.62 | 2.34 | 16.90 | 16.69 | 16.70 | 4 | |
| Overall ex.ABS | 1165332 | 92.10 | 92.35 | 10.18 | 0.87 | 1.50 | 1.43 | 8.30 | 8.22 | 8.24 | 5 | |
| 1<=YR<3 | 231614 | 99.41 | 99.54 | 1.88 | 0.46 | 0.77 | 0.77 | 1.87 | 1.86 | 1.87 | 6 | |
| 3<=YR<7 | 319043 | 98.52 | 98.73 | 4.73 | 0.72 | 1.04 | 1.03 | 4.64 | 4.61 | 4.63 | 6 | |
| 7<=YR | 614675 | 86.01 | 86.32 | 16.14 | 1.10 | 2.10 | 1.95 | 13.27 | 13.13 | 13.16 | 4 | |
| 7YR-11YR | 212162 | 97.63 | 97.96 | 8.63 | 1.08 | 1.39 | 1.38 | 8.21 | 8.16 | 8.21 | 4 | |
| 11YR- | 402514 | 79.89 | 80.18 | 20.10 | 1.11 | 2.56 | 2.32 | 16.52 | 16.33 | 16.35 | 5 | |
| Overall ex.MBS,ABS | 1151664 | 92.11 | 92.37 | 10.21 | 0.87 | 1.51 | 1.42 | 8.31 | 8.23 | 8.25 | 5 | |
| 1<=YR<3 | 231614 | 99.41 | 99.54 | 1.88 | 0.46 | 0.77 | 0.77 | 1.87 | 1.86 | 1.87 | 6 | |
| 3<=YR<7 | 319021 | 98.52 | 98.73 | 4.73 | 0.72 | 1.04 | 1.03 | 4.64 | 4.61 | 4.64 | 6 | |
| 7<=YR | 601029 | 85.91 | 86.22 | 16.33 | 1.11 | 2.13 | 1.95 | 13.42 | 13.27 | 13.30 | 4 | |
| 7YR-11YR | 212028 | 97.63 | 97.96 | 8.64 | 1.08 | 1.39 | 1.38 | 8.22 | 8.16 | 8.21 | 4 | |
| 11YR- | 389001 | 79.52 | 79.82 | 20.53 | 1.13 | 2.62 | 2.34 | 16.90 | 16.69 | 16.70 | 4 | |
| Overall ex.JGB | 173234 | 93.56 | 93.73 | 7.25 | 0.74 | 1.46 | 1.48 | 6.25 | 6.19 | 6.25 | 29 | |
| 1<=YR<3 | 41334 | 99.02 | 99.15 | 1.95 | 0.50 | 1.02 | 1.01 | 1.94 | 1.93 | 1.94 | 30 | |
| 3<=YR<7 | 59059 | 97.11 | 97.28 | 4.67 | 0.65 | 1.28 | 1.27 | 4.58 | 4.55 | 4.58 | 30 | |
| 7<=YR | 72841 | 87.58 | 87.79 | 12.36 | 0.95 | 1.90 | 1.98 | 10.52 | 10.40 | 10.53 | 28 | |
| 7YR-11YR | 27080 | 95.58 | 95.84 | 8.60 | 1.06 | 1.64 | 1.61 | 8.18 | 8.12 | 8.18 | 28 | |
| 11YR- | 45761 | 82.85 | 83.02 | 14.58 | 0.88 | 2.08 | 2.23 | 12.11 | 11.96 | 12.13 | 28 | |
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