| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | -------- LST.MTH -------- | LST.MAR | LST.YR | |||||
| VALUE | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
| Overall | 326.850 | 0.13 | -1.08 | 1.21 | -4.62 | -5.62 | ||
| 1<=YR<3 | 234.463 | 1.48 | 0.82 | 0.66 | 1.58 | 0.70 | ||
| 3<=YR<7 | 324.372 | 2.36 | 1.42 | 0.95 | 0.40 | -1.04 | ||
| 7<=YR | 440.372 | -2.04 | -3.70 | 1.66 | -10.83 | -11.46 | ||
| 7YR-11YR*2 | 175.591 | 1.13 | -0.32 | 1.45 | -5.63 | -5.87 | ||
| 11YR-*2 | 183.429 | -4.20 | -6.01 | 1.81 | -14.40 | -15.15 | ||
| Government | 334.344 | 0.08 | -1.16 | 1.24 | -4.99 | -5.91 | ||
| 1<=YR<3 | 220.878 | 1.42 | 0.77 | 0.65 | 1.52 | 0.65 | ||
| 3<=YR<7 | 322.534 | 2.29 | 1.34 | 0.95 | 0.32 | -1.11 | ||
| 7<=YR | 446.764 | -1.94 | -3.64 | 1.70 | -11.13 | -11.60 | ||
| 7YR-11YR*2 | 174.024 | 1.09 | -0.35 | 1.44 | -5.66 | -5.87 | ||
| 11YR-*2 | 181.371 | -3.96 | -5.82 | 1.87 | -14.78 | -15.30 | ||
| Municipals | 361.416 | 0.94 | 0.03 | 0.91 | -2.75 | -3.95 | ||
| Govt.Grntd | 331.079 | 0.60 | -0.51 | 1.10 | -4.05 | -5.25 | ||
| Bank Dbntr | 270.225 | 1.97 | 1.10 | 0.88 | 1.35 | 0.30 | ||
| Corporates | 363.622 | 1.50 | 0.34 | 1.16 | -1.29 | -2.49 | ||
| Yen Dnm Frgn | 391.643 | 1.54 | 0.05 | 1.49 | 0.59 | 0.05 | ||
| MBS*3 | 103.343 | -10.36 | -11.24 | 0.88 | -8.42 | -14.12 | ||
| ABS*4 | 109.787 | 2.14 | 1.24 | 0.90 | -0.21 | -1.23 | ||
| Overall ex.MBS | 327.037 | 0.24 | -0.98 | 1.22 | -4.58 | -5.53 | ||
| 1<=YR<3 | 234.463 | 1.48 | 0.82 | 0.66 | 1.58 | 0.70 | ||
| 3<=YR<7 | 324.371 | 2.36 | 1.42 | 0.95 | 0.40 | -1.04 | ||
| 7<=YR | 441.892 | -1.85 | -3.53 | 1.68 | -10.89 | -11.40 | ||
| 7YR-11YR*2 | 175.577 | 1.13 | -0.32 | 1.45 | -5.63 | -5.87 | ||
| 11YR-*2 | 184.360 | -3.96 | -5.80 | 1.85 | -14.62 | -15.18 | ||
| Overall ex.ABS | 326.860 | 0.13 | -1.08 | 1.21 | -4.62 | -5.62 | ||
| 1<=YR<3 | 234.420 | 1.48 | 0.82 | 0.66 | 1.58 | 0.70 | ||
| 3<=YR<7 | 324.365 | 2.36 | 1.41 | 0.95 | 0.40 | -1.04 | ||
| 7<=YR | 440.363 | -2.04 | -3.70 | 1.66 | -10.84 | -11.46 | ||
| 7YR-11YR*2 | 175.585 | 1.13 | -0.32 | 1.45 | -5.63 | -5.87 | ||
| 11YR-*2 | 183.425 | -4.20 | -6.01 | 1.81 | -14.40 | -15.15 | ||
| Overall ex.MBS,ABS | 327.047 | 0.24 | -0.98 | 1.22 | -4.58 | -5.53 | ||
| 1<=YR<3 | 234.420 | 1.48 | 0.82 | 0.66 | 1.58 | 0.70 | ||
| 3<=YR<7 | 324.364 | 2.36 | 1.41 | 0.95 | 0.40 | -1.04 | ||
| 7<=YR | 441.883 | -1.85 | -3.53 | 1.68 | -10.89 | -11.40 | ||
| 7YR-11YR*2 | 175.571 | 1.13 | -0.32 | 1.45 | -5.63 | -5.87 | ||
| 11YR-*2 | 184.356 | -3.96 | -5.80 | 1.85 | -14.62 | -15.18 | ||
| Overall ex.JGB* | 158.503 | 0.41 | -0.63 | 1.04 | -2.47 | -4.00 | ||
| 1<=YR<3* | 134.763 | 1.74 | 1.03 | 0.71 | 1.84 | 0.90 | ||
| 3<=YR<7* | 161.771 | 2.70 | 1.79 | 0.91 | 0.81 | -0.70 | ||
| 7<=YR* | 198.064 | -2.74 | -4.15 | 1.41 | -8.67 | -10.43 | ||
| 7YR-11YR*2 | 181.381 | 1.35 | -0.15 | 1.50 | -5.44 | -5.88 | ||
| 11YR-*2 | 192.033 | -6.15 | -7.48 | 1.34 | -11.33 | -13.98 | ||
| 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 | 1171807 | 85.69 | 85.88 | 10.19 | 1.04 | 2.56 | 2.36 | 7.78 | 7.67 | 7.72 | 6 | |
| 1<=YR<3 | 234134 | 98.45 | 98.58 | 1.99 | 0.65 | 1.42 | 1.41 | 1.97 | 1.96 | 1.97 | 5 | |
| 3<=YR<7 | 328665 | 95.02 | 95.17 | 4.86 | 0.90 | 1.98 | 1.93 | 4.73 | 4.69 | 4.73 | 5 | |
| 7<=YR | 609008 | 75.74 | 75.98 | 16.21 | 1.26 | 3.53 | 3.12 | 12.74 | 12.53 | 12.62 | 8 | |
| 7YR-11YR | 207705 | 90.35 | 90.57 | 8.71 | 1.31 | 2.66 | 2.54 | 8.18 | 8.08 | 8.17 | 5 | |
| 11YR- | 401303 | 68.18 | 68.43 | 20.09 | 1.24 | 4.12 | 3.52 | 15.86 | 15.58 | 15.66 | 9 | |
| Government | 1000469 | 85.20 | 85.39 | 10.71 | 1.06 | 2.59 | 2.34 | 8.13 | 8.01 | 8.06 | 1 | |
| 1<=YR<3 | 190861 | 98.53 | 98.65 | 1.99 | 0.64 | 1.37 | 1.36 | 1.97 | 1.96 | 1.97 | 0 | |
| 3<=YR<7 | 272224 | 95.19 | 95.33 | 4.91 | 0.90 | 1.93 | 1.89 | 4.77 | 4.73 | 4.77 | 0 | |
| 7<=YR | 537384 | 75.41 | 75.65 | 16.75 | 1.28 | 3.57 | 3.09 | 13.13 | 12.92 | 12.99 | 1 | |
| 7YR-11YR | 178974 | 90.58 | 90.79 | 8.73 | 1.30 | 2.62 | 2.50 | 8.20 | 8.10 | 8.19 | 1 | |
| 11YR- | 358411 | 67.83 | 68.09 | 20.76 | 1.27 | 4.21 | 3.49 | 16.41 | 16.12 | 16.18 | 1 | |
| Municipals | 66188 | 89.28 | 89.47 | 6.99 | 0.81 | 2.35 | 2.29 | 6.05 | 5.97 | 6.03 | 19 | |
| Govt.Grntd | 14395 | 86.41 | 86.67 | 8.85 | 0.95 | 2.53 | 2.30 | 6.86 | 6.75 | 6.82 | 15 | |
| Bank Dbntr | 3001 | 96.76 | 96.93 | 3.20 | 0.85 | 1.92 | 1.89 | 3.09 | 3.06 | 3.09 | 32 | |
| Corporates | 69986 | 89.51 | 89.76 | 7.06 | 1.04 | 2.55 | 2.38 | 5.53 | 5.45 | 5.50 | 42 | |
| Yen Dnm Frgn | 3972 | 96.65 | 96.98 | 3.45 | 1.44 | 2.37 | 2.33 | 3.10 | 3.06 | 3.09 | 76 | |
| MBS | 13223 | 77.47 | 77.51 | 8.25 | 0.71 | 1.95 | 4.03 | 6.71 | 6.58 | 7.17 | 139 | |
| ABS | 574 | 90.51 | 90.70 | 5.25 | 0.81 | 2.65 | 2.50 | 4.68 | 4.62 | 4.68 | 66 | |
| Overall ex.MBS | 1158584 | 85.78 | 85.98 | 10.21 | 1.04 | 2.57 | 2.34 | 7.79 | 7.68 | 7.73 | 5 | |
| 1<=YR<3 | 234134 | 98.45 | 98.58 | 1.99 | 0.65 | 1.42 | 1.41 | 1.97 | 1.96 | 1.97 | 5 | |
| 3<=YR<7 | 328624 | 95.02 | 95.17 | 4.87 | 0.90 | 1.98 | 1.93 | 4.73 | 4.69 | 4.73 | 5 | |
| 7<=YR | 595827 | 75.71 | 75.95 | 16.39 | 1.28 | 3.56 | 3.10 | 12.87 | 12.67 | 12.74 | 5 | |
| 7YR-11YR | 207631 | 90.35 | 90.57 | 8.71 | 1.31 | 2.66 | 2.54 | 8.18 | 8.08 | 8.17 | 5 | |
| 11YR- | 388196 | 67.88 | 68.13 | 20.49 | 1.26 | 4.20 | 3.50 | 16.21 | 15.93 | 15.98 | 4 | |
| Overall ex.ABS | 1171233 | 85.69 | 85.88 | 10.19 | 1.04 | 2.56 | 2.36 | 7.78 | 7.67 | 7.73 | 6 | |
| 1<=YR<3 | 233981 | 98.45 | 98.58 | 1.99 | 0.65 | 1.42 | 1.41 | 1.97 | 1.96 | 1.97 | 5 | |
| 3<=YR<7 | 328376 | 95.02 | 95.18 | 4.87 | 0.90 | 1.97 | 1.93 | 4.73 | 4.69 | 4.73 | 5 | |
| 7<=YR | 608876 | 75.74 | 75.98 | 16.21 | 1.26 | 3.53 | 3.12 | 12.74 | 12.53 | 12.62 | 8 | |
| 7YR-11YR | 207613 | 90.35 | 90.58 | 8.71 | 1.31 | 2.66 | 2.54 | 8.18 | 8.08 | 8.17 | 5 | |
| 11YR- | 401263 | 68.18 | 68.43 | 20.09 | 1.24 | 4.12 | 3.52 | 15.86 | 15.58 | 15.66 | 9 | |
| Overall ex.MBS,ABS | 1158010 | 85.78 | 85.97 | 10.21 | 1.04 | 2.57 | 2.34 | 7.79 | 7.68 | 7.73 | 5 | |
| 1<=YR<3 | 233981 | 98.45 | 98.58 | 1.99 | 0.65 | 1.42 | 1.41 | 1.97 | 1.96 | 1.97 | 5 | |
| 3<=YR<7 | 328335 | 95.02 | 95.18 | 4.87 | 0.90 | 1.97 | 1.93 | 4.73 | 4.69 | 4.73 | 5 | |
| 7<=YR | 595695 | 75.71 | 75.95 | 16.39 | 1.28 | 3.56 | 3.10 | 12.88 | 12.67 | 12.74 | 5 | |
| 7YR-11YR | 207538 | 90.35 | 90.58 | 8.71 | 1.31 | 2.66 | 2.54 | 8.18 | 8.08 | 8.17 | 5 | |
| 11YR- | 388156 | 67.88 | 68.13 | 20.49 | 1.26 | 4.20 | 3.50 | 16.21 | 15.93 | 15.98 | 4 | |
| Overall ex.JGB | 171338 | 88.53 | 88.74 | 7.12 | 0.92 | 2.41 | 2.44 | 5.81 | 5.73 | 5.82 | 38 | |
| 1<=YR<3 | 43273 | 98.10 | 98.27 | 2.01 | 0.69 | 1.66 | 1.65 | 1.99 | 1.97 | 1.99 | 29 | |
| 3<=YR<7 | 56441 | 94.23 | 94.44 | 4.66 | 0.86 | 2.19 | 2.14 | 4.53 | 4.48 | 4.53 | 30 | |
| 7<=YR | 71624 | 78.25 | 78.49 | 12.15 | 1.11 | 3.18 | 3.32 | 9.92 | 9.75 | 9.93 | 53 | |
| 7YR-11YR | 28731 | 88.92 | 89.25 | 8.61 | 1.33 | 2.93 | 2.79 | 8.06 | 7.95 | 8.05 | 31 | |
| 11YR- | 42893 | 71.10 | 71.29 | 14.51 | 0.96 | 3.40 | 3.77 | 11.48 | 11.26 | 11.52 | 72 | |
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