| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | -------- LST.MTH -------- | LST.MAR | LST.YR | |||||
| VALUE | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
| Overall | 328.571 | -7.67 | -8.82 | 1.15 | -7.67 | -6.91 | ||
| 1<=YR<3 | 233.775 | 1.20 | 0.58 | 0.61 | 1.20 | 0.16 | ||
| 3<=YR<7 | 323.215 | -3.13 | -4.03 | 0.90 | -3.13 | -2.63 | ||
| 7<=YR | 447.070 | -14.86 | -16.43 | 1.57 | -14.86 | -12.91 | ||
| 7YR-11YR*2 | 176.445 | -11.24 | -12.59 | 1.36 | -11.24 | -7.40 | ||
| 11YR-*2 | 187.548 | -17.34 | -19.05 | 1.71 | -17.34 | -16.52 | ||
| Government | 336.304 | -8.10 | -9.28 | 1.18 | -8.10 | -7.17 | ||
| 1<=YR<3 | 220.258 | 1.17 | 0.57 | 0.60 | 1.17 | 0.13 | ||
| 3<=YR<7 | 321.432 | -3.20 | -4.11 | 0.91 | -3.20 | -2.69 | ||
| 7<=YR | 453.769 | -15.21 | -16.81 | 1.60 | -15.21 | -13.00 | ||
| 7YR-11YR*2 | 174.887 | -11.21 | -12.56 | 1.35 | -11.21 | -7.37 | ||
| 11YR-*2 | 185.546 | -17.87 | -19.64 | 1.77 | -17.87 | -16.59 | ||
| Municipals | 361.901 | -6.72 | -7.59 | 0.87 | -6.72 | -5.55 | ||
| Govt.Grntd | 332.448 | -7.30 | -8.35 | 1.05 | -7.30 | -6.67 | ||
| Bank Dbntr | 269.236 | -0.38 | -1.16 | 0.78 | -0.38 | -0.66 | ||
| Corporates | 363.557 | -4.12 | -5.22 | 1.10 | -4.12 | -3.79 | ||
| Yen Dnm Frgn | 390.853 | -0.67 | -2.07 | 1.41 | -0.67 | -0.54 | ||
| MBS*3 | 105.183 | -4.35 | -5.21 | 0.86 | -4.35 | -16.24 | ||
| ABS*4 | 109.554 | -3.23 | -4.11 | 0.88 | -3.23 | -2.49 | ||
| Overall ex.MBS | 328.716 | -7.71 | -8.86 | 1.15 | -7.71 | -6.81 | ||
| 1<=YR<3 | 233.775 | 1.20 | 0.58 | 0.61 | 1.20 | 0.16 | ||
| 3<=YR<7 | 323.214 | -3.13 | -4.03 | 0.90 | -3.13 | -2.63 | ||
| 7<=YR | 448.587 | -15.09 | -16.68 | 1.58 | -15.09 | -12.83 | ||
| 7YR-11YR*2 | 176.432 | -11.24 | -12.60 | 1.36 | -11.24 | -7.41 | ||
| 11YR-*2 | 188.532 | -17.83 | -19.57 | 1.74 | -17.83 | -16.53 | ||
| Overall ex.ABS | 328.582 | -7.68 | -8.83 | 1.15 | -7.68 | -6.91 | ||
| 1<=YR<3 | 233.733 | 1.20 | 0.58 | 0.61 | 1.20 | 0.16 | ||
| 3<=YR<7 | 323.208 | -3.13 | -4.03 | 0.90 | -3.13 | -2.63 | ||
| 7<=YR | 447.062 | -14.86 | -16.43 | 1.57 | -14.86 | -12.91 | ||
| 7YR-11YR*2 | 176.439 | -11.24 | -12.59 | 1.36 | -11.24 | -7.40 | ||
| 11YR-*2 | 187.544 | -17.34 | -19.05 | 1.71 | -17.34 | -16.52 | ||
| Overall ex.MBS,ABS | 328.728 | -7.71 | -8.86 | 1.15 | -7.71 | -6.81 | ||
| 1<=YR<3 | 233.733 | 1.20 | 0.58 | 0.61 | 1.20 | 0.16 | ||
| 3<=YR<7 | 323.207 | -3.13 | -4.03 | 0.90 | -3.13 | -2.63 | ||
| 7<=YR | 448.578 | -15.09 | -16.68 | 1.58 | -15.09 | -12.84 | ||
| 7YR-11YR*2 | 176.425 | -11.24 | -12.60 | 1.36 | -11.24 | -7.41 | ||
| 11YR-*2 | 188.528 | -17.83 | -19.57 | 1.74 | -17.83 | -16.53 | ||
| Overall ex.JGB* | 158.800 | -5.25 | -6.24 | 0.99 | -5.25 | -5.47 | ||
| 1<=YR<3* | 134.293 | 1.31 | 0.63 | 0.68 | 1.31 | 0.30 | ||
| 3<=YR<7* | 161.076 | -2.79 | -3.66 | 0.87 | -2.79 | -2.35 | ||
| 7<=YR* | 200.392 | -12.32 | -13.66 | 1.33 | -12.32 | -12.33 | ||
| 7YR-11YR*2 | 182.155 | -11.39 | -12.78 | 1.40 | -11.39 | -7.60 | ||
| 11YR-*2 | 195.488 | -13.08 | -14.36 | 1.28 | -13.08 | -15.98 | ||
| 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 | 1176544 | 86.38 | 86.61 | 10.17 | 1.00 | 2.46 | 2.28 | 7.84 | 7.73 | 7.79 | 6 | |
| 1<=YR<3 | 234034 | 98.44 | 98.59 | 1.93 | 0.60 | 1.40 | 1.39 | 1.91 | 1.90 | 1.91 | 6 | |
| 3<=YR<7 | 327368 | 95.08 | 95.29 | 4.80 | 0.86 | 1.95 | 1.90 | 4.67 | 4.62 | 4.67 | 5 | |
| 7<=YR | 615142 | 77.17 | 77.43 | 16.17 | 1.23 | 3.31 | 2.95 | 12.80 | 12.60 | 12.68 | 7 | |
| 7YR-11YR | 212525 | 91.04 | 91.34 | 8.67 | 1.25 | 2.51 | 2.40 | 8.16 | 8.06 | 8.15 | 5 | |
| 11YR- | 402617 | 69.85 | 70.09 | 20.12 | 1.22 | 3.86 | 3.33 | 15.99 | 15.72 | 15.80 | 8 | |
| Government | 1004427 | 85.95 | 86.18 | 10.69 | 1.02 | 2.48 | 2.26 | 8.19 | 8.08 | 8.13 | 1 | |
| 1<=YR<3 | 190415 | 98.53 | 98.68 | 1.91 | 0.59 | 1.34 | 1.33 | 1.90 | 1.89 | 1.90 | 1 | |
| 3<=YR<7 | 271015 | 95.28 | 95.49 | 4.83 | 0.87 | 1.90 | 1.86 | 4.70 | 4.65 | 4.70 | 0 | |
| 7<=YR | 542996 | 76.89 | 77.15 | 16.70 | 1.25 | 3.35 | 2.93 | 13.18 | 12.98 | 13.04 | 1 | |
| 7YR-11YR | 183810 | 91.30 | 91.60 | 8.68 | 1.25 | 2.46 | 2.36 | 8.18 | 8.08 | 8.17 | 0 | |
| 11YR- | 359186 | 69.51 | 69.76 | 20.80 | 1.25 | 3.94 | 3.30 | 16.54 | 16.27 | 16.32 | 1 | |
| Municipals | 66210 | 89.57 | 89.72 | 7.02 | 0.78 | 2.28 | 2.23 | 6.12 | 6.04 | 6.09 | 20 | |
| Govt.Grntd | 14569 | 87.09 | 87.37 | 8.85 | 0.92 | 2.43 | 2.23 | 6.92 | 6.82 | 6.89 | 15 | |
| Bank Dbntr | 3001 | 96.51 | 96.69 | 3.18 | 0.75 | 1.90 | 1.87 | 3.08 | 3.04 | 3.08 | 32 | |
| Corporates | 70402 | 89.72 | 89.96 | 7.06 | 0.99 | 2.49 | 2.34 | 5.57 | 5.49 | 5.54 | 42 | |
| Yen Dnm Frgn | 4038 | 96.71 | 97.08 | 3.46 | 1.36 | 2.31 | 2.27 | 3.13 | 3.09 | 3.12 | 72 | |
| MBS | 13311 | 79.13 | 79.17 | 8.23 | 0.70 | 1.82 | 3.71 | 6.79 | 6.66 | 7.24 | 119 | |
| ABS | 587 | 90.63 | 90.83 | 5.32 | 0.80 | 2.62 | 2.48 | 4.77 | 4.70 | 4.76 | 66 | |
| Overall ex.MBS | 1163233 | 86.47 | 86.69 | 10.19 | 1.00 | 2.46 | 2.26 | 7.85 | 7.75 | 7.79 | 5 | |
| 1<=YR<3 | 234034 | 98.44 | 98.59 | 1.93 | 0.60 | 1.40 | 1.39 | 1.91 | 1.90 | 1.91 | 6 | |
| 3<=YR<7 | 327324 | 95.08 | 95.29 | 4.80 | 0.86 | 1.95 | 1.90 | 4.67 | 4.62 | 4.67 | 5 | |
| 7<=YR | 601875 | 77.13 | 77.39 | 16.34 | 1.24 | 3.34 | 2.93 | 12.93 | 12.73 | 12.80 | 4 | |
| 7YR-11YR | 212448 | 91.04 | 91.34 | 8.67 | 1.25 | 2.51 | 2.40 | 8.16 | 8.07 | 8.15 | 5 | |
| 11YR- | 389427 | 69.54 | 69.79 | 20.52 | 1.24 | 3.93 | 3.32 | 16.34 | 16.06 | 16.12 | 4 | |
| Overall ex.ABS | 1175957 | 86.38 | 86.61 | 10.17 | 1.00 | 2.46 | 2.28 | 7.85 | 7.74 | 7.79 | 6 | |
| 1<=YR<3 | 233870 | 98.44 | 98.59 | 1.93 | 0.60 | 1.40 | 1.39 | 1.91 | 1.90 | 1.91 | 6 | |
| 3<=YR<7 | 327079 | 95.08 | 95.29 | 4.80 | 0.86 | 1.95 | 1.90 | 4.67 | 4.62 | 4.67 | 5 | |
| 7<=YR | 615008 | 77.17 | 77.43 | 16.17 | 1.23 | 3.31 | 2.95 | 12.80 | 12.60 | 12.68 | 7 | |
| 7YR-11YR | 212436 | 91.04 | 91.34 | 8.67 | 1.25 | 2.51 | 2.40 | 8.16 | 8.06 | 8.15 | 4 | |
| 11YR- | 402572 | 69.85 | 70.09 | 20.12 | 1.22 | 3.86 | 3.33 | 15.99 | 15.72 | 15.80 | 8 | |
| Overall ex.MBS,ABS | 1162646 | 86.47 | 86.69 | 10.19 | 1.01 | 2.46 | 2.26 | 7.86 | 7.75 | 7.80 | 5 | |
| 1<=YR<3 | 233870 | 98.44 | 98.59 | 1.93 | 0.60 | 1.40 | 1.39 | 1.91 | 1.90 | 1.91 | 6 | |
| 3<=YR<7 | 327035 | 95.08 | 95.29 | 4.80 | 0.86 | 1.95 | 1.90 | 4.67 | 4.62 | 4.67 | 5 | |
| 7<=YR | 601741 | 77.13 | 77.39 | 16.34 | 1.24 | 3.34 | 2.93 | 12.93 | 12.73 | 12.80 | 4 | |
| 7YR-11YR | 212359 | 91.04 | 91.34 | 8.67 | 1.25 | 2.51 | 2.40 | 8.16 | 8.07 | 8.15 | 4 | |
| 11YR- | 389382 | 69.54 | 69.79 | 20.52 | 1.24 | 3.93 | 3.32 | 16.34 | 16.06 | 16.12 | 4 | |
| Overall ex.JGB | 172118 | 88.91 | 89.10 | 7.13 | 0.89 | 2.34 | 2.37 | 5.86 | 5.78 | 5.87 | 37 | |
| 1<=YR<3 | 43618 | 98.04 | 98.20 | 2.00 | 0.66 | 1.65 | 1.64 | 1.98 | 1.97 | 1.98 | 29 | |
| 3<=YR<7 | 56353 | 94.12 | 94.31 | 4.64 | 0.82 | 2.19 | 2.13 | 4.53 | 4.48 | 4.52 | 30 | |
| 7<=YR | 72147 | 79.31 | 79.54 | 12.17 | 1.07 | 3.01 | 3.15 | 10.00 | 9.84 | 10.02 | 50 | |
| 7YR-11YR | 28715 | 89.38 | 89.67 | 8.58 | 1.26 | 2.78 | 2.66 | 8.06 | 7.96 | 8.05 | 31 | |
| 11YR- | 43431 | 72.64 | 72.84 | 14.54 | 0.95 | 3.19 | 3.54 | 11.58 | 11.37 | 11.63 | 65 | |
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