| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 356.576 | -8.28 | -24.05 | -24.87 | 0.83 | -10.54 | -6.38 | |
| 1<=YR<3 | 234.288 | 11.17 | 1.12 | 0.73 | 0.39 | -0.58 | -0.67 | |
| 3<=YR<7 | 334.720 | 23.90 | -5.51 | -6.15 | 0.64 | -3.44 | -2.59 | |
| 7<=YR | 517.425 | -34.56 | -44.98 | -46.10 | 1.12 | -18.39 | -10.72 | |
| 7YR-11YR*2 | 190.110 | 15.45 | -22.93 | -23.90 | 0.97 | -8.93 | -5.26 | |
| 11YR-*2 | 227.318 | -65.16 | -58.44 | -59.65 | 1.21 | -23.97 | -13.91 | |
| Government | 366.377 | -10.30 | -25.44 | -26.29 | 0.85 | -11.21 | -6.84 | |
| 1<=YR<3 | 220.888 | 11.13 | 1.10 | 0.72 | 0.38 | -0.64 | -0.73 | |
| 3<=YR<7 | 333.187 | 23.89 | -5.69 | -6.34 | 0.65 | -3.55 | -2.72 | |
| 7<=YR | 526.468 | -36.72 | -46.24 | -47.38 | 1.14 | -19.08 | -11.21 | |
| 7YR-11YR*2 | 188.428 | 16.04 | -22.95 | -23.93 | 0.98 | -9.06 | -5.43 | |
| 11YR-*2 | 225.644 | -68.79 | -60.36 | -61.60 | 1.24 | -24.94 | -14.57 | |
| Municipals | 384.575 | 9.16 | -16.50 | -17.12 | 0.62 | -6.82 | -4.03 | |
| Govt.Grntd | 358.791 | -6.85 | -21.97 | -22.72 | 0.75 | -9.29 | -5.30 | |
| Bank Dbntr | 272.317 | 14.72 | -0.54 | -0.80 | 0.26 | -1.54 | -1.26 | |
| Corporates | 380.682 | -2.88 | -15.39 | -16.14 | 0.75 | -6.38 | -3.36 | |
| Yen Dnm Frgn | 391.443 | 14.36 | -4.83 | -5.90 | 1.07 | -0.13 | 0.58 | |
| MBS*3 | 122.504 | 4.91 | -21.45 | -22.12 | 0.67 | -8.59 | -5.19 | |
| ABS*4 | 112.549 | 12.74 | -9.69 | -10.43 | 0.74 | -4.42 | -2.78 | |
| Overall ex.MBS | 356.454 | -8.45 | -24.08 | -24.91 | 0.83 | -10.56 | -6.40 | |
| 1<=YR<3 | 234.288 | 11.17 | 1.12 | 0.73 | 0.39 | -0.58 | -0.67 | |
| 3<=YR<7 | 334.720 | 23.90 | -5.51 | -6.15 | 0.64 | -3.44 | -2.59 | |
| 7<=YR | 519.102 | -35.54 | -45.57 | -46.70 | 1.13 | -18.63 | -10.86 | |
| 7YR-11YR*2 | 190.102 | 15.45 | -22.95 | -23.92 | 0.98 | -8.94 | -5.27 | |
| 11YR-*2 | 228.847 | -67.98 | -59.92 | -61.14 | 1.23 | -24.56 | -14.25 | |
| Overall ex.ABS | 356.600 | -8.29 | -24.05 | -24.88 | 0.83 | -10.54 | -6.38 | |
| 1<=YR<3 | 234.248 | 11.17 | 1.12 | 0.73 | 0.39 | -0.58 | -0.67 | |
| 3<=YR<7 | 334.716 | 23.90 | -5.51 | -6.15 | 0.64 | -3.44 | -2.59 | |
| 7<=YR | 517.422 | -34.56 | -44.98 | -46.10 | 1.12 | -18.40 | -10.72 | |
| 7YR-11YR*2 | 190.103 | 15.45 | -22.93 | -23.90 | 0.97 | -8.93 | -5.26 | |
| 11YR-*2 | 227.315 | -65.17 | -58.44 | -59.65 | 1.21 | -23.97 | -13.91 | |
| Overall ex.MBS,ABS | 356.477 | -8.46 | -24.09 | -24.92 | 0.83 | -10.56 | -6.40 | |
| 1<=YR<3 | 234.248 | 11.17 | 1.12 | 0.73 | 0.39 | -0.58 | -0.67 | |
| 3<=YR<7 | 334.716 | 23.90 | -5.51 | -6.15 | 0.64 | -3.44 | -2.59 | |
| 7<=YR | 519.100 | -35.55 | -45.57 | -46.70 | 1.13 | -18.64 | -10.86 | |
| 7YR-11YR*2 | 190.096 | 15.45 | -22.95 | -23.92 | 0.98 | -8.94 | -5.27 | |
| 11YR-*2 | 228.845 | -67.99 | -59.92 | -61.15 | 1.23 | -24.56 | -14.25 | |
| Overall ex.JGB* | 168.646 | 2.92 | -16.30 | -16.99 | 0.69 | -6.73 | -3.81 | |
| 1<=YR<3* | 134.180 | 11.36 | 1.20 | 0.79 | 0.41 | -0.30 | -0.36 | |
| 3<=YR<7* | 166.085 | 23.97 | -4.73 | -5.33 | 0.60 | -2.94 | -2.00 | |
| 7<=YR* | 227.797 | -19.43 | -36.16 | -37.09 | 0.93 | -13.49 | -7.24 | |
| 7YR-11YR*2 | 196.271 | 11.43 | -22.80 | -23.70 | 0.90 | -8.02 | -4.14 | |
| 11YR-*2 | 230.972 | -39.24 | -44.73 | -45.68 | 0.95 | -16.89 | -9.16 | |
| 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 | 1138233 | 95.38 | 95.53 | 10.26 | 0.79 | 1.03 | 1.00 | 8.71 | 8.65 | 8.66 | 4 | |
| 1<=YR<3 | 231360 | 100.07 | 100.14 | 2.01 | 0.39 | 0.34 | 0.34 | 2.00 | 2.00 | 2.00 | 5 | |
| 3<=YR<7 | 307047 | 100.15 | 100.26 | 4.86 | 0.65 | 0.62 | 0.62 | 4.78 | 4.77 | 4.78 | 5 | |
| 7<=YR | 599825 | 91.13 | 91.33 | 16.20 | 1.03 | 1.56 | 1.49 | 13.75 | 13.63 | 13.66 | 4 | |
| 7YR-11YR | 207976 | 99.98 | 100.15 | 8.78 | 0.98 | 1.00 | 1.00 | 8.40 | 8.36 | 8.40 | 3 | |
| 11YR- | 391850 | 86.43 | 86.65 | 20.13 | 1.05 | 1.91 | 1.79 | 17.03 | 16.87 | 16.89 | 4 | |
| Government | 965641 | 95.28 | 95.43 | 10.75 | 0.82 | 1.04 | 0.99 | 9.08 | 9.02 | 9.03 | 1 | |
| 1<=YR<3 | 190464 | 100.16 | 100.22 | 2.00 | 0.38 | 0.29 | 0.29 | 1.99 | 1.99 | 1.99 | 0 | |
| 3<=YR<7 | 249992 | 100.44 | 100.55 | 4.87 | 0.66 | 0.57 | 0.57 | 4.79 | 4.77 | 4.79 | 0 | |
| 7<=YR | 525186 | 91.06 | 91.26 | 16.73 | 1.05 | 1.58 | 1.49 | 14.16 | 14.04 | 14.07 | 1 | |
| 7YR-11YR | 180561 | 100.34 | 100.50 | 8.80 | 0.99 | 0.97 | 0.97 | 8.42 | 8.38 | 8.42 | 0 | |
| 11YR- | 344625 | 86.19 | 86.42 | 20.88 | 1.08 | 1.95 | 1.81 | 17.66 | 17.49 | 17.51 | 1 | |
| Municipals | 67059 | 96.60 | 96.74 | 7.42 | 0.60 | 0.89 | 0.90 | 6.82 | 6.78 | 6.79 | 10 | |
| Govt.Grntd | 14162 | 95.40 | 95.62 | 9.34 | 0.71 | 1.00 | 0.95 | 7.98 | 7.93 | 7.95 | 7 | |
| Bank Dbntr | 3443 | 98.61 | 98.66 | 3.17 | 0.26 | 0.67 | 0.66 | 3.12 | 3.11 | 3.12 | 26 | |
| Corporates | 69496 | 95.45 | 95.63 | 7.57 | 0.72 | 1.16 | 1.12 | 6.45 | 6.40 | 6.42 | 38 | |
| Yen Dnm Frgn | 3549 | 98.89 | 99.12 | 3.96 | 1.06 | 1.30 | 1.29 | 3.75 | 3.72 | 3.75 | 81 | |
| MBS | 14185 | 94.23 | 94.27 | 7.39 | 0.63 | 0.87 | 1.37 | 6.85 | 6.81 | 7.08 | 22 | |
| ABS | 697 | 95.48 | 95.64 | 5.66 | 0.71 | 1.32 | 1.28 | 5.22 | 5.18 | 5.22 | 66 | |
| Overall ex.MBS | 1124047 | 95.39 | 95.55 | 10.29 | 0.80 | 1.03 | 0.99 | 8.73 | 8.67 | 8.68 | 4 | |
| 1<=YR<3 | 231360 | 100.07 | 100.14 | 2.01 | 0.39 | 0.34 | 0.34 | 2.00 | 2.00 | 2.00 | 5 | |
| 3<=YR<7 | 307047 | 100.15 | 100.26 | 4.86 | 0.65 | 0.62 | 0.62 | 4.78 | 4.77 | 4.78 | 5 | |
| 7<=YR | 585640 | 91.05 | 91.26 | 16.41 | 1.04 | 1.58 | 1.49 | 13.92 | 13.81 | 13.83 | 3 | |
| 7YR-11YR | 207783 | 99.98 | 100.15 | 8.78 | 0.98 | 1.00 | 1.00 | 8.41 | 8.37 | 8.40 | 3 | |
| 11YR- | 377857 | 86.14 | 86.37 | 20.60 | 1.07 | 1.95 | 1.81 | 17.44 | 17.27 | 17.29 | 3 | |
| Overall ex.ABS | 1137535 | 95.38 | 95.53 | 10.26 | 0.79 | 1.03 | 1.00 | 8.71 | 8.65 | 8.67 | 4 | |
| 1<=YR<3 | 231133 | 100.07 | 100.14 | 2.01 | 0.39 | 0.34 | 0.34 | 2.00 | 2.00 | 2.00 | 5 | |
| 3<=YR<7 | 306762 | 100.15 | 100.27 | 4.86 | 0.65 | 0.61 | 0.61 | 4.78 | 4.77 | 4.78 | 5 | |
| 7<=YR | 599640 | 91.13 | 91.33 | 16.20 | 1.03 | 1.56 | 1.49 | 13.75 | 13.64 | 13.67 | 4 | |
| 7YR-11YR | 207874 | 99.98 | 100.15 | 8.78 | 0.98 | 1.00 | 1.00 | 8.40 | 8.36 | 8.40 | 3 | |
| 11YR- | 391766 | 86.43 | 86.65 | 20.13 | 1.05 | 1.91 | 1.79 | 17.03 | 16.87 | 16.90 | 4 | |
| Overall ex.MBS,ABS | 1123350 | 95.39 | 95.55 | 10.29 | 0.80 | 1.03 | 0.99 | 8.73 | 8.67 | 8.69 | 4 | |
| 1<=YR<3 | 231133 | 100.07 | 100.14 | 2.01 | 0.39 | 0.34 | 0.34 | 2.00 | 2.00 | 2.00 | 5 | |
| 3<=YR<7 | 306762 | 100.15 | 100.27 | 4.86 | 0.65 | 0.61 | 0.61 | 4.78 | 4.77 | 4.78 | 5 | |
| 7<=YR | 585455 | 91.05 | 91.26 | 16.41 | 1.04 | 1.58 | 1.49 | 13.92 | 13.81 | 13.83 | 3 | |
| 7YR-11YR | 207681 | 99.99 | 100.16 | 8.78 | 0.98 | 1.00 | 1.00 | 8.41 | 8.37 | 8.40 | 3 | |
| 11YR- | 377774 | 86.14 | 86.37 | 20.60 | 1.07 | 1.95 | 1.81 | 17.44 | 17.27 | 17.29 | 3 | |
| Overall ex.JGB | 172591 | 95.93 | 96.08 | 7.47 | 0.66 | 1.01 | 1.03 | 6.62 | 6.57 | 6.61 | 24 | |
| 1<=YR<3 | 40896 | 99.66 | 99.75 | 2.09 | 0.41 | 0.56 | 0.56 | 2.08 | 2.07 | 2.08 | 26 | |
| 3<=YR<7 | 57056 | 98.88 | 99.03 | 4.83 | 0.59 | 0.81 | 0.81 | 4.75 | 4.73 | 4.75 | 24 | |
| 7<=YR | 74639 | 91.63 | 91.82 | 12.45 | 0.86 | 1.45 | 1.50 | 10.87 | 10.78 | 10.85 | 23 | |
| 7YR-11YR | 27415 | 97.61 | 97.84 | 8.62 | 0.89 | 1.21 | 1.19 | 8.28 | 8.23 | 8.28 | 24 | |
| 11YR- | 47225 | 88.15 | 88.33 | 14.66 | 0.84 | 1.60 | 1.70 | 12.53 | 12.41 | 12.51 | 22 | |
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