| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 362.077 | -9.16 | -17.19 | -17.98 | 0.79 | -17.19 | -5.50 | |
| 1<=YR<3 | 234.263 | 0.70 | -2.21 | -2.59 | 0.38 | -2.21 | -1.09 | |
| 3<=YR<7 | 335.786 | -7.43 | -7.96 | -8.58 | 0.62 | -7.96 | -3.13 | |
| 7<=YR | 532.361 | -14.19 | -28.26 | -29.32 | 1.05 | -28.26 | -8.55 | |
| 7YR-11YR*2 | 192.278 | -13.92 | -16.70 | -17.63 | 0.93 | -16.70 | -4.91 | |
| 11YR-*2 | 236.316 | -14.34 | -35.07 | -36.20 | 1.13 | -35.07 | -10.68 | |
| Government | 372.453 | -9.23 | -18.12 | -18.93 | 0.82 | -18.12 | -5.89 | |
| 1<=YR<3 | 220.889 | 0.52 | -2.28 | -2.65 | 0.37 | -2.28 | -1.16 | |
| 3<=YR<7 | 334.308 | -7.52 | -8.11 | -8.74 | 0.63 | -8.11 | -3.29 | |
| 7<=YR | 542.314 | -13.90 | -29.21 | -30.29 | 1.08 | -29.21 | -9.00 | |
| 7YR-11YR*2 | 190.616 | -14.12 | -16.91 | -17.85 | 0.94 | -16.91 | -5.11 | |
| 11YR-*2 | 234.985 | -13.77 | -36.40 | -37.56 | 1.16 | -36.40 | -11.24 | |
| Municipals | 387.928 | -10.57 | -12.66 | -13.26 | 0.60 | -12.66 | -3.75 | |
| Govt.Grntd | 363.544 | -8.26 | -15.56 | -16.26 | 0.71 | -15.56 | -4.41 | |
| Bank Dbntr | 272.514 | -2.12 | -4.49 | -4.73 | 0.23 | -4.49 | -1.78 | |
| Corporates | 383.991 | -6.22 | -11.12 | -11.83 | 0.71 | -11.12 | -2.68 | |
| Yen Dnm Frgn | 390.829 | 6.96 | -2.59 | -3.69 | 1.11 | -2.59 | 0.43 | |
| MBS*3 | 124.028 | -19.16 | -14.11 | -14.74 | 0.63 | -14.11 | -4.47 | |
| ABS*4 | 113.099 | -8.14 | -9.18 | -9.90 | 0.72 | -9.18 | -2.91 | |
| Overall ex.MBS | 361.966 | -9.04 | -17.23 | -18.02 | 0.79 | -17.23 | -5.51 | |
| 1<=YR<3 | 234.263 | 0.70 | -2.21 | -2.59 | 0.38 | -2.21 | -1.09 | |
| 3<=YR<7 | 335.786 | -7.43 | -7.96 | -8.58 | 0.62 | -7.96 | -3.13 | |
| 7<=YR | 534.299 | -14.06 | -28.61 | -29.68 | 1.06 | -28.61 | -8.65 | |
| 7YR-11YR*2 | 192.272 | -13.94 | -16.71 | -17.64 | 0.93 | -16.71 | -4.91 | |
| 11YR-*2 | 238.155 | -14.14 | -35.89 | -37.03 | 1.15 | -35.89 | -10.92 | |
| Overall ex.ABS | 362.103 | -9.16 | -17.19 | -17.98 | 0.79 | -17.19 | -5.50 | |
| 1<=YR<3 | 234.223 | 0.70 | -2.21 | -2.59 | 0.38 | -2.21 | -1.09 | |
| 3<=YR<7 | 335.783 | -7.43 | -7.96 | -8.58 | 0.62 | -7.96 | -3.13 | |
| 7<=YR | 532.361 | -14.18 | -28.27 | -29.32 | 1.05 | -28.27 | -8.55 | |
| 7YR-11YR*2 | 192.271 | -13.93 | -16.70 | -17.63 | 0.93 | -16.70 | -4.91 | |
| 11YR-*2 | 236.314 | -14.34 | -35.07 | -36.20 | 1.13 | -35.07 | -10.68 | |
| Overall ex.MBS,ABS | 361.992 | -9.04 | -17.23 | -18.03 | 0.79 | -17.23 | -5.51 | |
| 1<=YR<3 | 234.223 | 0.70 | -2.21 | -2.59 | 0.38 | -2.21 | -1.09 | |
| 3<=YR<7 | 335.783 | -7.43 | -7.96 | -8.58 | 0.62 | -7.96 | -3.13 | |
| 7<=YR | 534.300 | -14.06 | -28.61 | -29.68 | 1.06 | -28.61 | -8.66 | |
| 7YR-11YR*2 | 192.266 | -13.94 | -16.72 | -17.64 | 0.93 | -16.72 | -4.91 | |
| 11YR-*2 | 238.154 | -14.14 | -35.89 | -37.04 | 1.15 | -35.89 | -10.92 | |
| Overall ex.JGB* | 170.161 | -8.78 | -12.01 | -12.67 | 0.66 | -12.01 | -3.31 | |
| 1<=YR<3* | 134.096 | 1.55 | -1.90 | -2.31 | 0.40 | -1.90 | -0.77 | |
| 3<=YR<7* | 166.481 | -7.06 | -7.26 | -7.84 | 0.58 | -7.26 | -2.44 | |
| 7<=YR* | 232.402 | -16.19 | -21.62 | -22.50 | 0.87 | -21.62 | -5.46 | |
| 7YR-11YR*2 | 198.235 | -12.62 | -15.29 | -16.12 | 0.83 | -15.29 | -3.54 | |
| 11YR-*2 | 237.141 | -18.42 | -25.55 | -26.45 | 0.90 | -25.55 | -6.65 | |
| 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 | 1133837 | 97.09 | 97.25 | 10.15 | 0.78 | 0.87 | 0.85 | 8.78 | 8.73 | 8.74 | 4 | |
| 1<=YR<3 | 231350 | 100.16 | 100.25 | 1.94 | 0.38 | 0.28 | 0.28 | 1.93 | 1.93 | 1.93 | 5 | |
| 3<=YR<7 | 307006 | 100.63 | 100.77 | 4.79 | 0.63 | 0.50 | 0.50 | 4.72 | 4.71 | 4.72 | 5 | |
| 7<=YR | 595482 | 94.07 | 94.27 | 16.10 | 1.02 | 1.31 | 1.27 | 13.85 | 13.75 | 13.78 | 4 | |
| 7YR-11YR | 206805 | 101.29 | 101.51 | 8.72 | 0.95 | 0.81 | 0.82 | 8.36 | 8.33 | 8.36 | 4 | |
| 11YR- | 388677 | 90.23 | 90.42 | 20.03 | 1.05 | 1.61 | 1.54 | 17.13 | 16.99 | 17.01 | 4 | |
| Government | 960624 | 97.11 | 97.28 | 10.65 | 0.80 | 0.86 | 0.84 | 9.17 | 9.11 | 9.12 | 0 | |
| 1<=YR<3 | 190304 | 100.25 | 100.34 | 1.93 | 0.37 | 0.23 | 0.23 | 1.92 | 1.92 | 1.92 | 0 | |
| 3<=YR<7 | 249677 | 100.93 | 101.07 | 4.80 | 0.64 | 0.46 | 0.46 | 4.72 | 4.71 | 4.72 | 0 | |
| 7<=YR | 520642 | 94.13 | 94.34 | 16.63 | 1.04 | 1.32 | 1.27 | 14.27 | 14.16 | 14.18 | 1 | |
| 7YR-11YR | 179448 | 101.69 | 101.91 | 8.75 | 0.97 | 0.78 | 0.79 | 8.38 | 8.35 | 8.38 | 0 | |
| 11YR- | 341194 | 90.16 | 90.35 | 20.78 | 1.08 | 1.64 | 1.55 | 17.76 | 17.61 | 17.63 | 1 | |
| Municipals | 67293 | 97.61 | 97.73 | 7.40 | 0.59 | 0.76 | 0.78 | 6.86 | 6.82 | 6.83 | 11 | |
| Govt.Grntd | 14406 | 96.91 | 97.11 | 9.19 | 0.69 | 0.84 | 0.81 | 7.98 | 7.93 | 7.95 | 7 | |
| Bank Dbntr | 3445 | 98.76 | 98.83 | 3.14 | 0.23 | 0.60 | 0.59 | 3.10 | 3.09 | 3.10 | 26 | |
| Corporates | 69547 | 96.47 | 96.63 | 7.50 | 0.70 | 1.02 | 0.99 | 6.49 | 6.44 | 6.46 | 38 | |
| Yen Dnm Frgn | 3628 | 99.03 | 99.34 | 3.78 | 1.10 | 1.28 | 1.27 | 3.60 | 3.57 | 3.59 | 89 | |
| MBS | 14186 | 95.54 | 95.56 | 7.24 | 0.62 | 0.80 | 1.18 | 6.78 | 6.74 | 6.98 | 22 | |
| ABS | 710 | 96.15 | 96.33 | 5.74 | 0.70 | 1.21 | 1.17 | 5.33 | 5.29 | 5.32 | 66 | |
| Overall ex.MBS | 1119651 | 97.11 | 97.27 | 10.19 | 0.78 | 0.87 | 0.84 | 8.81 | 8.75 | 8.77 | 4 | |
| 1<=YR<3 | 231350 | 100.16 | 100.25 | 1.94 | 0.38 | 0.28 | 0.28 | 1.93 | 1.93 | 1.93 | 5 | |
| 3<=YR<7 | 307006 | 100.63 | 100.77 | 4.79 | 0.63 | 0.50 | 0.50 | 4.72 | 4.71 | 4.72 | 5 | |
| 7<=YR | 581296 | 94.03 | 94.24 | 16.32 | 1.02 | 1.32 | 1.27 | 14.03 | 13.93 | 13.95 | 3 | |
| 7YR-11YR | 206605 | 101.29 | 101.51 | 8.72 | 0.95 | 0.81 | 0.82 | 8.37 | 8.33 | 8.36 | 4 | |
| 11YR- | 374690 | 90.03 | 90.23 | 20.51 | 1.06 | 1.64 | 1.55 | 17.54 | 17.40 | 17.41 | 3 | |
| Overall ex.ABS | 1133127 | 97.09 | 97.25 | 10.15 | 0.78 | 0.87 | 0.85 | 8.79 | 8.73 | 8.75 | 4 | |
| 1<=YR<3 | 231142 | 100.16 | 100.25 | 1.94 | 0.38 | 0.28 | 0.28 | 1.93 | 1.93 | 1.93 | 5 | |
| 3<=YR<7 | 306718 | 100.63 | 100.78 | 4.79 | 0.63 | 0.50 | 0.50 | 4.72 | 4.71 | 4.72 | 5 | |
| 7<=YR | 595267 | 94.07 | 94.27 | 16.10 | 1.02 | 1.31 | 1.27 | 13.85 | 13.75 | 13.78 | 4 | |
| 7YR-11YR | 206676 | 101.29 | 101.51 | 8.72 | 0.95 | 0.81 | 0.82 | 8.36 | 8.33 | 8.36 | 4 | |
| 11YR- | 388591 | 90.23 | 90.42 | 20.03 | 1.05 | 1.61 | 1.54 | 17.13 | 16.99 | 17.02 | 4 | |
| Overall ex.MBS,ABS | 1118941 | 97.11 | 97.27 | 10.19 | 0.78 | 0.87 | 0.84 | 8.81 | 8.76 | 8.77 | 4 | |
| 1<=YR<3 | 231142 | 100.16 | 100.25 | 1.94 | 0.38 | 0.28 | 0.28 | 1.93 | 1.93 | 1.93 | 5 | |
| 3<=YR<7 | 306718 | 100.63 | 100.78 | 4.79 | 0.63 | 0.50 | 0.50 | 4.72 | 4.71 | 4.72 | 5 | |
| 7<=YR | 581081 | 94.04 | 94.24 | 16.32 | 1.02 | 1.32 | 1.27 | 14.03 | 13.93 | 13.95 | 3 | |
| 7YR-11YR | 206476 | 101.29 | 101.51 | 8.72 | 0.95 | 0.81 | 0.82 | 8.37 | 8.33 | 8.36 | 4 | |
| 11YR- | 374605 | 90.04 | 90.23 | 20.51 | 1.06 | 1.64 | 1.55 | 17.54 | 17.40 | 17.41 | 3 | |
| Overall ex.JGB | 173214 | 96.97 | 97.11 | 7.41 | 0.65 | 0.89 | 0.91 | 6.64 | 6.60 | 6.64 | 25 | |
| 1<=YR<3 | 41045 | 99.75 | 99.85 | 1.99 | 0.40 | 0.50 | 0.50 | 1.98 | 1.98 | 1.98 | 27 | |
| 3<=YR<7 | 57328 | 99.33 | 99.46 | 4.76 | 0.58 | 0.71 | 0.71 | 4.69 | 4.67 | 4.69 | 25 | |
| 7<=YR | 74840 | 93.64 | 93.81 | 12.41 | 0.84 | 1.25 | 1.30 | 10.95 | 10.87 | 10.94 | 23 | |
| 7YR-11YR | 27357 | 98.66 | 98.84 | 8.53 | 0.84 | 1.03 | 1.02 | 8.22 | 8.17 | 8.21 | 25 | |
| 11YR- | 47483 | 90.75 | 90.91 | 14.64 | 0.84 | 1.40 | 1.48 | 12.67 | 12.57 | 12.65 | 22 | |
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