| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 357.397 | 23.81 | -15.45 | -16.29 | 0.85 | -3.91 | -3.38 | |
| 1<=YR<3 | 233.600 | -6.59 | -4.56 | -4.97 | 0.41 | -0.68 | -0.70 | |
| 3<=YR<7 | 333.836 | 10.68 | -12.12 | -12.78 | 0.65 | -1.79 | -1.76 | |
| 7<=YR | 521.196 | 43.71 | -21.73 | -22.87 | 1.13 | -6.36 | -5.33 | |
| 7YR-11YR*2 | 191.430 | 33.43 | -19.10 | -20.10 | 1.00 | -2.56 | -2.24 | |
| 11YR-*2 | 229.021 | 50.03 | -23.35 | -24.57 | 1.21 | -8.59 | -7.14 | |
| Government | 367.301 | 24.59 | -15.84 | -16.71 | 0.87 | -4.15 | -3.62 | |
| 1<=YR<3 | 220.209 | -6.70 | -4.55 | -4.95 | 0.40 | -0.73 | -0.76 | |
| 3<=YR<7 | 332.284 | 10.51 | -12.18 | -12.84 | 0.66 | -1.84 | -1.84 | |
| 7<=YR | 530.422 | 43.99 | -22.02 | -23.18 | 1.16 | -6.60 | -5.59 | |
| 7YR-11YR*2 | 189.748 | 33.29 | -19.19 | -20.19 | 1.00 | -2.61 | -2.33 | |
| 11YR-*2 | 227.408 | 50.53 | -23.75 | -25.00 | 1.25 | -8.94 | -7.48 | |
| Municipals | 385.049 | 22.83 | -14.50 | -15.13 | 0.63 | -2.56 | -2.16 | |
| Govt.Grntd | 359.465 | 23.54 | -14.77 | -15.53 | 0.76 | -3.47 | -2.81 | |
| Bank Dbntr | 271.784 | 0.34 | -7.63 | -7.95 | 0.32 | -0.92 | -0.93 | |
| Corporates | 380.929 | 15.73 | -12.15 | -12.93 | 0.78 | -2.47 | -1.84 | |
| Yen Dnm Frgn | 392.531 | 6.46 | -5.71 | -6.79 | 1.08 | 0.37 | 0.64 | |
| MBS*3 | 122.710 | 26.40 | -15.26 | -15.91 | 0.65 | -3.21 | -2.77 | |
| ABS*4 | 112.815 | 16.25 | -11.89 | -12.65 | 0.76 | -1.42 | -1.32 | |
| Overall ex.MBS | 357.277 | 23.78 | -15.45 | -16.30 | 0.85 | -3.92 | -3.39 | |
| 1<=YR<3 | 233.600 | -6.59 | -4.56 | -4.97 | 0.41 | -0.68 | -0.70 | |
| 3<=YR<7 | 333.836 | 10.68 | -12.12 | -12.78 | 0.65 | -1.79 | -1.76 | |
| 7<=YR | 522.959 | 44.12 | -21.89 | -23.03 | 1.14 | -6.43 | -5.39 | |
| 7YR-11YR*2 | 191.424 | 33.45 | -19.11 | -20.11 | 1.00 | -2.56 | -2.24 | |
| 11YR-*2 | 230.617 | 50.93 | -23.66 | -24.90 | 1.24 | -8.80 | -7.30 | |
| Overall ex.ABS | 357.420 | 23.81 | -15.45 | -16.30 | 0.85 | -3.91 | -3.38 | |
| 1<=YR<3 | 233.560 | -6.59 | -4.56 | -4.97 | 0.41 | -0.68 | -0.70 | |
| 3<=YR<7 | 333.831 | 10.68 | -12.12 | -12.78 | 0.65 | -1.79 | -1.76 | |
| 7<=YR | 521.193 | 43.70 | -21.74 | -22.87 | 1.13 | -6.36 | -5.33 | |
| 7YR-11YR*2 | 191.424 | 33.43 | -19.10 | -20.10 | 1.00 | -2.56 | -2.24 | |
| 11YR-*2 | 229.019 | 50.02 | -23.35 | -24.57 | 1.21 | -8.59 | -7.14 | |
| Overall ex.MBS,ABS | 357.301 | 23.78 | -15.45 | -16.30 | 0.85 | -3.92 | -3.39 | |
| 1<=YR<3 | 233.560 | -6.59 | -4.56 | -4.97 | 0.41 | -0.68 | -0.70 | |
| 3<=YR<7 | 333.831 | 10.68 | -12.12 | -12.78 | 0.65 | -1.79 | -1.76 | |
| 7<=YR | 522.956 | 44.12 | -21.89 | -23.03 | 1.14 | -6.43 | -5.39 | |
| 7YR-11YR*2 | 191.418 | 33.45 | -19.11 | -20.11 | 1.00 | -2.56 | -2.24 | |
| 11YR-*2 | 230.614 | 50.93 | -23.66 | -24.90 | 1.24 | -8.80 | -7.30 | |
| Overall ex.JGB* | 168.827 | 19.44 | -13.28 | -13.99 | 0.71 | -2.55 | -2.05 | |
| 1<=YR<3* | 133.872 | -6.08 | -4.63 | -5.06 | 0.43 | -0.47 | -0.46 | |
| 3<=YR<7* | 165.697 | 11.46 | -11.87 | -12.49 | 0.61 | -1.54 | -1.39 | |
| 7<=YR* | 229.113 | 41.63 | -19.64 | -20.59 | 0.95 | -4.59 | -3.50 | |
| 7YR-11YR*2 | 197.561 | 34.40 | -18.45 | -19.42 | 0.97 | -2.25 | -1.64 | |
| 11YR-*2 | 232.185 | 46.30 | -20.40 | -21.34 | 0.94 | -6.04 | -4.65 | |
| 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 | 1156152 | 95.34 | 95.56 | 10.17 | 0.82 | 1.13 | 1.09 | 8.62 | 8.55 | 8.57 | 5 | |
| 1<=YR<3 | 230591 | 99.62 | 99.74 | 1.89 | 0.41 | 0.60 | 0.60 | 1.88 | 1.87 | 1.88 | 6 | |
| 3<=YR<7 | 315610 | 99.62 | 99.80 | 4.74 | 0.66 | 0.75 | 0.75 | 4.65 | 4.64 | 4.65 | 5 | |
| 7<=YR | 609950 | 91.50 | 91.78 | 16.11 | 1.05 | 1.55 | 1.49 | 13.62 | 13.50 | 13.53 | 4 | |
| 7YR-11YR | 211564 | 100.44 | 100.74 | 8.66 | 1.02 | 0.98 | 0.98 | 8.28 | 8.24 | 8.27 | 3 | |
| 11YR- | 398386 | 86.75 | 87.02 | 20.07 | 1.07 | 1.91 | 1.79 | 16.90 | 16.74 | 16.76 | 4 | |
| Government | 981997 | 95.25 | 95.48 | 10.67 | 0.84 | 1.13 | 1.08 | 9.00 | 8.93 | 8.94 | 1 | |
| 1<=YR<3 | 189298 | 99.71 | 99.83 | 1.87 | 0.40 | 0.56 | 0.56 | 1.86 | 1.85 | 1.86 | 2 | |
| 3<=YR<7 | 256590 | 99.92 | 100.11 | 4.73 | 0.67 | 0.70 | 0.70 | 4.65 | 4.63 | 4.65 | 0 | |
| 7<=YR | 536109 | 91.45 | 91.73 | 16.63 | 1.08 | 1.57 | 1.48 | 14.01 | 13.89 | 13.91 | 1 | |
| 7YR-11YR | 184416 | 100.76 | 101.06 | 8.67 | 1.03 | 0.95 | 0.95 | 8.28 | 8.24 | 8.28 | 0 | |
| 11YR- | 351693 | 86.56 | 86.84 | 20.80 | 1.10 | 1.94 | 1.80 | 17.50 | 17.34 | 17.34 | 1 | |
| Municipals | 66956 | 96.48 | 96.63 | 7.32 | 0.62 | 1.00 | 1.01 | 6.73 | 6.69 | 6.71 | 12 | |
| Govt.Grntd | 14230 | 95.31 | 95.46 | 9.33 | 0.75 | 1.12 | 1.08 | 8.01 | 7.95 | 7.98 | 7 | |
| Bank Dbntr | 3391 | 98.31 | 98.41 | 3.12 | 0.32 | 0.89 | 0.89 | 3.07 | 3.06 | 3.07 | 27 | |
| Corporates | 71165 | 95.34 | 95.55 | 7.35 | 0.75 | 1.29 | 1.25 | 6.25 | 6.20 | 6.22 | 39 | |
| Yen Dnm Frgn | 3847 | 98.80 | 99.11 | 3.71 | 1.08 | 1.43 | 1.42 | 3.52 | 3.50 | 3.52 | 76 | |
| MBS | 13914 | 94.05 | 94.07 | 7.42 | 0.63 | 0.89 | 1.41 | 6.88 | 6.83 | 7.20 | 22 | |
| ABS | 652 | 95.17 | 95.38 | 5.90 | 0.74 | 1.50 | 1.46 | 5.47 | 5.43 | 5.47 | 68 | |
| Overall ex.MBS | 1142237 | 95.35 | 95.57 | 10.20 | 0.82 | 1.13 | 1.09 | 8.64 | 8.57 | 8.59 | 4 | |
| 1<=YR<3 | 230591 | 99.62 | 99.74 | 1.89 | 0.41 | 0.60 | 0.60 | 1.88 | 1.87 | 1.88 | 6 | |
| 3<=YR<7 | 315610 | 99.62 | 99.80 | 4.74 | 0.66 | 0.75 | 0.75 | 4.65 | 4.64 | 4.65 | 5 | |
| 7<=YR | 596036 | 91.44 | 91.72 | 16.32 | 1.06 | 1.57 | 1.49 | 13.78 | 13.66 | 13.68 | 3 | |
| 7YR-11YR | 211389 | 100.44 | 100.74 | 8.67 | 1.02 | 0.98 | 0.98 | 8.28 | 8.24 | 8.28 | 3 | |
| 11YR- | 384647 | 86.49 | 86.77 | 20.52 | 1.09 | 1.94 | 1.81 | 17.28 | 17.12 | 17.13 | 3 | |
| Overall ex.ABS | 1155499 | 95.34 | 95.56 | 10.17 | 0.82 | 1.13 | 1.09 | 8.62 | 8.56 | 8.58 | 4 | |
| 1<=YR<3 | 230421 | 99.62 | 99.74 | 1.89 | 0.41 | 0.60 | 0.60 | 1.88 | 1.87 | 1.88 | 6 | |
| 3<=YR<7 | 315293 | 99.62 | 99.81 | 4.74 | 0.66 | 0.75 | 0.75 | 4.65 | 4.64 | 4.65 | 5 | |
| 7<=YR | 609785 | 91.50 | 91.78 | 16.12 | 1.05 | 1.55 | 1.49 | 13.62 | 13.50 | 13.53 | 4 | |
| 7YR-11YR | 211478 | 100.44 | 100.74 | 8.66 | 1.02 | 0.98 | 0.98 | 8.28 | 8.24 | 8.27 | 3 | |
| 11YR- | 398308 | 86.75 | 87.02 | 20.07 | 1.07 | 1.91 | 1.79 | 16.90 | 16.74 | 16.76 | 4 | |
| Overall ex.MBS,ABS | 1141585 | 95.35 | 95.57 | 10.21 | 0.82 | 1.13 | 1.09 | 8.64 | 8.58 | 8.59 | 4 | |
| 1<=YR<3 | 230421 | 99.62 | 99.74 | 1.89 | 0.41 | 0.60 | 0.60 | 1.88 | 1.87 | 1.88 | 6 | |
| 3<=YR<7 | 315293 | 99.62 | 99.81 | 4.74 | 0.66 | 0.75 | 0.75 | 4.65 | 4.64 | 4.65 | 5 | |
| 7<=YR | 595871 | 91.44 | 91.72 | 16.32 | 1.06 | 1.57 | 1.49 | 13.78 | 13.66 | 13.68 | 3 | |
| 7YR-11YR | 211303 | 100.44 | 100.74 | 8.67 | 1.02 | 0.98 | 0.98 | 8.28 | 8.24 | 8.28 | 3 | |
| 11YR- | 384568 | 86.49 | 86.77 | 20.52 | 1.09 | 1.94 | 1.81 | 17.29 | 17.12 | 17.13 | 3 | |
| Overall ex.JGB | 174154 | 95.81 | 95.97 | 7.34 | 0.69 | 1.13 | 1.15 | 6.50 | 6.45 | 6.50 | 25 | |
| 1<=YR<3 | 41293 | 99.23 | 99.35 | 1.99 | 0.43 | 0.83 | 0.83 | 1.98 | 1.97 | 1.98 | 28 | |
| 3<=YR<7 | 59021 | 98.31 | 98.48 | 4.75 | 0.61 | 0.97 | 0.96 | 4.67 | 4.65 | 4.67 | 26 | |
| 7<=YR | 73841 | 91.89 | 92.08 | 12.39 | 0.90 | 1.45 | 1.52 | 10.79 | 10.70 | 10.79 | 24 | |
| 7YR-11YR | 27148 | 98.27 | 98.53 | 8.62 | 0.97 | 1.21 | 1.20 | 8.25 | 8.20 | 8.25 | 25 | |
| 11YR- | 46693 | 88.18 | 88.34 | 14.59 | 0.85 | 1.61 | 1.72 | 12.44 | 12.32 | 12.45 | 23 | |
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