| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 349.012 | -41.37 | -41.37 | -42.30 | 0.92 | -41.37 | -9.81 | |
| 1<=YR<3 | 233.172 | -7.64 | -7.64 | -8.09 | 0.45 | -7.64 | -1.12 | |
| 3<=YR<7 | 329.275 | -16.41 | -16.41 | -17.13 | 0.72 | -16.41 | -5.61 | |
| 7<=YR | 501.431 | -70.28 | -70.28 | -71.53 | 1.24 | -70.28 | -15.75 | |
| 7YR-11YR*2 | 186.109 | -44.03 | -44.03 | -45.14 | 1.11 | -44.03 | -10.92 | |
| 11YR-*2 | 218.932 | -86.54 | -86.54 | -87.87 | 1.33 | -86.54 | -18.67 | |
| Government | 358.417 | -43.87 | -43.87 | -44.82 | 0.95 | -43.87 | -10.12 | |
| 1<=YR<3 | 219.791 | -7.69 | -7.69 | -8.14 | 0.44 | -7.69 | -1.12 | |
| 3<=YR<7 | 327.709 | -16.66 | -16.66 | -17.40 | 0.74 | -16.66 | -5.63 | |
| 7<=YR | 510.135 | -72.97 | -72.97 | -74.24 | 1.27 | -72.97 | -15.93 | |
| 7YR-11YR*2 | 184.491 | -44.24 | -44.24 | -45.34 | 1.11 | -44.24 | -10.87 | |
| 11YR-*2 | 217.273 | -90.61 | -90.61 | -91.98 | 1.37 | -90.61 | -18.96 | |
| Municipals | 376.511 | -28.36 | -28.36 | -29.05 | 0.69 | -28.36 | -9.01 | |
| Govt.Grntd | 350.917 | -35.86 | -35.86 | -36.71 | 0.85 | -35.86 | -10.00 | |
| Bank Dbntr | 270.326 | -11.13 | -11.13 | -11.54 | 0.41 | -11.13 | -2.69 | |
| Corporates | 374.893 | -27.02 | -27.02 | -27.87 | 0.85 | -27.02 | -6.84 | |
| Yen Dnm Frgn | 391.380 | -2.54 | -2.54 | -3.69 | 1.15 | -2.54 | -1.36 | |
| MBS*3 | 119.180 | -28.38 | -28.38 | -29.08 | 0.70 | -28.38 | -11.39 | |
| ABS*4 | 111.372 | -20.71 | -20.71 | -21.53 | 0.82 | -20.71 | -5.59 | |
| Overall ex.MBS | 348.918 | -41.53 | -41.53 | -42.46 | 0.93 | -41.53 | -9.79 | |
| 1<=YR<3 | 233.172 | -7.64 | -7.64 | -8.09 | 0.45 | -7.64 | -1.12 | |
| 3<=YR<7 | 329.275 | -16.41 | -16.41 | -17.13 | 0.72 | -16.41 | -5.61 | |
| 7<=YR | 503.013 | -71.29 | -71.29 | -72.55 | 1.26 | -71.29 | -15.85 | |
| 7YR-11YR*2 | 186.100 | -44.06 | -44.06 | -45.17 | 1.11 | -44.06 | -10.92 | |
| 11YR-*2 | 220.324 | -88.79 | -88.79 | -90.15 | 1.36 | -88.79 | -18.94 | |
| Overall ex.ABS | 349.033 | -41.39 | -41.39 | -42.31 | 0.93 | -41.39 | -9.81 | |
| 1<=YR<3 | 233.131 | -7.64 | -7.64 | -8.09 | 0.45 | -7.64 | -1.12 | |
| 3<=YR<7 | 329.270 | -16.41 | -16.41 | -17.13 | 0.72 | -16.41 | -5.61 | |
| 7<=YR | 501.428 | -70.29 | -70.29 | -71.53 | 1.24 | -70.29 | -15.75 | |
| 7YR-11YR*2 | 186.103 | -44.03 | -44.03 | -45.14 | 1.11 | -44.03 | -10.92 | |
| 11YR-*2 | 218.929 | -86.54 | -86.54 | -87.87 | 1.33 | -86.54 | -18.67 | |
| Overall ex.MBS,ABS | 348.939 | -41.54 | -41.54 | -42.47 | 0.93 | -41.54 | -9.79 | |
| 1<=YR<3 | 233.131 | -7.64 | -7.64 | -8.09 | 0.45 | -7.64 | -1.12 | |
| 3<=YR<7 | 329.270 | -16.41 | -16.41 | -17.13 | 0.72 | -16.41 | -5.61 | |
| 7<=YR | 503.009 | -71.30 | -71.30 | -72.55 | 1.26 | -71.30 | -15.85 | |
| 7YR-11YR*2 | 186.093 | -44.06 | -44.06 | -45.17 | 1.11 | -44.06 | -10.92 | |
| 11YR-*2 | 220.321 | -88.80 | -88.80 | -90.15 | 1.36 | -88.80 | -18.94 | |
| Overall ex.JGB* | 165.551 | -27.38 | -27.38 | -28.16 | 0.78 | -27.38 | -8.07 | |
| 1<=YR<3* | 133.666 | -7.37 | -7.37 | -7.86 | 0.49 | -7.37 | -1.10 | |
| 3<=YR<7* | 163.513 | -15.28 | -15.28 | -15.94 | 0.67 | -15.28 | -5.56 | |
| 7<=YR* | 220.966 | -50.72 | -50.72 | -51.78 | 1.06 | -50.72 | -14.43 | |
| 7YR-11YR*2 | 191.946 | -42.61 | -42.61 | -43.71 | 1.10 | -42.61 | -11.26 | |
| 11YR-*2 | 222.851 | -56.07 | -56.07 | -57.10 | 1.03 | -56.07 | -16.50 | |
| 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 | 1156996 | 92.76 | 92.89 | 10.30 | 0.86 | 1.50 | 1.44 | 8.58 | 8.50 | 8.54 | 5 | |
| 1<=YR<3 | 231703 | 99.15 | 99.23 | 2.02 | 0.45 | 0.87 | 0.86 | 2.01 | 2.00 | 2.01 | 6 | |
| 3<=YR<7 | 315774 | 97.98 | 98.10 | 4.87 | 0.71 | 1.14 | 1.13 | 4.78 | 4.75 | 4.78 | 5 | |
| 7<=YR | 609519 | 87.63 | 87.77 | 16.26 | 1.09 | 1.98 | 1.87 | 13.61 | 13.47 | 13.53 | 4 | |
| 7YR-11YR | 210012 | 97.31 | 97.49 | 8.76 | 1.08 | 1.43 | 1.41 | 8.34 | 8.28 | 8.34 | 4 | |
| 11YR- | 399507 | 82.54 | 82.67 | 20.20 | 1.10 | 2.32 | 2.15 | 16.88 | 16.69 | 16.75 | 4 | |
| Government | 983525 | 92.60 | 92.73 | 10.82 | 0.88 | 1.50 | 1.43 | 8.97 | 8.89 | 8.92 | 1 | |
| 1<=YR<3 | 190401 | 99.23 | 99.31 | 2.01 | 0.44 | 0.81 | 0.81 | 2.00 | 1.99 | 2.00 | 1 | |
| 3<=YR<7 | 256614 | 98.30 | 98.41 | 4.90 | 0.73 | 1.09 | 1.08 | 4.80 | 4.77 | 4.80 | 0 | |
| 7<=YR | 536510 | 87.53 | 87.67 | 16.78 | 1.12 | 2.00 | 1.86 | 14.01 | 13.87 | 13.92 | 1 | |
| 7YR-11YR | 183139 | 97.60 | 97.78 | 8.77 | 1.08 | 1.40 | 1.38 | 8.35 | 8.30 | 8.35 | 1 | |
| 11YR- | 353371 | 82.31 | 82.44 | 20.93 | 1.13 | 2.37 | 2.15 | 17.49 | 17.30 | 17.34 | 1 | |
| Municipals | 66318 | 94.04 | 94.14 | 7.32 | 0.65 | 1.41 | 1.41 | 6.65 | 6.59 | 6.63 | 16 | |
| Govt.Grntd | 14389 | 92.78 | 92.98 | 9.35 | 0.79 | 1.52 | 1.44 | 7.88 | 7.81 | 7.85 | 11 | |
| Bank Dbntr | 3274 | 97.57 | 97.66 | 3.19 | 0.40 | 1.20 | 1.18 | 3.13 | 3.11 | 3.13 | 26 | |
| Corporates | 70696 | 93.51 | 93.69 | 7.34 | 0.80 | 1.65 | 1.58 | 6.14 | 6.08 | 6.11 | 40 | |
| Yen Dnm Frgn | 4345 | 98.20 | 98.51 | 3.55 | 1.13 | 1.68 | 1.67 | 3.34 | 3.31 | 3.33 | 73 | |
| MBS | 13792 | 91.03 | 91.07 | 7.73 | 0.64 | 1.04 | 1.85 | 7.02 | 6.95 | 7.37 | 28 | |
| ABS | 657 | 93.72 | 93.90 | 5.76 | 0.77 | 1.83 | 1.77 | 5.29 | 5.24 | 5.29 | 65 | |
| Overall ex.MBS | 1143204 | 92.78 | 92.91 | 10.33 | 0.86 | 1.51 | 1.44 | 8.60 | 8.52 | 8.56 | 5 | |
| 1<=YR<3 | 231703 | 99.15 | 99.23 | 2.02 | 0.45 | 0.87 | 0.86 | 2.01 | 2.00 | 2.01 | 6 | |
| 3<=YR<7 | 315774 | 97.98 | 98.10 | 4.87 | 0.71 | 1.14 | 1.13 | 4.78 | 4.75 | 4.78 | 5 | |
| 7<=YR | 595727 | 87.55 | 87.70 | 16.46 | 1.11 | 2.00 | 1.87 | 13.77 | 13.63 | 13.68 | 4 | |
| 7YR-11YR | 209850 | 97.31 | 97.49 | 8.76 | 1.08 | 1.43 | 1.42 | 8.35 | 8.29 | 8.34 | 4 | |
| 11YR- | 385877 | 82.24 | 82.37 | 20.64 | 1.12 | 2.37 | 2.16 | 17.26 | 17.07 | 17.11 | 4 | |
| Overall ex.ABS | 1156339 | 92.76 | 92.89 | 10.30 | 0.86 | 1.50 | 1.44 | 8.58 | 8.51 | 8.54 | 5 | |
| 1<=YR<3 | 231525 | 99.15 | 99.23 | 2.02 | 0.45 | 0.87 | 0.86 | 2.01 | 2.00 | 2.00 | 6 | |
| 3<=YR<7 | 315450 | 97.98 | 98.11 | 4.87 | 0.71 | 1.14 | 1.13 | 4.78 | 4.75 | 4.78 | 5 | |
| 7<=YR | 609364 | 87.63 | 87.77 | 16.26 | 1.09 | 1.98 | 1.87 | 13.61 | 13.48 | 13.53 | 4 | |
| 7YR-11YR | 209920 | 97.31 | 97.49 | 8.76 | 1.08 | 1.43 | 1.41 | 8.34 | 8.28 | 8.34 | 4 | |
| 11YR- | 399444 | 82.54 | 82.67 | 20.20 | 1.10 | 2.32 | 2.15 | 16.88 | 16.69 | 16.75 | 4 | |
| Overall ex.MBS,ABS | 1142547 | 92.78 | 92.91 | 10.33 | 0.86 | 1.51 | 1.44 | 8.60 | 8.52 | 8.56 | 5 | |
| 1<=YR<3 | 231525 | 99.15 | 99.23 | 2.02 | 0.45 | 0.87 | 0.86 | 2.01 | 2.00 | 2.00 | 6 | |
| 3<=YR<7 | 315450 | 97.98 | 98.11 | 4.87 | 0.71 | 1.14 | 1.13 | 4.78 | 4.75 | 4.78 | 5 | |
| 7<=YR | 595572 | 87.55 | 87.70 | 16.46 | 1.11 | 2.00 | 1.87 | 13.77 | 13.63 | 13.68 | 4 | |
| 7YR-11YR | 209758 | 97.31 | 97.49 | 8.76 | 1.08 | 1.43 | 1.41 | 8.35 | 8.29 | 8.34 | 4 | |
| 11YR- | 385815 | 82.24 | 82.37 | 20.64 | 1.12 | 2.37 | 2.16 | 17.26 | 17.07 | 17.11 | 4 | |
| Overall ex.JGB | 173472 | 93.65 | 93.79 | 7.35 | 0.73 | 1.49 | 1.52 | 6.41 | 6.35 | 6.41 | 28 | |
| 1<=YR<3 | 41302 | 98.77 | 98.87 | 2.05 | 0.48 | 1.11 | 1.10 | 2.04 | 2.03 | 2.04 | 29 | |
| 3<=YR<7 | 59161 | 96.62 | 96.76 | 4.78 | 0.64 | 1.38 | 1.35 | 4.69 | 4.65 | 4.69 | 29 | |
| 7<=YR | 73009 | 88.34 | 88.51 | 12.43 | 0.94 | 1.84 | 1.93 | 10.69 | 10.58 | 10.71 | 27 | |
| 7YR-11YR | 26873 | 95.33 | 95.54 | 8.66 | 1.05 | 1.67 | 1.64 | 8.25 | 8.18 | 8.25 | 27 | |
| 11YR- | 46136 | 84.27 | 84.42 | 14.62 | 0.87 | 1.96 | 2.13 | 12.30 | 12.16 | 12.33 | 28 | |
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