| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 362.816 | -31.41 | 5.72 | 4.88 | 0.84 | -2.07 | -2.05 | |
| 1<=YR<3 | 234.480 | -3.29 | 3.95 | 3.55 | 0.40 | -0.14 | -0.34 | |
| 3<=YR<7 | 337.185 | -28.71 | 2.32 | 1.67 | 0.65 | -0.34 | -0.78 | |
| 7<=YR | 533.052 | -44.35 | 8.32 | 7.20 | 1.12 | -3.79 | -3.44 | |
| 7YR-11YR*2 | 194.416 | -68.26 | 4.30 | 3.30 | 1.00 | -0.26 | -0.64 | |
| 11YR-*2 | 235.235 | -29.85 | 10.76 | 9.56 | 1.20 | -5.87 | -5.08 | |
| Government | 373.079 | -31.53 | 5.85 | 4.99 | 0.86 | -2.27 | -2.27 | |
| 1<=YR<3 | 221.040 | -3.28 | 3.90 | 3.50 | 0.40 | -0.19 | -0.40 | |
| 3<=YR<7 | 335.639 | -28.99 | 2.21 | 1.55 | 0.66 | -0.40 | -0.87 | |
| 7<=YR | 542.777 | -43.60 | 8.47 | 7.33 | 1.15 | -4.01 | -3.68 | |
| 7YR-11YR*2 | 192.720 | -68.67 | 4.21 | 3.20 | 1.01 | -0.31 | -0.74 | |
| 11YR-*2 | 233.762 | -28.52 | 11.03 | 9.80 | 1.23 | -6.18 | -5.39 | |
| Municipals | 389.945 | -37.37 | 5.05 | 4.42 | 0.63 | -0.81 | -0.91 | |
| Govt.Grntd | 364.552 | -29.91 | 6.29 | 5.54 | 0.76 | -1.69 | -1.50 | |
| Bank Dbntr | 273.447 | -12.16 | 3.89 | 3.58 | 0.31 | 0.02 | -0.31 | |
| Corporates | 385.195 | -25.07 | 5.09 | 4.31 | 0.77 | -0.99 | -0.72 | |
| Yen Dnm Frgn | 394.760 | -22.05 | 7.04 | 5.95 | 1.09 | 1.57 | 1.49 | |
| MBS*3 | 124.375 | -35.56 | 2.27 | 1.61 | 0.66 | -1.48 | -1.53 | |
| ABS*4 | 113.927 | -30.77 | 4.79 | 4.03 | 0.76 | 0.09 | -0.28 | |
| Overall ex.MBS | 362.701 | -31.36 | 5.76 | 4.92 | 0.84 | -2.07 | -2.06 | |
| 1<=YR<3 | 234.480 | -3.29 | 3.95 | 3.55 | 0.40 | -0.14 | -0.34 | |
| 3<=YR<7 | 337.185 | -28.71 | 2.32 | 1.67 | 0.65 | -0.34 | -0.78 | |
| 7<=YR | 534.971 | -44.57 | 8.47 | 7.33 | 1.13 | -3.85 | -3.49 | |
| 7YR-11YR*2 | 194.412 | -68.31 | 4.30 | 3.30 | 1.00 | -0.26 | -0.64 | |
| 11YR-*2 | 236.995 | -29.61 | 11.09 | 9.87 | 1.22 | -6.04 | -5.21 | |
| Overall ex.ABS | 362.841 | -31.41 | 5.72 | 4.88 | 0.84 | -2.07 | -2.06 | |
| 1<=YR<3 | 234.439 | -3.29 | 3.95 | 3.55 | 0.40 | -0.14 | -0.34 | |
| 3<=YR<7 | 337.180 | -28.71 | 2.31 | 1.67 | 0.65 | -0.34 | -0.78 | |
| 7<=YR | 533.049 | -44.35 | 8.32 | 7.20 | 1.12 | -3.79 | -3.44 | |
| 7YR-11YR*2 | 194.410 | -68.26 | 4.30 | 3.30 | 1.00 | -0.26 | -0.64 | |
| 11YR-*2 | 235.232 | -29.85 | 10.76 | 9.56 | 1.20 | -5.87 | -5.08 | |
| Overall ex.MBS,ABS | 362.726 | -31.36 | 5.76 | 4.92 | 0.84 | -2.07 | -2.06 | |
| 1<=YR<3 | 234.439 | -3.29 | 3.95 | 3.55 | 0.40 | -0.14 | -0.34 | |
| 3<=YR<7 | 337.180 | -28.71 | 2.31 | 1.67 | 0.65 | -0.34 | -0.78 | |
| 7<=YR | 534.969 | -44.56 | 8.47 | 7.33 | 1.13 | -3.85 | -3.49 | |
| 7YR-11YR*2 | 194.406 | -68.31 | 4.30 | 3.30 | 1.00 | -0.27 | -0.64 | |
| 11YR-*2 | 236.993 | -29.61 | 11.09 | 9.87 | 1.22 | -6.04 | -5.21 | |
| Overall ex.JGB* | 170.850 | -30.78 | 4.96 | 4.26 | 0.70 | -0.94 | -0.87 | |
| 1<=YR<3* | 134.369 | -3.36 | 4.19 | 3.76 | 0.43 | 0.12 | -0.06 | |
| 3<=YR<7* | 167.313 | -27.51 | 2.79 | 2.18 | 0.61 | -0.08 | -0.38 | |
| 7<=YR* | 233.429 | -49.73 | 7.23 | 6.28 | 0.95 | -2.25 | -1.73 | |
| 7YR-11YR*2 | 200.560 | -65.40 | 4.90 | 3.94 | 0.96 | 0.06 | 0.02 | |
| 11YR-*2 | 237.112 | -39.60 | 8.74 | 7.79 | 0.94 | -3.67 | -2.82 | |
| 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 | 1146483 | 96.88 | 97.01 | 10.26 | 0.81 | 0.91 | 0.89 | 8.80 | 8.74 | 8.75 | 4 | |
| 1<=YR<3 | 230762 | 100.06 | 100.13 | 2.00 | 0.40 | 0.37 | 0.37 | 1.99 | 1.99 | 1.99 | 6 | |
| 3<=YR<7 | 311595 | 100.69 | 100.80 | 4.85 | 0.65 | 0.52 | 0.52 | 4.77 | 4.76 | 4.77 | 5 | |
| 7<=YR | 604126 | 93.70 | 93.85 | 16.20 | 1.05 | 1.35 | 1.30 | 13.80 | 13.69 | 13.71 | 4 | |
| 7YR-11YR | 208975 | 102.21 | 102.39 | 8.76 | 1.03 | 0.77 | 0.78 | 8.38 | 8.35 | 8.38 | 3 | |
| 11YR- | 395152 | 89.20 | 89.34 | 20.13 | 1.07 | 1.70 | 1.62 | 17.08 | 16.93 | 16.93 | 4 | |
| Government | 972942 | 96.85 | 96.97 | 10.77 | 0.84 | 0.91 | 0.88 | 9.19 | 9.13 | 9.13 | 1 | |
| 1<=YR<3 | 189459 | 100.14 | 100.21 | 1.99 | 0.40 | 0.33 | 0.33 | 1.98 | 1.98 | 1.98 | 1 | |
| 3<=YR<7 | 253407 | 100.99 | 101.10 | 4.86 | 0.66 | 0.47 | 0.47 | 4.78 | 4.77 | 4.78 | 0 | |
| 7<=YR | 530076 | 93.70 | 93.84 | 16.73 | 1.08 | 1.36 | 1.30 | 14.20 | 14.10 | 14.10 | 1 | |
| 7YR-11YR | 181701 | 102.57 | 102.75 | 8.78 | 1.04 | 0.74 | 0.75 | 8.39 | 8.36 | 8.39 | 0 | |
| 11YR- | 348374 | 89.07 | 89.20 | 20.88 | 1.10 | 1.73 | 1.63 | 17.70 | 17.54 | 17.53 | 1 | |
| Municipals | 66953 | 97.79 | 97.90 | 7.39 | 0.61 | 0.78 | 0.79 | 6.84 | 6.81 | 6.82 | 11 | |
| Govt.Grntd | 14198 | 96.76 | 96.95 | 9.36 | 0.74 | 0.89 | 0.86 | 8.10 | 8.05 | 8.07 | 7 | |
| Bank Dbntr | 3426 | 98.97 | 99.04 | 3.19 | 0.31 | 0.66 | 0.65 | 3.15 | 3.14 | 3.15 | 27 | |
| Corporates | 70684 | 96.49 | 96.66 | 7.45 | 0.75 | 1.07 | 1.03 | 6.40 | 6.36 | 6.37 | 39 | |
| Yen Dnm Frgn | 3596 | 99.47 | 99.77 | 3.87 | 1.09 | 1.24 | 1.23 | 3.69 | 3.66 | 3.68 | 80 | |
| MBS | 14034 | 95.46 | 95.50 | 7.30 | 0.63 | 0.82 | 1.20 | 6.83 | 6.78 | 7.10 | 22 | |
| ABS | 651 | 96.21 | 96.38 | 5.96 | 0.73 | 1.26 | 1.23 | 5.55 | 5.51 | 5.54 | 67 | |
| Overall ex.MBS | 1132449 | 96.90 | 97.02 | 10.30 | 0.82 | 0.91 | 0.88 | 8.82 | 8.76 | 8.77 | 4 | |
| 1<=YR<3 | 230762 | 100.06 | 100.13 | 2.00 | 0.40 | 0.37 | 0.37 | 1.99 | 1.99 | 1.99 | 6 | |
| 3<=YR<7 | 311595 | 100.69 | 100.80 | 4.85 | 0.65 | 0.52 | 0.52 | 4.77 | 4.76 | 4.77 | 5 | |
| 7<=YR | 590092 | 93.66 | 93.81 | 16.41 | 1.06 | 1.36 | 1.30 | 13.97 | 13.86 | 13.87 | 3 | |
| 7YR-11YR | 208793 | 102.21 | 102.40 | 8.77 | 1.03 | 0.77 | 0.78 | 8.39 | 8.36 | 8.38 | 3 | |
| 11YR- | 381299 | 88.98 | 89.11 | 20.60 | 1.08 | 1.74 | 1.63 | 17.47 | 17.32 | 17.32 | 3 | |
| Overall ex.ABS | 1145832 | 96.88 | 97.01 | 10.26 | 0.81 | 0.91 | 0.89 | 8.80 | 8.74 | 8.75 | 4 | |
| 1<=YR<3 | 230588 | 100.06 | 100.13 | 2.00 | 0.40 | 0.37 | 0.37 | 1.99 | 1.99 | 1.99 | 5 | |
| 3<=YR<7 | 311297 | 100.69 | 100.81 | 4.85 | 0.65 | 0.52 | 0.52 | 4.77 | 4.76 | 4.77 | 5 | |
| 7<=YR | 603946 | 93.70 | 93.85 | 16.20 | 1.05 | 1.35 | 1.30 | 13.80 | 13.69 | 13.71 | 4 | |
| 7YR-11YR | 208873 | 102.21 | 102.40 | 8.76 | 1.03 | 0.77 | 0.78 | 8.38 | 8.35 | 8.38 | 3 | |
| 11YR- | 395073 | 89.20 | 89.34 | 20.13 | 1.07 | 1.70 | 1.62 | 17.08 | 16.93 | 16.94 | 4 | |
| Overall ex.MBS,ABS | 1131798 | 96.90 | 97.02 | 10.30 | 0.82 | 0.91 | 0.88 | 8.82 | 8.76 | 8.77 | 4 | |
| 1<=YR<3 | 230588 | 100.06 | 100.13 | 2.00 | 0.40 | 0.37 | 0.37 | 1.99 | 1.99 | 1.99 | 5 | |
| 3<=YR<7 | 311297 | 100.69 | 100.81 | 4.85 | 0.65 | 0.52 | 0.52 | 4.77 | 4.76 | 4.77 | 5 | |
| 7<=YR | 589912 | 93.66 | 93.81 | 16.41 | 1.06 | 1.36 | 1.30 | 13.97 | 13.86 | 13.87 | 3 | |
| 7YR-11YR | 208691 | 102.22 | 102.40 | 8.77 | 1.03 | 0.77 | 0.78 | 8.39 | 8.36 | 8.38 | 3 | |
| 11YR- | 381221 | 88.98 | 89.12 | 20.60 | 1.08 | 1.73 | 1.63 | 17.48 | 17.33 | 17.32 | 3 | |
| Overall ex.JGB | 173541 | 97.04 | 97.18 | 7.41 | 0.68 | 0.92 | 0.94 | 6.62 | 6.58 | 6.62 | 25 | |
| 1<=YR<3 | 41303 | 99.67 | 99.76 | 2.06 | 0.43 | 0.59 | 0.59 | 2.05 | 2.05 | 2.05 | 27 | |
| 3<=YR<7 | 58188 | 99.37 | 99.51 | 4.83 | 0.61 | 0.72 | 0.72 | 4.75 | 4.73 | 4.75 | 25 | |
| 7<=YR | 74051 | 93.74 | 93.91 | 12.42 | 0.89 | 1.27 | 1.32 | 10.88 | 10.80 | 10.87 | 24 | |
| 7YR-11YR | 27273 | 99.83 | 100.03 | 8.68 | 0.96 | 0.99 | 0.99 | 8.32 | 8.27 | 8.31 | 25 | |
| 11YR- | 46777 | 90.19 | 90.35 | 14.60 | 0.85 | 1.45 | 1.53 | 12.53 | 12.43 | 12.53 | 23 | |
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