--------------- RETURNS (%) FROM ---------------- | ||||||||
---|---|---|---|---|---|---|---|---|
INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
Overall | 386.772 | -35.35 | -2.70 | -3.48 | 0.78 | -0.61 | -2.70 | |
1<=YR<3 | 235.616 | -0.37 | -0.02 | -0.51 | 0.49 | -0.10 | -0.02 | |
3<=YR<7 | 341.251 | -8.95 | 0.21 | -0.38 | 0.59 | 0.00 | 0.21 | |
7<=YR | 597.395 | -61.42 | -5.12 | -6.11 | 0.99 | -1.09 | -5.12 | |
7YR-11YR*2 | 200.581 | -28.18 | -1.08 | -1.93 | 0.85 | 0.14 | -1.08 | |
11YR-*2 | 276.028 | -77.96 | -7.13 | -8.19 | 1.05 | -1.69 | -7.13 | |
Government | 399.972 | -37.98 | -2.97 | -3.79 | 0.81 | -0.79 | -2.97 | |
1<=YR<3 | 222.509 | -0.43 | -0.04 | -0.53 | 0.49 | -0.17 | -0.04 | |
3<=YR<7 | 340.380 | -9.69 | 0.22 | -0.39 | 0.61 | -0.15 | 0.22 | |
7<=YR | 611.818 | -64.11 | -5.47 | -6.49 | 1.02 | -1.30 | -5.47 | |
7YR-11YR*2 | 199.067 | -28.94 | -1.15 | -2.03 | 0.88 | -0.02 | -1.15 | |
11YR-*2 | 276.317 | -80.84 | -7.52 | -8.60 | 1.08 | -1.89 | -7.52 | |
Municipals | 403.046 | -25.05 | -1.77 | -2.40 | 0.63 | 0.27 | -1.77 | |
Govt.Grntd | 382.178 | -23.96 | -1.83 | -2.46 | 0.63 | -0.30 | -1.83 | |
Bank Dbntr | 274.600 | 0.05 | 0.06 | -0.06 | 0.12 | 0.48 | 0.06 | |
Corporates | 398.992 | -21.69 | -1.09 | -1.75 | 0.65 | 0.50 | -1.09 | |
Yen Dnm Frgn | 384.329 | -7.20 | 1.77 | 1.02 | 0.75 | 1.80 | 1.77 | |
MBS*3 | 129.379 | -19.81 | -0.67 | -1.39 | 0.72 | 0.44 | -0.67 | |
ABS*4 | 114.439 | -13.84 | -0.03 | -0.66 | 0.63 | 0.21 | -0.03 | |
Overall ex.MBS | 386.778 | -35.57 | -2.72 | -3.51 | 0.78 | -0.62 | -2.72 | |
1<=YR<3 | 235.616 | -0.37 | -0.02 | -0.51 | 0.49 | -0.10 | -0.02 | |
3<=YR<7 | 341.251 | -8.95 | 0.21 | -0.38 | 0.59 | 0.00 | 0.21 | |
7<=YR | 600.712 | -62.53 | -5.24 | -6.24 | 0.99 | -1.13 | -5.24 | |
7YR-11YR*2 | 200.581 | -28.18 | -1.08 | -1.93 | 0.85 | 0.14 | -1.08 | |
11YR-*2 | 279.445 | -80.32 | -7.39 | -8.46 | 1.07 | -1.77 | -7.39 | |
Overall ex.ABS | 386.815 | -35.37 | -2.70 | -3.48 | 0.78 | -0.61 | -2.70 | |
1<=YR<3 | 235.580 | -0.37 | -0.02 | -0.51 | 0.49 | -0.10 | -0.02 | |
3<=YR<7 | 341.253 | -8.96 | 0.20 | -0.38 | 0.58 | -0.01 | 0.20 | |
7<=YR | 597.413 | -61.43 | -5.13 | -6.11 | 0.99 | -1.09 | -5.13 | |
7YR-11YR*2 | 200.579 | -28.18 | -1.08 | -1.93 | 0.85 | 0.14 | -1.08 | |
11YR-*2 | 276.029 | -77.96 | -7.13 | -8.19 | 1.05 | -1.69 | -7.13 | |
Overall ex.MBS,ABS | 386.822 | -35.58 | -2.73 | -3.51 | 0.78 | -0.62 | -2.73 | |
1<=YR<3 | 235.580 | -0.37 | -0.02 | -0.51 | 0.49 | -0.10 | -0.02 | |
3<=YR<7 | 341.253 | -8.96 | 0.20 | -0.38 | 0.58 | -0.01 | 0.20 | |
7<=YR | 600.732 | -62.54 | -5.24 | -6.24 | 0.99 | -1.13 | -5.24 | |
7YR-11YR*2 | 200.579 | -28.18 | -1.08 | -1.93 | 0.85 | 0.14 | -1.08 | |
11YR-*2 | 279.447 | -80.32 | -7.39 | -8.46 | 1.07 | -1.77 | -7.39 | |
Overall ex.JGB* | 176.706 | -22.14 | -1.29 | -1.93 | 0.64 | 0.33 | -1.29 | |
1<=YR<3* | 133.964 | -0.10 | 0.08 | -0.43 | 0.51 | 0.21 | 0.08 | |
3<=YR<7* | 167.834 | -5.88 | 0.14 | -0.36 | 0.50 | 0.60 | 0.14 | |
7<=YR* | 251.813 | -44.90 | -3.00 | -3.80 | 0.80 | 0.21 | -3.00 | |
7YR-11YR*2 | 205.295 | -24.33 | -0.73 | -1.42 | 0.68 | 0.96 | -0.73 | |
11YR-*2 | 264.382 | -58.23 | -4.46 | -5.34 | 0.87 | -0.29 | -4.46 | |
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 | 1015178 | 106.89 | 107.09 | 9.85 | 0.84 | 0.11 | 0.11 | 9.33 | 9.32 | 9.31 | 4 | |
1<=YR<3 | 213376 | 101.17 | 101.28 | 1.97 | 0.50 | -0.08 | -0.09 | 1.96 | 1.96 | 1.96 | 4 | |
3<=YR<7 | 279775 | 103.24 | 103.38 | 4.80 | 0.61 | -0.06 | -0.07 | 4.73 | 4.74 | 4.73 | 5 | |
7<=YR | 522027 | 111.18 | 111.45 | 15.78 | 1.10 | 0.27 | 0.28 | 14.36 | 14.33 | 14.32 | 3 | |
7YR-11YR | 178834 | 108.03 | 108.23 | 8.71 | 0.92 | 0.02 | 0.02 | 8.39 | 8.39 | 8.39 | 4 | |
11YR- | 343194 | 112.83 | 113.12 | 19.47 | 1.20 | 0.40 | 0.40 | 17.34 | 17.30 | 17.27 | 3 | |
Government | 840526 | 107.68 | 107.89 | 10.37 | 0.88 | 0.08 | 0.09 | 9.78 | 9.77 | 9.76 | 0 | |
1<=YR<3 | 170909 | 101.26 | 101.37 | 1.95 | 0.50 | -0.13 | -0.13 | 1.94 | 1.94 | 1.94 | 0 | |
3<=YR<7 | 224695 | 103.62 | 103.76 | 4.81 | 0.63 | -0.12 | -0.12 | 4.74 | 4.74 | 4.74 | 0 | |
7<=YR | 444923 | 112.20 | 112.48 | 16.41 | 1.15 | 0.25 | 0.26 | 14.85 | 14.82 | 14.81 | 0 | |
7YR-11YR | 148175 | 108.80 | 109.01 | 8.73 | 0.96 | -0.02 | -0.02 | 8.40 | 8.40 | 8.40 | 0 | |
11YR- | 296748 | 113.90 | 114.22 | 20.25 | 1.24 | 0.38 | 0.40 | 17.92 | 17.88 | 17.86 | 1 | |
Municipals | 65589 | 103.84 | 104.03 | 7.72 | 0.66 | 0.14 | 0.14 | 7.47 | 7.46 | 7.46 | 13 | |
Govt.Grntd | 22388 | 103.89 | 103.97 | 7.62 | 0.68 | 0.11 | 0.12 | 7.28 | 7.27 | 7.27 | 11 | |
Bank Dbntr | 4178 | 100.18 | 100.21 | 2.97 | 0.12 | 0.05 | 0.05 | 2.96 | 2.96 | 2.96 | 18 | |
Corporates | 61803 | 102.68 | 102.83 | 7.83 | 0.68 | 0.35 | 0.34 | 7.42 | 7.40 | 7.40 | 34 | |
Yen Dnm Frgn | 5139 | 100.64 | 100.81 | 4.08 | 0.76 | 0.64 | 0.65 | 3.96 | 3.94 | 3.95 | 75 | |
MBS | 14732 | 102.01 | 102.04 | 5.94 | 0.76 | 0.67 | 0.25 | 5.81 | 5.80 | 5.60 | 19 | |
ABS | 823 | 99.85 | 100.01 | 5.73 | 0.63 | 0.59 | 0.58 | 5.48 | 5.46 | 5.47 | 65 | |
Overall ex.MBS | 1000446 | 106.96 | 107.16 | 9.91 | 0.84 | 0.11 | 0.11 | 9.38 | 9.37 | 9.36 | 4 | |
1<=YR<3 | 213376 | 101.17 | 101.28 | 1.97 | 0.50 | -0.08 | -0.09 | 1.96 | 1.96 | 1.96 | 4 | |
3<=YR<7 | 279775 | 103.24 | 103.38 | 4.80 | 0.61 | -0.06 | -0.07 | 4.73 | 4.74 | 4.73 | 5 | |
7<=YR | 507295 | 111.45 | 111.72 | 16.07 | 1.11 | 0.26 | 0.28 | 14.59 | 14.56 | 14.55 | 3 | |
7YR-11YR | 178834 | 108.03 | 108.23 | 8.71 | 0.92 | 0.02 | 0.02 | 8.39 | 8.39 | 8.39 | 4 | |
11YR- | 328462 | 113.31 | 113.62 | 20.08 | 1.22 | 0.39 | 0.41 | 17.80 | 17.76 | 17.74 | 2 | |
Overall ex.ABS | 1014355 | 106.90 | 107.09 | 9.86 | 0.84 | 0.11 | 0.11 | 9.34 | 9.32 | 9.31 | 4 | |
1<=YR<3 | 213153 | 101.17 | 101.28 | 1.97 | 0.50 | -0.08 | -0.09 | 1.96 | 1.96 | 1.96 | 4 | |
3<=YR<7 | 279404 | 103.25 | 103.38 | 4.80 | 0.61 | -0.06 | -0.07 | 4.74 | 4.74 | 4.74 | 5 | |
7<=YR | 521797 | 111.19 | 111.45 | 15.78 | 1.10 | 0.27 | 0.28 | 14.36 | 14.34 | 14.32 | 3 | |
7YR-11YR | 178663 | 108.04 | 108.24 | 8.71 | 0.92 | 0.02 | 0.02 | 8.39 | 8.39 | 8.39 | 4 | |
11YR- | 343134 | 112.83 | 113.13 | 19.47 | 1.20 | 0.40 | 0.40 | 17.34 | 17.30 | 17.27 | 3 | |
Overall ex.MBS,ABS | 999623 | 106.97 | 107.17 | 9.91 | 0.84 | 0.11 | 0.11 | 9.39 | 9.37 | 9.37 | 4 | |
1<=YR<3 | 213153 | 101.17 | 101.28 | 1.97 | 0.50 | -0.08 | -0.09 | 1.96 | 1.96 | 1.96 | 4 | |
3<=YR<7 | 279404 | 103.25 | 103.38 | 4.80 | 0.61 | -0.06 | -0.07 | 4.74 | 4.74 | 4.74 | 5 | |
7<=YR | 507065 | 111.46 | 111.73 | 16.07 | 1.11 | 0.26 | 0.28 | 14.59 | 14.56 | 14.55 | 3 | |
7YR-11YR | 178663 | 108.04 | 108.24 | 8.71 | 0.92 | 0.02 | 0.02 | 8.39 | 8.39 | 8.39 | 4 | |
11YR- | 328402 | 113.32 | 113.62 | 20.08 | 1.22 | 0.39 | 0.41 | 17.80 | 17.76 | 17.74 | 2 | |
Overall ex.JGB | 174652 | 103.08 | 103.22 | 7.37 | 0.67 | 0.27 | 0.23 | 7.07 | 7.06 | 7.05 | 23 | |
1<=YR<3 | 42467 | 100.81 | 100.93 | 2.05 | 0.52 | 0.11 | 0.10 | 2.04 | 2.04 | 2.04 | 23 | |
3<=YR<7 | 55081 | 101.70 | 101.83 | 4.76 | 0.51 | 0.16 | 0.15 | 4.71 | 4.70 | 4.71 | 27 | |
7<=YR | 77104 | 105.32 | 105.48 | 12.15 | 0.86 | 0.43 | 0.36 | 11.36 | 11.34 | 11.30 | 20 | |
7YR-11YR | 30658 | 104.32 | 104.49 | 8.60 | 0.72 | 0.22 | 0.23 | 8.34 | 8.33 | 8.34 | 25 | |
11YR- | 46446 | 105.98 | 106.14 | 14.50 | 0.95 | 0.56 | 0.44 | 13.33 | 13.29 | 13.22 | 18 | |
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