| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 357.164 | -52.33 | -17.31 | -18.15 | 0.85 | -4.02 | -3.46 | |
| 1<=YR<3 | 233.642 | -17.05 | -4.46 | -4.87 | 0.41 | -0.66 | -0.69 | |
| 3<=YR<7 | 333.738 | -55.02 | -13.21 | -13.86 | 0.65 | -1.84 | -1.80 | |
| 7<=YR | 520.573 | -65.30 | -24.82 | -25.95 | 1.13 | -6.56 | -5.47 | |
| 7YR-11YR*2 | 191.255 | -76.68 | -21.58 | -22.58 | 1.00 | -2.71 | -2.35 | |
| 11YR-*2 | 228.708 | -58.31 | -26.81 | -28.02 | 1.21 | -8.83 | -7.30 | |
| Government | 367.054 | -52.39 | -17.75 | -18.62 | 0.87 | -4.27 | -3.70 | |
| 1<=YR<3 | 220.249 | -16.83 | -4.44 | -4.84 | 0.40 | -0.70 | -0.74 | |
| 3<=YR<7 | 332.189 | -55.00 | -13.26 | -13.92 | 0.66 | -1.90 | -1.88 | |
| 7<=YR | 529.784 | -64.70 | -25.14 | -26.30 | 1.16 | -6.81 | -5.73 | |
| 7YR-11YR*2 | 189.575 | -76.51 | -21.67 | -22.67 | 1.00 | -2.76 | -2.44 | |
| 11YR-*2 | 227.094 | -57.48 | -27.25 | -28.50 | 1.25 | -9.18 | -7.64 | |
| Municipals | 384.809 | -58.10 | -16.26 | -16.90 | 0.63 | -2.67 | -2.23 | |
| Govt.Grntd | 359.233 | -52.29 | -16.59 | -17.34 | 0.76 | -3.58 | -2.89 | |
| Bank Dbntr | 271.782 | -31.54 | -8.01 | -8.33 | 0.32 | -0.92 | -0.94 | |
| Corporates | 380.765 | -48.05 | -13.47 | -14.25 | 0.78 | -2.55 | -1.89 | |
| Yen Dnm Frgn | 392.462 | -20.64 | -6.29 | -7.37 | 1.08 | 0.35 | 0.62 | |
| MBS*3 | 122.621 | -55.89 | -17.23 | -17.88 | 0.65 | -3.34 | -2.85 | |
| ABS*4 | 112.765 | -51.69 | -13.22 | -13.99 | 0.76 | -1.50 | -1.37 | |
| Overall ex.MBS | 357.045 | -52.28 | -17.31 | -18.16 | 0.85 | -4.03 | -3.47 | |
| 1<=YR<3 | 233.642 | -17.05 | -4.46 | -4.87 | 0.41 | -0.66 | -0.69 | |
| 3<=YR<7 | 333.738 | -55.02 | -13.21 | -13.86 | 0.65 | -1.84 | -1.80 | |
| 7<=YR | 522.328 | -65.53 | -25.00 | -26.15 | 1.14 | -6.64 | -5.54 | |
| 7YR-11YR*2 | 191.249 | -76.72 | -21.59 | -22.59 | 1.00 | -2.71 | -2.35 | |
| 11YR-*2 | 230.295 | -58.39 | -27.17 | -28.41 | 1.24 | -9.04 | -7.47 | |
| Overall ex.ABS | 357.187 | -52.33 | -17.31 | -18.15 | 0.85 | -4.02 | -3.46 | |
| 1<=YR<3 | 233.602 | -17.05 | -4.46 | -4.87 | 0.41 | -0.66 | -0.69 | |
| 3<=YR<7 | 333.734 | -55.01 | -13.21 | -13.86 | 0.65 | -1.84 | -1.80 | |
| 7<=YR | 520.570 | -65.30 | -24.82 | -25.95 | 1.13 | -6.56 | -5.47 | |
| 7YR-11YR*2 | 191.249 | -76.68 | -21.58 | -22.58 | 1.00 | -2.71 | -2.35 | |
| 11YR-*2 | 228.705 | -58.31 | -26.81 | -28.02 | 1.21 | -8.83 | -7.30 | |
| Overall ex.MBS,ABS | 357.068 | -52.28 | -17.31 | -18.16 | 0.85 | -4.03 | -3.47 | |
| 1<=YR<3 | 233.602 | -17.05 | -4.46 | -4.87 | 0.41 | -0.66 | -0.69 | |
| 3<=YR<7 | 333.734 | -55.01 | -13.21 | -13.86 | 0.65 | -1.84 | -1.80 | |
| 7<=YR | 522.325 | -65.53 | -25.00 | -26.15 | 1.14 | -6.64 | -5.54 | |
| 7YR-11YR*2 | 191.243 | -76.72 | -21.59 | -22.59 | 1.00 | -2.71 | -2.35 | |
| 11YR-*2 | 230.293 | -58.38 | -27.18 | -28.41 | 1.24 | -9.04 | -7.47 | |
| Overall ex.JGB* | 168.737 | -51.96 | -14.83 | -15.54 | 0.71 | -2.65 | -2.11 | |
| 1<=YR<3* | 133.894 | -18.07 | -4.56 | -4.99 | 0.43 | -0.45 | -0.44 | |
| 3<=YR<7* | 165.645 | -55.08 | -12.98 | -13.60 | 0.61 | -1.60 | -1.43 | |
| 7<=YR* | 228.852 | -69.70 | -22.53 | -23.48 | 0.95 | -4.78 | -3.63 | |
| 7YR-11YR*2 | 197.375 | -77.85 | -20.95 | -21.92 | 0.97 | -2.40 | -1.75 | |
| 11YR-*2 | 231.891 | -64.43 | -23.55 | -24.49 | 0.94 | -6.26 | -4.80 | |
| 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 | 1156153 | 95.28 | 95.49 | 10.17 | 0.82 | 1.13 | 1.10 | 8.62 | 8.55 | 8.57 | 4 | |
| 1<=YR<3 | 230591 | 99.64 | 99.76 | 1.89 | 0.41 | 0.59 | 0.59 | 1.88 | 1.88 | 1.88 | 6 | |
| 3<=YR<7 | 315610 | 99.59 | 99.78 | 4.74 | 0.66 | 0.76 | 0.76 | 4.66 | 4.64 | 4.66 | 5 | |
| 7<=YR | 609951 | 91.39 | 91.67 | 16.12 | 1.05 | 1.56 | 1.50 | 13.62 | 13.50 | 13.53 | 4 | |
| 7YR-11YR | 211564 | 100.35 | 100.64 | 8.66 | 1.02 | 0.99 | 0.99 | 8.28 | 8.24 | 8.27 | 3 | |
| 11YR- | 398387 | 86.64 | 86.90 | 20.08 | 1.07 | 1.92 | 1.80 | 16.90 | 16.74 | 16.76 | 4 | |
| Government | 981997 | 95.19 | 95.42 | 10.68 | 0.84 | 1.13 | 1.09 | 8.99 | 8.93 | 8.94 | 1 | |
| 1<=YR<3 | 189298 | 99.73 | 99.85 | 1.87 | 0.40 | 0.55 | 0.54 | 1.86 | 1.86 | 1.86 | 1 | |
| 3<=YR<7 | 256590 | 99.89 | 100.08 | 4.74 | 0.67 | 0.71 | 0.71 | 4.65 | 4.64 | 4.65 | 0 | |
| 7<=YR | 536109 | 91.34 | 91.62 | 16.63 | 1.08 | 1.58 | 1.49 | 14.01 | 13.89 | 13.91 | 1 | |
| 7YR-11YR | 184416 | 100.67 | 100.97 | 8.67 | 1.03 | 0.96 | 0.96 | 8.28 | 8.24 | 8.28 | 0 | |
| 11YR- | 351693 | 86.45 | 86.72 | 20.80 | 1.10 | 1.96 | 1.81 | 17.51 | 17.34 | 17.35 | 1 | |
| Municipals | 66957 | 96.42 | 96.57 | 7.32 | 0.62 | 1.01 | 1.02 | 6.73 | 6.69 | 6.71 | 12 | |
| Govt.Grntd | 14230 | 95.25 | 95.40 | 9.34 | 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 | 0.88 | 3.08 | 3.06 | 3.08 | 27 | |
| Corporates | 71165 | 95.30 | 95.51 | 7.35 | 0.75 | 1.30 | 1.25 | 6.25 | 6.20 | 6.22 | 39 | |
| Yen Dnm Frgn | 3847 | 98.79 | 99.11 | 3.71 | 1.08 | 1.43 | 1.42 | 3.53 | 3.50 | 3.52 | 77 | |
| MBS | 13914 | 93.98 | 94.00 | 7.43 | 0.63 | 0.89 | 1.42 | 6.89 | 6.84 | 7.20 | 22 | |
| ABS | 652 | 95.13 | 95.35 | 5.91 | 0.74 | 1.50 | 1.46 | 5.47 | 5.43 | 5.47 | 68 | |
| Overall ex.MBS | 1142238 | 95.29 | 95.51 | 10.21 | 0.82 | 1.13 | 1.09 | 8.64 | 8.57 | 8.59 | 4 | |
| 1<=YR<3 | 230591 | 99.64 | 99.76 | 1.89 | 0.41 | 0.59 | 0.59 | 1.88 | 1.88 | 1.88 | 6 | |
| 3<=YR<7 | 315610 | 99.59 | 99.78 | 4.74 | 0.66 | 0.76 | 0.76 | 4.66 | 4.64 | 4.66 | 5 | |
| 7<=YR | 596037 | 91.33 | 91.61 | 16.32 | 1.06 | 1.58 | 1.50 | 13.78 | 13.66 | 13.68 | 3 | |
| 7YR-11YR | 211389 | 100.35 | 100.65 | 8.67 | 1.02 | 0.99 | 0.99 | 8.28 | 8.24 | 8.28 | 3 | |
| 11YR- | 384648 | 86.38 | 86.65 | 20.53 | 1.09 | 1.96 | 1.82 | 17.29 | 17.12 | 17.13 | 3 | |
| Overall ex.ABS | 1155500 | 95.28 | 95.49 | 10.18 | 0.82 | 1.13 | 1.10 | 8.62 | 8.55 | 8.57 | 4 | |
| 1<=YR<3 | 230421 | 99.64 | 99.76 | 1.89 | 0.41 | 0.59 | 0.59 | 1.88 | 1.88 | 1.88 | 6 | |
| 3<=YR<7 | 315293 | 99.59 | 99.78 | 4.74 | 0.66 | 0.76 | 0.75 | 4.66 | 4.64 | 4.66 | 5 | |
| 7<=YR | 609786 | 91.39 | 91.67 | 16.12 | 1.05 | 1.56 | 1.50 | 13.62 | 13.51 | 13.53 | 4 | |
| 7YR-11YR | 211478 | 100.35 | 100.65 | 8.66 | 1.02 | 0.99 | 0.99 | 8.28 | 8.24 | 8.27 | 3 | |
| 11YR- | 398309 | 86.64 | 86.90 | 20.08 | 1.07 | 1.92 | 1.80 | 16.90 | 16.74 | 16.77 | 4 | |
| Overall ex.MBS,ABS | 1141586 | 95.29 | 95.51 | 10.21 | 0.82 | 1.13 | 1.09 | 8.64 | 8.58 | 8.59 | 4 | |
| 1<=YR<3 | 230421 | 99.64 | 99.76 | 1.89 | 0.41 | 0.59 | 0.59 | 1.88 | 1.88 | 1.88 | 6 | |
| 3<=YR<7 | 315293 | 99.59 | 99.78 | 4.74 | 0.66 | 0.76 | 0.75 | 4.66 | 4.64 | 4.66 | 5 | |
| 7<=YR | 595872 | 91.33 | 91.61 | 16.32 | 1.06 | 1.58 | 1.50 | 13.78 | 13.66 | 13.68 | 3 | |
| 7YR-11YR | 211303 | 100.35 | 100.65 | 8.67 | 1.02 | 0.99 | 0.99 | 8.28 | 8.24 | 8.28 | 3 | |
| 11YR- | 384569 | 86.38 | 86.65 | 20.53 | 1.09 | 1.96 | 1.82 | 17.29 | 17.13 | 17.13 | 3 | |
| Overall ex.JGB | 174155 | 95.76 | 95.92 | 7.34 | 0.69 | 1.13 | 1.16 | 6.50 | 6.45 | 6.50 | 25 | |
| 1<=YR<3 | 41293 | 99.25 | 99.36 | 1.99 | 0.43 | 0.82 | 0.82 | 1.98 | 1.98 | 1.98 | 28 | |
| 3<=YR<7 | 59021 | 98.28 | 98.45 | 4.75 | 0.61 | 0.97 | 0.96 | 4.67 | 4.65 | 4.67 | 26 | |
| 7<=YR | 73842 | 91.79 | 91.98 | 12.40 | 0.90 | 1.46 | 1.53 | 10.79 | 10.70 | 10.80 | 24 | |
| 7YR-11YR | 27148 | 98.18 | 98.44 | 8.62 | 0.97 | 1.22 | 1.21 | 8.25 | 8.20 | 8.25 | 25 | |
| 11YR- | 46694 | 88.07 | 88.23 | 14.59 | 0.85 | 1.62 | 1.73 | 12.44 | 12.33 | 12.45 | 23 | |
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