--------------- RETURNS (%) FROM ---------------- | ||||||||
---|---|---|---|---|---|---|---|---|
INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
Overall | 375.505 | 42.70 | -1.18 | -1.93 | 0.75 | 0.91 | 5.87 | |
1<=YR<3 | 235.279 | 0.30 | 0.22 | -0.20 | 0.43 | -0.10 | 0.63 | |
3<=YR<7 | 339.736 | 18.68 | 0.39 | -0.17 | 0.56 | 0.45 | 2.54 | |
7<=YR | 566.581 | 71.04 | -2.51 | -3.48 | 0.98 | 1.54 | 9.69 | |
7YR-11YR*2 | 196.834 | 28.71 | -1.86 | -2.69 | 0.83 | -0.49 | 3.76 | |
11YR-*2 | 257.169 | 94.49 | -2.86 | -3.92 | 1.05 | 2.67 | 13.09 | |
Government | 387.534 | 45.26 | -1.54 | -2.32 | 0.78 | 0.80 | 6.23 | |
1<=YR<3 | 221.986 | -0.08 | 0.13 | -0.30 | 0.43 | -0.19 | 0.58 | |
3<=YR<7 | 338.626 | 18.19 | 0.18 | -0.39 | 0.57 | 0.29 | 2.50 | |
7<=YR | 579.320 | 74.30 | -2.95 | -3.95 | 1.00 | 1.41 | 10.18 | |
7YR-11YR*2 | 195.460 | 27.95 | -2.29 | -3.15 | 0.86 | -0.84 | 3.78 | |
11YR-*2 | 256.909 | 99.62 | -3.31 | -4.39 | 1.08 | 2.63 | 13.78 | |
Municipals | 395.192 | 26.60 | 0.27 | -0.30 | 0.57 | 1.11 | 3.89 | |
Govt.Grntd | 373.923 | 34.78 | -0.73 | -1.39 | 0.67 | 0.82 | 4.46 | |
Bank Dbntr | 274.197 | 8.03 | 0.28 | 0.12 | 0.15 | 0.39 | 1.14 | |
Corporates | 390.201 | 31.44 | 0.53 | -0.13 | 0.66 | 1.49 | 4.05 | |
Yen Dnm Frgn | 388.093 | 62.89 | 4.20 | 3.16 | 1.04 | 4.86 | 4.85 | |
MBS*3 | 127.439 | 15.09 | 5.84 | 5.19 | 0.65 | 4.08 | 3.75 | |
ABS*4 | 114.409 | 18.51 | 0.16 | -0.51 | 0.66 | 0.83 | 2.96 | |
Overall ex.MBS | 375.436 | 43.06 | -1.27 | -2.02 | 0.76 | 0.87 | 5.90 | |
1<=YR<3 | 235.279 | 0.30 | 0.22 | -0.20 | 0.43 | -0.10 | 0.63 | |
3<=YR<7 | 339.736 | 18.68 | 0.39 | -0.17 | 0.56 | 0.45 | 2.54 | |
7<=YR | 569.156 | 72.45 | -2.72 | -3.70 | 0.98 | 1.48 | 9.85 | |
7YR-11YR*2 | 196.832 | 28.72 | -1.86 | -2.70 | 0.84 | -0.49 | 3.76 | |
11YR-*2 | 259.764 | 97.61 | -3.21 | -4.27 | 1.07 | 2.61 | 13.48 | |
Overall ex.ABS | 375.538 | 42.71 | -1.18 | -1.93 | 0.75 | 0.91 | 5.87 | |
1<=YR<3 | 235.240 | 0.30 | 0.22 | -0.20 | 0.43 | -0.10 | 0.63 | |
3<=YR<7 | 339.734 | 18.68 | 0.39 | -0.17 | 0.56 | 0.45 | 2.54 | |
7<=YR | 566.588 | 71.05 | -2.51 | -3.48 | 0.98 | 1.54 | 9.70 | |
7YR-11YR*2 | 196.829 | 28.71 | -1.86 | -2.69 | 0.83 | -0.49 | 3.76 | |
11YR-*2 | 257.169 | 94.50 | -2.87 | -3.92 | 1.05 | 2.67 | 13.09 | |
Overall ex.MBS,ABS | 375.469 | 43.08 | -1.27 | -2.03 | 0.76 | 0.87 | 5.90 | |
1<=YR<3 | 235.240 | 0.30 | 0.22 | -0.20 | 0.43 | -0.10 | 0.63 | |
3<=YR<7 | 339.734 | 18.68 | 0.39 | -0.17 | 0.56 | 0.45 | 2.54 | |
7<=YR | 569.164 | 72.46 | -2.72 | -3.70 | 0.98 | 1.48 | 9.85 | |
7YR-11YR*2 | 196.827 | 28.73 | -1.86 | -2.70 | 0.84 | -0.49 | 3.76 | |
11YR-*2 | 259.764 | 97.61 | -3.21 | -4.27 | 1.07 | 2.61 | 13.48 | |
Overall ex.JGB* | 173.308 | 28.54 | 0.83 | 0.21 | 0.62 | 1.54 | 3.95 | |
1<=YR<3* | 134.291 | 1.99 | 0.63 | 0.22 | 0.41 | 0.29 | 0.85 | |
3<=YR<7* | 167.595 | 20.87 | 1.33 | 0.80 | 0.54 | 1.19 | 2.72 | |
7<=YR* | 241.106 | 48.63 | 0.57 | -0.23 | 0.80 | 2.48 | 6.55 | |
7YR-11YR*2 | 200.725 | 33.58 | 0.90 | 0.21 | 0.69 | 1.69 | 3.69 | |
11YR-*2 | 249.718 | 57.81 | 0.37 | -0.50 | 0.87 | 2.97 | 8.37 | |
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 | 1103330 | 101.53 | 101.74 | 10.09 | 0.77 | 0.43 | 0.43 | 9.11 | 9.08 | 9.08 | 5 | |
1<=YR<3 | 221051 | 100.86 | 100.99 | 1.89 | 0.43 | -0.03 | -0.03 | 1.88 | 1.88 | 1.88 | 6 | |
3<=YR<7 | 298415 | 102.21 | 102.38 | 4.69 | 0.57 | 0.12 | 0.12 | 4.62 | 4.62 | 4.62 | 6 | |
7<=YR | 583864 | 101.43 | 101.70 | 15.95 | 0.99 | 0.76 | 0.76 | 14.14 | 14.08 | 14.08 | 4 | |
7YR-11YR | 202386 | 104.24 | 104.50 | 8.63 | 0.87 | 0.38 | 0.39 | 8.32 | 8.30 | 8.31 | 5 | |
11YR- | 381477 | 99.94 | 100.22 | 19.83 | 1.06 | 0.96 | 0.96 | 17.36 | 17.27 | 17.27 | 4 | |
Government | 930554 | 101.92 | 102.15 | 10.58 | 0.79 | 0.40 | 0.40 | 9.52 | 9.48 | 9.49 | 0 | |
1<=YR<3 | 180379 | 100.97 | 101.11 | 1.87 | 0.44 | -0.08 | -0.09 | 1.87 | 1.87 | 1.87 | 1 | |
3<=YR<7 | 243033 | 102.55 | 102.72 | 4.67 | 0.58 | 0.06 | 0.06 | 4.61 | 4.61 | 4.61 | 0 | |
7<=YR | 507143 | 101.96 | 102.24 | 16.50 | 1.02 | 0.74 | 0.74 | 14.58 | 14.51 | 14.51 | 1 | |
7YR-11YR | 173918 | 104.91 | 105.17 | 8.66 | 0.90 | 0.34 | 0.34 | 8.34 | 8.32 | 8.33 | 0 | |
11YR- | 333225 | 100.42 | 100.70 | 20.59 | 1.09 | 0.96 | 0.96 | 17.98 | 17.89 | 17.88 | 1 | |
Municipals | 67506 | 100.07 | 100.21 | 7.52 | 0.57 | 0.42 | 0.44 | 7.11 | 7.08 | 7.09 | 17 | |
Govt.Grntd | 15376 | 100.55 | 100.70 | 8.80 | 0.66 | 0.42 | 0.42 | 7.95 | 7.92 | 7.93 | 12 | |
Bank Dbntr | 3490 | 99.59 | 99.64 | 3.24 | 0.15 | 0.23 | 0.23 | 3.21 | 3.20 | 3.21 | 25 | |
Corporates | 67506 | 98.65 | 98.83 | 7.66 | 0.65 | 0.69 | 0.67 | 6.84 | 6.80 | 6.81 | 45 | |
Yen Dnm Frgn | 3433 | 99.29 | 99.61 | 3.71 | 1.03 | 1.16 | 1.16 | 3.53 | 3.51 | 3.53 | 115 | |
MBS | 14655 | 98.85 | 98.88 | 6.70 | 0.63 | 0.67 | 0.67 | 6.43 | 6.41 | 6.42 | 20 | |
ABS | 810 | 98.29 | 98.46 | 5.69 | 0.65 | 0.78 | 0.76 | 5.36 | 5.33 | 5.35 | 63 | |
Overall ex.MBS | 1088675 | 101.56 | 101.78 | 10.13 | 0.77 | 0.42 | 0.42 | 9.15 | 9.11 | 9.12 | 5 | |
1<=YR<3 | 221051 | 100.86 | 100.99 | 1.89 | 0.43 | -0.03 | -0.03 | 1.88 | 1.88 | 1.88 | 6 | |
3<=YR<7 | 298415 | 102.21 | 102.38 | 4.69 | 0.57 | 0.12 | 0.12 | 4.62 | 4.62 | 4.62 | 6 | |
7<=YR | 569209 | 101.50 | 101.77 | 16.19 | 1.00 | 0.76 | 0.76 | 14.33 | 14.27 | 14.27 | 4 | |
7YR-11YR | 202216 | 104.25 | 104.50 | 8.63 | 0.87 | 0.38 | 0.39 | 8.32 | 8.30 | 8.32 | 5 | |
11YR- | 366993 | 99.99 | 100.27 | 20.35 | 1.07 | 0.98 | 0.97 | 17.79 | 17.70 | 17.69 | 3 | |
Overall ex.ABS | 1102520 | 101.53 | 101.74 | 10.09 | 0.77 | 0.43 | 0.43 | 9.12 | 9.08 | 9.08 | 5 | |
1<=YR<3 | 220780 | 100.86 | 100.99 | 1.89 | 0.43 | -0.03 | -0.03 | 1.88 | 1.88 | 1.88 | 6 | |
3<=YR<7 | 298142 | 102.21 | 102.38 | 4.69 | 0.57 | 0.12 | 0.12 | 4.62 | 4.62 | 4.62 | 6 | |
7<=YR | 583597 | 101.44 | 101.70 | 15.95 | 0.99 | 0.76 | 0.76 | 14.14 | 14.08 | 14.08 | 4 | |
7YR-11YR | 202210 | 104.25 | 104.50 | 8.63 | 0.87 | 0.38 | 0.39 | 8.32 | 8.30 | 8.31 | 5 | |
11YR- | 381387 | 99.95 | 100.22 | 19.84 | 1.06 | 0.96 | 0.96 | 17.36 | 17.27 | 17.27 | 4 | |
Overall ex.MBS,ABS | 1087865 | 101.57 | 101.78 | 10.14 | 0.77 | 0.42 | 0.42 | 9.15 | 9.12 | 9.12 | 5 | |
1<=YR<3 | 220780 | 100.86 | 100.99 | 1.89 | 0.43 | -0.03 | -0.03 | 1.88 | 1.88 | 1.88 | 6 | |
3<=YR<7 | 298142 | 102.21 | 102.38 | 4.69 | 0.57 | 0.12 | 0.12 | 4.62 | 4.62 | 4.62 | 6 | |
7<=YR | 568943 | 101.50 | 101.78 | 16.19 | 1.00 | 0.76 | 0.76 | 14.34 | 14.27 | 14.28 | 4 | |
7YR-11YR | 202039 | 104.25 | 104.51 | 8.63 | 0.87 | 0.38 | 0.39 | 8.32 | 8.30 | 8.32 | 5 | |
11YR- | 366903 | 99.99 | 100.27 | 20.35 | 1.07 | 0.98 | 0.97 | 17.79 | 17.70 | 17.70 | 3 | |
Overall ex.JGB | 172776 | 99.42 | 99.57 | 7.45 | 0.62 | 0.56 | 0.56 | 6.86 | 6.84 | 6.84 | 30 | |
1<=YR<3 | 40672 | 100.37 | 100.48 | 1.97 | 0.41 | 0.21 | 0.21 | 1.96 | 1.96 | 1.96 | 30 | |
3<=YR<7 | 55383 | 100.71 | 100.85 | 4.74 | 0.54 | 0.39 | 0.39 | 4.68 | 4.67 | 4.68 | 32 | |
7<=YR | 76721 | 97.99 | 98.16 | 12.31 | 0.78 | 0.87 | 0.87 | 11.15 | 11.09 | 11.10 | 29 | |
7YR-11YR | 28468 | 100.20 | 100.38 | 8.44 | 0.69 | 0.68 | 0.68 | 8.19 | 8.16 | 8.19 | 35 | |
11YR- | 48253 | 96.69 | 96.84 | 14.59 | 0.83 | 0.99 | 0.99 | 12.96 | 12.88 | 12.89 | 25 | |
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