--------------- RETURNS (%) FROM ---------------- | ||||||||
---|---|---|---|---|---|---|---|---|
INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
Overall | 367.538 | 79.71 | 85.09 | 84.32 | 0.77 | -4.27 | 2.07 | |
1<=YR<3 | 234.999 | 5.11 | 4.43 | 3.98 | 0.45 | -0.05 | 1.46 | |
3<=YR<7 | 337.378 | 2.38 | 7.30 | 6.76 | 0.55 | -0.66 | 3.45 | |
7<=YR | 546.093 | 150.20 | 158.51 | 157.49 | 1.02 | -7.65 | 1.57 | |
7YR-11YR*2 | 194.146 | 37.82 | 60.66 | 59.82 | 0.84 | -2.64 | 1.38 | |
11YR-*2 | 244.680 | 214.92 | 215.06 | 213.94 | 1.12 | -10.28 | 1.71 | |
Government | 378.801 | 86.29 | 91.47 | 90.67 | 0.80 | -4.47 | 2.14 | |
1<=YR<3 | 221.754 | 5.10 | 4.39 | 3.94 | 0.45 | -0.06 | 1.40 | |
3<=YR<7 | 336.314 | 2.22 | 7.22 | 6.66 | 0.56 | -0.60 | 3.40 | |
7<=YR | 557.430 | 158.42 | 166.18 | 165.13 | 1.05 | -7.84 | 1.77 | |
7YR-11YR*2 | 192.802 | 39.81 | 63.32 | 62.45 | 0.87 | -2.48 | 1.51 | |
11YR-*2 | 243.841 | 225.57 | 224.63 | 223.48 | 1.15 | -10.57 | 1.94 | |
Municipals | 389.501 | 41.95 | 50.47 | 49.90 | 0.58 | -3.15 | 1.11 | |
Govt.Grntd | 367.839 | 64.07 | 68.85 | 68.19 | 0.66 | -3.44 | 1.51 | |
Bank Dbntr | 273.557 | 6.35 | 8.12 | 7.99 | 0.14 | -0.29 | 2.42 | |
Corporates | 384.722 | 47.44 | 51.44 | 50.78 | 0.66 | -3.70 | 2.19 | |
Yen Dnm Frgn | 383.006 | 23.19 | 16.37 | 15.35 | 1.02 | -0.84 | 6.61 | |
MBS*3 | 125.663 | 36.30 | 51.49 | 50.83 | 0.66 | -2.58 | 1.03 | |
ABS*4 | 113.305 | 26.30 | 33.29 | 32.63 | 0.67 | -1.94 | 2.33 | |
Overall ex.MBS | 367.433 | 80.29 | 85.55 | 84.77 | 0.77 | -4.29 | 2.08 | |
1<=YR<3 | 234.999 | 5.11 | 4.43 | 3.98 | 0.45 | -0.05 | 1.46 | |
3<=YR<7 | 337.378 | 2.38 | 7.30 | 6.76 | 0.55 | -0.66 | 3.45 | |
7<=YR | 548.247 | 153.20 | 161.34 | 160.31 | 1.03 | -7.78 | 1.59 | |
7YR-11YR*2 | 194.143 | 37.85 | 60.71 | 59.87 | 0.84 | -2.65 | 1.38 | |
11YR-*2 | 246.790 | 222.34 | 221.88 | 220.74 | 1.14 | -10.59 | 1.73 | |
Overall ex.ABS | 367.567 | 79.75 | 85.13 | 84.36 | 0.77 | -4.27 | 2.07 | |
1<=YR<3 | 234.960 | 5.11 | 4.43 | 3.98 | 0.45 | -0.05 | 1.46 | |
3<=YR<7 | 337.377 | 2.38 | 7.30 | 6.76 | 0.55 | -0.66 | 3.45 | |
7<=YR | 546.096 | 150.23 | 158.54 | 157.52 | 1.02 | -7.65 | 1.57 | |
7YR-11YR*2 | 194.141 | 37.83 | 60.67 | 59.83 | 0.84 | -2.64 | 1.38 | |
11YR-*2 | 244.678 | 214.93 | 215.07 | 213.95 | 1.12 | -10.28 | 1.71 | |
Overall ex.MBS,ABS | 367.463 | 80.33 | 85.58 | 84.81 | 0.77 | -4.29 | 2.08 | |
1<=YR<3 | 234.960 | 5.11 | 4.43 | 3.98 | 0.45 | -0.05 | 1.46 | |
3<=YR<7 | 337.377 | 2.38 | 7.30 | 6.76 | 0.55 | -0.66 | 3.45 | |
7<=YR | 548.251 | 153.24 | 161.37 | 160.34 | 1.03 | -7.78 | 1.59 | |
7YR-11YR*2 | 194.137 | 37.86 | 60.72 | 59.88 | 0.84 | -2.65 | 1.38 | |
11YR-*2 | 246.789 | 222.35 | 221.88 | 220.74 | 1.14 | -10.59 | 1.73 | |
Overall ex.JGB* | 170.864 | 44.45 | 50.98 | 50.36 | 0.62 | -3.23 | 1.70 | |
1<=YR<3* | 134.043 | 5.13 | 4.59 | 4.15 | 0.44 | -0.01 | 1.69 | |
3<=YR<7* | 166.345 | 3.09 | 7.70 | 7.19 | 0.51 | -0.91 | 3.69 | |
7<=YR* | 234.971 | 96.45 | 108.44 | 107.63 | 0.81 | -6.49 | 0.27 | |
7YR-11YR*2 | 197.885 | 25.81 | 44.61 | 43.94 | 0.67 | -3.59 | 0.55 | |
11YR-*2 | 241.599 | 141.85 | 149.56 | 148.66 | 0.90 | -8.32 | 0.09 | |
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 | 1096617 | 99.62 | 99.83 | 10.10 | 0.77 | 0.57 | 0.57 | 8.96 | 8.92 | 8.92 | 5 | |
1<=YR<3 | 219430 | 100.83 | 100.95 | 1.94 | 0.45 | 0.02 | 0.02 | 1.94 | 1.93 | 1.94 | 6 | |
3<=YR<7 | 298291 | 101.62 | 101.75 | 4.74 | 0.56 | 0.22 | 0.22 | 4.68 | 4.67 | 4.68 | 6 | |
7<=YR | 578895 | 98.14 | 98.41 | 15.96 | 0.99 | 0.98 | 0.96 | 13.97 | 13.89 | 13.91 | 4 | |
7YR-11YR | 201098 | 103.00 | 103.21 | 8.70 | 0.86 | 0.52 | 0.53 | 8.38 | 8.36 | 8.38 | 5 | |
11YR- | 377797 | 95.55 | 95.85 | 19.82 | 1.06 | 1.24 | 1.21 | 17.18 | 17.07 | 17.07 | 4 | |
Government | 921635 | 99.89 | 100.10 | 10.59 | 0.80 | 0.56 | 0.55 | 9.35 | 9.31 | 9.31 | 1 | |
1<=YR<3 | 178528 | 100.94 | 101.05 | 1.92 | 0.46 | -0.03 | -0.03 | 1.91 | 1.91 | 1.91 | 1 | |
3<=YR<7 | 242870 | 101.96 | 102.10 | 4.73 | 0.57 | 0.16 | 0.16 | 4.66 | 4.66 | 4.66 | 0 | |
7<=YR | 500237 | 98.51 | 98.80 | 16.52 | 1.03 | 0.97 | 0.95 | 14.42 | 14.34 | 14.35 | 1 | |
7YR-11YR | 171336 | 103.72 | 103.94 | 8.73 | 0.90 | 0.47 | 0.48 | 8.40 | 8.38 | 8.40 | 0 | |
11YR- | 328901 | 95.80 | 96.12 | 20.58 | 1.09 | 1.25 | 1.22 | 17.80 | 17.69 | 17.70 | 1 | |
Municipals | 68037 | 98.81 | 98.98 | 7.63 | 0.57 | 0.55 | 0.56 | 7.13 | 7.10 | 7.11 | 16 | |
Govt.Grntd | 16166 | 99.12 | 99.21 | 8.62 | 0.65 | 0.51 | 0.50 | 7.64 | 7.61 | 7.62 | 10 | |
Bank Dbntr | 3519 | 99.41 | 99.45 | 3.31 | 0.14 | 0.26 | 0.26 | 3.28 | 3.28 | 3.28 | 20 | |
Corporates | 67864 | 97.48 | 97.62 | 7.82 | 0.65 | 0.80 | 0.78 | 6.88 | 6.84 | 6.86 | 44 | |
Yen Dnm Frgn | 3662 | 98.37 | 98.55 | 3.84 | 1.00 | 1.37 | 1.36 | 3.64 | 3.62 | 3.64 | 126 | |
MBS | 14923 | 97.69 | 97.73 | 6.76 | 0.64 | 0.73 | 0.84 | 6.43 | 6.40 | 6.41 | 19 | |
ABS | 810 | 97.56 | 97.72 | 5.89 | 0.65 | 0.87 | 0.85 | 5.50 | 5.47 | 5.49 | 60 | |
Overall ex.MBS | 1081693 | 99.65 | 99.85 | 10.15 | 0.77 | 0.57 | 0.56 | 8.99 | 8.95 | 8.96 | 5 | |
1<=YR<3 | 219430 | 100.83 | 100.95 | 1.94 | 0.45 | 0.02 | 0.02 | 1.94 | 1.93 | 1.94 | 6 | |
3<=YR<7 | 298291 | 101.62 | 101.75 | 4.74 | 0.56 | 0.22 | 0.22 | 4.68 | 4.67 | 4.68 | 6 | |
7<=YR | 563972 | 98.15 | 98.43 | 16.20 | 1.00 | 0.98 | 0.97 | 14.17 | 14.09 | 14.10 | 4 | |
7YR-11YR | 200913 | 103.00 | 103.21 | 8.70 | 0.86 | 0.52 | 0.53 | 8.39 | 8.37 | 8.38 | 5 | |
11YR- | 363059 | 95.47 | 95.78 | 20.35 | 1.08 | 1.26 | 1.23 | 17.62 | 17.51 | 17.51 | 4 | |
Overall ex.ABS | 1095806 | 99.63 | 99.83 | 10.11 | 0.77 | 0.57 | 0.57 | 8.96 | 8.92 | 8.93 | 5 | |
1<=YR<3 | 219154 | 100.83 | 100.95 | 1.94 | 0.45 | 0.02 | 0.02 | 1.94 | 1.93 | 1.94 | 6 | |
3<=YR<7 | 298025 | 101.62 | 101.76 | 4.74 | 0.56 | 0.22 | 0.22 | 4.68 | 4.67 | 4.68 | 6 | |
7<=YR | 578628 | 98.14 | 98.41 | 15.96 | 0.99 | 0.98 | 0.96 | 13.97 | 13.90 | 13.91 | 4 | |
7YR-11YR | 200921 | 103.01 | 103.21 | 8.70 | 0.86 | 0.52 | 0.53 | 8.38 | 8.36 | 8.38 | 5 | |
11YR- | 377707 | 95.56 | 95.85 | 19.82 | 1.06 | 1.24 | 1.21 | 17.18 | 17.07 | 17.07 | 4 | |
Overall ex.MBS,ABS | 1080883 | 99.65 | 99.86 | 10.15 | 0.77 | 0.57 | 0.56 | 9.00 | 8.95 | 8.96 | 5 | |
1<=YR<3 | 219154 | 100.83 | 100.95 | 1.94 | 0.45 | 0.02 | 0.02 | 1.94 | 1.93 | 1.94 | 6 | |
3<=YR<7 | 298025 | 101.62 | 101.76 | 4.74 | 0.56 | 0.22 | 0.22 | 4.68 | 4.67 | 4.68 | 6 | |
7<=YR | 563704 | 98.15 | 98.43 | 16.20 | 1.00 | 0.98 | 0.97 | 14.17 | 14.09 | 14.10 | 4 | |
7YR-11YR | 200735 | 103.01 | 103.22 | 8.70 | 0.86 | 0.52 | 0.53 | 8.39 | 8.37 | 8.38 | 5 | |
11YR- | 362969 | 95.47 | 95.78 | 20.35 | 1.08 | 1.26 | 1.23 | 17.62 | 17.51 | 17.51 | 4 | |
Overall ex.JGB | 174981 | 98.22 | 98.36 | 7.55 | 0.61 | 0.67 | 0.67 | 6.86 | 6.83 | 6.84 | 29 | |
1<=YR<3 | 40902 | 100.36 | 100.47 | 2.03 | 0.44 | 0.25 | 0.25 | 2.03 | 2.02 | 2.03 | 29 | |
3<=YR<7 | 55421 | 100.12 | 100.24 | 4.80 | 0.51 | 0.49 | 0.49 | 4.73 | 4.72 | 4.73 | 32 | |
7<=YR | 78658 | 95.78 | 95.94 | 12.35 | 0.77 | 1.03 | 1.04 | 11.07 | 11.00 | 11.02 | 27 | |
7YR-11YR | 29762 | 98.85 | 99.01 | 8.51 | 0.66 | 0.82 | 0.81 | 8.27 | 8.23 | 8.26 | 34 | |
11YR- | 48896 | 93.90 | 94.07 | 14.69 | 0.84 | 1.17 | 1.19 | 12.87 | 12.78 | 12.78 | 23 | |
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