--------------- RETURNS (%) FROM ---------------- | ||||||||
---|---|---|---|---|---|---|---|---|
INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
Overall | 353.139 | -37.09 | -16.41 | -17.29 | 0.88 | -4.22 | -10.69 | |
1<=YR<3 | 233.185 | 2.88 | -2.44 | -2.87 | 0.43 | -0.71 | -2.24 | |
3<=YR<7 | 330.508 | -4.02 | -11.24 | -11.92 | 0.68 | -2.45 | -8.49 | |
7<=YR | 512.244 | -72.30 | -25.05 | -26.24 | 1.18 | -6.58 | -15.40 | |
7YR-11YR*2 | 187.856 | -25.35 | -22.98 | -24.04 | 1.06 | -3.99 | -14.91 | |
11YR-*2 | 225.297 | -101.14 | -26.32 | -27.58 | 1.26 | -8.11 | -15.70 | |
Government | 362.862 | -39.84 | -16.77 | -17.68 | 0.91 | -4.41 | -10.88 | |
1<=YR<3 | 219.802 | 3.06 | -2.41 | -2.84 | 0.42 | -0.75 | -2.25 | |
3<=YR<7 | 328.920 | -3.92 | -11.30 | -12.00 | 0.69 | -2.50 | -8.55 | |
7<=YR | 521.379 | -75.21 | -25.12 | -26.33 | 1.21 | -6.75 | -15.41 | |
7YR-11YR*2 | 186.186 | -25.35 | -23.02 | -24.08 | 1.06 | -4.03 | -14.97 | |
11YR-*2 | 223.769 | -105.56 | -26.41 | -27.71 | 1.30 | -8.34 | -15.67 | |
Municipals | 380.224 | -21.32 | -15.92 | -16.58 | 0.66 | -3.30 | -10.60 | |
Govt.Grntd | 355.378 | -33.00 | -16.02 | -16.82 | 0.81 | -3.83 | -10.38 | |
Bank Dbntr | 270.629 | 1.06 | -5.86 | -6.23 | 0.37 | -1.16 | -4.59 | |
Corporates | 377.445 | -20.11 | -12.68 | -13.50 | 0.82 | -2.86 | -8.55 | |
Yen Dnm Frgn | 391.079 | -15.70 | -5.64 | -6.78 | 1.15 | -0.15 | -3.40 | |
MBS*3 | 120.745 | -27.52 | -18.99 | -19.65 | 0.66 | -4.17 | -12.94 | |
ABS*4 | 111.802 | -10.98 | -12.21 | -13.01 | 0.79 | -2.07 | -8.35 | |
Overall ex.MBS | 353.039 | -37.21 | -16.38 | -17.26 | 0.89 | -4.22 | -10.67 | |
1<=YR<3 | 233.185 | 2.88 | -2.44 | -2.87 | 0.43 | -0.71 | -2.24 | |
3<=YR<7 | 330.508 | -4.02 | -11.24 | -11.92 | 0.68 | -2.45 | -8.49 | |
7<=YR | 513.962 | -73.37 | -25.19 | -26.39 | 1.20 | -6.64 | -15.46 | |
7YR-11YR*2 | 187.848 | -25.37 | -23.00 | -24.06 | 1.06 | -3.99 | -14.92 | |
11YR-*2 | 226.865 | -103.95 | -26.60 | -27.88 | 1.29 | -8.27 | -15.80 | |
Overall ex.ABS | 353.162 | -37.11 | -16.41 | -17.29 | 0.88 | -4.22 | -10.70 | |
1<=YR<3 | 233.144 | 2.88 | -2.44 | -2.87 | 0.43 | -0.71 | -2.24 | |
3<=YR<7 | 330.503 | -4.02 | -11.24 | -11.92 | 0.68 | -2.45 | -8.49 | |
7<=YR | 512.241 | -72.31 | -25.05 | -26.24 | 1.18 | -6.59 | -15.40 | |
7YR-11YR*2 | 187.849 | -25.35 | -22.98 | -24.04 | 1.06 | -3.99 | -14.91 | |
11YR-*2 | 225.294 | -101.14 | -26.32 | -27.58 | 1.26 | -8.12 | -15.70 | |
Overall ex.MBS,ABS | 353.061 | -37.22 | -16.38 | -17.26 | 0.89 | -4.22 | -10.67 | |
1<=YR<3 | 233.144 | 2.88 | -2.44 | -2.87 | 0.43 | -0.71 | -2.24 | |
3<=YR<7 | 330.503 | -4.02 | -11.24 | -11.92 | 0.68 | -2.45 | -8.49 | |
7<=YR | 513.960 | -73.38 | -25.19 | -26.39 | 1.20 | -6.64 | -15.46 | |
7YR-11YR*2 | 187.841 | -25.37 | -23.00 | -24.06 | 1.06 | -3.99 | -14.92 | |
11YR-*2 | 226.863 | -103.95 | -26.60 | -27.88 | 1.29 | -8.27 | -15.80 | |
Overall ex.JGB* | 166.980 | -21.64 | -14.38 | -15.12 | 0.74 | -3.12 | -9.63 | |
1<=YR<3* | 133.676 | 2.04 | -2.58 | -3.04 | 0.46 | -0.52 | -2.18 | |
3<=YR<7* | 164.158 | -4.44 | -10.95 | -11.60 | 0.64 | -2.19 | -8.20 | |
7<=YR* | 224.968 | -51.10 | -24.51 | -25.52 | 1.01 | -5.40 | -15.35 | |
7YR-11YR*2 | 194.012 | -25.32 | -22.72 | -23.77 | 1.04 | -3.68 | -14.54 | |
11YR-*2 | 227.966 | -67.93 | -25.68 | -26.66 | 0.98 | -6.47 | -15.88 | |
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 | 1161626 | 94.01 | 94.25 | 10.22 | 0.84 | 1.35 | 1.31 | 8.61 | 8.54 | 8.57 | 4 | |
1<=YR<3 | 230217 | 99.32 | 99.43 | 1.91 | 0.43 | 0.78 | 0.78 | 1.90 | 1.89 | 1.90 | 5 | |
3<=YR<7 | 317394 | 98.45 | 98.64 | 4.75 | 0.68 | 1.02 | 1.01 | 4.67 | 4.64 | 4.66 | 5 | |
7<=YR | 614014 | 89.71 | 90.04 | 16.16 | 1.08 | 1.77 | 1.69 | 13.62 | 13.49 | 13.54 | 4 | |
7YR-11YR | 213438 | 98.39 | 98.68 | 8.67 | 1.05 | 1.27 | 1.26 | 8.27 | 8.22 | 8.27 | 3 | |
11YR- | 400576 | 85.09 | 85.43 | 20.14 | 1.09 | 2.08 | 1.96 | 16.91 | 16.74 | 16.79 | 4 | |
Government | 987096 | 93.90 | 94.16 | 10.73 | 0.86 | 1.35 | 1.29 | 8.99 | 8.92 | 8.94 | 1 | |
1<=YR<3 | 189023 | 99.41 | 99.52 | 1.89 | 0.42 | 0.73 | 0.73 | 1.88 | 1.87 | 1.88 | 0 | |
3<=YR<7 | 257733 | 98.75 | 98.94 | 4.76 | 0.69 | 0.97 | 0.96 | 4.67 | 4.64 | 4.67 | 0 | |
7<=YR | 540340 | 89.66 | 90.00 | 16.67 | 1.10 | 1.79 | 1.68 | 14.01 | 13.88 | 13.92 | 1 | |
7YR-11YR | 186237 | 98.67 | 98.96 | 8.68 | 1.06 | 1.24 | 1.23 | 8.27 | 8.22 | 8.27 | 0 | |
11YR- | 354104 | 84.93 | 85.29 | 20.87 | 1.12 | 2.12 | 1.96 | 17.51 | 17.34 | 17.37 | 1 | |
Municipals | 66943 | 95.10 | 95.30 | 7.32 | 0.64 | 1.25 | 1.25 | 6.69 | 6.64 | 6.67 | 12 | |
Govt.Grntd | 14386 | 94.08 | 94.22 | 9.27 | 0.76 | 1.34 | 1.28 | 7.92 | 7.85 | 7.89 | 7 | |
Bank Dbntr | 3336 | 97.78 | 97.87 | 3.13 | 0.36 | 1.10 | 1.09 | 3.08 | 3.06 | 3.08 | 26 | |
Corporates | 71110 | 94.28 | 94.48 | 7.33 | 0.78 | 1.52 | 1.47 | 6.20 | 6.14 | 6.17 | 39 | |
Yen Dnm Frgn | 4277 | 98.26 | 98.54 | 3.67 | 1.13 | 1.66 | 1.64 | 3.46 | 3.43 | 3.45 | 77 | |
MBS | 13819 | 92.34 | 92.35 | 7.62 | 0.64 | 0.98 | 1.66 | 6.99 | 6.93 | 7.34 | 24 | |
ABS | 659 | 94.18 | 94.36 | 5.83 | 0.76 | 1.74 | 1.69 | 5.38 | 5.33 | 5.38 | 67 | |
Overall ex.MBS | 1147806 | 94.03 | 94.27 | 10.25 | 0.84 | 1.35 | 1.30 | 8.63 | 8.56 | 8.58 | 4 | |
1<=YR<3 | 230217 | 99.32 | 99.43 | 1.91 | 0.43 | 0.78 | 0.78 | 1.90 | 1.89 | 1.90 | 5 | |
3<=YR<7 | 317394 | 98.45 | 98.64 | 4.75 | 0.68 | 1.02 | 1.01 | 4.67 | 4.64 | 4.66 | 5 | |
7<=YR | 600195 | 89.65 | 89.98 | 16.35 | 1.09 | 1.79 | 1.69 | 13.78 | 13.65 | 13.69 | 3 | |
7YR-11YR | 213272 | 98.39 | 98.68 | 8.68 | 1.05 | 1.27 | 1.26 | 8.27 | 8.22 | 8.27 | 3 | |
11YR- | 386923 | 84.84 | 85.19 | 20.58 | 1.11 | 2.13 | 1.97 | 17.29 | 17.11 | 17.15 | 3 | |
Overall ex.ABS | 1160967 | 94.01 | 94.25 | 10.22 | 0.84 | 1.35 | 1.31 | 8.61 | 8.54 | 8.57 | 4 | |
1<=YR<3 | 230048 | 99.32 | 99.43 | 1.91 | 0.43 | 0.78 | 0.78 | 1.90 | 1.89 | 1.90 | 5 | |
3<=YR<7 | 317061 | 98.46 | 98.64 | 4.75 | 0.68 | 1.02 | 1.01 | 4.66 | 4.64 | 4.66 | 5 | |
7<=YR | 613857 | 89.72 | 90.04 | 16.16 | 1.08 | 1.77 | 1.69 | 13.62 | 13.49 | 13.54 | 4 | |
7YR-11YR | 213349 | 98.39 | 98.68 | 8.67 | 1.05 | 1.27 | 1.26 | 8.27 | 8.22 | 8.27 | 3 | |
11YR- | 400508 | 85.09 | 85.43 | 20.15 | 1.09 | 2.08 | 1.96 | 16.91 | 16.74 | 16.79 | 4 | |
Overall ex.MBS,ABS | 1147148 | 94.03 | 94.27 | 10.25 | 0.84 | 1.35 | 1.30 | 8.63 | 8.56 | 8.59 | 4 | |
1<=YR<3 | 230048 | 99.32 | 99.43 | 1.91 | 0.43 | 0.78 | 0.78 | 1.90 | 1.89 | 1.90 | 5 | |
3<=YR<7 | 317061 | 98.46 | 98.64 | 4.75 | 0.68 | 1.02 | 1.01 | 4.66 | 4.64 | 4.66 | 5 | |
7<=YR | 600038 | 89.66 | 89.99 | 16.36 | 1.09 | 1.79 | 1.69 | 13.78 | 13.65 | 13.69 | 3 | |
7YR-11YR | 213183 | 98.40 | 98.69 | 8.68 | 1.05 | 1.27 | 1.26 | 8.27 | 8.22 | 8.27 | 3 | |
11YR- | 386855 | 84.84 | 85.19 | 20.59 | 1.11 | 2.13 | 1.97 | 17.29 | 17.11 | 17.15 | 3 | |
Overall ex.JGB | 174530 | 94.59 | 94.77 | 7.33 | 0.71 | 1.36 | 1.38 | 6.45 | 6.40 | 6.46 | 26 | |
1<=YR<3 | 41194 | 98.91 | 99.03 | 2.01 | 0.45 | 1.02 | 1.01 | 2.00 | 1.98 | 2.00 | 27 | |
3<=YR<7 | 59662 | 97.17 | 97.34 | 4.75 | 0.63 | 1.24 | 1.23 | 4.66 | 4.63 | 4.66 | 27 | |
7<=YR | 73674 | 90.09 | 90.31 | 12.40 | 0.92 | 1.66 | 1.75 | 10.75 | 10.65 | 10.77 | 24 | |
7YR-11YR | 27201 | 96.47 | 96.75 | 8.64 | 1.02 | 1.48 | 1.47 | 8.24 | 8.18 | 8.23 | 24 | |
11YR- | 46473 | 86.35 | 86.54 | 14.60 | 0.87 | 1.78 | 1.93 | 12.40 | 12.28 | 12.44 | 25 | |
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