| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | PRV.DAY | -------- LST.MTH -------- | LST.MAR | LST.YR | ||||
| VALUE | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| Overall | 356.432 | 19.66 | -6.61 | -7.48 | 0.87 | -3.44 | -6.61 | |
| 1<=YR<3 | 233.583 | 3.48 | -1.76 | -2.18 | 0.42 | -0.56 | -1.76 | |
| 3<=YR<7 | 332.656 | 9.63 | -6.68 | -7.36 | 0.67 | -1.86 | -6.68 | |
| 7<=YR | 519.462 | 32.01 | -8.57 | -9.73 | 1.17 | -5.47 | -8.57 | |
| 7YR-11YR*2 | 190.207 | 15.48 | -10.12 | -11.16 | 1.04 | -2.82 | -10.12 | |
| 11YR-*2 | 228.688 | 42.09 | -7.62 | -8.86 | 1.24 | -7.03 | -7.62 | |
| Government | 366.328 | 20.77 | -6.62 | -7.52 | 0.90 | -3.63 | -6.62 | |
| 1<=YR<3 | 220.176 | 3.43 | -1.79 | -2.21 | 0.42 | -0.60 | -1.79 | |
| 3<=YR<7 | 331.072 | 9.64 | -6.74 | -7.43 | 0.68 | -1.91 | -6.74 | |
| 7<=YR | 528.774 | 33.28 | -8.43 | -9.62 | 1.19 | -5.64 | -8.43 | |
| 7YR-11YR*2 | 188.524 | 15.47 | -10.16 | -11.21 | 1.05 | -2.86 | -10.16 | |
| 11YR-*2 | 227.164 | 44.07 | -7.37 | -8.65 | 1.28 | -7.26 | -7.37 | |
| Municipals | 383.615 | 12.89 | -7.08 | -7.73 | 0.65 | -2.50 | -7.08 | |
| Govt.Grntd | 358.606 | 17.11 | -6.36 | -7.13 | 0.77 | -3.05 | -6.36 | |
| Bank Dbntr | 271.597 | 6.14 | -3.48 | -3.83 | 0.35 | -0.82 | -3.48 | |
| Corporates | 380.143 | 15.01 | -5.76 | -6.56 | 0.80 | -2.22 | -5.76 | |
| Yen Dnm Frgn | 392.402 | -1.99 | -1.36 | -2.48 | 1.12 | 0.26 | -1.36 | |
| MBS*3 | 121.954 | 11.46 | -10.12 | -10.78 | 0.66 | -3.31 | -10.12 | |
| ABS*4 | 112.568 | 10.88 | -5.83 | -6.62 | 0.78 | -1.40 | -5.83 | |
| Overall ex.MBS | 356.328 | 19.76 | -6.57 | -7.44 | 0.87 | -3.44 | -6.57 | |
| 1<=YR<3 | 233.583 | 3.48 | -1.76 | -2.18 | 0.42 | -0.56 | -1.76 | |
| 3<=YR<7 | 332.656 | 9.63 | -6.68 | -7.36 | 0.67 | -1.86 | -6.68 | |
| 7<=YR | 521.254 | 32.50 | -8.53 | -9.71 | 1.18 | -5.52 | -8.53 | |
| 7YR-11YR*2 | 190.201 | 15.49 | -10.13 | -11.17 | 1.04 | -2.82 | -10.13 | |
| 11YR-*2 | 230.324 | 43.27 | -7.51 | -8.78 | 1.26 | -7.17 | -7.51 | |
| Overall ex.ABS | 356.455 | 19.67 | -6.61 | -7.48 | 0.87 | -3.44 | -6.61 | |
| 1<=YR<3 | 233.542 | 3.48 | -1.76 | -2.18 | 0.42 | -0.56 | -1.76 | |
| 3<=YR<7 | 332.652 | 9.63 | -6.68 | -7.36 | 0.67 | -1.86 | -6.68 | |
| 7<=YR | 519.459 | 32.01 | -8.56 | -9.73 | 1.17 | -5.47 | -8.56 | |
| 7YR-11YR*2 | 190.201 | 15.48 | -10.12 | -11.16 | 1.04 | -2.82 | -10.12 | |
| 11YR-*2 | 228.686 | 42.09 | -7.62 | -8.86 | 1.24 | -7.03 | -7.62 | |
| Overall ex.MBS,ABS | 356.351 | 19.76 | -6.57 | -7.44 | 0.87 | -3.45 | -6.57 | |
| 1<=YR<3 | 233.542 | 3.48 | -1.76 | -2.18 | 0.42 | -0.56 | -1.76 | |
| 3<=YR<7 | 332.652 | 9.63 | -6.68 | -7.36 | 0.67 | -1.86 | -6.68 | |
| 7<=YR | 521.252 | 32.50 | -8.53 | -9.71 | 1.18 | -5.52 | -8.53 | |
| 7YR-11YR*2 | 190.194 | 15.49 | -10.13 | -11.17 | 1.04 | -2.82 | -10.13 | |
| 11YR-*2 | 230.321 | 43.28 | -7.51 | -8.78 | 1.26 | -7.17 | -7.51 | |
| Overall ex.JGB* | 168.323 | 13.47 | -6.51 | -7.23 | 0.73 | -2.40 | -6.51 | |
| 1<=YR<3* | 133.909 | 3.69 | -1.58 | -2.03 | 0.44 | -0.34 | -1.58 | |
| 3<=YR<7* | 165.194 | 9.55 | -6.41 | -7.04 | 0.63 | -1.60 | -6.41 | |
| 7<=YR* | 227.987 | 22.77 | -9.57 | -10.55 | 0.98 | -4.25 | -9.57 | |
| 7YR-11YR*2 | 196.385 | 15.54 | -9.81 | -10.83 | 1.01 | -2.52 | -9.81 | |
| 11YR-*2 | 231.201 | 27.43 | -9.40 | -10.37 | 0.96 | -5.33 | -9.40 | |
| 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 | 1153339 | 94.90 | 95.10 | 10.24 | 0.83 | 1.21 | 1.18 | 8.67 | 8.60 | 8.63 | 4 | |
| 1<=YR<3 | 230768 | 99.52 | 99.61 | 1.95 | 0.42 | 0.67 | 0.67 | 1.94 | 1.93 | 1.94 | 5 | |
| 3<=YR<7 | 314140 | 99.13 | 99.28 | 4.81 | 0.67 | 0.86 | 0.86 | 4.72 | 4.70 | 4.72 | 5 | |
| 7<=YR | 608431 | 90.97 | 91.23 | 16.19 | 1.07 | 1.63 | 1.56 | 13.68 | 13.56 | 13.59 | 4 | |
| 7YR-11YR | 210478 | 99.69 | 99.92 | 8.71 | 1.05 | 1.10 | 1.10 | 8.32 | 8.27 | 8.31 | 3 | |
| 11YR- | 397953 | 86.36 | 86.64 | 20.14 | 1.08 | 1.96 | 1.84 | 16.95 | 16.79 | 16.82 | 4 | |
| Government | 979414 | 94.82 | 95.02 | 10.75 | 0.85 | 1.21 | 1.16 | 9.06 | 8.99 | 9.01 | 1 | |
| 1<=YR<3 | 189531 | 99.60 | 99.69 | 1.94 | 0.42 | 0.62 | 0.62 | 1.93 | 1.92 | 1.93 | 0 | |
| 3<=YR<7 | 255016 | 99.43 | 99.58 | 4.82 | 0.68 | 0.81 | 0.81 | 4.73 | 4.71 | 4.73 | 0 | |
| 7<=YR | 534868 | 90.92 | 91.19 | 16.71 | 1.09 | 1.65 | 1.56 | 14.08 | 13.96 | 13.98 | 1 | |
| 7YR-11YR | 183498 | 99.98 | 100.21 | 8.72 | 1.05 | 1.07 | 1.07 | 8.33 | 8.28 | 8.32 | 0 | |
| 11YR- | 351370 | 86.19 | 86.48 | 20.88 | 1.11 | 2.00 | 1.85 | 17.56 | 17.39 | 17.40 | 1 | |
| Municipals | 66882 | 96.00 | 96.17 | 7.32 | 0.63 | 1.10 | 1.11 | 6.73 | 6.68 | 6.71 | 12 | |
| Govt.Grntd | 14403 | 95.00 | 95.09 | 9.26 | 0.76 | 1.20 | 1.15 | 7.95 | 7.89 | 7.92 | 7 | |
| Bank Dbntr | 3369 | 98.17 | 98.26 | 3.12 | 0.34 | 0.96 | 0.95 | 3.06 | 3.05 | 3.06 | 26 | |
| Corporates | 70584 | 94.98 | 95.15 | 7.36 | 0.77 | 1.38 | 1.33 | 6.25 | 6.20 | 6.22 | 39 | |
| Yen Dnm Frgn | 4179 | 98.64 | 98.89 | 3.70 | 1.12 | 1.54 | 1.53 | 3.49 | 3.46 | 3.49 | 79 | |
| MBS | 13850 | 93.33 | 93.35 | 7.49 | 0.64 | 0.92 | 1.52 | 6.91 | 6.86 | 7.25 | 25 | |
| ABS | 657 | 94.87 | 95.05 | 5.85 | 0.75 | 1.59 | 1.54 | 5.42 | 5.38 | 5.42 | 67 | |
| Overall ex.MBS | 1139488 | 94.92 | 95.12 | 10.27 | 0.83 | 1.22 | 1.17 | 8.69 | 8.62 | 8.65 | 4 | |
| 1<=YR<3 | 230768 | 99.52 | 99.61 | 1.95 | 0.42 | 0.67 | 0.67 | 1.94 | 1.93 | 1.94 | 5 | |
| 3<=YR<7 | 314140 | 99.13 | 99.28 | 4.81 | 0.67 | 0.86 | 0.86 | 4.72 | 4.70 | 4.72 | 5 | |
| 7<=YR | 594581 | 90.92 | 91.18 | 16.39 | 1.08 | 1.65 | 1.56 | 13.84 | 13.72 | 13.75 | 3 | |
| 7YR-11YR | 210309 | 99.69 | 99.92 | 8.72 | 1.05 | 1.10 | 1.10 | 8.32 | 8.28 | 8.32 | 3 | |
| 11YR- | 384271 | 86.12 | 86.40 | 20.59 | 1.10 | 2.00 | 1.86 | 17.33 | 17.16 | 17.18 | 3 | |
| Overall ex.ABS | 1152681 | 94.90 | 95.10 | 10.24 | 0.83 | 1.21 | 1.18 | 8.67 | 8.61 | 8.63 | 4 | |
| 1<=YR<3 | 230599 | 99.52 | 99.61 | 1.95 | 0.42 | 0.67 | 0.67 | 1.94 | 1.93 | 1.94 | 5 | |
| 3<=YR<7 | 313812 | 99.13 | 99.28 | 4.81 | 0.67 | 0.86 | 0.86 | 4.72 | 4.70 | 4.72 | 5 | |
| 7<=YR | 608270 | 90.97 | 91.23 | 16.19 | 1.07 | 1.63 | 1.56 | 13.68 | 13.56 | 13.60 | 4 | |
| 7YR-11YR | 210390 | 99.69 | 99.92 | 8.71 | 1.05 | 1.10 | 1.10 | 8.32 | 8.27 | 8.31 | 3 | |
| 11YR- | 397880 | 86.36 | 86.64 | 20.14 | 1.08 | 1.96 | 1.84 | 16.95 | 16.79 | 16.82 | 4 | |
| Overall ex.MBS,ABS | 1138831 | 94.92 | 95.12 | 10.27 | 0.83 | 1.22 | 1.17 | 8.69 | 8.63 | 8.65 | 4 | |
| 1<=YR<3 | 230599 | 99.52 | 99.61 | 1.95 | 0.42 | 0.67 | 0.67 | 1.94 | 1.93 | 1.94 | 5 | |
| 3<=YR<7 | 313812 | 99.13 | 99.28 | 4.81 | 0.67 | 0.86 | 0.86 | 4.72 | 4.70 | 4.72 | 5 | |
| 7<=YR | 594419 | 90.92 | 91.18 | 16.39 | 1.08 | 1.65 | 1.56 | 13.84 | 13.72 | 13.75 | 3 | |
| 7YR-11YR | 210220 | 99.69 | 99.92 | 8.72 | 1.05 | 1.10 | 1.10 | 8.32 | 8.28 | 8.32 | 3 | |
| 11YR- | 384199 | 86.12 | 86.40 | 20.59 | 1.10 | 2.00 | 1.86 | 17.33 | 17.17 | 17.18 | 3 | |
| Overall ex.JGB | 173924 | 95.39 | 95.54 | 7.34 | 0.70 | 1.22 | 1.24 | 6.49 | 6.44 | 6.50 | 26 | |
| 1<=YR<3 | 41237 | 99.14 | 99.24 | 2.02 | 0.44 | 0.89 | 0.89 | 2.00 | 2.00 | 2.00 | 27 | |
| 3<=YR<7 | 59124 | 97.83 | 97.98 | 4.76 | 0.62 | 1.08 | 1.07 | 4.68 | 4.65 | 4.68 | 26 | |
| 7<=YR | 73563 | 91.33 | 91.52 | 12.40 | 0.92 | 1.53 | 1.60 | 10.78 | 10.69 | 10.80 | 24 | |
| 7YR-11YR | 26980 | 97.70 | 97.94 | 8.63 | 1.01 | 1.31 | 1.30 | 8.25 | 8.19 | 8.24 | 24 | |
| 11YR- | 46583 | 87.64 | 87.80 | 14.58 | 0.86 | 1.67 | 1.80 | 12.42 | 12.30 | 12.44 | 24 | |
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