--------------- RETURNS (%) FROM ---------------- | ||||||||
---|---|---|---|---|---|---|---|---|
INDEX | -------- LST.MTH -------- | LST.MAR | LST.YR | |||||
VALUE | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
Overall | 375.844 | 3.01 | 2.25 | 0.75 | 3.01 | 7.54 | ||
1<=YR<3 | 235.239 | -0.43 | -0.86 | 0.43 | -0.43 | 0.73 | ||
3<=YR<7 | 339.635 | 0.52 | -0.04 | 0.56 | 0.52 | 3.04 | ||
7<=YR | 567.673 | 5.60 | 4.62 | 0.98 | 5.60 | 12.59 | ||
7YR-11YR*2 | 197.116 | 0.88 | 0.04 | 0.84 | 0.88 | 5.09 | ||
11YR-*2 | 257.735 | 8.22 | 7.16 | 1.06 | 8.22 | 16.88 | ||
Government | 387.993 | 3.15 | 2.37 | 0.78 | 3.15 | 8.07 | ||
1<=YR<3 | 221.963 | -0.51 | -0.94 | 0.43 | -0.51 | 0.69 | ||
3<=YR<7 | 338.580 | 0.40 | -0.17 | 0.57 | 0.40 | 3.04 | ||
7<=YR | 580.635 | 5.78 | 4.77 | 1.01 | 5.78 | 13.30 | ||
7YR-11YR*2 | 195.804 | 0.62 | -0.25 | 0.86 | 0.62 | 5.22 | ||
11YR-*2 | 257.564 | 8.60 | 7.51 | 1.09 | 8.60 | 17.85 | ||
Municipals | 395.109 | 1.96 | 1.39 | 0.57 | 1.96 | 4.74 | ||
Govt.Grntd | 374.132 | 2.37 | 1.72 | 0.65 | 2.37 | 5.69 | ||
Bank Dbntr | 274.139 | 0.50 | 0.35 | 0.15 | 0.50 | 1.35 | ||
Corporates | 390.041 | 2.45 | 1.79 | 0.66 | 2.45 | 4.88 | ||
Yen Dnm Frgn | 386.847 | 5.50 | 4.47 | 1.03 | 5.50 | 4.98 | ||
MBS*3 | 126.871 | 2.32 | 1.70 | 0.62 | 2.32 | 3.25 | ||
ABS*4 | 114.395 | 1.50 | 0.84 | 0.66 | 1.50 | 3.62 | ||
Overall ex.MBS | 375.802 | 3.02 | 2.26 | 0.76 | 3.02 | 7.59 | ||
1<=YR<3 | 235.239 | -0.43 | -0.86 | 0.43 | -0.43 | 0.73 | ||
3<=YR<7 | 339.635 | 0.52 | -0.04 | 0.56 | 0.52 | 3.04 | ||
7<=YR | 570.344 | 5.68 | 4.69 | 0.99 | 5.68 | 12.83 | ||
7YR-11YR*2 | 197.114 | 0.88 | 0.04 | 0.84 | 0.88 | 5.09 | ||
11YR-*2 | 260.404 | 8.45 | 7.38 | 1.07 | 8.45 | 17.44 | ||
Overall ex.ABS | 375.878 | 3.01 | 2.26 | 0.76 | 3.01 | 7.54 | ||
1<=YR<3 | 235.200 | -0.43 | -0.86 | 0.43 | -0.43 | 0.73 | ||
3<=YR<7 | 339.633 | 0.52 | -0.04 | 0.56 | 0.52 | 3.04 | ||
7<=YR | 567.680 | 5.60 | 4.62 | 0.98 | 5.60 | 12.59 | ||
7YR-11YR*2 | 197.110 | 0.87 | 0.03 | 0.84 | 0.87 | 5.09 | ||
11YR-*2 | 257.735 | 8.22 | 7.16 | 1.06 | 8.22 | 16.88 | ||
Overall ex.MBS,ABS | 375.836 | 3.02 | 2.26 | 0.76 | 3.02 | 7.60 | ||
1<=YR<3 | 235.200 | -0.43 | -0.86 | 0.43 | -0.43 | 0.73 | ||
3<=YR<7 | 339.633 | 0.52 | -0.04 | 0.56 | 0.52 | 3.04 | ||
7<=YR | 570.352 | 5.68 | 4.69 | 0.99 | 5.68 | 12.84 | ||
7YR-11YR*2 | 197.109 | 0.87 | 0.03 | 0.84 | 0.87 | 5.09 | ||
11YR-*2 | 260.405 | 8.45 | 7.38 | 1.07 | 8.45 | 17.44 | ||
Overall ex.JGB* | 173.197 | 2.26 | 1.64 | 0.62 | 2.26 | 4.68 | ||
1<=YR<3* | 134.226 | -0.06 | -0.48 | 0.42 | -0.06 | 0.90 | ||
3<=YR<7* | 167.424 | 1.05 | 0.53 | 0.53 | 1.05 | 3.05 | ||
7<=YR* | 241.001 | 4.39 | 3.60 | 0.79 | 4.39 | 7.95 | ||
7YR-11YR*2 | 200.588 | 2.49 | 1.80 | 0.68 | 2.49 | 4.35 | ||
11YR-*2 | 249.648 | 5.57 | 4.71 | 0.86 | 5.57 | 10.24 | ||
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 | 1094148 | 101.69 | 101.86 | 10.11 | 0.77 | 0.42 | 0.42 | 9.15 | 9.12 | 9.12 | 5 | |
1<=YR<3 | 221044 | 100.88 | 100.98 | 1.94 | 0.43 | -0.02 | -0.02 | 1.94 | 1.94 | 1.94 | 6 | |
3<=YR<7 | 294952 | 102.22 | 102.35 | 4.75 | 0.57 | 0.13 | 0.13 | 4.68 | 4.68 | 4.68 | 6 | |
7<=YR | 578152 | 101.74 | 101.94 | 15.97 | 0.99 | 0.74 | 0.74 | 14.18 | 14.12 | 14.12 | 5 | |
7YR-11YR | 200089 | 104.52 | 104.74 | 8.67 | 0.88 | 0.36 | 0.37 | 8.36 | 8.34 | 8.36 | 5 | |
11YR- | 378062 | 100.27 | 100.47 | 19.83 | 1.06 | 0.95 | 0.94 | 17.39 | 17.30 | 17.30 | 4 | |
Government | 921156 | 102.12 | 102.29 | 10.61 | 0.80 | 0.39 | 0.40 | 9.57 | 9.53 | 9.54 | 1 | |
1<=YR<3 | 180331 | 101.00 | 101.10 | 1.94 | 0.44 | -0.07 | -0.07 | 1.93 | 1.93 | 1.93 | 1 | |
3<=YR<7 | 239883 | 102.58 | 102.71 | 4.75 | 0.58 | 0.06 | 0.07 | 4.68 | 4.68 | 4.68 | 0 | |
7<=YR | 500942 | 102.31 | 102.52 | 16.53 | 1.03 | 0.72 | 0.72 | 14.62 | 14.56 | 14.56 | 1 | |
7YR-11YR | 171280 | 105.26 | 105.48 | 8.71 | 0.91 | 0.31 | 0.32 | 8.39 | 8.37 | 8.38 | 0 | |
11YR- | 329662 | 100.78 | 100.99 | 20.59 | 1.09 | 0.94 | 0.94 | 18.01 | 17.92 | 17.92 | 1 | |
Municipals | 67552 | 100.09 | 100.21 | 7.55 | 0.57 | 0.43 | 0.44 | 7.14 | 7.12 | 7.12 | 18 | |
Govt.Grntd | 15733 | 100.64 | 100.82 | 8.64 | 0.65 | 0.41 | 0.41 | 7.82 | 7.79 | 7.80 | 12 | |
Bank Dbntr | 3483 | 99.58 | 99.61 | 3.26 | 0.15 | 0.24 | 0.23 | 3.23 | 3.22 | 3.23 | 25 | |
Corporates | 67193 | 98.66 | 98.81 | 7.72 | 0.65 | 0.70 | 0.68 | 6.91 | 6.87 | 6.89 | 47 | |
Yen Dnm Frgn | 3568 | 99.09 | 99.38 | 3.68 | 1.02 | 1.22 | 1.21 | 3.51 | 3.48 | 3.51 | 120 | |
MBS | 14663 | 98.46 | 98.49 | 6.66 | 0.63 | 0.68 | 0.73 | 6.38 | 6.35 | 6.44 | 28 | |
ABS | 801 | 98.30 | 98.47 | 5.76 | 0.65 | 0.78 | 0.76 | 5.42 | 5.39 | 5.42 | 63 | |
Overall ex.MBS | 1079486 | 101.74 | 101.90 | 10.16 | 0.77 | 0.42 | 0.42 | 9.19 | 9.16 | 9.16 | 5 | |
1<=YR<3 | 221044 | 100.88 | 100.98 | 1.94 | 0.43 | -0.02 | -0.02 | 1.94 | 1.94 | 1.94 | 6 | |
3<=YR<7 | 294952 | 102.22 | 102.35 | 4.75 | 0.57 | 0.13 | 0.13 | 4.68 | 4.68 | 4.68 | 6 | |
7<=YR | 563489 | 101.82 | 102.03 | 16.21 | 1.00 | 0.74 | 0.74 | 14.37 | 14.31 | 14.31 | 4 | |
7YR-11YR | 199915 | 104.53 | 104.74 | 8.68 | 0.88 | 0.36 | 0.37 | 8.36 | 8.35 | 8.36 | 5 | |
11YR- | 363574 | 100.34 | 100.55 | 20.35 | 1.07 | 0.96 | 0.95 | 17.82 | 17.73 | 17.72 | 3 | |
Overall ex.ABS | 1093348 | 101.70 | 101.86 | 10.11 | 0.77 | 0.42 | 0.42 | 9.16 | 9.12 | 9.13 | 5 | |
1<=YR<3 | 220775 | 100.88 | 100.98 | 1.94 | 0.43 | -0.02 | -0.02 | 1.94 | 1.94 | 1.94 | 6 | |
3<=YR<7 | 294687 | 102.22 | 102.35 | 4.75 | 0.57 | 0.13 | 0.13 | 4.68 | 4.68 | 4.68 | 6 | |
7<=YR | 577886 | 101.74 | 101.95 | 15.97 | 0.99 | 0.74 | 0.74 | 14.18 | 14.12 | 14.12 | 5 | |
7YR-11YR | 199913 | 104.53 | 104.74 | 8.67 | 0.88 | 0.36 | 0.37 | 8.36 | 8.34 | 8.36 | 5 | |
11YR- | 377972 | 100.27 | 100.47 | 19.83 | 1.06 | 0.94 | 0.94 | 17.39 | 17.30 | 17.30 | 4 | |
Overall ex.MBS,ABS | 1078685 | 101.74 | 101.91 | 10.16 | 0.77 | 0.42 | 0.42 | 9.19 | 9.16 | 9.16 | 5 | |
1<=YR<3 | 220775 | 100.88 | 100.98 | 1.94 | 0.43 | -0.02 | -0.02 | 1.94 | 1.94 | 1.94 | 6 | |
3<=YR<7 | 294687 | 102.22 | 102.35 | 4.75 | 0.57 | 0.13 | 0.13 | 4.68 | 4.68 | 4.68 | 6 | |
7<=YR | 563223 | 101.83 | 102.04 | 16.21 | 1.00 | 0.74 | 0.74 | 14.38 | 14.31 | 14.32 | 4 | |
7YR-11YR | 199739 | 104.53 | 104.75 | 8.68 | 0.88 | 0.36 | 0.37 | 8.36 | 8.35 | 8.36 | 5 | |
11YR- | 363484 | 100.34 | 100.55 | 20.35 | 1.07 | 0.95 | 0.95 | 17.82 | 17.73 | 17.73 | 3 | |
Overall ex.JGB | 172993 | 99.41 | 99.54 | 7.47 | 0.61 | 0.56 | 0.57 | 6.89 | 6.86 | 6.87 | 32 | |
1<=YR<3 | 40713 | 100.37 | 100.46 | 1.97 | 0.42 | 0.23 | 0.23 | 1.97 | 1.96 | 1.97 | 31 | |
3<=YR<7 | 55070 | 100.63 | 100.75 | 4.75 | 0.53 | 0.40 | 0.40 | 4.68 | 4.67 | 4.68 | 33 | |
7<=YR | 77210 | 98.03 | 98.18 | 12.30 | 0.78 | 0.87 | 0.87 | 11.16 | 11.10 | 11.13 | 32 | |
7YR-11YR | 28809 | 100.16 | 100.32 | 8.44 | 0.68 | 0.68 | 0.67 | 8.19 | 8.16 | 8.19 | 37 | |
11YR- | 48400 | 96.75 | 96.92 | 14.60 | 0.83 | 0.99 | 1.00 | 12.98 | 12.91 | 12.94 | 28 | |
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