| --------------- RETURNS (%) FROM ---------------- | ||||||||
|---|---|---|---|---|---|---|---|---|
| INDEX | -------- LST.MTH -------- | LST.MAR | LST.YR | |||||
| VALUE | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
| Overall | 386.319 | -5.54 | -6.34 | 0.80 | -1.46 | -1.55 | ||
| 1<=YR<3 | 235.652 | -0.75 | -1.28 | 0.52 | -0.15 | -0.21 | ||
| 3<=YR<7 | 340.716 | -2.70 | -3.30 | 0.60 | -0.38 | -0.47 | ||
| 7<=YR | 596.525 | -8.68 | -9.68 | 1.00 | -2.45 | -2.56 | ||
| 7YR-11YR*2 | 199.833 | -5.21 | -6.05 | 0.84 | -0.61 | -0.69 | ||
| 11YR-*2 | 275.939 | -10.39 | -11.47 | 1.08 | -3.35 | -3.46 | ||
| Government | 399.644 | -6.01 | -6.84 | 0.83 | -1.73 | -1.68 | ||
| 1<=YR<3 | 222.596 | -0.90 | -1.42 | 0.52 | -0.24 | -0.24 | ||
| 3<=YR<7 | 339.919 | -3.14 | -3.76 | 0.62 | -0.62 | -0.49 | ||
| 7<=YR | 611.214 | -9.07 | -10.10 | 1.03 | -2.75 | -2.71 | ||
| 7YR-11YR*2 | 198.381 | -5.46 | -6.33 | 0.87 | -0.86 | -0.66 | ||
| 11YR-*2 | 276.367 | -10.76 | -11.87 | 1.11 | -3.62 | -3.64 | ||
| Municipals | 402.097 | -3.40 | -4.07 | 0.66 | -0.04 | -0.80 | ||
| Govt.Grntd | 381.976 | -3.13 | -3.79 | 0.66 | -0.70 | -1.09 | ||
| Bank Dbntr | 274.378 | -0.06 | -0.17 | 0.11 | 0.75 | 0.01 | ||
| Corporates | 397.497 | -3.36 | -4.05 | 0.69 | 0.07 | -1.14 | ||
| Yen Dnm Frgn | 379.597 | -1.15 | -1.89 | 0.74 | 0.52 | -1.06 | ||
| MBS*3 | 128.982 | -2.82 | -3.57 | 0.75 | 0.11 | -0.09 | ||
| ABS*4 | 113.977 | -2.43 | -3.09 | 0.65 | -0.55 | -0.83 | ||
| Overall ex.MBS | 386.336 | -5.58 | -6.38 | 0.80 | -1.48 | -1.57 | ||
| 1<=YR<3 | 235.652 | -0.75 | -1.28 | 0.52 | -0.15 | -0.21 | ||
| 3<=YR<7 | 340.716 | -2.70 | -3.30 | 0.60 | -0.38 | -0.47 | ||
| 7<=YR | 599.862 | -8.83 | -9.84 | 1.01 | -2.52 | -2.63 | ||
| 7YR-11YR*2 | 199.833 | -5.21 | -6.05 | 0.84 | -0.61 | -0.69 | ||
| 11YR-*2 | 279.386 | -10.69 | -11.79 | 1.10 | -3.49 | -3.60 | ||
| Overall ex.ABS | 386.363 | -5.54 | -6.34 | 0.80 | -1.46 | -1.55 | ||
| 1<=YR<3 | 235.616 | -0.75 | -1.28 | 0.52 | -0.15 | -0.21 | ||
| 3<=YR<7 | 340.719 | -2.70 | -3.30 | 0.60 | -0.38 | -0.47 | ||
| 7<=YR | 596.544 | -8.68 | -9.68 | 1.00 | -2.45 | -2.56 | ||
| 7YR-11YR*2 | 199.830 | -5.21 | -6.05 | 0.84 | -0.61 | -0.69 | ||
| 11YR-*2 | 275.940 | -10.39 | -11.47 | 1.08 | -3.35 | -3.46 | ||
| Overall ex.MBS,ABS | 386.380 | -5.58 | -6.38 | 0.80 | -1.48 | -1.57 | ||
| 1<=YR<3 | 235.616 | -0.75 | -1.28 | 0.52 | -0.15 | -0.21 | ||
| 3<=YR<7 | 340.719 | -2.70 | -3.30 | 0.60 | -0.38 | -0.47 | ||
| 7<=YR | 599.883 | -8.83 | -9.84 | 1.01 | -2.52 | -2.63 | ||
| 7YR-11YR*2 | 199.830 | -5.21 | -6.05 | 0.84 | -0.61 | -0.69 | ||
| 11YR-*2 | 279.387 | -10.69 | -11.79 | 1.10 | -3.49 | -3.60 | ||
| Overall ex.JGB* | 176.189 | -3.15 | -3.82 | 0.67 | -0.05 | -0.89 | ||
| 1<=YR<3* | 133.853 | -0.16 | -0.71 | 0.55 | 0.22 | -0.08 | ||
| 3<=YR<7* | 167.423 | -0.90 | -1.43 | 0.53 | 0.57 | -0.39 | ||
| 7<=YR* | 250.721 | -6.26 | -7.09 | 0.83 | -0.63 | -1.64 | ||
| 7YR-11YR*2 | 204.234 | -3.97 | -4.68 | 0.71 | 0.61 | -0.80 | ||
| 11YR-*2 | 263.376 | -7.78 | -8.69 | 0.92 | -1.46 | -2.19 | ||
| 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 | 997706 | 107.20 | 107.48 | 9.75 | 0.87 | 0.12 | 0.13 | 9.27 | 9.26 | 9.25 | 4 | |
| 1<=YR<3 | 204719 | 101.15 | 101.30 | 1.89 | 0.53 | -0.08 | -0.08 | 1.89 | 1.89 | 1.89 | 5 | |
| 3<=YR<7 | 280596 | 103.11 | 103.31 | 4.71 | 0.63 | -0.03 | -0.03 | 4.64 | 4.64 | 4.64 | 5 | |
| 7<=YR | 512391 | 111.86 | 112.24 | 15.65 | 1.13 | 0.28 | 0.28 | 14.27 | 14.24 | 14.23 | 3 | |
| 7YR-11YR | 176581 | 107.69 | 107.98 | 8.63 | 0.91 | 0.05 | 0.05 | 8.31 | 8.31 | 8.31 | 4 | |
| 11YR- | 335809 | 114.05 | 114.49 | 19.35 | 1.25 | 0.39 | 0.40 | 17.22 | 17.18 | 17.16 | 3 | |
| Government | 825383 | 108.05 | 108.36 | 10.26 | 0.90 | 0.09 | 0.10 | 9.72 | 9.70 | 9.70 | 0 | |
| 1<=YR<3 | 164028 | 101.23 | 101.39 | 1.87 | 0.53 | -0.13 | -0.13 | 1.86 | 1.86 | 1.86 | 0 | |
| 3<=YR<7 | 224688 | 103.50 | 103.71 | 4.71 | 0.65 | -0.09 | -0.09 | 4.64 | 4.64 | 4.64 | 0 | |
| 7<=YR | 436666 | 112.96 | 113.38 | 16.28 | 1.18 | 0.25 | 0.27 | 14.75 | 14.72 | 14.71 | 0 | |
| 7YR-11YR | 145863 | 108.44 | 108.74 | 8.64 | 0.95 | 0.01 | 0.01 | 8.31 | 8.31 | 8.31 | 0 | |
| 11YR- | 290804 | 115.24 | 115.70 | 20.11 | 1.29 | 0.36 | 0.39 | 17.78 | 17.74 | 17.73 | 0 | |
| Municipals | 64516 | 103.96 | 104.13 | 7.60 | 0.69 | 0.15 | 0.15 | 7.37 | 7.36 | 7.35 | 13 | |
| Govt.Grntd | 23563 | 103.95 | 104.09 | 7.54 | 0.69 | 0.11 | 0.11 | 7.23 | 7.22 | 7.22 | 9 | |
| Bank Dbntr | 4385 | 100.14 | 100.16 | 2.91 | 0.11 | 0.06 | 0.06 | 2.90 | 2.90 | 2.90 | 17 | |
| Corporates | 59314 | 102.70 | 102.89 | 7.81 | 0.71 | 0.39 | 0.39 | 7.41 | 7.39 | 7.40 | 37 | |
| Yen Dnm Frgn | 5336 | 99.69 | 99.86 | 4.17 | 0.74 | 0.88 | 0.88 | 4.04 | 4.02 | 4.04 | 96 | |
| MBS | 14477 | 102.02 | 102.06 | 5.93 | 0.79 | 0.70 | 0.28 | 5.79 | 5.79 | 5.57 | 20 | |
| ABS | 732 | 99.67 | 99.84 | 5.81 | 0.66 | 0.65 | 0.65 | 5.53 | 5.51 | 5.53 | 70 | |
| Overall ex.MBS | 983228 | 107.28 | 107.56 | 9.81 | 0.87 | 0.12 | 0.12 | 9.32 | 9.30 | 9.30 | 4 | |
| 1<=YR<3 | 204719 | 101.15 | 101.30 | 1.89 | 0.53 | -0.08 | -0.08 | 1.89 | 1.89 | 1.89 | 5 | |
| 3<=YR<7 | 280596 | 103.11 | 103.31 | 4.71 | 0.63 | -0.03 | -0.03 | 4.64 | 4.64 | 4.64 | 5 | |
| 7<=YR | 497913 | 112.15 | 112.54 | 15.94 | 1.14 | 0.27 | 0.28 | 14.49 | 14.46 | 14.45 | 3 | |
| 7YR-11YR | 176581 | 107.69 | 107.98 | 8.63 | 0.91 | 0.05 | 0.05 | 8.31 | 8.31 | 8.31 | 4 | |
| 11YR- | 321332 | 114.60 | 115.05 | 19.95 | 1.27 | 0.38 | 0.40 | 17.68 | 17.64 | 17.62 | 2 | |
| Overall ex.ABS | 996974 | 107.21 | 107.49 | 9.75 | 0.87 | 0.12 | 0.13 | 9.27 | 9.26 | 9.25 | 4 | |
| 1<=YR<3 | 204577 | 101.15 | 101.30 | 1.89 | 0.53 | -0.08 | -0.08 | 1.89 | 1.89 | 1.89 | 5 | |
| 3<=YR<7 | 280200 | 103.11 | 103.31 | 4.71 | 0.63 | -0.03 | -0.03 | 4.64 | 4.64 | 4.64 | 5 | |
| 7<=YR | 512197 | 111.87 | 112.25 | 15.66 | 1.13 | 0.28 | 0.28 | 14.27 | 14.24 | 14.23 | 3 | |
| 7YR-11YR | 176446 | 107.70 | 107.98 | 8.63 | 0.91 | 0.05 | 0.05 | 8.31 | 8.31 | 8.31 | 4 | |
| 11YR- | 335751 | 114.06 | 114.49 | 19.35 | 1.25 | 0.39 | 0.40 | 17.22 | 17.18 | 17.16 | 3 | |
| Overall ex.MBS,ABS | 982496 | 107.28 | 107.57 | 9.81 | 0.87 | 0.12 | 0.12 | 9.32 | 9.31 | 9.30 | 4 | |
| 1<=YR<3 | 204577 | 101.15 | 101.30 | 1.89 | 0.53 | -0.08 | -0.08 | 1.89 | 1.89 | 1.89 | 5 | |
| 3<=YR<7 | 280200 | 103.11 | 103.31 | 4.71 | 0.63 | -0.03 | -0.03 | 4.64 | 4.64 | 4.64 | 5 | |
| 7<=YR | 497720 | 112.15 | 112.54 | 15.94 | 1.14 | 0.27 | 0.28 | 14.49 | 14.46 | 14.46 | 3 | |
| 7YR-11YR | 176446 | 107.70 | 107.98 | 8.63 | 0.91 | 0.05 | 0.05 | 8.31 | 8.31 | 8.31 | 4 | |
| 11YR- | 321273 | 114.60 | 115.05 | 19.96 | 1.27 | 0.38 | 0.40 | 17.68 | 17.64 | 17.62 | 2 | |
| Overall ex.JGB | 172323 | 103.12 | 103.27 | 7.29 | 0.69 | 0.29 | 0.26 | 7.02 | 7.00 | 6.99 | 24 | |
| 1<=YR<3 | 40691 | 100.82 | 100.94 | 1.98 | 0.55 | 0.12 | 0.12 | 1.97 | 1.97 | 1.97 | 24 | |
| 3<=YR<7 | 55908 | 101.56 | 101.69 | 4.70 | 0.53 | 0.19 | 0.19 | 4.64 | 4.63 | 4.64 | 28 | |
| 7<=YR | 75724 | 105.49 | 105.69 | 12.06 | 0.89 | 0.45 | 0.38 | 11.29 | 11.27 | 11.23 | 22 | |
| 7YR-11YR | 30719 | 104.15 | 104.34 | 8.56 | 0.74 | 0.26 | 0.26 | 8.30 | 8.29 | 8.30 | 26 | |
| 11YR- | 45006 | 106.41 | 106.62 | 14.46 | 0.99 | 0.58 | 0.46 | 13.29 | 13.25 | 13.18 | 19 | |
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