--------------- RETURNS (%) FROM ---------------- | ||||||||
---|---|---|---|---|---|---|---|---|
INDEX | -------- LST.MTH -------- | LST.MAR | LST.YR | |||||
VALUE | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
Overall | 365.832 | -3.10 | -3.87 | 0.77 | -4.83 | -3.10 | ||
1<=YR<3 | 234.942 | 1.27 | 0.82 | 0.45 | -0.08 | 1.27 | ||
3<=YR<7 | 337.243 | 3.21 | 2.66 | 0.55 | -0.71 | 3.21 | ||
7<=YR | 541.391 | -8.16 | -9.17 | 1.01 | -8.66 | -8.16 | ||
7YR-11YR*2 | 193.503 | -2.32 | -3.17 | 0.85 | -3.05 | -2.32 | ||
11YR-*2 | 241.830 | -11.49 | -12.60 | 1.10 | -11.62 | -11.49 | ||
Government | 376.912 | -3.43 | -4.23 | 0.80 | -5.07 | -3.43 | ||
1<=YR<3 | 221.701 | 1.22 | 0.76 | 0.45 | -0.09 | 1.22 | ||
3<=YR<7 | 336.181 | 3.16 | 2.60 | 0.56 | -0.66 | 3.16 | ||
7<=YR | 552.400 | -8.43 | -9.47 | 1.04 | -8.89 | -8.43 | ||
7YR-11YR*2 | 192.135 | -2.34 | -3.22 | 0.88 | -2.90 | -2.34 | ||
11YR-*2 | 240.876 | -11.83 | -12.97 | 1.14 | -11.96 | -11.83 | ||
Municipals | 388.427 | -1.97 | -2.54 | 0.57 | -3.49 | -1.97 | ||
Govt.Grntd | 366.456 | -2.69 | -3.33 | 0.64 | -3.90 | -2.69 | ||
Bank Dbntr | 273.435 | 2.06 | 1.93 | 0.13 | -0.34 | 2.06 | ||
Corporates | 383.641 | -0.88 | -1.54 | 0.66 | -4.05 | -0.88 | ||
Yen Dnm Frgn | 382.663 | 5.99 | 4.98 | 1.01 | -0.95 | 5.99 | ||
MBS*3 | 125.310 | -2.12 | -2.76 | 0.64 | -2.93 | -2.12 | ||
ABS*4 | 113.098 | 0.39 | -0.27 | 0.66 | -2.17 | 0.39 | ||
Overall ex.MBS | 365.719 | -3.12 | -3.89 | 0.77 | -4.86 | -3.12 | ||
1<=YR<3 | 234.942 | 1.27 | 0.82 | 0.45 | -0.08 | 1.27 | ||
3<=YR<7 | 337.243 | 3.21 | 2.66 | 0.55 | -0.71 | 3.21 | ||
7<=YR | 543.443 | -8.32 | -9.34 | 1.02 | -8.81 | -8.32 | ||
7YR-11YR*2 | 193.499 | -2.32 | -3.17 | 0.85 | -3.05 | -2.32 | ||
11YR-*2 | 243.825 | -11.88 | -13.01 | 1.12 | -11.96 | -11.88 | ||
Overall ex.ABS | 365.861 | -3.11 | -3.88 | 0.77 | -4.83 | -3.11 | ||
1<=YR<3 | 234.903 | 1.27 | 0.82 | 0.45 | -0.08 | 1.27 | ||
3<=YR<7 | 337.242 | 3.21 | 2.66 | 0.55 | -0.71 | 3.21 | ||
7<=YR | 541.393 | -8.17 | -9.18 | 1.01 | -8.66 | -8.17 | ||
7YR-11YR*2 | 193.497 | -2.32 | -3.17 | 0.85 | -3.05 | -2.32 | ||
11YR-*2 | 241.829 | -11.49 | -12.60 | 1.10 | -11.62 | -11.49 | ||
Overall ex.MBS,ABS | 365.748 | -3.12 | -3.89 | 0.77 | -4.86 | -3.12 | ||
1<=YR<3 | 234.903 | 1.27 | 0.82 | 0.45 | -0.08 | 1.27 | ||
3<=YR<7 | 337.242 | 3.21 | 2.66 | 0.55 | -0.71 | 3.21 | ||
7<=YR | 543.446 | -8.33 | -9.35 | 1.02 | -8.81 | -8.33 | ||
7YR-11YR*2 | 193.494 | -2.32 | -3.17 | 0.85 | -3.05 | -2.32 | ||
11YR-*2 | 243.824 | -11.88 | -13.01 | 1.12 | -11.96 | -11.88 | ||
Overall ex.JGB* | 170.388 | -1.38 | -2.00 | 0.62 | -3.57 | -1.38 | ||
1<=YR<3* | 134.010 | 1.51 | 1.07 | 0.44 | -0.04 | 1.51 | ||
3<=YR<7* | 166.275 | 3.44 | 2.93 | 0.50 | -0.97 | 3.44 | ||
7<=YR* | 233.583 | -6.45 | -7.25 | 0.79 | -7.20 | -6.45 | ||
7YR-11YR*2 | 197.402 | -2.19 | -2.86 | 0.66 | -3.89 | -2.19 | ||
11YR-*2 | 239.635 | -9.18 | -10.05 | 0.88 | -9.27 | -9.18 | ||
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 | 1087102 | 99.16 | 99.36 | 10.09 | 0.77 | 0.61 | 0.60 | 8.90 | 8.86 | 8.86 | 5 | |
1<=YR<3 | 219023 | 100.81 | 100.93 | 1.93 | 0.46 | 0.03 | 0.03 | 1.92 | 1.92 | 1.92 | 6 | |
3<=YR<7 | 294499 | 101.58 | 101.71 | 4.73 | 0.56 | 0.23 | 0.23 | 4.67 | 4.66 | 4.67 | 6 | |
7<=YR | 573580 | 97.29 | 97.55 | 15.95 | 0.99 | 1.04 | 1.02 | 13.92 | 13.84 | 13.86 | 5 | |
7YR-11YR | 198314 | 102.73 | 102.94 | 8.68 | 0.87 | 0.56 | 0.57 | 8.36 | 8.33 | 8.35 | 5 | |
11YR- | 375265 | 94.41 | 94.70 | 19.80 | 1.06 | 1.31 | 1.28 | 17.12 | 17.00 | 17.02 | 4 | |
Government | 913166 | 99.39 | 99.60 | 10.58 | 0.80 | 0.59 | 0.58 | 9.29 | 9.25 | 9.25 | 1 | |
1<=YR<3 | 178370 | 100.92 | 101.03 | 1.91 | 0.46 | -0.02 | -0.02 | 1.90 | 1.90 | 1.90 | 1 | |
3<=YR<7 | 239609 | 101.92 | 102.05 | 4.73 | 0.57 | 0.17 | 0.17 | 4.66 | 4.66 | 4.66 | 0 | |
7<=YR | 495187 | 97.61 | 97.89 | 16.53 | 1.03 | 1.03 | 1.01 | 14.37 | 14.29 | 14.30 | 1 | |
7YR-11YR | 168646 | 103.45 | 103.67 | 8.71 | 0.91 | 0.51 | 0.52 | 8.38 | 8.36 | 8.38 | 0 | |
11YR- | 326541 | 94.60 | 94.91 | 20.57 | 1.09 | 1.33 | 1.28 | 17.75 | 17.64 | 17.65 | 2 | |
Municipals | 67732 | 98.56 | 98.72 | 7.58 | 0.57 | 0.57 | 0.58 | 7.06 | 7.03 | 7.04 | 16 | |
Govt.Grntd | 16391 | 98.80 | 98.88 | 8.46 | 0.65 | 0.53 | 0.52 | 7.46 | 7.42 | 7.43 | 9 | |
Bank Dbntr | 3551 | 99.39 | 99.42 | 3.23 | 0.13 | 0.27 | 0.27 | 3.20 | 3.20 | 3.20 | 20 | |
Corporates | 67084 | 97.19 | 97.33 | 7.82 | 0.65 | 0.83 | 0.80 | 6.85 | 6.81 | 6.82 | 44 | |
Yen Dnm Frgn | 3540 | 98.24 | 98.42 | 3.85 | 1.00 | 1.40 | 1.39 | 3.64 | 3.61 | 3.64 | 127 | |
MBS | 14831 | 97.41 | 97.44 | 6.77 | 0.64 | 0.74 | 0.88 | 6.42 | 6.39 | 6.43 | 19 | |
ABS | 808 | 97.40 | 97.56 | 5.80 | 0.65 | 0.89 | 0.87 | 5.40 | 5.37 | 5.40 | 60 | |
Overall ex.MBS | 1072271 | 99.18 | 99.38 | 10.13 | 0.77 | 0.61 | 0.59 | 8.93 | 8.89 | 8.90 | 5 | |
1<=YR<3 | 219023 | 100.81 | 100.93 | 1.93 | 0.46 | 0.03 | 0.03 | 1.92 | 1.92 | 1.92 | 6 | |
3<=YR<7 | 294499 | 101.58 | 101.71 | 4.73 | 0.56 | 0.23 | 0.23 | 4.67 | 4.66 | 4.67 | 6 | |
7<=YR | 558749 | 97.28 | 97.55 | 16.20 | 1.00 | 1.05 | 1.02 | 14.12 | 14.04 | 14.05 | 4 | |
7YR-11YR | 198185 | 102.74 | 102.95 | 8.68 | 0.87 | 0.56 | 0.57 | 8.36 | 8.34 | 8.36 | 5 | |
11YR- | 360564 | 94.29 | 94.59 | 20.33 | 1.08 | 1.34 | 1.30 | 17.57 | 17.45 | 17.46 | 4 | |
Overall ex.ABS | 1086294 | 99.16 | 99.36 | 10.09 | 0.77 | 0.61 | 0.60 | 8.90 | 8.86 | 8.87 | 5 | |
1<=YR<3 | 218739 | 100.82 | 100.93 | 1.93 | 0.46 | 0.03 | 0.03 | 1.92 | 1.92 | 1.92 | 6 | |
3<=YR<7 | 294239 | 101.58 | 101.71 | 4.73 | 0.56 | 0.23 | 0.23 | 4.67 | 4.66 | 4.67 | 6 | |
7<=YR | 573317 | 97.29 | 97.55 | 15.95 | 0.99 | 1.04 | 1.02 | 13.92 | 13.84 | 13.86 | 5 | |
7YR-11YR | 198142 | 102.74 | 102.95 | 8.68 | 0.87 | 0.56 | 0.57 | 8.36 | 8.33 | 8.35 | 5 | |
11YR- | 375175 | 94.41 | 94.70 | 19.80 | 1.06 | 1.31 | 1.28 | 17.12 | 17.00 | 17.02 | 4 | |
Overall ex.MBS,ABS | 1071464 | 99.19 | 99.39 | 10.14 | 0.77 | 0.60 | 0.59 | 8.94 | 8.89 | 8.90 | 5 | |
1<=YR<3 | 218739 | 100.82 | 100.93 | 1.93 | 0.46 | 0.03 | 0.03 | 1.92 | 1.92 | 1.92 | 6 | |
3<=YR<7 | 294239 | 101.58 | 101.71 | 4.73 | 0.56 | 0.23 | 0.23 | 4.67 | 4.66 | 4.67 | 6 | |
7<=YR | 558486 | 97.29 | 97.56 | 16.20 | 1.00 | 1.05 | 1.02 | 14.12 | 14.04 | 14.05 | 4 | |
7YR-11YR | 198013 | 102.74 | 102.95 | 8.68 | 0.87 | 0.56 | 0.57 | 8.36 | 8.34 | 8.36 | 5 | |
11YR- | 360474 | 94.29 | 94.59 | 20.33 | 1.08 | 1.34 | 1.30 | 17.57 | 17.45 | 17.46 | 4 | |
Overall ex.JGB | 173936 | 97.96 | 98.09 | 7.51 | 0.61 | 0.69 | 0.70 | 6.81 | 6.77 | 6.79 | 29 | |
1<=YR<3 | 40654 | 100.35 | 100.46 | 1.99 | 0.45 | 0.26 | 0.26 | 1.98 | 1.98 | 1.98 | 28 | |
3<=YR<7 | 54890 | 100.09 | 100.21 | 4.75 | 0.51 | 0.49 | 0.49 | 4.69 | 4.68 | 4.69 | 31 | |
7<=YR | 78392 | 95.23 | 95.39 | 12.31 | 0.77 | 1.07 | 1.09 | 11.00 | 10.93 | 10.95 | 27 | |
7YR-11YR | 29668 | 98.64 | 98.80 | 8.47 | 0.66 | 0.84 | 0.84 | 8.23 | 8.19 | 8.22 | 34 | |
11YR- | 48724 | 93.15 | 93.31 | 14.66 | 0.84 | 1.22 | 1.25 | 12.79 | 12.70 | 12.71 | 23 | |
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