Caps Lock doesn't work as expected when using Pinyin Simplified input method

Caps Lock doesn't work as expected when using Pinyin Simplified input method
on OS X

When Pinyin Simplified input method is selected on OS X, Caps Lock key is
supposed to switch input to latin letters - that's how it works in native
applications, e.g. in TextEdit.
In Java applications, it also switches to input of latin letters, but letters
are entered in uppercase.

To reproduce the issue run attached simple program, switch OS input method to
'Pinyin - Simplified', press Caps Lock, then press 'a' key.
Expected result - 'a' character appears in text field.
Actual result - 'A' character appears in text field.

The issue is reproduced on OS X El Capitan 10.11.4 in latest Java version:
java version "1.8.0_77"
Java(TM) SE Runtime Environment (build 1.8.0_77-b03)
Java HotSpot(TM) 64-Bit Server VM (build 25.77-b03, mixed mode)