DBI Attribute Indication
04/18/2024
| Index | Market Value | CPN | YTM | Simple interest | Matur | Dur | MDur | PVBP | ||
|---|---|---|---|---|---|---|---|---|---|---|
| Composite | ALL(1y-) | 498.011 | 1,091,920 | 0.78 | 0.82 | 0.84 | 9.68 | 8.85 | 8.80 | 0.08 |
| Short(1y-3y) | 310.757 | 231,986 | 0.38 | 0.26 | 0.26 | 1.96 | 1.96 | 1.95 | 0.02 | |
| Medium(3y-7y) | 464.858 | 309,892 | 0.63 | 0.48 | 0.48 | 4.82 | 4.74 | 4.73 | 0.05 | |
| Long(7y-) | 752.997 | 550,041 | 1.03 | 1.24 | 1.29 | 15.68 | 14.08 | 13.98 | 0.13 | |
| 7y-12y | 315.761 | 235,127 | 0.99 | 0.81 | 0.81 | 9.06 | 8.64 | 8.60 | 0.09 | |
| 12y- | 430.656 | 314,913 | 1.05 | 1.56 | 1.65 | 20.63 | 18.15 | 18.00 | 0.16 | |
| Composite(Sustainable) | ALL(1y-) | 99.075 | 16,545 | 0.51 | 0.83 | 0.85 | 7.10 | 6.71 | 6.68 | 0.06 |
| Short(1y-3y) | 100.204 | 2,977 | 0.19 | 0.49 | 0.49 | 2.17 | 2.16 | 2.16 | 0.02 | |
| Medium(3y-7y) | 100.104 | 7,583 | 0.39 | 0.63 | 0.64 | 4.58 | 4.53 | 4.52 | 0.04 | |
| Long(7y-) | 96.251 | 5,984 | 0.80 | 1.24 | 1.29 | 12.75 | 11.73 | 11.65 | 0.11 | |
| 7y-12y | 98.136 | 3,936 | 0.68 | 1.02 | 1.03 | 9.04 | 8.75 | 8.71 | 0.08 | |
| 12y- | 88.259 | 2,048 | 1.00 | 1.67 | 1.78 | 19.89 | 17.47 | 17.32 | 0.15 | |
| Composite(Investable) | ALL(1y-) | 242.020 | 1,104,771 | 0.78 | 0.82 | 0.85 | 9.78 | 8.84 | 8.78 | 0.08 |
| Short(1y-3y) | 161.180 | 232,001 | 0.38 | 0.26 | 0.26 | 1.97 | 1.96 | 1.95 | 0.02 | |
| Medium(3y-7y) | 224.499 | 313,774 | 0.63 | 0.49 | 0.49 | 4.90 | 4.75 | 4.74 | 0.05 | |
| Long(7y-) | 348.145 | 558,995 | 1.02 | 1.24 | 1.29 | 15.76 | 13.99 | 13.89 | 0.13 | |
| 7y-12y | 315.102 | 244,099 | 0.96 | 0.83 | 0.83 | 9.47 | 8.62 | 8.59 | 0.09 | |
| 12y- | 426.282 | 314,896 | 1.05 | 1.56 | 1.65 | 20.63 | 18.15 | 18.00 | 0.16 | |
| Government | ALL(1y-) | 515.002 | 937,350 | 0.80 | 0.81 | 0.84 | 10.11 | 9.22 | 9.16 | 0.09 |
| Short(1y-3y) | 292.512 | 190,995 | 0.37 | 0.22 | 0.22 | 1.95 | 1.94 | 1.94 | 0.02 | |
| Medium(3y-7y) | 463.238 | 252,619 | 0.64 | 0.44 | 0.43 | 4.83 | 4.74 | 4.73 | 0.05 | |
| Long(7y-) | 769.590 | 493,735 | 1.04 | 1.24 | 1.29 | 15.98 | 14.32 | 14.22 | 0.13 | |
| 7y-12y | 315.414 | 205,633 | 1.00 | 0.79 | 0.78 | 9.08 | 8.66 | 8.62 | 0.09 | |
| 12y- | 425.166 | 288,102 | 1.06 | 1.56 | 1.65 | 20.90 | 18.36 | 18.22 | 0.16 | |
| Municipal | ALL(1y-) | 551.387 | 65,180 | 0.59 | 0.73 | 0.75 | 7.19 | 6.88 | 6.85 | 0.07 |
| Short(1y-3y) | 352.913 | 12,883 | 0.37 | 0.32 | 0.32 | 2.03 | 2.02 | 2.02 | 0.02 | |
| Medium(3y-7y) | 509.170 | 23,896 | 0.50 | 0.54 | 0.54 | 4.97 | 4.91 | 4.89 | 0.05 | |
| Long(7y-) | 689.270 | 28,401 | 0.76 | 1.08 | 1.11 | 11.41 | 10.75 | 10.69 | 0.10 | |
| Government Guaranteed | ALL(1y-) | 501.880 | 14,155 | 0.69 | 0.77 | 0.80 | 8.65 | 8.01 | 7.96 | 0.07 |
| Short(1y-3y) | 322.885 | 3,331 | 0.20 | 0.26 | 0.26 | 1.88 | 1.88 | 1.87 | 0.02 | |
| Medium(3y-7y) | 493.598 | 4,808 | 0.53 | 0.47 | 0.47 | 4.53 | 4.46 | 4.45 | 0.05 | |
| Long(7y-) | 666.038 | 6,016 | 1.07 | 1.30 | 1.36 | 15.69 | 14.24 | 14.14 | 0.13 | |
| Bank Debentures | ALL(1y-) | 367.819 | 3,513 | 0.24 | 0.49 | 0.49 | 3.16 | 3.13 | 3.13 | 0.03 |
| Short(1y-3y) | 330.965 | 2,065 | 0.15 | 0.38 | 0.39 | 2.09 | 2.08 | 2.08 | 0.02 | |
| Medium(3y-7y) | 419.297 | 1,259 | 0.34 | 0.58 | 0.58 | 4.16 | 4.13 | 4.12 | 0.04 | |
| Long(7y-) | 154.141 | 189 | 0.51 | 0.97 | 0.99 | 8.19 | 8.00 | 7.96 | 0.08 | |
| Corporate | ALL(1y-) | 541.731 | 68,221 | 0.70 | 0.95 | 0.98 | 7.01 | 6.48 | 6.43 | 0.06 |
| Short(1y-3y) | 363.105 | 20,928 | 0.42 | 0.54 | 0.55 | 2.02 | 2.01 | 2.00 | 0.02 | |
| Medium(3y-7y) | 514.293 | 25,867 | 0.65 | 0.79 | 0.80 | 4.71 | 4.63 | 4.61 | 0.05 | |
| Long(7y-) | 772.199 | 21,424 | 0.99 | 1.53 | 1.61 | 14.68 | 13.07 | 12.96 | 0.12 | |
| Yen denominated Foreign | ALL(1y-) | 554.843 | 3,498 | 1.12 | 1.41 | 1.43 | 3.68 | 3.53 | 3.50 | 0.03 |
| Short(1y-3y) | 390.348 | 1,782 | 1.09 | 1.16 | 1.16 | 2.13 | 2.11 | 2.10 | 0.02 | |
| Medium(3y-7y) | 586.779 | 1,441 | 1.03 | 1.56 | 1.60 | 4.20 | 4.11 | 4.08 | 0.04 | |
| Long(7y-) | 773.029 | 274 | 1.79 | 2.22 | 2.27 | 10.95 | 9.70 | 9.59 | 0.09 | |
| Residential Mortgage Backed Securites | ALL(1y-) | 127.223 | 13,535 | 0.62 | 1.16 | 1.17 | 17.07 | 7.27 | 7.22 | 0.07 |
| Short(1y-3y) | 101.445 | 283 | 0.95 | 0.59 | 0.58 | 3.74 | 2.42 | 2.41 | 0.02 | |
| Medium(3y-7y) | 98.936 | 4,130 | 0.96 | 0.99 | 0.99 | 11.03 | 5.53 | 5.50 | 0.05 | |
| Long(7y-) | 95.868 | 9,121 | 0.46 | 1.26 | 1.27 | 20.21 | 8.20 | 8.15 | 0.08 | |
| Inflation-Indexed Bond | ALL(1y-) | 133.727 | 11,549 | 0.08 | -1.23 | -1.20 | 4.67 | 4.67 | 4.69 | 0.05 |
| Short(1y-3y) | 113.762 | 3,959 | 0.10 | -1.63 | -1.60 | 2.40 | 2.40 | 2.42 | 0.03 | |
| Medium(3y-7y) | 135.494 | 5,696 | 0.10 | -1.10 | -1.07 | 5.04 | 5.03 | 5.05 | 0.05 | |
| Long(7y-) | 131.480 | 1,894 | 0.01 | -0.77 | -0.74 | 8.32 | 8.32 | 8.35 | 0.09 | |
| Fiscal Loan ABS | ALL(1y-) | 118.749* | ********* | ****.** | ****.** | ****.** | ****.** | ****.** | ****.** | *****.** |
Market Value unit Billion Yen
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