DBI Attribute Indication
03/29/2024
| Index | Market Value | CPN | YTM | Simple interest | Matur | Dur | MDur | PVBP | ||
|---|---|---|---|---|---|---|---|---|---|---|
| Composite | ALL(1y-) | 503.272 | 1,094,143 | 0.78 | 0.71 | 0.73 | 9.78 | 8.95 | 8.91 | 0.09 |
| Short(1y-3y) | 311.192 | 231,719 | 0.38 | 0.19 | 0.19 | 1.99 | 1.99 | 1.99 | 0.02 | |
| Medium(3y-7y) | 467.097 | 308,341 | 0.63 | 0.38 | 0.37 | 4.86 | 4.78 | 4.77 | 0.05 | |
| Long(7y-) | 766.299 | 554,081 | 1.02 | 1.12 | 1.15 | 15.76 | 14.19 | 14.10 | 0.13 | |
| 7y-12y | 319.133 | 234,531 | 0.99 | 0.69 | 0.68 | 9.09 | 8.68 | 8.65 | 0.09 | |
| 12y- | 440.511 | 319,549 | 1.05 | 1.43 | 1.50 | 20.66 | 18.24 | 18.10 | 0.17 | |
| Composite(Sustainable) | ALL(1y-) | 99.818 | 16,455 | 0.50 | 0.72 | 0.73 | 7.14 | 6.76 | 6.72 | 0.06 |
| Short(1y-3y) | 100.355 | 2,940 | 0.17 | 0.38 | 0.39 | 2.11 | 2.10 | 2.10 | 0.02 | |
| Medium(3y-7y) | 100.538 | 7,477 | 0.38 | 0.53 | 0.53 | 4.56 | 4.52 | 4.51 | 0.04 | |
| Long(7y-) | 97.646 | 6,037 | 0.79 | 1.11 | 1.15 | 12.80 | 11.79 | 11.72 | 0.11 | |
| 7y-12y | 99.163 | 3,963 | 0.67 | 0.89 | 0.90 | 9.04 | 8.76 | 8.72 | 0.09 | |
| 12y- | 90.221 | 2,073 | 1.00 | 1.54 | 1.62 | 19.97 | 17.59 | 17.45 | 0.16 | |
| Composite(Investable) | ALL(1y-) | 244.575 | 1,107,165 | 0.78 | 0.71 | 0.73 | 9.87 | 8.94 | 8.89 | 0.09 |
| Short(1y-3y) | 161.406 | 231,703 | 0.38 | 0.19 | 0.19 | 2.00 | 1.99 | 1.99 | 0.02 | |
| Medium(3y-7y) | 225.586 | 311,686 | 0.64 | 0.38 | 0.38 | 4.92 | 4.79 | 4.78 | 0.05 | |
| Long(7y-) | 354.262 | 563,774 | 1.01 | 1.12 | 1.15 | 15.84 | 14.08 | 13.99 | 0.13 | |
| 7y-12y | 318.478 | 244,242 | 0.96 | 0.70 | 0.69 | 9.52 | 8.65 | 8.62 | 0.09 | |
| 12y- | 436.037 | 319,532 | 1.05 | 1.43 | 1.50 | 20.66 | 18.24 | 18.10 | 0.17 | |
| Government | ALL(1y-) | 520.705 | 938,564 | 0.80 | 0.71 | 0.72 | 10.21 | 9.33 | 9.28 | 0.09 |
| Short(1y-3y) | 292.927 | 191,139 | 0.37 | 0.14 | 0.14 | 1.99 | 1.98 | 1.98 | 0.02 | |
| Medium(3y-7y) | 465.490 | 250,818 | 0.64 | 0.33 | 0.33 | 4.89 | 4.80 | 4.79 | 0.05 | |
| Long(7y-) | 783.431 | 496,606 | 1.04 | 1.11 | 1.15 | 16.07 | 14.44 | 14.35 | 0.14 | |
| 7y-12y | 318.798 | 204,671 | 1.01 | 0.66 | 0.65 | 9.13 | 8.71 | 8.68 | 0.09 | |
| 12y- | 435.015 | 291,935 | 1.06 | 1.43 | 1.49 | 20.93 | 18.46 | 18.32 | 0.17 | |
| Municipal | ALL(1y-) | 555.757 | 65,722 | 0.59 | 0.62 | 0.63 | 7.23 | 6.92 | 6.89 | 0.07 |
| Short(1y-3y) | 353.426 | 12,956 | 0.37 | 0.24 | 0.24 | 2.03 | 2.02 | 2.02 | 0.02 | |
| Medium(3y-7y) | 511.736 | 23,914 | 0.50 | 0.43 | 0.43 | 4.97 | 4.91 | 4.90 | 0.05 | |
| Long(7y-) | 698.430 | 28,851 | 0.75 | 0.95 | 0.98 | 11.45 | 10.80 | 10.74 | 0.10 | |
| Government Guaranteed | ALL(1y-) | 506.636 | 14,323 | 0.69 | 0.66 | 0.68 | 8.70 | 8.07 | 8.02 | 0.08 |
| Short(1y-3y) | 323.308 | 3,410 | 0.21 | 0.19 | 0.19 | 1.87 | 1.86 | 1.86 | 0.02 | |
| Medium(3y-7y) | 495.793 | 4,812 | 0.52 | 0.36 | 0.36 | 4.54 | 4.48 | 4.47 | 0.05 | |
| Long(7y-) | 678.037 | 6,100 | 1.07 | 1.17 | 1.21 | 15.80 | 14.37 | 14.27 | 0.13 | |
| Bank Debentures | ALL(1y-) | 368.826 | 3,534 | 0.23 | 0.40 | 0.40 | 3.17 | 3.14 | 3.14 | 0.03 |
| Short(1y-3y) | 331.446 | 2,039 | 0.14 | 0.30 | 0.30 | 2.07 | 2.07 | 2.06 | 0.02 | |
| Medium(3y-7y) | 420.883 | 1,303 | 0.33 | 0.48 | 0.48 | 4.14 | 4.11 | 4.10 | 0.04 | |
| Long(7y-) | 155.651 | 191 | 0.51 | 0.85 | 0.86 | 8.24 | 8.05 | 8.02 | 0.08 | |
| Corporate | ALL(1y-) | 545.600 | 68,465 | 0.69 | 0.84 | 0.87 | 7.09 | 6.55 | 6.51 | 0.06 |
| Short(1y-3y) | 363.570 | 20,417 | 0.41 | 0.46 | 0.46 | 2.00 | 1.99 | 1.98 | 0.02 | |
| Medium(3y-7y) | 516.562 | 25,993 | 0.65 | 0.68 | 0.68 | 4.67 | 4.60 | 4.58 | 0.05 | |
| Long(7y-) | 784.679 | 22,054 | 0.98 | 1.39 | 1.46 | 14.67 | 13.09 | 12.99 | 0.12 | |
| Yen denominated Foreign | ALL(1y-) | 556.156 | 3,533 | 1.12 | 1.34 | 1.36 | 3.72 | 3.57 | 3.55 | 0.04 |
| Short(1y-3y) | 390.479 | 1,756 | 1.10 | 1.12 | 1.12 | 2.15 | 2.12 | 2.11 | 0.02 | |
| Medium(3y-7y) | 588.378 | 1,498 | 1.02 | 1.45 | 1.50 | 4.21 | 4.12 | 4.09 | 0.04 | |
| Long(7y-) | 783.600 | 278 | 1.79 | 2.07 | 2.10 | 11.02 | 9.78 | 9.67 | 0.10 | |
| Residential Mortgage Backed Securites | ALL(1y-) | 128.477 | 13,704 | 0.62 | 1.03 | 1.03 | 16.92 | 7.20 | 7.17 | 0.07 |
| Short(1y-3y) | 101.626 | 252 | 0.81 | 0.47 | 0.47 | 3.70 | 2.30 | 2.30 | 0.02 | |
| Medium(3y-7y) | 99.575 | 3,589 | 1.07 | 0.83 | 0.83 | 10.07 | 5.24 | 5.21 | 0.05 | |
| Long(7y-) | 96.984 | 9,862 | 0.46 | 1.11 | 1.12 | 19.75 | 8.05 | 8.00 | 0.08 | |
| Inflation-Indexed Bond | ALL(1y-) | 133.605 | 11,539 | 0.08 | -1.19 | -1.16 | 4.73 | 4.72 | 4.75 | 0.05 |
| Short(1y-3y) | 113.645 | 3,955 | 0.10 | -1.56 | -1.54 | 2.46 | 2.46 | 2.48 | 0.03 | |
| Medium(3y-7y) | 135.403 | 5,692 | 0.10 | -1.08 | -1.05 | 5.09 | 5.08 | 5.11 | 0.05 | |
| Long(7y-) | 131.304 | 1,892 | 0.01 | -0.75 | -0.73 | 8.38 | 8.38 | 8.41 | 0.09 | |
| Fiscal Loan ABS | ALL(1y-) | 118.749* | ********* | ****.** | ****.** | ****.** | ****.** | ****.** | ****.** | *****.** |
Market Value unit Billion Yen
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