TOPDBI Attribute Indication About DBI
DBI Attribute Indication
08/31/2010
Index Market Value CPN YTM Simple interest Matur Dur MDur PVBP
Composite ALL(1y-) 457.435 664,902 1.52 0.63 0.61 7.58 6.70 6.67 0.07
Short(1y-3y) 309.431 170,956 1.11 0.20 0.20 1.87 1.85 1.85 0.02
Medium(3y-7y) 449.400 231,635 1.43 0.32 0.31 4.65 4.49 4.48 0.05
Long(7-) 635.315 262,310 1.87 1.18 1.14 13.88 11.82 11.74 0.13
7y-12y 279.169 134,841 1.62 0.79 0.77 8.62 8.06 8.03 0.09
12y- 351.937 127,469 2.14 1.59 1.53 19.43 15.80 15.67 0.17
Composite(Investable) ALL(1y-) 222.347 671,668 1.52 0.63 0.62 7.68 6.71 6.67 0.07
Short(1y-3y) 160.620 169,591 1.10 0.19 0.19 1.87 1.85 1.85 0.02
Medium(3y-7y) 217.147 231,004 1.43 0.31 0.31 4.65 4.49 4.48 0.05
Long(7-) 294.689 271,072 1.87 1.18 1.15 13.90 11.64 11.56 0.13
7y-12y 279.095 136,575 1.62 0.80 0.78 8.65 8.02 7.99 0.09
12y- 350.872 134,497 2.14 1.57 1.53 19.23 15.31 15.19 0.17
Government ALL(1y-) 471.123 503,497 1.50 0.62 0.60 8.07 7.08 7.04 0.08
Short(1y-3y) 293.708 127,140 1.05 0.12 0.12 1.83 1.81 1.81 0.02
Medium(3y-7y) 450.930 164,589 1.38 0.25 0.25 4.63 4.46 4.46 0.05
Long(7-) 647.299 211,768 1.88 1.20 1.16 14.49 12.28 12.20 0.13
7y-12y 278.752 96,932 1.60 0.77 0.74 8.68 8.11 8.08 0.09
12y- 347.993 114,836 2.13 1.57 1.51 19.40 15.80 15.67 0.17
Municipal ALL(1y-) 503.042 47,729 1.55 0.65 0.63 7.21 6.56 6.53 0.07
Short(1y-3y) 347.686 7,618 1.15 0.22 0.22 2.07 2.05 2.05 0.02
Medium(3y-7y) 484.834 20,315 1.51 0.38 0.37 4.90 4.72 4.71 0.05
Long(7-) 582.541 19,795 1.75 1.10 1.06 11.56 10.18 10.11 0.11
Government Guaranteed ALL(1y-) 477.911 32,872 1.40 0.47 0.46 5.95 5.55 5.53 0.06
Short(1y-3y) 319.811 7,586 0.95 0.15 0.15 2.00 1.98 1.98 0.02
Medium(3y-7y) 474.861 14,174 1.49 0.31 0.30 4.90 4.72 4.71 0.05
Long(7-) 596.841 11,111 1.59 0.88 0.86 9.99 9.06 9.01 0.10
Bank Debentures ALL(1y-) 356.893 11,069 1.23 0.33 0.33 2.79 2.74 2.74 0.03
Short(1y-3y) 323.675 6,611 1.31 0.30 0.30 2.02 1.99 1.99 0.02
Medium(3y-7y) 401.271 4,393 1.09 0.36 0.36 3.89 3.81 3.80 0.04
Long(7-) 143.121 64 1.81 0.83 0.80 7.86 7.35 7.32 0.08
Corporate ALL(1y-) 501.600 64,449 1.70 0.70 0.68 5.93 5.35 5.33 0.06
Short(1y-3y) 347.897 19,673 1.36 0.50 0.51 1.98 1.96 1.95 0.02
Medium(3y-7y) 478.383 25,718 1.72 0.51 0.50 4.63 4.44 4.43 0.05
Long(7-) 662.618 19,056 2.04 1.15 1.12 11.77 10.09 10.02 0.11
Yen denominated Foreign ALL(1y-) 471.975 5,282 1.92 2.09 2.17 4.21 3.89 3.84 0.04
Short(1y-3y) 340.497 2,326 1.84 1.97 1.99 1.99 1.95 1.93 0.02
Medium(3y-7y) 509.523 2,442 1.95 2.01 2.12 4.61 4.39 4.35 0.04
Long(7-) 534.173 513 2.16 3.01 3.24 12.33 10.24 10.09 0.09
Residential Mortgage Backed Securites ALL(1y-) 117.394 8,700 1.98 1.26 1.59 14.65 6.26 6.22 0.07
Inflation-Indexed Bond ALL(1y-) 107.433 9,951 1.07 1.34 1.35 6.21 5.98 5.94 0.06
Short(1y-3y) 100.000* ********* ****.** ****.** ****.** ****.** ****.** ****.** *****.**
Medium(3y-7y) 104.372 6,897 0.95 1.30 1.31 5.66 5.49 5.46 0.05
Long(7-) 108.233 3,053 1.32 1.42 1.43 7.45 7.09 7.04 0.07
Fiscal Loan ABS ALL(1y-) 110.546 214 1.91 0.97 0.94 7.64 7.15 7.12 0.08

Market Value unit Billion Yen


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