DBI Attribute Indication
04/26/2024
| Index | Market Value | CPN | YTM | Simple interest | Matur | Dur | MDur | PVBP | ||
|---|---|---|---|---|---|---|---|---|---|---|
| Composite | ALL(1y-) | 495.951 | 1,087,372 | 0.78 | 0.86 | 0.88 | 9.63 | 8.80 | 8.75 | 0.08 |
| Short(1y-3y) | 310.677 | 231,921 | 0.38 | 0.28 | 0.28 | 1.94 | 1.93 | 1.93 | 0.02 | |
| Medium(3y-7y) | 464.163 | 309,415 | 0.63 | 0.51 | 0.51 | 4.80 | 4.71 | 4.70 | 0.05 | |
| Long(7y-) | 747.529 | 546,035 | 1.03 | 1.30 | 1.35 | 15.64 | 14.04 | 13.94 | 0.13 | |
| 7y-12y | 314.335 | 234,058 | 0.99 | 0.87 | 0.86 | 9.03 | 8.62 | 8.58 | 0.09 | |
| 12y- | 426.646 | 311,976 | 1.05 | 1.62 | 1.72 | 20.60 | 18.11 | 17.96 | 0.16 | |
| Composite(Sustainable) | ALL(1y-) | 98.805 | 16,497 | 0.51 | 0.86 | 0.88 | 7.06 | 6.68 | 6.64 | 0.06 |
| Short(1y-3y) | 100.181 | 2,976 | 0.19 | 0.50 | 0.50 | 2.15 | 2.14 | 2.14 | 0.02 | |
| Medium(3y-7y) | 99.982 | 7,573 | 0.39 | 0.66 | 0.67 | 4.55 | 4.51 | 4.50 | 0.04 | |
| Long(7y-) | 95.686 | 5,948 | 0.80 | 1.30 | 1.35 | 12.72 | 11.70 | 11.62 | 0.11 | |
| 7y-12y | 97.722 | 3,919 | 0.68 | 1.07 | 1.09 | 9.02 | 8.73 | 8.68 | 0.08 | |
| 12y- | 87.461 | 2,029 | 1.00 | 1.73 | 1.85 | 19.86 | 17.43 | 17.28 | 0.15 | |
| Composite(Investable) | ALL(1y-) | 241.023 | 1,100,192 | 0.78 | 0.86 | 0.89 | 9.73 | 8.79 | 8.73 | 0.08 |
| Short(1y-3y) | 161.139 | 231,937 | 0.38 | 0.28 | 0.28 | 1.94 | 1.93 | 1.93 | 0.02 | |
| Medium(3y-7y) | 224.162 | 313,289 | 0.63 | 0.52 | 0.52 | 4.88 | 4.73 | 4.71 | 0.05 | |
| Long(7y-) | 345.643 | 554,965 | 1.02 | 1.30 | 1.35 | 15.72 | 13.94 | 13.84 | 0.13 | |
| 7y-12y | 313.700 | 243,006 | 0.96 | 0.88 | 0.88 | 9.45 | 8.60 | 8.56 | 0.09 | |
| 12y- | 422.313 | 311,959 | 1.05 | 1.62 | 1.72 | 20.60 | 18.11 | 17.96 | 0.16 | |
| Government | ALL(1y-) | 512.736 | 933,225 | 0.80 | 0.85 | 0.88 | 10.06 | 9.17 | 9.11 | 0.09 |
| Short(1y-3y) | 292.428 | 190,940 | 0.37 | 0.23 | 0.23 | 1.93 | 1.92 | 1.92 | 0.02 | |
| Medium(3y-7y) | 462.509 | 252,222 | 0.64 | 0.47 | 0.47 | 4.81 | 4.72 | 4.71 | 0.05 | |
| Long(7y-) | 763.865 | 490,062 | 1.04 | 1.29 | 1.35 | 15.94 | 14.28 | 14.17 | 0.13 | |
| 7y-12y | 313.955 | 204,682 | 1.00 | 0.84 | 0.84 | 9.06 | 8.64 | 8.60 | 0.09 | |
| 12y- | 421.149 | 285,379 | 1.06 | 1.62 | 1.72 | 20.87 | 18.32 | 18.17 | 0.16 | |
| Municipal | ALL(1y-) | 550.035 | 65,012 | 0.59 | 0.76 | 0.78 | 7.16 | 6.85 | 6.82 | 0.07 |
| Short(1y-3y) | 352.899 | 12,882 | 0.37 | 0.32 | 0.32 | 2.01 | 2.00 | 2.00 | 0.02 | |
| Medium(3y-7y) | 508.653 | 23,868 | 0.50 | 0.56 | 0.57 | 4.95 | 4.88 | 4.87 | 0.05 | |
| Long(7y-) | 685.991 | 28,262 | 0.76 | 1.13 | 1.16 | 11.38 | 10.72 | 10.66 | 0.10 | |
| Government Guaranteed | ALL(1y-) | 500.073 | 14,101 | 0.69 | 0.81 | 0.83 | 8.60 | 7.96 | 7.92 | 0.07 |
| Short(1y-3y) | 322.809 | 3,330 | 0.20 | 0.28 | 0.28 | 1.86 | 1.85 | 1.85 | 0.02 | |
| Medium(3y-7y) | 492.922 | 4,799 | 0.53 | 0.50 | 0.50 | 4.51 | 4.44 | 4.43 | 0.04 | |
| Long(7y-) | 661.210 | 5,971 | 1.07 | 1.35 | 1.42 | 15.65 | 14.20 | 14.10 | 0.13 | |
| Bank Debentures | ALL(1y-) | 367.534 | 3,510 | 0.24 | 0.51 | 0.51 | 3.14 | 3.11 | 3.10 | 0.03 |
| Short(1y-3y) | 330.873 | 2,064 | 0.15 | 0.40 | 0.40 | 2.07 | 2.06 | 2.06 | 0.02 | |
| Medium(3y-7y) | 418.832 | 1,257 | 0.34 | 0.61 | 0.61 | 4.14 | 4.11 | 4.09 | 0.04 | |
| Long(7y-) | 153.535 | 188 | 0.51 | 1.03 | 1.05 | 8.16 | 7.97 | 7.93 | 0.08 | |
| Corporate | ALL(1y-) | 540.318 | 68,025 | 0.70 | 0.98 | 1.01 | 6.97 | 6.44 | 6.39 | 0.06 |
| Short(1y-3y) | 363.045 | 20,921 | 0.42 | 0.56 | 0.56 | 2.00 | 1.99 | 1.98 | 0.02 | |
| Medium(3y-7y) | 513.632 | 25,827 | 0.65 | 0.82 | 0.83 | 4.68 | 4.61 | 4.59 | 0.05 | |
| Long(7y-) | 767.104 | 21,276 | 0.99 | 1.58 | 1.68 | 14.64 | 13.03 | 12.92 | 0.12 | |
| Yen denominated Foreign | ALL(1y-) | 554.726 | 3,497 | 1.12 | 1.42 | 1.45 | 3.65 | 3.51 | 3.48 | 0.03 |
| Short(1y-3y) | 390.373 | 1,782 | 1.09 | 1.17 | 1.17 | 2.11 | 2.09 | 2.08 | 0.02 | |
| Medium(3y-7y) | 586.501 | 1,440 | 1.03 | 1.58 | 1.63 | 4.17 | 4.08 | 4.05 | 0.04 | |
| Long(7y-) | 772.547 | 273 | 1.79 | 2.23 | 2.28 | 10.92 | 9.68 | 9.57 | 0.09 | |
| Residential Mortgage Backed Securites | ALL(1y-) | 126.918 | 13,503 | 0.62 | 1.20 | 1.21 | 16.97 | 7.22 | 7.17 | 0.07 |
| Short(1y-3y) | 101.430 | 283 | 0.95 | 0.60 | 0.60 | 3.82 | 2.44 | 2.43 | 0.02 | |
| Medium(3y-7y) | 98.734 | 4,122 | 0.96 | 1.03 | 1.03 | 11.04 | 5.54 | 5.52 | 0.05 | |
| Long(7y-) | 95.616 | 9,097 | 0.46 | 1.30 | 1.31 | 20.06 | 8.12 | 8.07 | 0.08 | |
| Inflation-Indexed Bond | ALL(1y-) | 133.133 | 11,498 | 0.08 | -1.12 | -1.09 | 4.65 | 4.64 | 4.67 | 0.05 |
| Short(1y-3y) | 113.272 | 3,942 | 0.10 | -1.46 | -1.43 | 2.38 | 2.38 | 2.40 | 0.02 | |
| Medium(3y-7y) | 134.981 | 5,674 | 0.10 | -1.02 | -1.00 | 5.01 | 5.00 | 5.03 | 0.05 | |
| Long(7y-) | 130.604 | 1,882 | 0.01 | -0.69 | -0.67 | 8.30 | 8.30 | 8.33 | 0.09 | |
| Fiscal Loan ABS | ALL(1y-) | 118.749* | ********* | ****.** | ****.** | ****.** | ****.** | ****.** | ****.** | *****.** |
Market Value unit Billion Yen
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