Sumitomo Mitsui Financial Group 2021 Financial Overview
Yen bond portfolio
Non-consolidated (Total balance of Other securities with maturities and bonds classified as held-to-maturity - total of JGBS, local gov. bonds and corporate bonds)
(JPY tn)
■1 year or less
■1 to 5 years
■5 to 10 years
More than 10 years
40
40
55
35
30
50
25
22
19.4
17.8
31.5
28.4
28.9
16.3
16.4
12.3
11.9
10.6
10.0
9.0
17.6
17.0
Mar.08 Mar.09 Mar. 10 Mar. 11 Mar.12 Mar. 13 Mar. 14 Mar.15 Mar. 16 Mar. 17 Mar.18 Mar.19 Mar.20 Mar.21 Sep.21
20
15
12.6
10
5
0
of which JGBs
(JPY tn)
13.8
14.0
9.8
8.0
9.3
6.3
7.1
14.3 13.4
Average
duration
(years)*1
Unrealized
2.4
1.8
1.1
1.4
1.9
1.8
1.1
1.8
2.8
2.9
2.3
3.2
2.9
2.5
2.7
gains (losses) (129.5) (1.2)
116.1
71.9
104.4
95.3 60.0
45.9
103.8
57.5
44.2
60.5
21.4
7.9
11.6
(JPY bn) "2
*1 Excluding bonds classified as held-to-maturity, bonds for which hedge-accounting is applied, and private placement
bonds. Duration of 15-year floating rate JGBs is regarded as zero. Duration at Mar. 02 is for JGB portfolio only
*2 15-year floating-rate JGBs have been evaluated at their reasonably estimated price from Mar. 09
Copyright © 2021 Sumitomo Mitsui Financial Group.
All Rights Reserved.
29
29View entire presentation