Economic Indicators and Efforts for Sustainability
Management by Risk Category: Securities Investment
0000
(Units: Billions of Yen)
Six months ended September 30, 2022
Risk Category
(*1)
Book
balance
Evaluation Market
gain/loss balance Composition Vs. March
Total profit
/loss (*2)
Interest and dividend income
Interest
received
Profit/loss
from purchase,
Procurement
sale, and
amortization
Increase/
decrease on
gain/loss on
evaluation (vs.
Source of main revenue and profit
2022
cost
(*3)
(*4)
Yen-denominated bonds
498.4
+6.1
504.5
32.1%
+1.4%
0.6
1.7
1.7
0.0
(0.0)
March 2022)
(1.1) Difference in long and short term interest on yen interest
Of which, JGBs
96.0
+5.6
101.7
6.5%
+0.6%
1.9
0.6
0.6
0.0
0.0
1.2
Of which, inflation-indexed JGBS
80.2
+3.5
83.8
5.3%
+0.5%
1.9
0.5
0.5
0.0
0.0
1.5 Rise in expected inflation rate
Foreign currency bonds (with hedges)
281.0
(15.3)
265.7
16.9%
(3.7%)
(22.2)
0.1
2.6
2.5
(12.7)
Foreign currency bonds (without hedges)
285.6
+7.2
292.8
18.7%
+0.9%
12.5
3.6
3.6
0.0
16.1
(9.6) Difference in long and short term interest on overseas interest
(7.2) Gain on foreign exchange /interest revenue
Domestic and overseas stocks (incl. stock trusts)
143.2
+231.9
375.1
23.9%
+1.8%
4.2
4.2
4.2
0.0
1.3
Alternatives
117.6
+14.3
131.8
8.4%
(0.3%)
(5.0)
1.6
1.6
0.0
1.7
(1.3) Growth in domestic/foreign companies centered on transaction partners
(8.2)
Hedge funds
30.3
(3.1)
27.2
1.7%
(0.0%)
(2.3)
(0.0)
0.0
0.0
0.0
Real estate-related
74.7
+16.8
91.5
5.8%
(0.3%)
(2.6)
1.5
1.5
0.0
1.7
Private equity
7.6
+0.0
7.7
0.5%
+0.0%
(0.1)
(0.1)
(0.1)
0.0
0.0
Emerging stocks
4.9
+0.5
5.4
0.3%
+0.0%
(0.0)
0.1
0.1
0.0
0.0
Total
1,325.7
+244.1
1,569.9
100.0%
(9.9)
11.2
13.7
2.5
6.4
(2.3) Strategic diversification by external consigned management
(5.8) Revenue from real estate rentals and profit from price increase
(0.1) Rise in enterprise value due to management improvement of unlisted stocks, etc.
(0.1) Growth and foreign exchange gains in emerging markets
(27.4)
*1 Assets invested by the Financial Market Division calculated based on primary risk, regardless of accounting item (on the basis of including money held in trust, etc.)
*2 "Total profit/loss" and "interest and dividend income" eliminate three-month SOFR interest, etc., as procurement costs, but this differs from actual procurement costs.
*3 Interest received includes gain/loss on cancellation of funds, etc., recorded in asset management revenue.
*4 Includes derivative-related gain/loss
151.7
(5.4)
<Of yen-denominated bonds and foreign currency bonds, investment conditions in credit risk and securitized products, etc.>
Credit risk
146.3
9.3%
(1.6%)
(3.6)
(0.9)
(0.4)
0.5
Securitized products
1.8
(0.0)
1.8
0.1%
(0.0%)
0.0
0.0
0.0
0.0
(0.0)
0.0
(2.7) Business continuity of domestic and foreign companies, etc.
(0.0) Loan interest revenue from housing loans, etc.
Subtotal
153.5
(5.4)
148.1
9.4%
(1.6%)
(3.6)
(0.9)
(0.4)
0.5
(0.0)
(2.7)
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