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Investor Presentaiton

Securities portfolio (Bonds) JGB portfolio¹ (JPY T) 2 Banks, acquisition cost basis 25.1 1 Foreign bond portfolio 2 Banks, acquisition cost basis (JPY T) 12.1 12.0 20.9 Other 2.4 2.4 CLOS (non-JPY) 8.9 0.6 0.5 European 1.0 0.6 17.4 government bonds 2.7 12.6 13.2 0.3 0.3 Treasury Discount Bills 4.6 Debt Securities Floating-rate Notes 0.3 8.0 8.3 issued in US 5 5.7 Medium & Long-term 2 7.6 7.6 7.6 Bonds Mar-20 Mar-21 Mar-22 Mar-20 Mar-21 Mar-22 Unrealized 3 -44.0 -31.7 -30.5 Gains (Losses) 3 (JPY B) Reference: Avg. remaining period 4 (yrs) 2.4 1.1 1.2 Unrealized Gains (Losses) (JPY B) Reference: Avg. remaining period (yrs) 3,6 123.6 -26.6 -279.5 2.6 2.5 1.6 1. Other Securities which have readily determinable fair values. 2. Incl. bonds with remaining period of one year or less. 3. Changes in value to be recorded directly to Net Assets after tax and other necessary adjustments. 4. Excl. floating-rate notes. 5. UST/GSE Bonds. 6. After applying Net deferred gains/losses of deferred hedging accounting among hedging instruments. MIZUHO 59
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