| Date | Code of rating agency | Name of rating agency | Remaining years | Credit rating | Compound Yield | Standard deviation | Number of Issues | Number of Reporting data |
|---|---|---|---|---|---|---|---|---|
| 9(8) | 9(3) | X(40) | 9(2) | X(6) | -ZZ9.9ZZ | Z9.9ZZ | ZZZZ9 | ZZZZZ9 |
Commas used to mark off each item
| Column | Item |
|---|---|
| A | Date |
| B | Code of rating agency 1: Rating and Investment Information, Inc 3: Japan Credit Rating Agency, Ltd. 5: Standard & Poor’s |
| C | Rating agency name |
| D | Remaining years (Note1) |
| E,J,O,T,Y,AD | Credit rating |
| F,K,P,U,Z,AE | Compound Yield (Note 2) |
| G,L,Q,V,AA,AF | Standard deviation (Note 3) |
| H,M,R,W,AB,AG | Number of issues falling under categories (rating, time to maturity)(Note 4) |
| I,N,S,X,AC,AH | Number of the designated reporting members of these issues (Note 5) |
For example, “2” in D column means 2 years or more but less than 3 years. “1” in D column means less than 2 years, and “20” in D column means 20 years or more.
Calculation method for compound interest yields in the rating matrix
Standard deviation calculation procedure
Standard deviation is calculated from the following formula with each compound interest yield of each reported data, the average of the compound interest yields calculated above and the number of reported data.
s2 = {(x1 – X）2 + (x2 – X)2 + ・・・ + (xn – X)2} ÷ (n – 1)
s : standard deviation・・・ calculating square root of s2
n : the number of reported data
x : each compound interest yield
X : average of compound interest yields
* Standard deviation is calculated to seven decimal places.
* In case that the number of reported data is only one, 0 is posted in the standard deviation columns.
Calculations are made for issues for which Reference Statistical Prices [Yields] for OTC Bond Transactions of are published and are rated by a rating source.
For example, in case “AAA” is placed in E column, 2 in H column and “30” in I column,
* If you are opening the downloaded CSV data with Microsoft Excel, please use this Item List 
