NOMURA-BPI Daily Data

06/22/2026

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 326.965 -11.86 1.85 0.64 1.21 -4.59 -5.66
1<=YR<3 233.524 0.55 0.57 -0.09 0.66 1.32 0.53
3<=YR<7 323.515 -4.88 0.93 -0.02 0.95 -0.21 -1.39
7<=YR 441.517 -22.66 3.11 1.44 1.67 -10.24 -11.23
7YR-11YR*2 175.253 -16.23 0.26 -1.19 1.45 -6.52 -6.30
11YR-*2 184.432 -27.02 5.05 3.23 1.81 -12.81 -14.48
Government 334.789 -12.39 2.13 0.89 1.24 -4.90 -5.91
1<=YR<3 220.679 0.53 0.52 -0.13 0.65 1.26 0.49
3<=YR<7 322.066 -5.02 0.85 -0.11 0.96 -0.29 -1.46
7<=YR 448.614 -22.99 3.70 1.99 1.70 -10.43 -11.32
7YR-11YR*2 173.884 -16.30 0.23 -1.22 1.44 -6.55 -6.30
11YR-*2 182.720 -27.41 6.00 4.12 1.87 -13.06 -14.56
Municipals 361.299 -8.79 0.77 -0.14 0.91 -3.16 -4.20
Govt.Grntd 331.211 -10.68 1.40 0.30 1.10 -4.26 -5.40
Bank Dbntr 269.890 -1.56 0.74 -0.13 0.87 0.93 0.05
Corporates 366.117 -7.09 1.44 0.28 1.16 -1.59 -2.69
Yen Dnm Frgn 355.775 -5.42 -0.16 -1.56 1.41 0.19 -0.06
MBS*3 103.517 -20.71 -11.27 -12.15 0.88 -8.51 -14.44
ABS*4 109.613 -5.26 1.21 0.32 0.89 -0.71 -1.51
Overall ex.MBS 327.150 -11.77 1.99 0.77 1.22 -4.55 -5.56
1<=YR<3 233.524 0.55 0.57 -0.09 0.66 1.32 0.53
3<=YR<7 323.514 -4.88 0.93 -0.02 0.95 -0.21 -1.39
7<=YR 443.065 -22.70 3.44 1.75 1.68 -10.27 -11.15
7YR-11YR*2 175.239 -16.24 0.26 -1.19 1.45 -6.53 -6.31
11YR-*2 185.406 -27.25 5.68 3.84 1.85 -12.97 -14.48
Overall ex.ABS 326.976 -11.86 1.85 0.64 1.21 -4.59 -5.66
1<=YR<3 233.487 0.55 0.57 -0.09 0.66 1.32 0.53
3<=YR<7 323.504 -4.88 0.93 -0.02 0.95 -0.21 -1.39
7<=YR 441.508 -22.66 3.11 1.44 1.67 -10.24 -11.23
7YR-11YR*2 175.247 -16.23 0.26 -1.19 1.45 -6.52 -6.30
11YR-*2 184.428 -27.02 5.05 3.23 1.81 -12.81 -14.48
Overall ex.MBS,ABS 327.161 -11.77 1.99 0.77 1.22 -4.55 -5.56
1<=YR<3 233.487 0.55 0.57 -0.09 0.66 1.32 0.53
3<=YR<7 323.503 -4.88 0.93 -0.02 0.95 -0.21 -1.39
7<=YR 443.056 -22.70 3.44 1.75 1.68 -10.27 -11.15
7YR-11YR*2 175.233 -16.24 0.26 -1.19 1.45 -6.53 -6.31
11YR-*2 185.402 -27.25 5.68 3.84 1.85 -12.97 -14.48
Overall ex.JGB* 158.067 -8.83 0.25 -0.79 1.04 -2.81 -4.24
1<=YR<3* 133.668 0.64 0.80 0.10 0.70 1.56 0.72
3<=YR<7* 161.058 -4.21 1.32 0.40 0.91 0.22 -1.05
7<=YR* 197.495 -20.22 -1.16 -2.57 1.41 -8.80 -10.58
7YR-11YR*2 180.546 -15.79 0.47 -1.02 1.50 -6.34 -6.33
11YR-*2 191.192 -23.90 -2.52 -3.85 1.33 -10.80 -13.89
SDGs*5 92.919 -7.38 0.84 -0.23 1.06 -2.34 -3.17
Overall SDGs (excl. ABS)*5 92.959 -7.41 0.83 -0.24 1.07 -2.37 -3.19
SDGs/E*5 93.857 -6.81 0.84 -0.21 1.05 -2.04 -2.89
Overall SDGs/E (excl. ABS)*5 93.935 -6.83 0.84 -0.21 1.05 -2.06 -2.91
Index Value Base: the end of Dec.1983 = 100.
* Base: the end of Dec.1993 = 100.
*2 Base: the end of Dec.1995 = 100.
*3 Base: the end of Mar.2003 = 100.
*4 Base: the end of Mar.2008 = 100.
*5 Base: the end of Dec.2017 = 100.
FaceVL Price Prc+Ac Life Cpn S.Yld C.Yld Dur M-Dur E-Dur Tspd
(BILL.YEN) (YEN) (YEN) (YR) (%) (%) (%) (YR) (bp)
Overall 1170911 85.80 85.97 10.21 1.04 2.56 2.36 7.84 7.72 7.78 6
1<=YR<3 233553 98.38 98.49 2.01 0.64 1.45 1.44 1.99 1.98 1.99 5
3<=YR<7 328445 94.90 95.04 4.89 0.90 2.00 1.95 4.75 4.71 4.75 5
7<=YR 608913 76.06 76.27 16.23 1.26 3.49 3.10 12.80 12.59 12.68 7
7YR-11YR 207645 90.31 90.50 8.73 1.30 2.66 2.54 8.20 8.10 8.19 5
11YR- 401268 68.69 68.91 20.12 1.24 4.05 3.48 15.92 15.65 15.73 9
Government 1000469 85.34 85.50 10.73 1.06 2.58 2.35 8.18 8.07 8.12 1
1<=YR<3 190861 98.46 98.56 2.01 0.64 1.40 1.39 1.99 1.98 1.99 0
3<=YR<7 272224 95.07 95.19 4.93 0.90 1.96 1.91 4.79 4.75 4.79 0
7<=YR 537384 75.75 75.96 16.78 1.28 3.53 3.07 13.19 12.98 13.05 1
7YR-11YR 178974 90.53 90.71 8.75 1.30 2.62 2.50 8.22 8.12 8.21 1
11YR- 358411 68.37 68.59 20.78 1.27 4.14 3.45 16.47 16.19 16.25 1
Municipals 66191 89.27 89.45 7.01 0.81 2.36 2.30 6.08 6.00 6.06 19
Govt.Grntd 14395 86.47 86.70 8.87 0.95 2.54 2.31 6.90 6.79 6.86 15
Bank Dbntr 3001 96.65 96.88 3.22 0.85 1.95 1.91 3.11 3.08 3.11 32
Corporates 69750 89.47 89.70 7.10 1.04 2.56 2.40 5.58 5.50 5.55 42
Yen Dnm Frgn 3307 96.78 97.10 3.27 1.36 2.33 2.29 2.96 2.92 2.95 73
MBS 13223 77.61 77.64 8.25 0.71 1.94 4.00 6.73 6.59 7.20 137
ABS 574 90.43 90.62 5.27 0.81 2.67 2.53 4.71 4.64 4.70 66
Overall ex.MBS 1157688 85.89 86.06 10.24 1.04 2.57 2.35 7.85 7.73 7.79 5
1<=YR<3 233553 98.38 98.49 2.01 0.64 1.45 1.44 1.99 1.98 1.99 5
3<=YR<7 328403 94.90 95.04 4.89 0.90 2.00 1.95 4.75 4.71 4.75 5
7<=YR 595732 76.03 76.25 16.41 1.28 3.52 3.08 12.94 12.73 12.80 4
7YR-11YR 207571 90.30 90.50 8.73 1.31 2.67 2.54 8.21 8.10 8.19 5
11YR- 388161 68.40 68.62 20.51 1.26 4.13 3.46 16.27 15.99 16.05 4
Overall ex.ABS 1170337 85.80 85.97 10.22 1.04 2.56 2.36 7.84 7.72 7.78 6
1<=YR<3 233401 98.38 98.49 2.01 0.64 1.45 1.44 1.99 1.98 1.99 5
3<=YR<7 328156 94.90 95.04 4.89 0.90 2.00 1.95 4.75 4.71 4.75 5
7<=YR 608780 76.06 76.27 16.23 1.26 3.49 3.10 12.80 12.59 12.68 7
7YR-11YR 207553 90.31 90.51 8.73 1.30 2.66 2.54 8.20 8.10 8.19 5
11YR- 401228 68.69 68.91 20.12 1.24 4.05 3.48 15.92 15.65 15.73 9
Overall ex.MBS,ABS 1157114 85.89 86.06 10.24 1.04 2.57 2.35 7.85 7.74 7.79 5
1<=YR<3 233401 98.38 98.49 2.01 0.64 1.45 1.44 1.99 1.98 1.99 5
3<=YR<7 328114 94.90 95.04 4.89 0.90 2.00 1.95 4.75 4.71 4.75 5
7<=YR 595599 76.03 76.24 16.41 1.28 3.52 3.08 12.94 12.73 12.80 4
7YR-11YR 207479 90.31 90.50 8.73 1.31 2.67 2.54 8.21 8.10 8.19 5
11YR- 388121 68.40 68.62 20.51 1.26 4.13 3.46 16.27 15.99 16.05 4
Overall ex.JGB 170441 88.49 88.69 7.16 0.92 2.42 2.45 5.86 5.77 5.86 38
1<=YR<3 42692 98.02 98.17 2.03 0.68 1.68 1.67 2.01 1.99 2.01 28
3<=YR<7 56221 94.10 94.30 4.68 0.86 2.22 2.16 4.55 4.50 4.55 29
7<=YR 71528 78.40 78.62 12.16 1.11 3.17 3.31 9.95 9.79 9.97 53
7YR-11YR 28671 88.88 89.19 8.63 1.33 2.93 2.79 8.08 7.97 8.07 31
11YR- 42857 71.39 71.56 14.53 0.96 3.36 3.74 11.52 11.30 11.56 71
SDGs 24452 91.18 91.36 6.70 0.97 2.39 2.26 5.70 5.62 5.68 24
Overall SDGs (excl. ABS) 24117 91.19 91.37 6.72 0.97 2.38 2.26 5.71 5.63 5.69 24
SDGs/E 28017 91.56 91.74 6.41 0.96 2.35 2.24 5.47 5.40 5.45 26
Overall SDGs/E (excl. ABS) 27682 91.57 91.76 6.43 0.96 2.35 2.24 5.48 5.40 5.46 25
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