NOMURA-BPI Daily Data

06/17/2025

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 347.248 -58.31 3.33 2.38 0.96 -2.57 -6.26
1<=YR<3 233.313 -4.32 0.87 0.40 0.48 1.62 0.18
3<=YR<7 330.942 -38.95 0.06 -0.69 0.74 2.71 -1.73
7<=YR 493.862 -93.56 6.37 5.08 1.29 -7.39 -11.45
7YR-11YR*2 187.256 -70.73 3.99 2.87 1.13 2.84 -4.41
11YR-*2 212.685 -107.98 7.87 6.47 1.40 -13.73 -15.73
Government 356.500 -60.40 3.58 2.60 0.98 -3.06 -6.63
1<=YR<3 220.579 -4.50 0.82 0.35 0.47 1.58 0.16
3<=YR<7 329.752 -39.40 0.02 -0.74 0.76 2.70 -1.74
7<=YR 502.426 -95.11 6.70 5.38 1.32 -7.99 -11.80
7YR-11YR*2 185.853 -70.34 3.99 2.86 1.13 2.88 -4.36
11YR-*2 210.982 -110.58 8.40 6.95 1.45 -14.68 -16.28
Municipals 377.718 -47.71 2.36 1.65 0.71 1.14 -4.23
Govt.Grntd 349.776 -93.07 0.73 -0.15 0.89 -1.98 -6.13
Bank Dbntr 271.358 -15.68 0.91 0.45 0.46 1.64 -0.64
Corporates 377.911 -40.66 2.14 1.26 0.88 -0.10 -3.63
Yen Dnm Frgn 357.516 18.46 1.89 0.76 1.13 3.06 0.77
MBS*3 118.933 -50.03 0.44 -0.25 0.69 -1.33 -6.63
ABS*4 111.973 -36.72 1.93 1.12 0.81 2.50 -1.79
Overall ex.MBS 347.145 -58.41 3.37 2.41 0.96 -2.58 -6.26
1<=YR<3 233.313 -4.32 0.87 0.40 0.48 1.62 0.18
3<=YR<7 330.942 -38.96 0.06 -0.69 0.74 2.71 -1.73
7<=YR 495.280 -94.62 6.51 5.21 1.31 -7.53 -11.57
7YR-11YR*2 187.248 -70.78 4.00 2.87 1.13 2.84 -4.42
11YR-*2 213.826 -110.26 8.17 6.74 1.43 -14.21 -16.07
Overall ex.ABS 347.267 -58.33 3.33 2.38 0.96 -2.57 -6.26
1<=YR<3 233.277 -4.32 0.87 0.40 0.48 1.62 0.18
3<=YR<7 330.932 -38.95 0.06 -0.69 0.74 2.71 -1.73
7<=YR 493.856 -93.57 6.37 5.08 1.29 -7.39 -11.45
7YR-11YR*2 187.250 -70.73 3.99 2.87 1.13 2.84 -4.41
11YR-*2 212.682 -107.99 7.87 6.47 1.40 -13.73 -15.73
Overall ex.MBS,ABS 347.164 -58.42 3.37 2.41 0.96 -2.59 -6.26
1<=YR<3 233.277 -4.32 0.87 0.40 0.48 1.62 0.18
3<=YR<7 330.932 -38.96 0.06 -0.69 0.74 2.71 -1.73
7<=YR 495.275 -94.62 6.51 5.21 1.31 -7.53 -11.57
7YR-11YR*2 187.241 -70.77 4.00 2.87 1.13 2.84 -4.42
11YR-*2 213.823 -110.26 8.17 6.74 1.43 -14.21 -16.07
Overall ex.JGB* 165.376 -46.57 1.95 1.15 0.80 0.24 -4.14
1<=YR<3* 133.274 -3.50 1.13 0.62 0.51 1.81 0.27
3<=YR<7* 164.067 -36.96 0.25 -0.43 0.68 2.72 -1.70
7<=YR* 218.895 -82.38 3.97 2.89 1.08 -2.93 -8.88
7YR-11YR*2 192.492 -73.47 4.02 2.89 1.13 2.55 -4.74
11YR-*2 218.280 -88.48 3.94 2.89 1.05 -6.56 -11.57
SDGs*5 96.309 -46.29 1.87 1.14 0.73 0.66 -3.76
Overall SDGs (excl. ABS)*5 96.368 -46.33 1.87 1.14 0.73 0.62 -3.78
SDGs/E*5 97.049 -43.64 1.78 1.06 0.72 0.80 -3.47
Overall SDGs/E (excl. ABS)*5 97.141 -43.64 1.78 1.05 0.72 0.77 -3.48
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 1151993 92.11 92.40 10.32 0.88 1.52 1.44 8.42 8.34 8.37 5
1<=YR<3 232169 99.37 99.53 2.03 0.47 0.78 0.78 2.02 2.01 2.02 6
3<=YR<7 314536 98.38 98.63 4.91 0.73 1.07 1.06 4.80 4.78 4.80 5
7<=YR 605287 86.06 86.42 16.31 1.11 2.11 1.96 13.40 13.25 13.29 4
7YR-11YR 206676 97.66 98.05 8.78 1.10 1.40 1.39 8.33 8.28 8.33 4
11YR- 398611 80.05 80.40 20.21 1.12 2.55 2.32 16.60 16.40 16.43 5
Government 981032 91.86 92.17 10.84 0.90 1.52 1.43 8.80 8.71 8.73 1
1<=YR<3 191383 99.45 99.61 2.03 0.47 0.73 0.73 2.02 2.01 2.02 1
3<=YR<7 256620 98.69 98.95 4.95 0.75 1.02 1.01 4.84 4.81 4.84 0
7<=YR 533029 85.84 86.23 16.84 1.14 2.13 1.96 13.79 13.65 13.67 1
7YR-11YR 179749 97.95 98.36 8.80 1.11 1.37 1.35 8.35 8.29 8.34 1
11YR- 353280 79.68 80.05 20.93 1.15 2.61 2.33 17.20 16.99 17.00 2
Municipals 66078 94.17 94.35 7.26 0.67 1.37 1.37 6.55 6.50 6.53 16
Govt.Grntd 14185 92.22 92.43 9.36 0.82 1.54 1.45 7.77 7.70 7.74 12
Bank Dbntr 3212 97.87 98.00 3.17 0.46 1.16 1.15 3.10 3.08 3.10 32
Corporates 69542 93.30 93.51 7.32 0.82 1.63 1.55 6.02 5.96 5.99 41
Yen Dnm Frgn 3699 98.66 98.91 3.23 1.11 1.53 1.52 3.06 3.03 3.05 69
MBS 13601 90.58 90.59 7.78 0.65 1.07 1.90 7.03 6.96 7.43 30
ABS 644 94.00 94.18 5.66 0.76 1.76 1.70 5.20 5.14 5.19 65
Overall ex.MBS 1138392 92.12 92.42 10.35 0.88 1.52 1.44 8.44 8.36 8.38 5
1<=YR<3 232169 99.37 99.53 2.03 0.47 0.78 0.78 2.02 2.01 2.02 6
3<=YR<7 314515 98.38 98.63 4.91 0.73 1.07 1.06 4.80 4.78 4.80 5
7<=YR 591708 85.96 86.33 16.50 1.13 2.13 1.96 13.55 13.41 13.43 4
7YR-11YR 206545 97.66 98.05 8.78 1.10 1.40 1.39 8.34 8.28 8.33 4
11YR- 385162 79.68 80.04 20.64 1.14 2.61 2.34 16.98 16.77 16.78 4
Overall ex.ABS 1151349 92.11 92.39 10.32 0.88 1.52 1.44 8.43 8.35 8.37 5
1<=YR<3 231995 99.37 99.53 2.03 0.47 0.78 0.78 2.02 2.01 2.02 6
3<=YR<7 314218 98.38 98.63 4.91 0.73 1.07 1.06 4.80 4.78 4.80 5
7<=YR 605135 86.06 86.42 16.31 1.11 2.11 1.96 13.40 13.26 13.29 4
7YR-11YR 206582 97.66 98.05 8.78 1.10 1.40 1.39 8.33 8.28 8.33 4
11YR- 398554 80.05 80.40 20.21 1.12 2.55 2.32 16.60 16.40 16.43 5
Overall ex.MBS,ABS 1137748 92.12 92.42 10.35 0.88 1.52 1.44 8.44 8.36 8.38 5
1<=YR<3 231995 99.37 99.53 2.03 0.47 0.78 0.78 2.02 2.01 2.02 6
3<=YR<7 314197 98.38 98.63 4.91 0.73 1.07 1.06 4.80 4.78 4.80 5
7<=YR 591556 85.96 86.33 16.50 1.13 2.13 1.96 13.55 13.41 13.43 4
7YR-11YR 206451 97.66 98.05 8.78 1.10 1.40 1.39 8.34 8.28 8.33 4
11YR- 385105 79.68 80.04 20.64 1.14 2.61 2.34 16.98 16.77 16.78 4
Overall ex.JGB 170960 93.53 93.72 7.33 0.75 1.47 1.49 6.32 6.26 6.33 29
1<=YR<3 40786 98.99 99.13 2.03 0.50 1.02 1.01 2.02 2.01 2.02 29
3<=YR<7 57916 97.02 97.19 4.74 0.66 1.30 1.28 4.65 4.62 4.65 29
7<=YR 72259 87.66 87.88 12.39 0.95 1.90 1.98 10.54 10.43 10.55 28
7YR-11YR 26927 95.69 95.98 8.67 1.08 1.64 1.61 8.24 8.17 8.23 28
11YR- 45331 82.90 83.08 14.60 0.88 2.08 2.23 12.12 11.98 12.15 28
SDGs 21188 94.54 94.71 7.00 0.69 1.46 1.41 6.17 6.12 6.15 25
Overall SDGs (excl. ABS) 20846 94.55 94.72 7.02 0.69 1.45 1.40 6.18 6.12 6.16 25
SDGs/E 24503 94.77 94.94 6.71 0.68 1.44 1.39 5.93 5.88 5.91 26
Overall SDGs/E (excl. ABS) 24160 94.79 94.96 6.72 0.68 1.44 1.39 5.93 5.88 5.91 26
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