NOMURA-BPI Daily Data

04/28/2025

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 351.104 13.55 7.24 6.32 0.92 7.24 -5.58
1<=YR<3 233.332 0.92 4.61 4.17 0.45 4.61 0.28
3<=YR<7 332.607 5.60 14.14 13.41 0.72 14.14 -0.93
7<=YR 503.471 23.60 4.39 3.15 1.24 4.39 -10.61
7YR-11YR*2 189.364 21.25 22.67 21.57 1.11 22.67 -2.89
11YR-*2 217.948 25.09 -6.93 -8.26 1.33 -6.93 -15.30
Government 360.674 13.99 6.63 5.68 0.95 6.63 -5.94
1<=YR<3 220.610 0.85 4.58 4.14 0.44 4.58 0.27
3<=YR<7 331.440 5.60 14.24 13.50 0.74 14.24 -0.91
7<=YR 512.481 23.82 3.38 2.11 1.27 3.38 -10.96
7YR-11YR*2 187.948 21.21 22.82 21.71 1.11 22.82 -2.81
11YR-*2 216.384 25.47 -8.56 -9.93 1.37 -8.56 -15.85
Municipals 380.705 12.44 13.50 12.81 0.69 13.50 -3.63
Govt.Grntd 353.554 13.63 8.51 7.66 0.85 8.51 -5.48
Bank Dbntr 271.808 2.96 6.75 6.34 0.41 6.75 -0.41
Corporates 380.464 9.34 8.51 7.66 0.86 8.51 -3.11
Yen Dnm Frgn 357.739 6.11 9.35 8.23 1.12 9.35 1.29
MBS*3 120.357 13.80 11.85 11.16 0.69 11.85 -5.86
ABS*4 112.528 9.29 13.46 12.64 0.82 13.46 -1.03
Overall ex.MBS 350.997 13.54 7.19 6.26 0.93 7.19 -5.58
1<=YR<3 233.332 0.92 4.61 4.17 0.45 4.61 0.28
3<=YR<7 332.607 5.60 14.14 13.41 0.72 14.14 -0.93
7<=YR 505.006 23.84 4.21 2.95 1.26 4.21 -10.73
7YR-11YR*2 189.356 21.26 22.69 21.58 1.11 22.69 -2.89
11YR-*2 219.223 25.53 -7.67 -9.02 1.36 -7.67 -15.66
Overall ex.ABS 351.125 13.55 7.24 6.32 0.92 7.24 -5.58
1<=YR<3 233.296 0.91 4.61 4.17 0.45 4.61 0.28
3<=YR<7 332.597 5.59 14.13 13.41 0.72 14.13 -0.93
7<=YR 503.466 23.60 4.39 3.14 1.24 4.39 -10.62
7YR-11YR*2 189.357 21.25 22.67 21.57 1.11 22.67 -2.89
11YR-*2 217.945 25.09 -6.94 -8.27 1.33 -6.94 -15.30
Overall ex.MBS,ABS 351.017 13.54 7.19 6.26 0.93 7.19 -5.58
1<=YR<3 233.296 0.91 4.61 4.17 0.45 4.61 0.28
3<=YR<7 332.597 5.59 14.13 13.41 0.72 14.13 -0.93
7<=YR 505.001 23.84 4.21 2.95 1.26 4.21 -10.73
7YR-11YR*2 189.350 21.26 22.69 21.58 1.11 22.69 -2.89
11YR-*2 219.220 25.53 -7.67 -9.03 1.36 -7.67 -15.66
Overall ex.JGB* 166.646 11.04 10.70 9.92 0.78 10.70 -3.57
1<=YR<3* 133.248 1.23 4.78 4.30 0.48 4.78 0.33
3<=YR<7* 164.829 5.57 13.67 13.01 0.66 13.67 -1.01
7<=YR* 222.264 21.98 11.78 10.72 1.05 11.78 -8.08
7YR-11YR*2 194.635 21.51 21.69 20.60 1.10 21.69 -3.40
11YR-*2 222.273 22.29 5.24 4.22 1.03 5.24 -11.12
SDGs*5 97.001 10.70 11.21 10.51 0.70 11.21 -3.17
Overall SDGs (excl. ABS)*5 97.062 10.70 11.14 10.44 0.70 11.14 -3.20
SDGs/E*5 97.705 9.97 11.04 10.35 0.69 11.04 -2.88
Overall SDGs/E (excl. ABS)*5 97.798 9.96 10.98 10.29 0.69 10.98 -2.90
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 1156033 93.31 93.50 10.23 0.86 1.36 1.30 8.45 8.38 8.40 5
1<=YR<3 231276 99.49 99.60 1.94 0.44 0.71 0.70 1.93 1.93 1.93 5
3<=YR<7 315439 99.04 99.21 4.80 0.71 0.91 0.91 4.71 4.69 4.71 5
7<=YR 609318 88.01 88.23 16.19 1.09 1.89 1.78 13.43 13.30 13.33 4
7YR-11YR 209962 99.04 99.30 8.68 1.08 1.21 1.20 8.27 8.22 8.27 4
11YR- 399357 82.20 82.41 20.13 1.10 2.33 2.14 16.69 16.51 16.53 5
Government 983525 93.12 93.31 10.75 0.88 1.36 1.29 8.83 8.75 8.77 1
1<=YR<3 190401 99.57 99.67 1.93 0.44 0.65 0.65 1.92 1.92 1.92 0
3<=YR<7 256614 99.36 99.53 4.82 0.73 0.86 0.86 4.73 4.71 4.73 0
7<=YR 536510 87.85 88.08 16.71 1.12 1.92 1.77 13.82 13.68 13.70 1
7YR-11YR 183139 99.35 99.61 8.70 1.08 1.17 1.17 8.29 8.24 8.28 0
11YR- 353371 81.89 82.10 20.86 1.13 2.38 2.15 17.30 17.11 17.11 2
Municipals 66287 95.03 95.16 7.25 0.65 1.23 1.23 6.58 6.53 6.56 16
Govt.Grntd 14389 93.42 93.66 9.27 0.79 1.37 1.30 7.78 7.71 7.74 11
Bank Dbntr 3274 98.07 98.17 3.12 0.40 1.06 1.05 3.07 3.05 3.06 31
Corporates 70392 94.12 94.30 7.28 0.80 1.49 1.42 6.05 6.00 6.02 41
Yen Dnm Frgn 3796 98.90 99.18 3.31 1.10 1.47 1.46 3.14 3.11 3.13 71
MBS 13713 91.84 91.87 7.64 0.64 1.00 1.73 6.97 6.91 7.37 29
ABS 657 94.69 94.88 5.68 0.77 1.63 1.58 5.23 5.19 5.23 65
Overall ex.MBS 1142320 93.33 93.52 10.26 0.86 1.36 1.29 8.47 8.40 8.42 5
1<=YR<3 231276 99.49 99.60 1.94 0.44 0.71 0.70 1.93 1.93 1.93 5
3<=YR<7 315439 99.04 99.21 4.80 0.71 0.91 0.91 4.71 4.69 4.71 5
7<=YR 595606 87.92 88.15 16.38 1.10 1.91 1.78 13.58 13.45 13.47 4
7YR-11YR 209803 99.04 99.30 8.69 1.08 1.21 1.20 8.28 8.23 8.27 4
11YR- 385802 81.87 82.08 20.57 1.12 2.38 2.16 17.07 16.88 16.89 4
Overall ex.ABS 1155376 93.31 93.50 10.23 0.86 1.36 1.30 8.46 8.38 8.41 5
1<=YR<3 231097 99.49 99.60 1.94 0.44 0.71 0.70 1.93 1.93 1.93 5
3<=YR<7 315115 99.04 99.21 4.80 0.71 0.91 0.91 4.71 4.69 4.71 5
7<=YR 609163 88.01 88.23 16.19 1.09 1.89 1.78 13.43 13.30 13.33 4
7YR-11YR 209869 99.04 99.30 8.68 1.08 1.21 1.20 8.27 8.22 8.27 4
11YR- 399294 82.21 82.41 20.13 1.10 2.33 2.14 16.70 16.51 16.53 5
Overall ex.MBS,ABS 1141663 93.33 93.52 10.26 0.86 1.36 1.29 8.47 8.40 8.42 5
1<=YR<3 231097 99.49 99.60 1.94 0.44 0.71 0.70 1.93 1.93 1.93 5
3<=YR<7 315115 99.04 99.21 4.80 0.71 0.91 0.91 4.71 4.69 4.71 5
7<=YR 595451 87.92 88.15 16.38 1.11 1.91 1.78 13.58 13.45 13.47 4
7YR-11YR 209711 99.04 99.30 8.69 1.08 1.21 1.20 8.28 8.23 8.27 4
11YR- 385740 81.87 82.08 20.57 1.12 2.38 2.16 17.08 16.89 16.89 4
Overall ex.JGB 172508 94.41 94.57 7.29 0.73 1.33 1.36 6.34 6.29 6.35 28
1<=YR<3 40875 99.12 99.23 1.98 0.48 0.95 0.94 1.97 1.96 1.97 29
3<=YR<7 58825 97.63 97.77 4.70 0.64 1.15 1.14 4.62 4.59 4.62 29
7<=YR 72808 89.18 89.37 12.36 0.94 1.73 1.81 10.59 10.48 10.60 27
7YR-11YR 26823 96.96 97.19 8.59 1.05 1.45 1.43 8.19 8.13 8.19 27
11YR- 45986 84.64 84.81 14.56 0.87 1.92 2.06 12.19 12.06 12.22 28
SDGs 21143 95.30 95.48 6.98 0.66 1.31 1.27 6.19 6.14 6.17 25
Overall SDGs (excl. ABS) 20804 95.32 95.50 6.99 0.66 1.31 1.27 6.20 6.15 6.18 24
SDGs/E 24595 95.52 95.69 6.67 0.65 1.29 1.26 5.93 5.88 5.91 26
Overall SDGs/E (excl. ABS) 24256 95.54 95.71 6.68 0.65 1.29 1.25 5.93 5.89 5.91 25
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