NOMURA-BPI Daily Data

07/02/2025

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 349.004 -21.25 25.86 24.90 0.96 -0.18 -4.78
1<=YR<3 233.553 -2.96 2.87 2.38 0.49 1.76 0.37
3<=YR<7 331.900 -14.37 7.81 7.06 0.75 3.41 -1.02
7<=YR 497.867 -33.23 46.50 45.20 1.29 -3.06 -9.00
7YR-11YR*2 188.242 -32.24 25.98 24.85 1.13 4.46 -3.03
11YR-*2 214.794 -33.85 59.53 58.13 1.40 -7.74 -12.62
Government 358.391 -21.28 27.34 26.35 0.99 -0.50 -5.07
1<=YR<3 220.804 -2.95 2.85 2.37 0.48 1.72 0.35
3<=YR<7 330.710 -14.41 7.91 7.15 0.76 3.41 -1.02
7<=YR 506.645 -32.48 47.98 46.66 1.32 -3.46 -9.27
7YR-11YR*2 186.840 -32.02 26.03 24.91 1.13 4.51 -2.98
11YR-*2 213.162 -32.76 61.75 60.31 1.44 -8.38 -13.05
Municipals 379.136 -22.41 18.77 18.05 0.72 2.43 -3.15
Govt.Grntd 351.524 -24.63 24.18 23.29 0.89 0.29 -4.66
Bank Dbntr 271.871 -7.74 5.02 4.53 0.49 2.12 -0.22
Corporates 379.303 -16.91 16.48 15.58 0.90 1.36 -2.61
Yen Dnm Frgn 357.757 -9.77 -1.03 -2.16 1.13 2.84 0.84
MBS*3 119.290 -39.90 17.32 16.61 0.71 0.06 -5.52
ABS*4 112.359 -16.70 13.67 12.86 0.81 3.45 -0.96
Overall ex.MBS 348.909 -21.03 25.96 24.99 0.96 -0.18 -4.77
1<=YR<3 233.553 -2.96 2.87 2.38 0.49 1.76 0.37
3<=YR<7 331.900 -14.37 7.81 7.06 0.75 3.41 -1.02
7<=YR 499.358 -33.07 47.19 45.88 1.31 -3.14 -9.08
7YR-11YR*2 188.234 -32.25 25.99 24.86 1.13 4.46 -3.03
11YR-*2 216.004 -33.60 61.17 59.75 1.42 -8.04 -12.89
Overall ex.ABS 349.024 -21.25 25.87 24.90 0.96 -0.18 -4.78
1<=YR<3 233.517 -2.96 2.87 2.38 0.49 1.76 0.37
3<=YR<7 331.891 -14.37 7.81 7.06 0.75 3.41 -1.02
7<=YR 497.861 -33.22 46.50 45.20 1.29 -3.06 -9.00
7YR-11YR*2 188.236 -32.24 25.97 24.85 1.13 4.46 -3.03
11YR-*2 214.791 -33.85 59.53 58.13 1.40 -7.74 -12.62
Overall ex.MBS,ABS 348.929 -21.04 25.96 25.00 0.96 -0.18 -4.77
1<=YR<3 233.517 -2.96 2.87 2.38 0.49 1.76 0.37
3<=YR<7 331.890 -14.37 7.81 7.06 0.75 3.41 -1.02
7<=YR 499.352 -33.06 47.19 45.88 1.31 -3.14 -9.08
7YR-11YR*2 188.227 -32.25 25.99 24.86 1.13 4.46 -3.03
11YR-*2 216.001 -33.60 61.17 59.75 1.42 -8.04 -12.89
Overall ex.JGB* 165.981 -21.11 17.45 16.64 0.81 1.64 -3.09
1<=YR<3* 133.418 -3.02 2.95 2.43 0.52 1.94 0.47
3<=YR<7* 164.535 -14.20 7.33 6.63 0.69 3.41 -1.00
7<=YR* 220.214 -38.71 35.63 34.53 1.10 -0.11 -7.01
7YR-11YR*2 193.449 -33.72 25.59 24.45 1.14 4.10 -3.39
11YR-*2 219.754 -42.18 42.61 41.55 1.07 -2.89 -9.36
SDGs*5 96.672 -17.80 16.59 15.83 0.75 2.03 -2.72
Overall SDGs (excl. ABS)*5 96.731 -17.78 16.63 15.87 0.75 2.00 -2.74
SDGs/E*5 97.400 -17.02 15.63 14.89 0.75 2.09 -2.48
Overall SDGs/E (excl. ABS)*5 97.493 -16.99 15.66 14.91 0.75 2.07 -2.49
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 1162036 92.58 92.75 10.32 0.89 1.47 1.40 8.46 8.38 8.40 5
1<=YR<3 232433 99.45 99.53 2.01 0.48 0.75 0.75 2.00 2.00 2.00 5
3<=YR<7 317222 98.65 98.78 4.88 0.74 1.02 1.01 4.78 4.76 4.78 5
7<=YR 612380 86.83 87.05 16.28 1.12 2.04 1.90 13.41 13.27 13.30 5
7YR-11YR 210362 98.14 98.34 8.76 1.11 1.35 1.34 8.34 8.28 8.33 4
11YR- 402019 80.90 81.14 20.22 1.13 2.48 2.27 16.63 16.44 16.45 5
Government 990605 92.35 92.52 10.83 0.91 1.47 1.39 8.83 8.74 8.76 1
1<=YR<3 191363 99.53 99.61 2.00 0.47 0.70 0.70 1.99 1.98 1.99 0
3<=YR<7 259248 98.96 99.08 4.91 0.75 0.97 0.96 4.81 4.78 4.81 0
7<=YR 539994 86.64 86.86 16.80 1.14 2.06 1.90 13.80 13.66 13.67 1
7YR-11YR 183126 98.44 98.63 8.77 1.11 1.31 1.30 8.35 8.29 8.34 1
11YR- 356868 80.58 80.82 20.93 1.16 2.54 2.28 17.22 17.02 17.01 2
Municipals 66314 94.52 94.68 7.27 0.68 1.33 1.33 6.58 6.53 6.55 16
Govt.Grntd 14210 92.66 92.90 9.37 0.83 1.48 1.40 7.80 7.73 7.77 12
Bank Dbntr 3178 98.03 98.12 3.20 0.48 1.13 1.12 3.14 3.12 3.14 32
Corporates 69868 93.65 93.86 7.34 0.84 1.59 1.52 6.07 6.01 6.03 42
Yen Dnm Frgn 3603 98.66 98.92 3.25 1.11 1.54 1.53 3.07 3.04 3.07 72
MBS 13611 90.84 90.87 7.75 0.65 1.06 1.87 7.01 6.95 7.40 32
ABS 646 94.31 94.48 5.65 0.77 1.71 1.65 5.19 5.14 5.18 65
Overall ex.MBS 1148425 92.60 92.77 10.35 0.89 1.47 1.39 8.47 8.39 8.41 5
1<=YR<3 232433 99.45 99.53 2.01 0.48 0.75 0.75 2.00 2.00 2.00 5
3<=YR<7 317201 98.65 98.78 4.88 0.74 1.02 1.01 4.78 4.76 4.78 5
7<=YR 598790 86.73 86.96 16.48 1.13 2.06 1.91 13.57 13.42 13.44 4
7YR-11YR 210230 98.14 98.34 8.77 1.11 1.35 1.34 8.34 8.29 8.34 4
11YR- 388560 80.56 80.80 20.65 1.15 2.53 2.28 17.01 16.81 16.80 4
Overall ex.ABS 1161390 92.58 92.74 10.32 0.89 1.46 1.40 8.46 8.38 8.40 5
1<=YR<3 232253 99.45 99.53 2.01 0.48 0.75 0.75 2.00 2.00 2.00 5
3<=YR<7 316906 98.65 98.78 4.88 0.74 1.02 1.01 4.78 4.76 4.78 5
7<=YR 612230 86.83 87.05 16.28 1.12 2.04 1.90 13.42 13.27 13.30 5
7YR-11YR 210267 98.15 98.34 8.76 1.11 1.35 1.33 8.34 8.28 8.33 4
11YR- 401963 80.90 81.14 20.22 1.13 2.48 2.27 16.63 16.44 16.45 5
Overall ex.MBS,ABS 1147779 92.60 92.77 10.35 0.89 1.47 1.39 8.47 8.40 8.41 5
1<=YR<3 232253 99.45 99.53 2.01 0.48 0.75 0.75 2.00 2.00 2.00 5
3<=YR<7 316885 98.65 98.78 4.88 0.74 1.02 1.01 4.78 4.76 4.78 5
7<=YR 598640 86.73 86.96 16.48 1.13 2.06 1.91 13.57 13.42 13.44 4
7YR-11YR 210136 98.15 98.34 8.77 1.11 1.35 1.34 8.34 8.29 8.34 4
11YR- 388504 80.56 80.80 20.65 1.15 2.53 2.28 17.01 16.81 16.80 4
Overall ex.JGB 171431 93.87 94.05 7.35 0.76 1.43 1.45 6.36 6.30 6.36 29
1<=YR<3 41071 99.04 99.16 2.07 0.51 1.00 0.99 2.06 2.05 2.06 29
3<=YR<7 57975 97.27 97.43 4.78 0.68 1.26 1.24 4.69 4.66 4.68 29
7<=YR 72386 88.22 88.44 12.40 0.97 1.86 1.94 10.56 10.45 10.57 29
7YR-11YR 27236 96.13 96.40 8.73 1.10 1.60 1.58 8.29 8.22 8.28 29
11YR- 45150 83.45 83.63 14.61 0.89 2.03 2.19 12.14 12.00 12.16 30
SDGs 21703 95.00 95.14 7.00 0.72 1.42 1.37 6.19 6.14 6.17 26
Overall SDGs (excl. ABS) 21352 95.02 95.16 7.02 0.72 1.41 1.37 6.20 6.15 6.18 25
SDGs/E 24982 95.19 95.34 6.73 0.71 1.40 1.36 5.96 5.91 5.94 27
Overall SDGs/E (excl. ABS) 24632 95.21 95.36 6.74 0.71 1.39 1.35 5.97 5.92 5.95 26
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