NOMURA-BPI Daily Data

05/09/2025

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 348.893 -94.28 -26.58 -27.50 0.93 -0.73 -6.85
1<=YR<3 233.549 -9.45 2.89 2.43 0.46 4.19 0.52
3<=YR<7 332.786 -32.87 0.62 -0.10 0.72 10.66 -0.70
7<=YR 496.745 -166.85 -54.96 -56.21 1.25 -9.39 -13.34
7YR-11YR*2 188.817 -94.61 -12.32 -13.40 1.09 13.53 -3.44
11YR-*2 213.589 -213.32 -82.00 -83.35 1.35 -23.60 -19.34
Government 358.172 -99.30 -29.15 -30.11 0.95 -1.76 -7.35
1<=YR<3 220.811 -9.46 2.82 2.37 0.45 4.14 0.51
3<=YR<7 331.609 -33.20 0.49 -0.25 0.74 10.71 -0.69
7<=YR 505.255 -171.66 -57.95 -59.22 1.27 -10.80 -13.85
7YR-11YR*2 187.404 -94.85 -12.39 -13.48 1.09 13.62 -3.38
11YR-*2 211.810 -220.67 -86.59 -87.97 1.39 -25.80 -20.14
Municipals 379.789 -70.02 -10.80 -11.49 0.69 7.41 -3.99
Govt.Grntd 351.781 -85.25 -21.33 -22.19 0.87 1.38 -6.40
Bank Dbntr 272.047 -18.27 2.50 2.07 0.43 5.67 -0.13
Corporates 379.491 -58.72 -11.41 -12.27 0.86 3.70 -3.56
Yen Dnm Frgn 357.905 -22.39 0.17 -0.94 1.11 7.15 1.31
MBS*3 119.857 -87.83 -18.30 -19.00 0.70 4.59 -6.51
ABS*4 112.456 -48.55 -3.79 -4.59 0.81 9.05 -1.12
Overall ex.MBS 348.777 -94.35 -26.67 -27.60 0.93 -0.79 -6.85
1<=YR<3 233.549 -9.45 2.89 2.43 0.46 4.19 0.52
3<=YR<7 332.786 -32.87 0.62 -0.10 0.72 10.66 -0.70
7<=YR 498.149 -168.75 -55.83 -57.09 1.26 -9.73 -13.50
7YR-11YR*2 188.809 -94.66 -12.33 -13.41 1.09 13.54 -3.45
11YR-*2 214.704 -218.25 -84.48 -85.85 1.37 -24.69 -19.83
Overall ex.ABS 348.912 -94.30 -26.59 -27.52 0.93 -0.73 -6.85
1<=YR<3 233.513 -9.45 2.89 2.43 0.46 4.19 0.52
3<=YR<7 332.777 -32.87 0.62 -0.10 0.72 10.66 -0.70
7<=YR 496.739 -166.86 -54.97 -56.21 1.25 -9.40 -13.34
7YR-11YR*2 188.811 -94.61 -12.32 -13.40 1.09 13.53 -3.44
11YR-*2 213.585 -213.33 -82.01 -83.35 1.35 -23.60 -19.34
Overall ex.MBS,ABS 348.796 -94.38 -26.69 -27.62 0.93 -0.80 -6.85
1<=YR<3 233.513 -9.45 2.89 2.43 0.46 4.19 0.52
3<=YR<7 332.777 -32.87 0.62 -0.10 0.72 10.66 -0.70
7<=YR 498.143 -168.76 -55.84 -57.10 1.26 -9.73 -13.50
7YR-11YR*2 188.803 -94.66 -12.33 -13.41 1.09 13.54 -3.45
11YR-*2 214.700 -218.25 -84.49 -85.86 1.37 -24.69 -19.83
Overall ex.JGB* 166.200 -65.84 -11.95 -12.73 0.78 5.15 -4.01
1<=YR<3* 133.384 -9.41 3.24 2.74 0.50 4.39 0.59
3<=YR<7* 164.938 -31.39 1.22 0.55 0.67 10.44 -0.74
7<=YR* 220.501 -131.82 -33.05 -34.11 1.06 0.96 -9.57
7YR-11YR*2 194.087 -92.89 -11.79 -12.88 1.09 12.90 -3.89
11YR-*2 219.740 -158.32 -47.42 -48.45 1.03 -6.94 -13.27
SDGs*5 96.793 -62.26 -10.06 -10.76 0.70 6.02 -3.50
Overall SDGs (excl. ABS)*5 96.851 -62.39 -10.15 -10.85 0.70 5.95 -3.54
SDGs/E*5 97.520 -58.62 -8.99 -9.68 0.70 6.14 -3.17
Overall SDGs/E (excl. ABS)*5 97.612 -58.69 -9.05 -9.74 0.69 6.08 -3.19
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 1165355 92.74 92.95 10.24 0.87 1.39 1.32 8.37 8.29 8.31 5
1<=YR<3 231411 99.58 99.69 1.93 0.45 0.67 0.67 1.92 1.92 1.92 6
3<=YR<7 319098 99.11 99.30 4.79 0.72 0.90 0.90 4.69 4.67 4.69 5
7<=YR 614845 86.85 87.11 16.20 1.10 2.00 1.86 13.32 13.18 13.20 4
7YR-11YR 212218 98.70 98.98 8.69 1.08 1.25 1.24 8.27 8.22 8.27 4
11YR- 402627 80.61 80.85 20.15 1.11 2.48 2.26 16.57 16.38 16.39 5
Government 992749 92.49 92.71 10.75 0.89 1.40 1.32 8.73 8.65 8.66 1
1<=YR<3 190458 99.66 99.77 1.92 0.45 0.62 0.62 1.91 1.90 1.91 0
3<=YR<7 260301 99.44 99.63 4.80 0.73 0.85 0.85 4.71 4.69 4.71 0
7<=YR 541989 86.63 86.90 16.71 1.12 2.02 1.86 13.70 13.56 13.57 1
7YR-11YR 185179 99.00 99.29 8.69 1.08 1.22 1.21 8.28 8.23 8.27 1
11YR- 356810 80.22 80.46 20.87 1.14 2.54 2.27 17.17 16.97 16.96 2
Municipals 66343 94.80 94.95 7.27 0.66 1.25 1.24 6.58 6.52 6.55 16
Govt.Grntd 14305 92.90 93.17 9.37 0.81 1.41 1.33 7.80 7.73 7.76 11
Bank Dbntr 3250 98.16 98.26 3.16 0.42 1.04 1.03 3.11 3.09 3.11 31
Corporates 70477 93.86 94.07 7.29 0.81 1.50 1.43 6.01 5.95 5.97 41
Yen Dnm Frgn 3826 98.92 99.23 3.27 1.10 1.45 1.44 3.10 3.07 3.09 71
MBS 13754 91.46 91.51 7.69 0.65 1.02 1.78 6.98 6.92 7.40 29
ABS 651 94.56 94.75 5.70 0.76 1.63 1.57 5.24 5.19 5.23 65
Overall ex.MBS 1151600 92.75 92.96 10.27 0.87 1.40 1.32 8.39 8.31 8.32 5
1<=YR<3 231411 99.58 99.69 1.93 0.45 0.67 0.67 1.92 1.92 1.92 6
3<=YR<7 319076 99.11 99.30 4.79 0.72 0.90 0.90 4.69 4.67 4.69 5
7<=YR 601113 86.75 87.01 16.39 1.11 2.02 1.86 13.47 13.33 13.34 4
7YR-11YR 212082 98.70 98.98 8.69 1.08 1.25 1.24 8.28 8.23 8.27 4
11YR- 389030 80.23 80.48 20.59 1.13 2.53 2.27 16.95 16.75 16.74 4
Overall ex.ABS 1164704 92.73 92.94 10.24 0.87 1.39 1.32 8.37 8.29 8.31 5
1<=YR<3 231233 99.58 99.69 1.93 0.45 0.67 0.67 1.92 1.92 1.92 5
3<=YR<7 318781 99.11 99.31 4.79 0.72 0.90 0.90 4.69 4.67 4.69 5
7<=YR 614690 86.85 87.11 16.20 1.10 2.00 1.86 13.32 13.18 13.20 4
7YR-11YR 212121 98.70 98.98 8.69 1.08 1.25 1.24 8.27 8.22 8.27 4
11YR- 402569 80.61 80.85 20.15 1.11 2.48 2.26 16.57 16.38 16.39 5
Overall ex.MBS,ABS 1150950 92.75 92.96 10.27 0.87 1.40 1.32 8.39 8.31 8.32 5
1<=YR<3 231233 99.58 99.69 1.93 0.45 0.67 0.67 1.92 1.92 1.92 5
3<=YR<7 318759 99.11 99.31 4.79 0.72 0.90 0.90 4.69 4.67 4.69 5
7<=YR 600958 86.75 87.01 16.39 1.11 2.02 1.86 13.47 13.33 13.34 4
7YR-11YR 211985 98.70 98.99 8.69 1.08 1.25 1.24 8.28 8.23 8.27 4
11YR- 388973 80.23 80.48 20.59 1.13 2.53 2.27 16.95 16.75 16.74 4
Overall ex.JGB 172606 94.15 94.33 7.31 0.74 1.35 1.37 6.32 6.27 6.33 28
1<=YR<3 40954 99.19 99.31 2.01 0.49 0.92 0.91 2.00 1.99 2.00 29
3<=YR<7 58797 97.67 97.84 4.73 0.65 1.14 1.13 4.64 4.61 4.64 29
7<=YR 72855 88.47 88.69 12.38 0.94 1.80 1.87 10.54 10.43 10.55 27
7YR-11YR 27039 96.62 96.88 8.65 1.06 1.50 1.48 8.24 8.18 8.23 27
11YR- 45817 83.66 83.85 14.58 0.88 2.00 2.14 12.11 11.97 12.13 27
SDGs 21280 95.12 95.31 7.00 0.67 1.32 1.28 6.17 6.12 6.15 25
Overall SDGs (excl. ABS) 20942 95.13 95.33 7.01 0.67 1.32 1.28 6.18 6.13 6.16 24
SDGs/E 24675 95.34 95.54 6.71 0.67 1.31 1.26 5.93 5.88 5.91 26
Overall SDGs/E (excl. ABS) 24336 95.36 95.56 6.71 0.66 1.30 1.26 5.93 5.88 5.91 25

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