NOMURA-BPI Daily Data

09/12/2025

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 343.894 -16.15 0.00 -1.00 1.00 -3.34 -5.47
1<=YR<3 233.407 -6.22 1.58 1.07 0.51 0.85 0.18
3<=YR<7 330.219 -31.01 2.11 1.33 0.78 0.79 -1.45
7<=YR 484.749 -11.63 -1.97 -3.33 1.35 -7.51 -10.05
7YR-11YR*2 186.220 -52.03 3.41 2.23 1.18 0.11 -3.69
11YR-*2 207.006 14.75 -5.47 -6.94 1.47 -12.22 -13.91
Government 352.778 -15.09 -0.07 -1.10 1.03 -3.74 -5.82
1<=YR<3 220.640 -6.46 1.52 1.02 0.50 0.81 0.15
3<=YR<7 328.969 -31.93 2.05 1.26 0.79 0.75 -1.48
7<=YR 492.760 -9.20 -1.93 -3.31 1.38 -7.96 -10.39
7YR-11YR*2 184.798 -52.82 3.35 2.17 1.17 0.10 -3.67
11YR-*2 205.119 18.88 -5.30 -6.82 1.52 -12.89 -14.41
Municipals 375.907 -30.54 0.67 -0.07 0.74 -0.53 -3.46
Govt.Grntd 346.946 -20.82 -0.07 -0.99 0.92 -2.72 -5.16
Bank Dbntr 271.410 -13.70 2.05 1.50 0.55 0.82 -0.40
Corporates 376.409 -14.17 1.66 0.71 0.95 -0.93 -2.95
Yen Dnm Frgn 357.234 -10.89 1.75 0.61 1.15 1.27 0.40
MBS*3 117.291 -28.02 -8.10 -8.80 0.70 -3.67 -6.29
ABS*4 111.821 -25.06 2.30 1.48 0.83 0.88 -1.37
Overall ex.MBS 343.809 -16.02 0.10 -0.91 1.00 -3.34 -5.46
1<=YR<3 233.407 -6.22 1.58 1.07 0.51 0.85 0.18
3<=YR<7 330.219 -31.01 2.11 1.33 0.78 0.79 -1.45
7<=YR 486.088 -11.24 -1.82 -3.19 1.37 -7.60 -10.14
7YR-11YR*2 186.211 -52.06 3.41 2.24 1.18 0.11 -3.69
11YR-*2 208.010 16.46 -5.36 -6.86 1.50 -12.55 -14.20
Overall ex.ABS 343.911 -16.15 0.00 -1.00 1.00 -3.34 -5.47
1<=YR<3 233.371 -6.22 1.58 1.07 0.51 0.85 0.18
3<=YR<7 330.209 -31.01 2.11 1.33 0.78 0.79 -1.45
7<=YR 484.742 -11.62 -1.97 -3.33 1.35 -7.51 -10.05
7YR-11YR*2 186.213 -52.03 3.41 2.23 1.18 0.11 -3.69
11YR-*2 207.002 14.75 -5.47 -6.94 1.47 -12.22 -13.91
Overall ex.MBS,ABS 343.826 -16.01 0.09 -0.91 1.00 -3.34 -5.46
1<=YR<3 233.371 -6.22 1.58 1.07 0.51 0.85 0.18
3<=YR<7 330.209 -31.01 2.11 1.33 0.78 0.79 -1.45
7<=YR 486.081 -11.23 -1.83 -3.19 1.37 -7.60 -10.14
7YR-11YR*2 186.204 -52.06 3.41 2.23 1.18 0.11 -3.69
11YR-*2 208.006 16.47 -5.36 -6.86 1.50 -12.55 -14.20
Overall ex.JGB* 164.512 -22.10 0.40 -0.44 0.84 -1.04 -3.46
1<=YR<3* 133.405 -5.12 1.84 1.28 0.56 1.07 0.32
3<=YR<7* 163.852 -26.78 2.39 1.66 0.73 1.00 -1.31
7<=YR* 216.120 -29.14 -2.31 -3.44 1.13 -4.17 -7.59
7YR-11YR*2 191.617 -46.68 3.84 2.65 1.19 0.19 -3.77
11YR-*2 214.263 -16.45 -6.73 -7.83 1.10 -7.11 -10.12
SDGs*5 95.910 -24.83 1.55 0.74 0.81 -0.61 -3.06
Overall SDGs (excl. ABS)*5 95.965 -24.77 1.53 0.73 0.81 -0.63 -3.08
SDGs/E*5 96.677 -24.06 1.60 0.80 0.80 -0.47 -2.83
Overall SDGs/E (excl. ABS)*5 96.766 -23.99 1.59 0.79 0.80 -0.49 -2.84
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 1157927 91.00 91.32 10.33 0.91 1.67 1.58 8.30 8.22 8.24 5
1<=YR<3 232105 99.21 99.37 2.05 0.51 0.89 0.89 2.03 2.02 2.03 5
3<=YR<7 317008 97.89 98.14 4.92 0.76 1.20 1.19 4.81 4.78 4.81 5
7<=YR 608813 84.28 84.71 16.30 1.15 2.31 2.13 13.21 13.06 13.09 5
7YR-11YR 209332 96.84 97.23 8.79 1.14 1.55 1.52 8.32 8.26 8.32 5
11YR- 399481 77.70 78.15 20.23 1.15 2.81 2.52 16.40 16.19 16.20 5
Government 985916 90.67 91.02 10.85 0.94 1.69 1.57 8.67 8.58 8.60 1
1<=YR<3 190191 99.28 99.45 2.04 0.50 0.84 0.84 2.02 2.02 2.02 0
3<=YR<7 259346 98.15 98.43 4.95 0.77 1.15 1.14 4.84 4.81 4.84 0
7<=YR 536380 83.99 84.44 16.83 1.17 2.34 2.12 13.60 13.44 13.46 2
7YR-11YR 181659 97.12 97.52 8.80 1.14 1.51 1.49 8.34 8.27 8.33 1
11YR- 354721 77.27 77.74 20.94 1.18 2.88 2.53 16.98 16.76 16.75 2
Municipals 66478 93.59 93.78 7.21 0.70 1.50 1.49 6.46 6.40 6.43 15
Govt.Grntd 14568 91.48 91.67 9.10 0.84 1.65 1.55 7.45 7.37 7.41 12
Bank Dbntr 3149 97.76 97.91 3.20 0.54 1.28 1.27 3.13 3.11 3.13 31
Corporates 70100 92.80 93.02 7.33 0.89 1.77 1.68 5.98 5.92 5.95 41
Yen Dnm Frgn 3612 98.28 98.56 3.15 1.14 1.69 1.68 2.96 2.93 2.96 73
MBS 13463 89.06 89.07 7.92 0.66 1.16 2.12 7.08 7.01 7.53 37
ABS 640 93.65 93.86 5.51 0.78 1.88 1.81 5.04 4.99 5.03 65
Overall ex.MBS 1144464 91.02 91.35 10.35 0.92 1.68 1.57 8.32 8.23 8.25 5
1<=YR<3 232105 99.21 99.37 2.05 0.51 0.89 0.89 2.03 2.02 2.03 5
3<=YR<7 316989 97.89 98.14 4.92 0.76 1.20 1.19 4.81 4.78 4.81 5
7<=YR 595370 84.18 84.61 16.49 1.16 2.34 2.13 13.36 13.20 13.22 4
7YR-11YR 209209 96.84 97.23 8.79 1.14 1.55 1.52 8.33 8.26 8.32 5
11YR- 386161 77.31 77.77 20.66 1.17 2.87 2.53 16.77 16.55 16.54 4
Overall ex.ABS 1157287 91.00 91.32 10.33 0.91 1.67 1.58 8.30 8.22 8.24 5
1<=YR<3 231904 99.21 99.37 2.05 0.51 0.89 0.89 2.03 2.02 2.03 5
3<=YR<7 316720 97.89 98.15 4.92 0.76 1.20 1.18 4.81 4.78 4.81 5
7<=YR 608663 84.28 84.71 16.30 1.15 2.31 2.13 13.21 13.06 13.09 5
7YR-11YR 209235 96.84 97.23 8.79 1.14 1.55 1.52 8.32 8.26 8.32 5
11YR- 399429 77.70 78.15 20.24 1.15 2.81 2.52 16.40 16.19 16.20 5
Overall ex.MBS,ABS 1143824 91.02 91.35 10.36 0.92 1.68 1.57 8.32 8.23 8.25 5
1<=YR<3 231904 99.21 99.37 2.05 0.51 0.89 0.89 2.03 2.02 2.03 5
3<=YR<7 316700 97.89 98.15 4.92 0.76 1.20 1.18 4.81 4.78 4.81 5
7<=YR 595220 84.18 84.61 16.49 1.16 2.34 2.13 13.36 13.20 13.22 4
7YR-11YR 209112 96.84 97.23 8.79 1.14 1.55 1.52 8.33 8.26 8.32 5
11YR- 386108 77.31 77.77 20.66 1.17 2.87 2.53 16.77 16.55 16.54 4
Overall ex.JGB 172011 92.91 93.10 7.31 0.79 1.60 1.62 6.25 6.19 6.25 29
1<=YR<3 41915 98.87 99.01 2.08 0.56 1.12 1.12 2.07 2.05 2.07 27
3<=YR<7 57663 96.69 96.87 4.76 0.71 1.43 1.40 4.66 4.63 4.66 29
7<=YR 72433 86.45 86.68 12.36 0.99 2.06 2.14 10.42 10.30 10.44 30
7YR-11YR 27673 95.01 95.30 8.69 1.13 1.79 1.75 8.23 8.16 8.23 28
11YR- 44760 81.16 81.36 14.63 0.91 2.26 2.42 12.01 11.85 12.04 32
SDGs 22243 94.23 94.42 6.94 0.76 1.59 1.53 6.07 6.02 6.05 26
Overall SDGs (excl. ABS) 21893 94.25 94.43 6.96 0.76 1.59 1.53 6.08 6.03 6.06 25
SDGs/E 25627 94.47 94.65 6.67 0.76 1.57 1.52 5.86 5.80 5.83 27
Overall SDGs/E (excl. ABS) 25278 94.49 94.66 6.68 0.76 1.57 1.51 5.86 5.81 5.84 26
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