NOMURA-BPI Daily Data

05/23/2025

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 344.664 74.20 -29.51 -30.44 0.93 -8.88 -9.18
1<=YR<3 233.219 3.51 -1.11 -1.57 0.46 2.10 0.11
3<=YR<7 330.580 5.65 -10.28 -11.01 0.73 3.22 -2.31
7<=YR 486.820 146.61 -52.79 -54.03 1.25 -20.53 -16.86
7YR-11YR*2 186.218 35.35 -26.60 -27.69 1.09 0.34 -6.56
11YR-*2 208.464 219.52 -69.39 -70.74 1.35 -33.47 -23.12
Government 353.654 81.37 -31.28 -32.23 0.95 -9.97 -9.75
1<=YR<3 220.499 3.32 -1.15 -1.59 0.45 2.07 0.10
3<=YR<7 329.391 5.45 -10.43 -11.17 0.74 3.22 -2.31
7<=YR 494.951 156.19 -54.58 -55.85 1.27 -21.83 -17.42
7YR-11YR*2 184.819 35.19 -26.67 -27.76 1.09 0.39 -6.50
11YR-*2 206.594 234.96 -72.12 -73.51 1.39 -35.47 -23.98
Municipals 375.985 29.26 -20.08 -20.77 0.69 -1.50 -6.10
Govt.Grntd 347.756 59.32 -26.40 -27.29 0.89 -6.87 -8.61
Bank Dbntr 271.091 5.00 -4.60 -5.03 0.43 1.74 -1.00
Corporates 376.347 37.77 -17.57 -18.43 0.86 -3.00 -5.29
Yen Dnm Frgn 356.980 28.26 -4.04 -5.16 1.12 3.47 0.52
MBS*3 118.322 18.51 -27.39 -28.11 0.71 -5.49 -9.05
ABS*4 111.628 17.04 -13.16 -13.97 0.81 1.54 -2.87
Overall ex.MBS 344.552 74.85 -29.53 -30.46 0.93 -8.92 -9.18
1<=YR<3 233.219 3.51 -1.11 -1.57 0.46 2.10 0.11
3<=YR<7 330.580 5.65 -10.28 -11.01 0.73 3.22 -2.31
7<=YR 488.109 149.72 -53.39 -54.65 1.26 -20.89 -17.05
7YR-11YR*2 186.209 35.37 -26.61 -27.70 1.09 0.34 -6.56
11YR-*2 209.458 227.64 -71.02 -72.39 1.37 -34.55 -23.65
Overall ex.ABS 344.682 74.23 -29.52 -30.45 0.93 -8.88 -9.18
1<=YR<3 233.183 3.51 -1.11 -1.57 0.46 2.10 0.11
3<=YR<7 330.570 5.64 -10.28 -11.01 0.73 3.22 -2.31
7<=YR 486.813 146.64 -52.79 -54.04 1.25 -20.54 -16.87
7YR-11YR*2 186.212 35.35 -26.60 -27.69 1.09 0.34 -6.56
11YR-*2 208.461 219.54 -69.40 -70.74 1.35 -33.47 -23.12
Overall ex.MBS,ABS 344.570 74.88 -29.54 -30.47 0.93 -8.92 -9.18
1<=YR<3 233.183 3.51 -1.11 -1.57 0.46 2.10 0.11
3<=YR<7 330.570 5.64 -10.28 -11.01 0.73 3.22 -2.31
7<=YR 488.103 149.75 -53.39 -54.65 1.26 -20.90 -17.05
7YR-11YR*2 186.202 35.37 -26.61 -27.70 1.09 0.34 -6.56
11YR-*2 209.455 227.66 -71.02 -72.40 1.37 -34.55 -23.65
Overall ex.JGB* 164.649 33.81 -19.44 -20.23 0.78 -2.67 -5.95
1<=YR<3* 133.197 4.40 -0.95 -1.45 0.50 2.26 0.18
3<=YR<7* 163.888 6.54 -9.62 -10.29 0.67 3.25 -2.27
7<=YR* 216.759 77.22 -39.65 -40.71 1.07 -10.99 -12.79
7YR-11YR*2 191.453 36.50 -26.09 -27.19 1.09 0.02 -6.91
11YR-*2 215.502 105.21 -48.80 -49.85 1.05 -18.29 -16.63
SDGs*5 95.926 32.65 -18.12 -18.83 0.71 -1.78 -5.40
Overall SDGs (excl. ABS)*5 95.983 32.85 -18.16 -18.87 0.71 -1.84 -5.44
SDGs/E*5 96.687 30.07 -17.03 -17.74 0.70 -1.40 -5.00
Overall SDGs/E (excl. ABS)*5 96.778 30.22 -17.06 -17.76 0.70 -1.44 -5.02
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 1165258 91.57 91.81 10.20 0.87 1.55 1.46 8.26 8.18 8.21 5
1<=YR<3 231411 99.42 99.55 1.90 0.45 0.75 0.75 1.88 1.88 1.88 6
3<=YR<7 319098 98.43 98.63 4.75 0.72 1.06 1.05 4.65 4.63 4.65 5
7<=YR 614749 85.07 85.36 16.16 1.10 2.19 2.02 13.23 13.08 13.11 5
7YR-11YR 212215 97.29 97.61 8.65 1.08 1.44 1.42 8.23 8.17 8.22 4
11YR- 402533 78.62 78.90 20.12 1.11 2.68 2.42 16.48 16.28 16.30 5
Government 992749 91.29 91.53 10.71 0.89 1.56 1.45 8.62 8.53 8.55 1
1<=YR<3 190458 99.50 99.63 1.88 0.45 0.70 0.70 1.87 1.86 1.87 1
3<=YR<7 260301 98.74 98.95 4.76 0.73 1.00 1.00 4.67 4.64 4.67 0
7<=YR 541989 84.82 85.12 16.67 1.12 2.22 2.02 13.60 13.45 13.47 1
7YR-11YR 185179 97.59 97.92 8.66 1.08 1.40 1.39 8.24 8.18 8.23 1
11YR- 356810 78.19 78.48 20.83 1.14 2.75 2.43 17.07 16.86 16.86 2
Municipals 66332 93.82 93.98 7.23 0.66 1.40 1.39 6.50 6.45 6.47 16
Govt.Grntd 14305 91.80 91.96 9.33 0.81 1.56 1.46 7.71 7.63 7.67 11
Bank Dbntr 3250 97.79 97.92 3.13 0.42 1.15 1.14 3.06 3.04 3.06 32
Corporates 70477 93.05 93.27 7.25 0.81 1.64 1.56 5.92 5.86 5.89 41
Yen Dnm Frgn 3826 98.62 98.90 3.23 1.10 1.53 1.52 3.05 3.02 3.04 69
MBS 13668 90.20 90.23 7.81 0.65 1.09 1.96 7.04 6.97 7.42 29
ABS 651 93.83 94.03 5.66 0.76 1.77 1.71 5.18 5.13 5.17 65
Overall ex.MBS 1151589 91.59 91.83 10.23 0.87 1.55 1.46 8.28 8.19 8.22 5
1<=YR<3 231411 99.42 99.55 1.90 0.45 0.75 0.75 1.88 1.88 1.88 6
3<=YR<7 319076 98.43 98.63 4.75 0.72 1.06 1.05 4.65 4.63 4.65 5
7<=YR 601102 84.95 85.25 16.35 1.11 2.21 2.02 13.37 13.22 13.25 4
7YR-11YR 212081 97.29 97.61 8.66 1.08 1.44 1.42 8.23 8.18 8.23 4
11YR- 389020 78.22 78.51 20.55 1.13 2.74 2.43 16.86 16.65 16.65 4
Overall ex.ABS 1164607 91.57 91.81 10.21 0.87 1.55 1.46 8.26 8.18 8.21 5
1<=YR<3 231233 99.42 99.55 1.90 0.45 0.75 0.75 1.88 1.88 1.88 6
3<=YR<7 318780 98.43 98.63 4.75 0.72 1.06 1.05 4.65 4.63 4.65 5
7<=YR 614594 85.07 85.36 16.16 1.10 2.19 2.02 13.23 13.08 13.11 5
7YR-11YR 212118 97.30 97.62 8.65 1.08 1.44 1.42 8.23 8.17 8.22 4
11YR- 402476 78.62 78.90 20.12 1.11 2.68 2.41 16.48 16.28 16.30 5
Overall ex.MBS,ABS 1150939 91.59 91.83 10.23 0.87 1.55 1.46 8.28 8.20 8.22 5
1<=YR<3 231233 99.42 99.55 1.90 0.45 0.75 0.75 1.88 1.88 1.88 6
3<=YR<7 318758 98.43 98.63 4.75 0.72 1.06 1.05 4.65 4.63 4.65 5
7<=YR 600947 84.95 85.25 16.35 1.11 2.21 2.02 13.37 13.23 13.25 4
7YR-11YR 211984 97.30 97.62 8.65 1.08 1.44 1.42 8.23 8.18 8.23 4
11YR- 388963 78.22 78.51 20.55 1.13 2.74 2.43 16.86 16.65 16.65 4
Overall ex.JGB 172509 93.24 93.41 7.29 0.74 1.48 1.51 6.25 6.19 6.25 29
1<=YR<3 40954 99.03 99.17 1.97 0.49 1.00 1.00 1.96 1.95 1.96 29
3<=YR<7 58796 97.03 97.20 4.69 0.65 1.30 1.28 4.60 4.57 4.60 29
7<=YR 72759 86.91 87.11 12.38 0.94 1.97 2.04 10.49 10.38 10.50 28
7YR-11YR 27036 95.27 95.53 8.62 1.06 1.68 1.65 8.20 8.13 8.19 27
11YR- 45724 81.97 82.13 14.60 0.88 2.16 2.31 12.07 11.92 12.08 28
SDGs 21280 94.24 94.40 6.96 0.67 1.47 1.42 6.10 6.05 6.08 25
Overall SDGs (excl. ABS) 20942 94.25 94.42 6.97 0.67 1.47 1.41 6.11 6.05 6.08 24
SDGs/E 24675 94.50 94.67 6.67 0.67 1.45 1.40 5.86 5.81 5.84 26
Overall SDGs/E (excl. ABS) 24336 94.52 94.69 6.67 0.66 1.45 1.39 5.86 5.81 5.84 25

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