NOMURA-BPI Daily Data

10/14/2025

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 342.777 9.56 -6.37 -7.39 1.01 -3.39 -5.26
1<=YR<3 233.523 6.26 4.10 3.58 0.52 0.81 0.22
3<=YR<7 330.049 17.01 7.94 7.16 0.78 0.57 -1.35
7<=YR 481.567 6.53 -19.63 -20.99 1.37 -7.46 -9.71
7YR-11YR*2 185.754 27.53 5.72 4.53 1.19 -0.37 -3.59
11YR-*2 205.087 -7.32 -36.13 -37.61 1.48 -11.86 -13.43
Government 351.564 9.07 -7.59 -8.63 1.04 -3.76 -5.59
1<=YR<3 220.738 6.15 4.03 3.52 0.51 0.76 0.19
3<=YR<7 328.773 17.06 7.94 7.15 0.79 0.52 -1.39
7<=YR 489.475 5.75 -21.14 -22.53 1.39 -7.86 -10.01
7YR-11YR*2 184.329 27.49 5.69 4.50 1.19 -0.39 -3.58
11YR-*2 203.195 -8.39 -38.36 -39.89 1.53 -12.44 -13.88
Municipals 375.284 16.70 2.56 1.80 0.76 -0.75 -3.28
Govt.Grntd 346.099 11.28 -3.67 -4.61 0.94 -2.72 -4.89
Bank Dbntr 271.535 10.57 5.65 5.07 0.57 0.77 -0.30
Corporates 375.969 12.45 0.76 -0.20 0.97 -0.99 -2.77
Yen Dnm Frgn 357.916 11.97 8.35 7.17 1.19 1.42 0.59
MBS*3 115.952 -9.15 -10.16 -10.93 0.77 -5.16 -6.97
ABS*4 111.802 15.64 5.51 4.66 0.84 0.70 -1.24
Overall ex.MBS 342.724 9.78 -6.33 -7.35 1.01 -3.37 -5.24
1<=YR<3 233.523 6.26 4.10 3.58 0.52 0.81 0.22
3<=YR<7 330.048 17.01 7.94 7.16 0.78 0.57 -1.35
7<=YR 482.954 6.90 -19.85 -21.23 1.38 -7.52 -9.77
7YR-11YR*2 185.745 27.54 5.72 4.53 1.19 -0.37 -3.59
11YR-*2 206.101 -7.24 -37.14 -38.65 1.51 -12.11 -13.67
Overall ex.ABS 342.793 9.56 -6.38 -7.39 1.01 -3.39 -5.26
1<=YR<3 233.487 6.26 4.10 3.58 0.52 0.81 0.22
3<=YR<7 330.038 17.01 7.94 7.16 0.78 0.57 -1.36
7<=YR 481.559 6.52 -19.63 -21.00 1.37 -7.47 -9.71
7YR-11YR*2 185.748 27.53 5.72 4.53 1.19 -0.37 -3.59
11YR-*2 205.083 -7.32 -36.14 -37.62 1.48 -11.86 -13.43
Overall ex.MBS,ABS 342.741 9.77 -6.34 -7.35 1.01 -3.37 -5.24
1<=YR<3 233.487 6.26 4.10 3.58 0.52 0.81 0.22
3<=YR<7 330.038 17.01 7.94 7.16 0.78 0.57 -1.36
7<=YR 482.946 6.89 -19.85 -21.23 1.38 -7.52 -9.77
7YR-11YR*2 185.738 27.54 5.72 4.53 1.19 -0.37 -3.59
11YR-*2 206.097 -7.24 -37.14 -38.65 1.51 -12.12 -13.67
Overall ex.JGB* 164.161 12.36 0.55 -0.31 0.86 -1.27 -3.34
1<=YR<3* 133.504 6.77 4.44 3.86 0.58 1.04 0.38
3<=YR<7* 163.827 16.76 7.95 7.21 0.74 0.81 -1.18
7<=YR* 214.869 12.15 -8.57 -9.73 1.16 -4.55 -7.44
7YR-11YR*2 191.187 27.77 5.91 4.71 1.21 -0.25 -3.62
11YR-*2 212.471 0.80 -19.03 -20.15 1.13 -7.46 -9.98
SDGs*5 95.792 14.58 2.56 1.74 0.82 -0.74 -2.88
Overall SDGs (excl. ABS)*5 95.845 14.54 2.51 1.68 0.83 -0.76 -2.90
SDGs/E*5 96.563 14.38 2.65 1.83 0.82 -0.61 -2.66
Overall SDGs/E (excl. ABS)*5 96.651 14.34 2.60 1.78 0.82 -0.63 -2.67
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 1165408 90.66 90.83 10.26 0.92 1.72 1.62 8.22 8.13 8.16 5
1<=YR<3 232119 99.21 99.31 1.98 0.52 0.91 0.91 1.97 1.96 1.97 5
3<=YR<7 319535 97.79 97.95 4.84 0.77 1.23 1.22 4.74 4.71 4.74 5
7<=YR 613753 83.73 83.92 16.21 1.15 2.38 2.18 13.13 12.98 13.01 5
7YR-11YR 212020 96.53 96.77 8.72 1.15 1.60 1.57 8.27 8.21 8.27 4
11YR- 401734 76.97 77.15 20.17 1.16 2.90 2.59 16.35 16.13 16.15 6
Government 994165 90.33 90.50 10.77 0.94 1.73 1.61 8.58 8.48 8.50 1
1<=YR<3 190358 99.29 99.39 1.96 0.51 0.86 0.86 1.95 1.94 1.95 0
3<=YR<7 262232 98.05 98.21 4.86 0.78 1.18 1.17 4.76 4.73 4.76 0
7<=YR 541575 83.44 83.64 16.73 1.18 2.41 2.18 13.51 13.35 13.37 1
7YR-11YR 184409 96.81 97.04 8.73 1.15 1.56 1.54 8.28 8.22 8.28 1
11YR- 357166 76.54 76.72 20.86 1.19 2.97 2.60 16.93 16.70 16.69 2
Municipals 66460 93.37 93.51 7.19 0.71 1.54 1.53 6.43 6.37 6.40 15
Govt.Grntd 14372 91.07 91.32 9.15 0.86 1.71 1.60 7.46 7.38 7.42 12
Bank Dbntr 3142 97.76 97.90 3.17 0.56 1.31 1.29 3.10 3.08 3.10 31
Corporates 69759 92.58 92.81 7.30 0.90 1.81 1.72 5.94 5.87 5.90 41
Yen Dnm Frgn 3454 98.32 98.66 3.16 1.17 1.68 1.67 2.96 2.93 2.96 69
MBS 13430 87.95 87.96 7.95 0.66 1.23 2.29 7.04 6.96 7.53 49
ABS 625 93.43 93.64 5.53 0.79 1.92 1.85 5.05 4.99 5.04 65
Overall ex.MBS 1151978 90.70 90.87 10.29 0.92 1.72 1.61 8.23 8.15 8.17 5
1<=YR<3 232119 99.21 99.31 1.98 0.52 0.91 0.91 1.97 1.96 1.97 5
3<=YR<7 319516 97.79 97.95 4.84 0.77 1.23 1.22 4.74 4.71 4.74 5
7<=YR 600342 83.63 83.83 16.40 1.17 2.41 2.18 13.28 13.12 13.14 4
7YR-11YR 211900 96.53 96.77 8.72 1.15 1.60 1.57 8.28 8.21 8.27 4
11YR- 388442 76.60 76.78 20.59 1.17 2.96 2.60 16.71 16.49 16.48 4
Overall ex.ABS 1164783 90.66 90.83 10.26 0.92 1.72 1.62 8.22 8.14 8.16 5
1<=YR<3 231931 99.21 99.32 1.98 0.52 0.91 0.91 1.97 1.96 1.97 5
3<=YR<7 319249 97.79 97.95 4.84 0.77 1.23 1.22 4.74 4.71 4.74 5
7<=YR 613603 83.73 83.92 16.22 1.15 2.38 2.18 13.13 12.98 13.01 5
7YR-11YR 211918 96.54 96.77 8.72 1.15 1.60 1.57 8.27 8.21 8.27 4
11YR- 401685 76.97 77.15 20.17 1.16 2.90 2.59 16.35 16.13 16.15 6
Overall ex.MBS,ABS 1151353 90.70 90.87 10.29 0.92 1.72 1.61 8.24 8.15 8.17 5
1<=YR<3 231931 99.21 99.32 1.98 0.52 0.91 0.91 1.97 1.96 1.97 5
3<=YR<7 319230 97.79 97.95 4.84 0.77 1.23 1.22 4.74 4.71 4.74 5
7<=YR 600192 83.63 83.83 16.40 1.17 2.41 2.18 13.28 13.12 13.14 4
7YR-11YR 211798 96.54 96.77 8.72 1.15 1.60 1.57 8.28 8.21 8.27 4
11YR- 388394 76.60 76.78 20.59 1.17 2.96 2.60 16.71 16.49 16.48 4
Overall ex.JGB 171242 92.61 92.79 7.30 0.80 1.64 1.67 6.21 6.15 6.22 30
1<=YR<3 41761 98.84 98.97 2.07 0.57 1.15 1.14 2.06 2.04 2.06 27
3<=YR<7 57303 96.58 96.75 4.75 0.72 1.46 1.44 4.65 4.62 4.65 28
7<=YR 72178 85.86 86.06 12.34 1.00 2.13 2.22 10.38 10.25 10.40 32
7YR-11YR 27611 94.70 94.97 8.67 1.15 1.85 1.81 8.22 8.14 8.21 28
11YR- 44568 80.38 80.55 14.61 0.91 2.33 2.52 11.95 11.80 12.00 36
SDGs 22570 94.13 94.33 6.87 0.78 1.62 1.56 6.00 5.94 5.97 25
Overall SDGs (excl. ABS) 22228 94.14 94.34 6.89 0.78 1.62 1.56 6.01 5.95 5.98 25
SDGs/E 25954 94.36 94.55 6.61 0.77 1.61 1.55 5.78 5.72 5.76 26
Overall SDGs/E (excl. ABS) 25612 94.37 94.57 6.61 0.77 1.60 1.55 5.78 5.73 5.76 26
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