NOMURA-BPI Daily Data

04/16/2026

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 330.519 -2.46 0.74 -0.41 1.15 0.74 -5.59
1<=YR<3 233.023 8.41 1.94 1.33 0.61 1.94 0.13
3<=YR<7 323.687 16.91 0.14 -0.76 0.90 0.14 -2.08
7<=YR 452.151 -20.18 0.56 -1.00 1.57 0.56 -10.48
7YR-11YR*2 177.557 16.76 -4.29 -5.65 1.36 -4.29 -5.90
11YR-*2 190.288 -45.32 3.88 2.17 1.71 3.88 -13.47
Government 338.670 -4.52 0.75 -0.43 1.18 0.75 -5.77
1<=YR<3 220.229 8.27 1.90 1.30 0.60 1.90 0.10
3<=YR<7 322.299 16.89 0.13 -0.77 0.91 0.13 -2.13
7<=YR 459.635 -23.26 0.61 -0.99 1.60 0.61 -10.48
7YR-11YR*2 176.186 16.62 -4.23 -5.59 1.35 -4.23 -5.87
11YR-*2 188.630 -49.78 3.85 2.08 1.77 3.85 -13.41
Municipals 363.768 11.92 -0.90 -1.76 0.86 -0.90 -4.55
Govt.Grntd 334.533 2.93 0.53 -0.52 1.05 0.53 -5.46
Bank Dbntr 269.471 11.74 1.28 0.50 0.78 1.28 -0.45
Corporates 367.608 7.48 1.03 -0.07 1.10 1.03 -3.01
Yen Dnm Frgn 355.881 15.65 1.69 0.31 1.37 1.69 0.00
MBS*3 105.923 9.93 7.85 7.00 0.84 7.85 -16.09
ABS*4 109.818 14.07 0.59 -0.29 0.88 0.59 -1.82
Overall ex.MBS 330.664 -2.59 0.67 -0.48 1.15 0.67 -5.48
1<=YR<3 233.023 8.41 1.94 1.33 0.61 1.94 0.13
3<=YR<7 323.686 16.91 0.14 -0.76 0.90 0.14 -2.08
7<=YR 453.743 -20.86 0.40 -1.19 1.58 0.40 -10.35
7YR-11YR*2 177.544 16.76 -4.29 -5.65 1.36 -4.29 -5.90
11YR-*2 191.352 -47.43 3.73 1.98 1.74 3.73 -13.36
Overall ex.ABS 330.531 -2.47 0.74 -0.41 1.15 0.74 -5.60
1<=YR<3 232.987 8.41 1.94 1.33 0.61 1.94 0.13
3<=YR<7 323.676 16.91 0.14 -0.76 0.90 0.14 -2.08
7<=YR 452.143 -20.19 0.56 -1.00 1.57 0.56 -10.48
7YR-11YR*2 177.551 16.76 -4.29 -5.65 1.36 -4.29 -5.90
11YR-*2 190.284 -45.32 3.88 2.17 1.71 3.88 -13.47
Overall ex.MBS,ABS 330.677 -2.60 0.67 -0.48 1.15 0.67 -5.48
1<=YR<3 232.987 8.41 1.94 1.33 0.61 1.94 0.13
3<=YR<7 323.675 16.91 0.14 -0.76 0.90 0.14 -2.08
7<=YR 453.734 -20.87 0.40 -1.18 1.58 0.40 -10.35
7YR-11YR*2 177.538 16.76 -4.29 -5.65 1.36 -4.29 -5.90
11YR-*2 191.348 -47.44 3.73 1.98 1.74 3.73 -13.36
Overall ex.JGB* 159.135 9.28 0.73 -0.26 0.98 0.73 -4.64
1<=YR<3* 133.318 9.05 2.11 1.44 0.67 2.11 0.27
3<=YR<7* 160.989 17.00 0.19 -0.68 0.86 0.19 -1.86
7<=YR* 201.545 2.40 0.22 -1.11 1.33 0.22 -10.57
7YR-11YR*2 182.814 17.65 -4.65 -6.04 1.39 -4.65 -6.14
11YR-*2 196.365 -9.89 4.16 2.88 1.27 4.16 -13.97
SDGs*5 93.414 9.20 -0.06 -1.05 0.99 -0.06 -3.37
Overall SDGs (excl. ABS)*5 93.459 9.12 -0.06 -1.06 0.99 -0.06 -3.39
SDGs/E*5 94.297 9.56 0.07 -0.92 0.98 0.07 -3.12
Overall SDGs/E (excl. ABS)*5 94.379 9.49 0.06 -0.92 0.98 0.06 -3.14
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 1175791 87.00 87.19 10.21 1.00 2.37 2.21 7.93 7.83 7.88 6
1<=YR<3 233626 98.45 98.58 1.97 0.60 1.38 1.37 1.95 1.94 1.95 6
3<=YR<7 327108 95.36 95.55 4.83 0.86 1.87 1.83 4.71 4.67 4.71 5
7<=YR 615057 78.19 78.41 16.20 1.23 3.17 2.84 12.88 12.69 12.76 7
7YR-11YR 212465 91.77 92.03 8.71 1.25 2.39 2.30 8.20 8.11 8.19 5
11YR- 402592 71.03 71.22 20.16 1.22 3.70 3.22 16.07 15.81 15.88 8
Government 1004427 86.60 86.79 10.73 1.02 2.39 2.19 8.28 8.17 8.22 1
1<=YR<3 190415 98.54 98.67 1.95 0.59 1.32 1.32 1.94 1.92 1.94 0
3<=YR<7 271015 95.57 95.75 4.87 0.87 1.83 1.79 4.74 4.70 4.74 0
7<=YR 542996 77.93 78.15 16.73 1.25 3.21 2.82 13.26 13.07 13.13 1
7YR-11YR 183810 92.03 92.28 8.72 1.25 2.35 2.26 8.22 8.12 8.21 1
11YR- 359186 70.72 70.91 20.84 1.25 3.78 3.19 16.62 16.36 16.40 1
Municipals 66228 90.06 90.21 7.06 0.78 2.20 2.16 6.18 6.10 6.16 19
Govt.Grntd 14569 87.68 87.94 8.89 0.92 2.35 2.16 7.00 6.91 6.97 14
Bank Dbntr 3001 96.63 96.83 3.21 0.75 1.86 1.83 3.12 3.08 3.11 32
Corporates 70178 90.09 90.33 7.11 0.99 2.42 2.28 5.64 5.56 5.61 42
Yen Dnm Frgn 3490 97.17 97.51 3.33 1.34 2.22 2.18 3.05 3.01 3.04 69
MBS 13311 79.72 79.73 8.22 0.70 1.78 3.61 6.82 6.69 7.33 119
ABS 587 90.93 91.15 5.36 0.80 2.55 2.42 4.82 4.75 4.81 66
Overall ex.MBS 1162480 87.08 87.27 10.23 1.00 2.38 2.19 7.95 7.84 7.88 5
1<=YR<3 233626 98.45 98.58 1.97 0.60 1.38 1.37 1.95 1.94 1.95 6
3<=YR<7 327064 95.36 95.55 4.84 0.86 1.87 1.83 4.71 4.67 4.71 5
7<=YR 601789 78.16 78.38 16.38 1.24 3.20 2.83 13.01 12.82 12.88 4
7YR-11YR 212387 91.77 92.02 8.71 1.25 2.39 2.30 8.20 8.11 8.20 5
11YR- 389402 70.74 70.94 20.56 1.24 3.77 3.20 16.42 16.15 16.20 4
Overall ex.ABS 1175204 86.99 87.18 10.21 1.00 2.37 2.21 7.93 7.83 7.88 6
1<=YR<3 233462 98.45 98.58 1.97 0.60 1.38 1.37 1.95 1.94 1.95 5
3<=YR<7 326819 95.37 95.55 4.83 0.86 1.87 1.83 4.71 4.67 4.71 5
7<=YR 614923 78.19 78.41 16.20 1.23 3.17 2.84 12.88 12.69 12.76 7
7YR-11YR 212376 91.77 92.03 8.71 1.25 2.39 2.30 8.20 8.11 8.19 5
11YR- 402547 71.03 71.22 20.16 1.22 3.70 3.22 16.07 15.81 15.88 8
Overall ex.MBS,ABS 1161893 87.08 87.27 10.24 1.00 2.38 2.19 7.95 7.84 7.89 5
1<=YR<3 233462 98.45 98.58 1.97 0.60 1.38 1.37 1.95 1.94 1.95 5
3<=YR<7 326775 95.37 95.55 4.84 0.86 1.87 1.83 4.71 4.67 4.71 5
7<=YR 601655 78.16 78.38 16.38 1.24 3.20 2.83 13.02 12.82 12.89 4
7YR-11YR 212299 91.77 92.03 8.71 1.25 2.39 2.30 8.20 8.11 8.20 5
11YR- 389357 70.74 70.94 20.56 1.24 3.77 3.20 16.42 16.15 16.20 4
Overall ex.JGB 171364 89.33 89.52 7.18 0.88 2.27 2.30 5.94 5.86 5.95 37
1<=YR<3 43211 98.06 98.21 2.04 0.65 1.62 1.61 2.02 2.01 2.02 28
3<=YR<7 56093 94.38 94.57 4.68 0.82 2.11 2.06 4.57 4.52 4.57 30
7<=YR 72061 80.17 80.38 12.19 1.07 2.89 3.03 10.06 9.90 10.09 49
7YR-11YR 28655 90.10 90.38 8.62 1.26 2.66 2.55 8.10 8.00 8.09 31
11YR- 43406 73.61 73.78 14.56 0.95 3.07 3.42 11.65 11.45 11.71 64
SDGs 24311 91.79 92.03 6.75 0.91 2.24 2.14 5.78 5.71 5.76 25
Overall SDGs (excl. ABS) 23971 91.81 92.04 6.76 0.92 2.24 2.13 5.79 5.72 5.77 24
SDGs/E 27758 92.09 92.32 6.48 0.91 2.22 2.12 5.57 5.50 5.55 26
Overall SDGs/E (excl. ABS) 27418 92.11 92.34 6.49 0.91 2.22 2.12 5.57 5.51 5.56 25
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