NOMURA-BPI Monthly Data

04/30/2026

--------------- RETURNS (%) FROM ----------------
INDEX -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 328.326 -7.68 -8.83 1.15 -7.68 -6.92
1<=YR<3 233.054 1.19 0.58 0.61 1.19 0.16
3<=YR<7 322.832 -3.14 -4.03 0.90 -3.14 -2.63
7<=YR 446.519 -14.86 -16.43 1.57 -14.86 -12.91
7YR-11YR*2 176.249 -11.24 -12.59 1.36 -11.24 -7.40
11YR-*2 187.258 -17.34 -19.05 1.71 -17.34 -16.52
Government 336.304 -8.10 -9.28 1.18 -8.10 -7.17
1<=YR<3 220.258 1.17 0.57 0.60 1.17 0.13
3<=YR<7 321.432 -3.20 -4.11 0.91 -3.20 -2.69
7<=YR 453.769 -15.21 -16.81 1.60 -15.21 -13.00
7YR-11YR*2 174.887 -11.21 -12.56 1.35 -11.21 -7.37
11YR-*2 185.546 -17.87 -19.64 1.77 -17.87 -16.59
Municipals 361.901 -6.72 -7.59 0.87 -6.72 -5.55
Govt.Grntd 332.448 -7.30 -8.35 1.05 -7.30 -6.67
Bank Dbntr 269.236 -0.38 -1.16 0.78 -0.38 -0.66
Corporates 366.192 -4.14 -5.24 1.10 -4.14 -3.81
Yen Dnm Frgn 355.504 -0.39 -1.76 1.37 -0.39 -0.32
MBS*3 105.183 -4.35 -5.21 0.86 -4.35 -16.24
ABS*4 109.498 -3.23 -4.11 0.88 -3.23 -2.49
Overall ex.MBS 328.471 -7.71 -8.87 1.15 -7.71 -6.81
1<=YR<3 233.054 1.19 0.58 0.61 1.19 0.16
3<=YR<7 322.831 -3.14 -4.03 0.90 -3.14 -2.63
7<=YR 448.035 -15.09 -16.68 1.58 -15.09 -12.83
7YR-11YR*2 176.235 -11.24 -12.60 1.36 -11.24 -7.41
11YR-*2 188.240 -17.83 -19.57 1.74 -17.83 -16.53
Overall ex.ABS 328.338 -7.68 -8.83 1.15 -7.68 -6.92
1<=YR<3 233.017 1.19 0.58 0.61 1.19 0.16
3<=YR<7 322.821 -3.14 -4.03 0.90 -3.14 -2.63
7<=YR 446.511 -14.86 -16.43 1.57 -14.86 -12.91
7YR-11YR*2 176.243 -11.24 -12.59 1.36 -11.24 -7.40
11YR-*2 187.254 -17.34 -19.05 1.71 -17.34 -16.52
Overall ex.MBS,ABS 328.484 -7.72 -8.87 1.15 -7.72 -6.82
1<=YR<3 233.017 1.19 0.58 0.61 1.19 0.16
3<=YR<7 322.820 -3.14 -4.04 0.90 -3.14 -2.63
7<=YR 448.027 -15.09 -16.68 1.58 -15.09 -12.84
7YR-11YR*2 176.229 -11.24 -12.60 1.36 -11.24 -7.41
11YR-*2 188.236 -17.83 -19.57 1.74 -17.83 -16.53
Overall ex.JGB* 158.396 -5.27 -6.25 0.99 -5.27 -5.49
1<=YR<3* 133.337 1.30 0.63 0.67 1.30 0.28
3<=YR<7* 160.606 -2.80 -3.66 0.86 -2.80 -2.36
7<=YR* 199.486 -12.32 -13.65 1.33 -12.32 -12.33
7YR-11YR*2 181.474 -11.38 -12.78 1.39 -11.38 -7.60
11YR-*2 193.902 -13.07 -14.35 1.28 -13.07 -15.98
SDGs*5 93.007 -5.33 -6.32 0.99 -5.33 -4.28
Overall SDGs (excl. ABS)*5 93.051 -5.35 -6.35 1.00 -5.35 -4.30
SDGs/E*5 93.915 -4.90 -5.88 0.98 -4.90 -3.98
Overall SDGs/E (excl. ABS)*5 93.995 -4.92 -5.90 0.98 -4.92 -3.99
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 1175772 86.38 86.60 10.17 1.00 2.46 2.28 7.85 7.74 7.79 6
1<=YR<3 233626 98.44 98.59 1.93 0.60 1.39 1.39 1.91 1.90 1.91 6
3<=YR<7 327107 95.08 95.29 4.80 0.86 1.95 1.90 4.67 4.62 4.67 5
7<=YR 615039 77.17 77.43 16.17 1.23 3.31 2.95 12.80 12.60 12.68 7
7YR-11YR 212461 91.04 91.34 8.67 1.25 2.51 2.40 8.16 8.06 8.15 4
11YR- 402579 69.85 70.09 20.12 1.22 3.86 3.33 15.99 15.72 15.80 8
Government 1004427 85.95 86.18 10.69 1.02 2.48 2.26 8.19 8.08 8.13 1
1<=YR<3 190415 98.53 98.68 1.91 0.59 1.34 1.33 1.90 1.89 1.90 1
3<=YR<7 271015 95.28 95.49 4.83 0.87 1.90 1.86 4.70 4.65 4.70 0
7<=YR 542996 76.89 77.15 16.70 1.25 3.35 2.93 13.18 12.98 13.04 1
7YR-11YR 183810 91.30 91.60 8.68 1.25 2.46 2.36 8.18 8.08 8.17 0
11YR- 359186 69.51 69.76 20.80 1.25 3.94 3.30 16.54 16.27 16.32 1
Municipals 66210 89.57 89.72 7.02 0.78 2.28 2.23 6.12 6.04 6.09 20
Govt.Grntd 14569 87.09 87.37 8.85 0.92 2.43 2.23 6.92 6.82 6.89 15
Bank Dbntr 3001 96.51 96.69 3.18 0.75 1.90 1.87 3.08 3.04 3.08 32
Corporates 70178 89.70 89.94 7.07 0.99 2.49 2.33 5.58 5.50 5.55 42
Yen Dnm Frgn 3490 97.02 97.36 3.29 1.34 2.26 2.22 3.00 2.97 3.00 69
MBS 13311 79.13 79.17 8.23 0.70 1.82 3.71 6.79 6.66 7.24 119
ABS 587 90.63 90.83 5.32 0.80 2.62 2.48 4.77 4.70 4.76 66
Overall ex.MBS 1162462 86.46 86.69 10.20 1.00 2.46 2.26 7.86 7.75 7.80 5
1<=YR<3 233626 98.44 98.59 1.93 0.60 1.39 1.39 1.91 1.90 1.91 6
3<=YR<7 327063 95.08 95.29 4.80 0.86 1.95 1.90 4.67 4.62 4.67 5
7<=YR 601772 77.13 77.39 16.34 1.24 3.34 2.93 12.93 12.73 12.80 4
7YR-11YR 212383 91.04 91.34 8.67 1.25 2.51 2.40 8.16 8.07 8.15 4
11YR- 389389 69.54 69.78 20.52 1.24 3.93 3.32 16.34 16.06 16.12 4
Overall ex.ABS 1175185 86.38 86.60 10.18 1.00 2.46 2.28 7.85 7.74 7.79 6
1<=YR<3 233462 98.44 98.59 1.93 0.60 1.39 1.39 1.91 1.90 1.91 6
3<=YR<7 326818 95.08 95.29 4.80 0.86 1.95 1.90 4.67 4.62 4.67 5
7<=YR 614905 77.17 77.43 16.17 1.23 3.31 2.95 12.80 12.60 12.68 7
7YR-11YR 212372 91.05 91.34 8.67 1.25 2.51 2.40 8.16 8.06 8.15 4
11YR- 402533 69.85 70.09 20.12 1.22 3.86 3.33 15.99 15.72 15.80 8
Overall ex.MBS,ABS 1161875 86.46 86.69 10.20 1.00 2.46 2.26 7.86 7.75 7.80 5
1<=YR<3 233462 98.44 98.59 1.93 0.60 1.39 1.39 1.91 1.90 1.91 6
3<=YR<7 326774 95.08 95.29 4.80 0.86 1.95 1.90 4.67 4.62 4.67 5
7<=YR 601638 77.13 77.39 16.34 1.24 3.34 2.93 12.93 12.73 12.80 4
7YR-11YR 212295 91.04 91.34 8.67 1.25 2.51 2.40 8.16 8.07 8.15 4
11YR- 389344 69.54 69.78 20.52 1.24 3.93 3.32 16.34 16.06 16.12 4
Overall ex.JGB 171346 88.88 89.07 7.14 0.88 2.34 2.37 5.88 5.79 5.88 37
1<=YR<3 43211 98.04 98.19 2.00 0.65 1.64 1.63 1.98 1.97 1.98 29
3<=YR<7 56092 94.12 94.31 4.65 0.82 2.18 2.12 4.53 4.48 4.53 30
7<=YR 72043 79.30 79.53 12.17 1.07 3.01 3.14 10.00 9.84 10.02 49
7YR-11YR 28651 89.39 89.67 8.58 1.26 2.78 2.65 8.06 7.96 8.05 31
11YR- 43393 72.64 72.83 14.54 0.95 3.19 3.54 11.58 11.37 11.62 65
SDGs 24311 91.36 91.61 6.71 0.91 2.32 2.20 5.72 5.65 5.70 25
Overall SDGs (excl. ABS) 23971 91.37 91.62 6.73 0.92 2.31 2.20 5.73 5.66 5.71 24
SDGs/E 27758 91.69 91.93 6.44 0.91 2.29 2.18 5.51 5.44 5.49 26
Overall SDGs/E (excl. ABS) 27418 91.70 91.95 6.45 0.91 2.29 2.18 5.51 5.44 5.49 26
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