NOMURA-BPI Monthly Data

06/30/2025

--------------- RETURNS (%) FROM ----------------
INDEX -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 348.511 6.22 5.26 0.96 -0.75 -5.10
1<=YR<3 233.517 1.54 1.06 0.48 1.74 0.34
3<=YR<7 331.758 2.94 2.19 0.75 3.31 -1.12
7<=YR 496.601 10.25 8.95 1.30 -4.14 -9.58
7YR-11YR*2 187.975 6.84 5.71 1.13 3.98 -3.34
11YR-*2 214.096 12.41 11.00 1.41 -9.18 -13.37
Government 357.855 6.56 5.57 0.99 -1.11 -5.42
1<=YR<3 220.769 1.49 1.02 0.47 1.70 0.32
3<=YR<7 330.567 2.92 2.16 0.76 3.31 -1.12
7<=YR 505.316 10.69 9.36 1.33 -4.58 -9.87
7YR-11YR*2 186.574 6.89 5.75 1.14 4.04 -3.29
11YR-*2 212.444 13.07 11.61 1.45 -9.89 -13.83
Municipals 378.746 4.58 3.87 0.71 2.07 -3.39
Govt.Grntd 351.059 4.74 3.86 0.89 -0.23 -4.97
Bank Dbntr 271.796 2.43 1.96 0.47 2.06 -0.27
Corporates 378.961 4.52 3.64 0.88 1.02 -2.82
Yen Dnm Frgn 357.777 1.96 0.83 1.13 2.92 0.86
MBS*3 119.176 2.66 1.97 0.70 -0.32 -5.76
ABS*4 112.275 4.30 3.49 0.81 3.23 -1.12
Overall ex.MBS 348.413 6.26 5.30 0.96 -0.76 -5.10
1<=YR<3 233.517 1.54 1.06 0.48 1.74 0.34
3<=YR<7 331.758 2.94 2.19 0.75 3.31 -1.12
7<=YR 498.070 10.44 9.12 1.32 -4.23 -9.67
7YR-11YR*2 187.966 6.85 5.71 1.13 3.99 -3.35
11YR-*2 215.282 12.80 11.36 1.43 -9.53 -13.66
Overall ex.ABS 348.530 6.22 5.26 0.96 -0.75 -5.11
1<=YR<3 233.481 1.54 1.06 0.48 1.74 0.34
3<=YR<7 331.749 2.94 2.19 0.75 3.31 -1.12
7<=YR 496.596 10.25 8.95 1.30 -4.14 -9.58
7YR-11YR*2 187.968 6.84 5.71 1.13 3.98 -3.34
11YR-*2 214.092 12.41 11.00 1.41 -9.19 -13.37
Overall ex.MBS,ABS 348.433 6.27 5.30 0.96 -0.76 -5.10
1<=YR<3 233.481 1.54 1.06 0.48 1.74 0.34
3<=YR<7 331.749 2.94 2.19 0.75 3.31 -1.12
7<=YR 498.064 10.44 9.12 1.32 -4.23 -9.67
7YR-11YR*2 187.960 6.85 5.71 1.13 3.98 -3.35
11YR-*2 215.279 12.80 11.36 1.43 -9.53 -13.66
Overall ex.JGB* 165.823 4.32 3.52 0.80 1.29 -3.31
1<=YR<3* 133.396 1.74 1.23 0.51 1.92 0.44
3<=YR<7* 164.468 3.02 2.34 0.68 3.32 -1.09
7<=YR* 219.785 7.10 6.02 1.09 -0.89 -7.46
7YR-11YR*2 193.178 6.54 5.41 1.13 3.62 -3.71
11YR-*2 219.242 7.49 6.43 1.06 -3.88 -9.91
SDGs*5 96.584 4.45 3.72 0.73 1.71 -2.93
Overall SDGs (excl. ABS)*5 96.643 4.45 3.71 0.73 1.68 -2.95
SDGs/E*5 97.317 4.29 3.56 0.72 1.79 -2.67
Overall SDGs/E (excl. ABS)*5 97.409 4.28 3.56 0.72 1.77 -2.69
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 1151975 92.41 92.57 10.28 0.88 1.47 1.40 8.42 8.34 8.36 5
1<=YR<3 232169 99.44 99.53 2.00 0.47 0.75 0.75 1.98 1.98 1.98 5
3<=YR<7 314535 98.60 98.72 4.87 0.73 1.02 1.02 4.78 4.75 4.78 5
7<=YR 605271 86.50 86.71 16.27 1.11 2.06 1.92 13.40 13.26 13.29 5
7YR-11YR 206675 98.00 98.18 8.74 1.10 1.36 1.35 8.32 8.26 8.32 4
11YR- 398596 80.54 80.76 20.17 1.12 2.50 2.28 16.61 16.41 16.43 5
Government 981032 92.18 92.34 10.80 0.90 1.48 1.39 8.79 8.71 8.73 1
1<=YR<3 191383 99.52 99.60 1.99 0.47 0.70 0.70 1.98 1.98 1.98 0
3<=YR<7 256620 98.91 99.02 4.91 0.75 0.97 0.97 4.81 4.79 4.81 0
7<=YR 533029 86.30 86.51 16.80 1.14 2.09 1.92 13.80 13.66 13.67 1
7YR-11YR 179749 98.30 98.47 8.76 1.11 1.32 1.31 8.34 8.28 8.33 1
11YR- 353280 80.20 80.43 20.89 1.15 2.56 2.29 17.21 17.00 17.00 2
Municipals 66061 94.40 94.56 7.22 0.67 1.33 1.33 6.53 6.47 6.50 16
Govt.Grntd 14185 92.53 92.76 9.32 0.82 1.49 1.41 7.76 7.68 7.72 12
Bank Dbntr 3212 98.01 98.10 3.13 0.46 1.13 1.12 3.07 3.05 3.07 31
Corporates 69541 93.53 93.73 7.28 0.82 1.59 1.52 6.00 5.94 5.97 41
Yen Dnm Frgn 3699 98.70 98.96 3.20 1.11 1.53 1.52 3.02 3.00 3.02 72
MBS 13601 90.75 90.78 7.74 0.65 1.06 1.88 7.00 6.93 7.40 32
ABS 644 94.22 94.40 5.63 0.76 1.72 1.66 5.17 5.12 5.16 65
Overall ex.MBS 1138374 92.43 92.59 10.31 0.88 1.48 1.40 8.43 8.36 8.37 5
1<=YR<3 232169 99.44 99.53 2.00 0.47 0.75 0.75 1.98 1.98 1.98 5
3<=YR<7 314514 98.60 98.72 4.87 0.73 1.02 1.02 4.78 4.75 4.78 5
7<=YR 591691 86.40 86.62 16.47 1.13 2.08 1.92 13.56 13.41 13.44 4
7YR-11YR 206544 98.00 98.18 8.75 1.10 1.36 1.35 8.32 8.27 8.32 4
11YR- 385147 80.19 80.42 20.61 1.14 2.56 2.30 16.99 16.78 16.78 4
Overall ex.ABS 1151331 92.41 92.57 10.28 0.88 1.47 1.40 8.42 8.34 8.36 5
1<=YR<3 231995 99.44 99.53 2.00 0.47 0.75 0.75 1.98 1.98 1.98 5
3<=YR<7 314217 98.60 98.73 4.87 0.73 1.02 1.02 4.78 4.75 4.78 5
7<=YR 605119 86.50 86.71 16.27 1.11 2.06 1.92 13.41 13.26 13.29 5
7YR-11YR 206580 98.00 98.18 8.74 1.10 1.36 1.35 8.32 8.26 8.32 4
11YR- 398538 80.54 80.77 20.17 1.12 2.50 2.28 16.61 16.41 16.43 5
Overall ex.MBS,ABS 1137730 92.43 92.59 10.31 0.88 1.48 1.40 8.44 8.36 8.38 5
1<=YR<3 231995 99.44 99.53 2.00 0.47 0.75 0.75 1.98 1.98 1.98 5
3<=YR<7 314196 98.60 98.73 4.87 0.73 1.02 1.02 4.78 4.75 4.78 5
7<=YR 591539 86.40 86.62 16.47 1.13 2.08 1.92 13.56 13.42 13.44 4
7YR-11YR 206449 98.00 98.18 8.75 1.10 1.36 1.35 8.32 8.27 8.32 4
11YR- 385090 80.19 80.42 20.61 1.14 2.56 2.30 16.99 16.78 16.79 4
Overall ex.JGB 170943 93.76 93.93 7.29 0.75 1.43 1.46 6.30 6.24 6.30 29
1<=YR<3 40786 99.06 99.18 2.00 0.50 0.99 0.99 1.99 1.98 1.99 29
3<=YR<7 57915 97.23 97.39 4.70 0.66 1.26 1.24 4.61 4.58 4.61 29
7<=YR 72242 87.98 88.20 12.36 0.95 1.87 1.95 10.53 10.41 10.54 29
7YR-11YR 26926 95.99 96.27 8.63 1.08 1.60 1.58 8.21 8.14 8.20 28
11YR- 45316 83.23 83.40 14.57 0.88 2.05 2.20 12.11 11.97 12.14 30
SDGs 21188 94.78 94.92 6.97 0.69 1.42 1.37 6.15 6.09 6.12 26
Overall SDGs (excl. ABS) 20846 94.80 94.94 6.98 0.69 1.42 1.37 6.15 6.10 6.13 25
SDGs/E 24502 95.01 95.15 6.68 0.68 1.40 1.36 5.90 5.85 5.88 27
Overall SDGs/E (excl. ABS) 24160 95.03 95.17 6.68 0.68 1.40 1.35 5.91 5.86 5.89 26
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