NOMURA-BPI Monthly Data

09/30/2025

--------------- RETURNS (%) FROM ----------------
INDEX -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 343.617 -0.92 -1.89 0.98 -3.17 -5.21
1<=YR<3 233.156 -0.53 -1.04 0.50 0.56 0.02
3<=YR<7 329.046 -3.13 -3.89 0.76 0.00 -1.82
7<=YR 485.219 0.24 -1.07 1.32 -6.58 -9.27
7YR-11YR*2 185.348 -3.86 -5.01 1.15 -0.83 -4.05
11YR-*2 207.969 2.91 1.48 1.42 -10.14 -12.44
Government 352.591 -0.64 -1.64 1.00 -3.48 -5.51
1<=YR<3 220.397 -0.59 -1.08 0.49 0.51 -0.01
3<=YR<7 327.775 -3.25 -4.02 0.77 -0.05 -1.86
7<=YR 493.477 0.81 -0.53 1.34 -6.90 -9.52
7YR-11YR*2 183.927 -3.92 -5.06 1.15 -0.85 -4.04
11YR-*2 206.230 3.84 2.37 1.47 -10.61 -12.81
Municipals 374.915 -2.72 -3.45 0.73 -1.00 -3.58
Govt.Grntd 346.587 -1.21 -2.13 0.92 -2.65 -4.96
Bank Dbntr 270.948 -1.05 -1.59 0.54 0.40 -0.60
Corporates 375.859 -0.94 -1.89 0.95 -1.13 -2.95
Yen Dnm Frgn 356.773 -0.70 -1.85 1.15 0.89 0.20
MBS*3 116.406 -12.13 -12.85 0.72 -4.79 -6.84
ABS*4 111.566 -1.59 -2.42 0.82 0.34 -1.58
Overall ex.MBS 343.558 -0.79 -1.77 0.98 -3.15 -5.19
1<=YR<3 233.156 -0.53 -1.04 0.50 0.56 0.02
3<=YR<7 329.046 -3.13 -3.89 0.76 0.00 -1.82
7<=YR 486.659 0.54 -0.79 1.33 -6.63 -9.33
7YR-11YR*2 185.338 -3.86 -5.01 1.15 -0.83 -4.05
11YR-*2 209.079 3.51 2.06 1.45 -10.35 -12.65
Overall ex.ABS 343.634 -0.92 -1.89 0.98 -3.17 -5.22
1<=YR<3 233.120 -0.53 -1.04 0.50 0.55 0.02
3<=YR<7 329.036 -3.13 -3.89 0.76 0.00 -1.82
7<=YR 485.213 0.24 -1.07 1.32 -6.58 -9.27
7YR-11YR*2 185.341 -3.86 -5.01 1.15 -0.83 -4.05
11YR-*2 207.966 2.91 1.48 1.42 -10.14 -12.44
Overall ex.MBS,ABS 343.576 -0.79 -1.77 0.98 -3.15 -5.20
1<=YR<3 233.120 -0.53 -1.04 0.50 0.55 0.02
3<=YR<7 329.036 -3.13 -3.89 0.76 0.00 -1.82
7<=YR 486.652 0.54 -0.79 1.33 -6.63 -9.33
7YR-11YR*2 185.332 -3.86 -5.01 1.15 -0.83 -4.05
11YR-*2 209.076 3.51 2.06 1.45 -10.35 -12.65
Overall ex.JGB* 164.126 -2.50 -3.34 0.84 -1.40 -3.54
1<=YR<3* 133.277 -0.29 -0.85 0.56 0.78 0.17
3<=YR<7* 163.329 -2.60 -3.32 0.72 0.26 -1.65
7<=YR* 215.578 -3.87 -5.00 1.13 -4.25 -7.41
7YR-11YR*2 190.754 -3.46 -4.64 1.18 -0.72 -4.10
11YR-*2 214.033 -4.16 -5.25 1.09 -6.62 -9.59
SDGs*5 95.698 -1.85 -2.65 0.80 -0.99 -3.15
Overall SDGs (excl. ABS)*5 95.753 -1.84 -2.65 0.80 -1.01 -3.17
SDGs/E*5 96.465 -1.80 -2.60 0.80 -0.86 -2.93
Overall SDGs/E (excl. ABS)*5 96.555 -1.80 -2.60 0.80 -0.88 -2.94
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 1157892 90.88 91.02 10.28 0.91 1.73 1.63 8.30 8.22 8.25 5
1<=YR<3 232105 99.08 99.17 2.00 0.51 0.97 0.97 1.98 1.97 1.98 5
3<=YR<7 316996 97.50 97.63 4.87 0.76 1.29 1.27 4.77 4.73 4.76 5
7<=YR 608791 84.31 84.46 16.25 1.15 2.33 2.15 13.26 13.10 13.15 5
7YR-11YR 209331 96.33 96.52 8.74 1.14 1.62 1.59 8.30 8.23 8.29 4
11YR- 399460 78.01 78.14 20.19 1.15 2.79 2.51 16.47 16.26 16.29 5
Government 985916 90.57 90.70 10.80 0.94 1.74 1.62 8.68 8.58 8.61 1
1<=YR<3 190191 99.15 99.24 1.99 0.50 0.92 0.92 1.98 1.97 1.98 0
3<=YR<7 259346 97.76 97.89 4.90 0.77 1.24 1.22 4.80 4.77 4.80 0
7<=YR 536380 84.06 84.21 16.78 1.17 2.36 2.14 13.65 13.49 13.52 1
7YR-11YR 181659 96.61 96.79 8.75 1.14 1.58 1.56 8.31 8.25 8.31 1
11YR- 354721 77.63 77.76 20.89 1.18 2.85 2.52 17.06 16.84 16.85 2
Municipals 66454 93.30 93.42 7.16 0.70 1.57 1.56 6.42 6.37 6.40 16
Govt.Grntd 14568 91.34 91.56 9.05 0.84 1.71 1.61 7.42 7.34 7.38 12
Bank Dbntr 3149 97.57 97.69 3.15 0.54 1.36 1.34 3.08 3.06 3.08 31
Corporates 70089 92.62 92.82 7.28 0.89 1.83 1.74 5.95 5.89 5.92 41
Yen Dnm Frgn 3612 98.10 98.40 3.10 1.14 1.76 1.75 2.91 2.88 2.91 73
MBS 13463 88.35 88.39 7.92 0.66 1.20 2.23 7.04 6.96 7.50 44
ABS 640 93.40 93.59 5.46 0.78 1.95 1.88 4.99 4.94 4.99 64
Overall ex.MBS 1144429 90.91 91.05 10.31 0.92 1.73 1.63 8.32 8.23 8.26 5
1<=YR<3 232105 99.08 99.17 2.00 0.51 0.97 0.97 1.98 1.97 1.98 5
3<=YR<7 316977 97.50 97.63 4.87 0.76 1.29 1.27 4.77 4.73 4.77 5
7<=YR 595347 84.22 84.37 16.44 1.16 2.36 2.15 13.41 13.25 13.28 4
7YR-11YR 209208 96.33 96.52 8.74 1.14 1.62 1.59 8.30 8.23 8.29 4
11YR- 386139 77.66 77.79 20.61 1.17 2.85 2.52 16.84 16.62 16.63 4
Overall ex.ABS 1157252 90.88 91.02 10.28 0.91 1.73 1.63 8.30 8.22 8.25 5
1<=YR<3 231903 99.08 99.17 2.00 0.51 0.97 0.97 1.98 1.97 1.98 5
3<=YR<7 316708 97.51 97.64 4.87 0.76 1.29 1.27 4.77 4.73 4.76 5
7<=YR 608641 84.31 84.46 16.25 1.15 2.33 2.15 13.26 13.10 13.15 5
7YR-11YR 209234 96.33 96.52 8.74 1.14 1.62 1.59 8.30 8.23 8.29 4
11YR- 399407 78.01 78.14 20.19 1.15 2.79 2.51 16.47 16.26 16.29 5
Overall ex.MBS,ABS 1143789 90.91 91.05 10.31 0.92 1.73 1.63 8.32 8.23 8.26 5
1<=YR<3 231903 99.08 99.17 2.00 0.51 0.97 0.97 1.98 1.97 1.98 5
3<=YR<7 316688 97.51 97.64 4.87 0.76 1.29 1.27 4.77 4.73 4.76 5
7<=YR 595197 84.22 84.37 16.44 1.16 2.36 2.15 13.41 13.25 13.28 4
7YR-11YR 209111 96.33 96.52 8.74 1.14 1.62 1.59 8.30 8.23 8.29 4
11YR- 386087 77.66 77.79 20.61 1.17 2.85 2.52 16.84 16.62 16.63 4
Overall ex.JGB 171976 92.65 92.81 7.26 0.79 1.66 1.69 6.21 6.15 6.22 29
1<=YR<3 41914 98.74 98.86 2.03 0.56 1.20 1.19 2.02 2.01 2.02 27
3<=YR<7 57651 96.35 96.50 4.71 0.71 1.51 1.49 4.62 4.58 4.62 29
7<=YR 72411 86.18 86.36 12.32 0.99 2.10 2.20 10.41 10.29 10.43 32
7YR-11YR 27672 94.52 94.75 8.64 1.13 1.86 1.82 8.19 8.12 8.19 28
11YR- 44739 81.02 81.17 14.60 0.91 2.27 2.47 12.02 11.86 12.06 34
SDGs 22242 93.99 94.16 6.89 0.76 1.66 1.60 6.03 5.98 6.01 26
Overall SDGs (excl. ABS) 21893 94.00 94.18 6.91 0.76 1.66 1.60 6.04 5.99 6.02 25
SDGs/E 25627 94.23 94.40 6.62 0.76 1.64 1.59 5.81 5.76 5.79 26
Overall SDGs/E (excl. ABS) 25277 94.25 94.41 6.63 0.76 1.64 1.58 5.82 5.76 5.80 26
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