NOMURA-BPI Monthly Data

05/30/2025

--------------- RETURNS (%) FROM ----------------
INDEX -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 346.678 -15.64 -16.57 0.93 -4.33 -7.39
1<=YR<3 233.213 -0.89 -1.34 0.46 1.84 0.10
3<=YR<7 330.932 -6.59 -7.32 0.73 3.50 -1.94
7<=YR 492.315 -27.19 -28.44 1.25 -11.48 -13.54
7YR-11YR*2 186.888 -16.09 -17.17 1.09 2.49 -5.40
11YR-*2 211.863 -34.23 -35.58 1.35 -20.13 -18.47
Government 355.872 -16.50 -17.46 0.95 -5.05 -7.84
1<=YR<3 220.490 -0.93 -1.37 0.45 1.80 0.08
3<=YR<7 329.749 -6.68 -7.42 0.74 3.51 -1.94
7<=YR 500.771 -28.03 -29.30 1.27 -12.36 -13.96
7YR-11YR*2 185.488 -16.11 -17.20 1.09 2.55 -5.35
11YR-*2 210.112 -35.52 -36.91 1.39 -21.51 -19.14
Municipals 377.279 -11.26 -11.95 0.70 0.77 -5.01
Govt.Grntd 349.650 -13.73 -14.61 0.88 -2.79 -6.94
Bank Dbntr 271.236 -2.88 -3.31 0.43 1.86 -0.83
Corporates 377.512 -9.75 -10.61 0.86 -0.78 -4.31
Yen Dnm Frgn 357.183 -2.41 -3.53 1.12 3.41 0.64
MBS*3 118.907 -15.09 -15.80 0.71 -1.86 -7.48
ABS*4 111.866 -7.50 -8.32 0.81 2.66 -2.23
Overall ex.MBS 346.570 -15.65 -16.58 0.93 -4.36 -7.39
1<=YR<3 233.213 -0.89 -1.34 0.46 1.84 0.10
3<=YR<7 330.932 -6.59 -7.32 0.73 3.50 -1.94
7<=YR 493.694 -27.48 -28.74 1.26 -11.70 -13.68
7YR-11YR*2 186.879 -16.10 -17.18 1.09 2.49 -5.41
11YR-*2 212.968 -34.98 -36.35 1.37 -20.83 -18.88
Overall ex.ABS 346.697 -15.65 -16.58 0.93 -4.33 -7.39
1<=YR<3 233.177 -0.89 -1.34 0.46 1.84 0.10
3<=YR<7 330.923 -6.59 -7.32 0.73 3.50 -1.94
7<=YR 492.309 -27.19 -28.44 1.25 -11.48 -13.54
7YR-11YR*2 186.882 -16.09 -17.17 1.09 2.49 -5.40
11YR-*2 211.859 -34.24 -35.58 1.35 -20.13 -18.47
Overall ex.MBS,ABS 346.589 -15.65 -16.59 0.93 -4.36 -7.39
1<=YR<3 233.177 -0.89 -1.34 0.46 1.84 0.10
3<=YR<7 330.923 -6.59 -7.32 0.73 3.50 -1.94
7<=YR 493.689 -27.48 -28.74 1.26 -11.71 -13.68
7YR-11YR*2 186.873 -16.10 -17.18 1.09 2.49 -5.41
11YR-*2 212.964 -34.98 -36.35 1.37 -20.84 -18.89
Overall ex.JGB* 165.217 -10.76 -11.54 0.78 -0.27 -4.86
1<=YR<3* 133.199 -0.71 -1.21 0.50 2.01 0.17
3<=YR<7* 164.047 -6.21 -6.88 0.67 3.47 -1.94
7<=YR* 218.467 -21.05 -22.11 1.06 -4.99 -10.39
7YR-11YR*2 192.111 -15.89 -16.99 1.10 2.11 -5.78
11YR-*2 217.856 -24.53 -25.58 1.04 -9.69 -13.39
SDGs*5 96.220 -10.19 -10.90 0.71 0.29 -4.43
Overall SDGs (excl. ABS)*5 96.279 -10.21 -10.92 0.71 0.25 -4.45
SDGs/E*5 96.964 -9.62 -10.32 0.70 0.50 -4.09
Overall SDGs/E (excl. ABS)*5 97.056 -9.63 -10.33 0.70 0.47 -4.11
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 1165241 92.09 92.34 10.18 0.87 1.50 1.43 8.30 8.22 8.25 5
1<=YR<3 231409 99.41 99.54 1.88 0.45 0.77 0.76 1.87 1.86 1.87 6
3<=YR<7 319092 98.52 98.73 4.73 0.72 1.04 1.03 4.64 4.61 4.64 6
7<=YR 614739 86.01 86.32 16.14 1.10 2.10 1.95 13.27 13.13 13.16 4
7YR-11YR 212215 97.63 97.96 8.63 1.08 1.39 1.38 8.21 8.16 8.21 4
11YR- 402525 79.88 80.18 20.10 1.11 2.56 2.32 16.52 16.33 16.35 5
Government 992749 91.84 92.11 10.69 0.89 1.51 1.42 8.66 8.58 8.60 1
1<=YR<3 190458 99.49 99.63 1.86 0.45 0.71 0.71 1.85 1.84 1.85 1
3<=YR<7 260301 98.84 99.06 4.74 0.73 0.98 0.98 4.65 4.62 4.65 0
7<=YR 541989 85.80 86.12 16.65 1.12 2.13 1.95 13.64 13.50 13.52 1
7YR-11YR 185179 97.92 98.27 8.64 1.08 1.36 1.34 8.22 8.16 8.21 1
11YR- 356810 79.51 79.82 20.81 1.14 2.62 2.33 17.11 16.91 16.91 2
Municipals 66320 94.13 94.29 7.21 0.66 1.37 1.36 6.51 6.45 6.48 16
Govt.Grntd 14305 92.29 92.46 9.32 0.81 1.52 1.43 7.74 7.66 7.70 11
Bank Dbntr 3250 97.84 97.94 3.11 0.42 1.15 1.14 3.05 3.03 3.04 32
Corporates 70472 93.33 93.53 7.23 0.81 1.62 1.54 5.94 5.88 5.91 42
Yen Dnm Frgn 3826 98.66 98.92 3.21 1.10 1.53 1.52 3.03 3.01 3.03 69
MBS 13668 90.64 90.68 7.76 0.65 1.07 1.90 7.02 6.95 7.41 29
ABS 651 94.01 94.21 5.64 0.76 1.75 1.69 5.17 5.12 5.16 65
Overall ex.MBS 1151572 92.11 92.36 10.21 0.87 1.51 1.42 8.31 8.24 8.26 5
1<=YR<3 231409 99.41 99.54 1.88 0.45 0.77 0.76 1.87 1.86 1.87 6
3<=YR<7 319070 98.52 98.73 4.73 0.72 1.04 1.03 4.64 4.61 4.64 6
7<=YR 601093 85.90 86.22 16.33 1.11 2.13 1.95 13.42 13.27 13.30 4
7YR-11YR 212081 97.63 97.96 8.64 1.08 1.39 1.38 8.22 8.16 8.21 4
11YR- 389012 79.51 79.82 20.53 1.13 2.62 2.34 16.90 16.69 16.70 4
Overall ex.ABS 1164590 92.09 92.34 10.19 0.87 1.50 1.43 8.30 8.22 8.25 5
1<=YR<3 231231 99.41 99.54 1.88 0.45 0.77 0.76 1.87 1.86 1.87 6
3<=YR<7 318774 98.52 98.73 4.73 0.72 1.04 1.03 4.64 4.61 4.64 5
7<=YR 614584 86.01 86.32 16.14 1.10 2.10 1.95 13.27 13.13 13.16 4
7YR-11YR 212117 97.63 97.96 8.63 1.08 1.39 1.38 8.21 8.16 8.21 4
11YR- 402467 79.89 80.18 20.10 1.11 2.56 2.32 16.52 16.33 16.35 5
Overall ex.MBS,ABS 1150921 92.11 92.36 10.22 0.87 1.51 1.42 8.32 8.24 8.26 5
1<=YR<3 231231 99.41 99.54 1.88 0.45 0.77 0.76 1.87 1.86 1.87 6
3<=YR<7 318752 98.52 98.73 4.73 0.72 1.04 1.03 4.64 4.61 4.64 5
7<=YR 600938 85.90 86.22 16.33 1.11 2.13 1.95 13.42 13.27 13.30 4
7YR-11YR 211983 97.63 97.96 8.64 1.08 1.39 1.38 8.22 8.16 8.21 4
11YR- 388955 79.51 79.82 20.53 1.13 2.62 2.34 16.90 16.69 16.70 4
Overall ex.JGB 172492 93.54 93.72 7.27 0.74 1.46 1.48 6.26 6.20 6.27 29
1<=YR<3 40952 99.03 99.15 1.95 0.49 1.01 1.01 1.94 1.93 1.94 30
3<=YR<7 58790 97.11 97.27 4.67 0.65 1.28 1.26 4.58 4.55 4.58 29
7<=YR 72750 87.58 87.78 12.36 0.94 1.90 1.98 10.51 10.40 10.53 28
7YR-11YR 27035 95.58 95.83 8.60 1.06 1.64 1.61 8.18 8.12 8.18 28
11YR- 45715 82.85 83.01 14.58 0.88 2.08 2.23 12.11 11.96 12.13 28
SDGs 21280 94.51 94.67 6.94 0.67 1.45 1.40 6.11 6.06 6.09 25
Overall SDGs (excl. ABS) 20942 94.53 94.68 6.95 0.67 1.44 1.39 6.11 6.06 6.09 25
SDGs/E 24675 94.76 94.92 6.65 0.67 1.43 1.38 5.87 5.82 5.85 26
Overall SDGs/E (excl. ABS) 24336 94.78 94.94 6.65 0.66 1.42 1.37 5.87 5.82 5.85 26
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