NOMURA-BPI Monthly Data

10/31/2025

--------------- RETURNS (%) FROM ----------------
INDEX -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 344.187 1.95 0.94 1.01 -2.43 -4.49
1<=YR<3 233.527 1.87 1.35 0.52 0.75 0.21
3<=YR<7 329.809 2.73 1.94 0.78 0.40 -1.37
7<=YR 485.847 1.52 0.16 1.37 -5.42 -8.19
7YR-11YR*2 185.705 2.27 1.08 1.19 -0.39 -3.42
11YR-*2 208.153 1.04 -0.44 1.48 -8.53 -11.08
Government 353.207 2.06 1.02 1.04 -2.68 -4.75
1<=YR<3 220.743 1.84 1.33 0.51 0.70 0.18
3<=YR<7 328.529 2.71 1.91 0.79 0.35 -1.40
7<=YR 494.222 1.78 0.38 1.39 -5.65 -8.39
7YR-11YR*2 184.277 2.24 1.05 1.19 -0.40 -3.41
11YR-*2 206.490 1.48 -0.04 1.53 -8.87 -11.37
Municipals 375.689 2.43 1.67 0.76 -0.50 -2.97
Govt.Grntd 347.227 2.17 1.24 0.93 -1.96 -4.24
Bank Dbntr 271.521 2.49 1.92 0.57 0.70 -0.28
Corporates 376.649 2.48 1.51 0.96 -0.61 -2.40
Yen Dnm Frgn 357.641 2.87 1.68 1.18 1.18 0.47
MBS*3 115.235 -11.84 -12.60 0.75 -5.77 -7.28
ABS*4 111.855 3.05 2.22 0.84 0.73 -1.12
Overall ex.MBS 344.174 2.11 1.10 1.01 -2.39 -4.46
1<=YR<3 233.527 1.87 1.35 0.52 0.75 0.21
3<=YR<7 329.808 2.73 1.94 0.78 0.40 -1.37
7<=YR 487.418 1.84 0.46 1.38 -5.41 -8.21
7YR-11YR*2 185.695 2.27 1.08 1.19 -0.39 -3.42
11YR-*2 209.354 1.55 0.04 1.51 -8.64 -11.22
Overall ex.ABS 344.204 1.95 0.94 1.01 -2.43 -4.49
1<=YR<3 233.491 1.87 1.35 0.52 0.75 0.21
3<=YR<7 329.798 2.73 1.94 0.78 0.40 -1.37
7<=YR 485.840 1.52 0.16 1.37 -5.42 -8.19
7YR-11YR*2 185.698 2.27 1.08 1.19 -0.39 -3.42
11YR-*2 208.149 1.04 -0.44 1.48 -8.53 -11.08
Overall ex.MBS,ABS 344.192 2.11 1.10 1.01 -2.39 -4.46
1<=YR<3 233.491 1.87 1.35 0.52 0.75 0.21
3<=YR<7 329.798 2.73 1.94 0.78 0.40 -1.37
7<=YR 487.412 1.84 0.46 1.38 -5.41 -8.21
7YR-11YR*2 185.688 2.27 1.08 1.19 -0.39 -3.42
11YR-*2 209.350 1.55 0.04 1.51 -8.64 -11.22
Overall ex.JGB* 164.316 1.37 0.51 0.86 -1.00 -3.04
1<=YR<3* 133.505 2.01 1.43 0.58 0.96 0.36
3<=YR<7* 163.720 2.82 2.08 0.74 0.63 -1.19
7<=YR* 215.514 -0.35 -1.50 1.16 -3.69 -6.69
7YR-11YR*2 191.155 2.47 1.27 1.21 -0.26 -3.44
11YR-*2 213.601 -2.38 -3.50 1.12 -6.00 -8.84
SDGs*5 95.915 2.67 1.84 0.82 -0.46 -2.56
Overall SDGs (excl. ABS)*5 95.970 2.66 1.84 0.82 -0.48 -2.58
SDGs/E*5 96.671 2.52 1.70 0.82 -0.37 -2.38
Overall SDGs/E (excl. ABS)*5 96.761 2.51 1.70 0.82 -0.39 -2.39
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 1165379 91.00 91.20 10.22 0.92 1.71 1.62 8.24 8.15 8.18 5
1<=YR<3 232119 99.18 99.31 1.94 0.52 0.93 0.93 1.92 1.92 1.92 5
3<=YR<7 319535 97.68 97.87 4.80 0.77 1.26 1.24 4.69 4.66 4.69 5
7<=YR 613724 84.42 84.67 16.17 1.15 2.33 2.15 13.17 13.01 13.05 5
7YR-11YR 212014 96.45 96.73 8.67 1.15 1.61 1.59 8.23 8.16 8.22 4
11YR- 401710 78.07 78.30 20.12 1.16 2.79 2.52 16.39 16.18 16.20 6
Government 994165 90.71 90.92 10.73 0.94 1.72 1.61 8.59 8.50 8.53 1
1<=YR<3 190358 99.27 99.39 1.92 0.51 0.88 0.88 1.91 1.90 1.91 0
3<=YR<7 262232 97.94 98.13 4.82 0.78 1.21 1.19 4.71 4.68 4.71 0
7<=YR 541575 84.20 84.45 16.68 1.18 2.36 2.14 13.55 13.39 13.41 1
7YR-11YR 184409 96.73 97.01 8.68 1.15 1.58 1.55 8.24 8.17 8.23 1
11YR- 357166 77.73 77.97 20.82 1.19 2.86 2.52 16.96 16.74 16.74 2
Municipals 66430 93.43 93.58 7.14 0.71 1.55 1.54 6.40 6.34 6.38 16
Govt.Grntd 14372 91.33 91.59 9.10 0.86 1.70 1.60 7.45 7.38 7.42 12
Bank Dbntr 3142 97.73 97.86 3.13 0.56 1.33 1.31 3.05 3.03 3.05 31
Corporates 69759 92.71 92.93 7.26 0.90 1.82 1.73 5.92 5.86 5.89 41
Yen Dnm Frgn 3454 98.19 98.51 3.11 1.17 1.74 1.72 2.91 2.88 2.91 73
MBS 13430 87.37 87.41 7.92 0.66 1.26 2.38 6.98 6.89 7.52 61
ABS 625 93.44 93.63 5.48 0.79 1.94 1.86 5.01 4.96 5.00 65
Overall ex.MBS 1151948 91.04 91.25 10.24 0.92 1.71 1.61 8.25 8.16 8.19 5
1<=YR<3 232119 99.18 99.31 1.94 0.52 0.93 0.93 1.92 1.92 1.92 5
3<=YR<7 319516 97.68 97.87 4.80 0.77 1.26 1.24 4.69 4.66 4.69 5
7<=YR 600313 84.35 84.60 16.35 1.17 2.35 2.15 13.31 13.15 13.18 4
7YR-11YR 211894 96.45 96.73 8.68 1.15 1.61 1.59 8.23 8.17 8.23 4
11YR- 388419 77.75 77.99 20.54 1.17 2.85 2.52 16.75 16.53 16.53 4
Overall ex.ABS 1164754 90.99 91.20 10.22 0.92 1.71 1.62 8.24 8.15 8.18 5
1<=YR<3 231931 99.18 99.31 1.94 0.52 0.93 0.93 1.92 1.92 1.92 5
3<=YR<7 319249 97.68 97.87 4.80 0.77 1.26 1.24 4.69 4.66 4.69 5
7<=YR 613574 84.42 84.67 16.17 1.15 2.33 2.15 13.17 13.01 13.05 5
7YR-11YR 211912 96.46 96.74 8.67 1.15 1.61 1.59 8.23 8.16 8.22 4
11YR- 401662 78.07 78.30 20.13 1.16 2.79 2.52 16.39 16.18 16.20 6
Overall ex.MBS,ABS 1151323 91.04 91.25 10.25 0.92 1.71 1.61 8.25 8.17 8.19 5
1<=YR<3 231931 99.18 99.31 1.94 0.52 0.93 0.93 1.92 1.92 1.92 5
3<=YR<7 319230 97.68 97.87 4.80 0.77 1.26 1.24 4.69 4.66 4.69 5
7<=YR 600163 84.35 84.60 16.35 1.17 2.35 2.15 13.31 13.16 13.18 4
7YR-11YR 211793 96.46 96.74 8.68 1.15 1.61 1.59 8.23 8.17 8.23 4
11YR- 388371 77.75 77.99 20.54 1.17 2.85 2.52 16.75 16.53 16.53 4
Overall ex.JGB 171213 92.66 92.84 7.25 0.80 1.65 1.69 6.19 6.13 6.21 31
1<=YR<3 41761 98.81 98.95 2.02 0.57 1.17 1.17 2.01 2.00 2.01 28
3<=YR<7 57303 96.48 96.65 4.70 0.72 1.49 1.47 4.61 4.57 4.60 29
7<=YR 72150 86.06 86.28 12.30 1.00 2.11 2.23 10.38 10.26 10.42 35
7YR-11YR 27605 94.63 94.90 8.63 1.15 1.86 1.82 8.18 8.10 8.17 28
11YR- 44545 80.75 80.94 14.58 0.91 2.30 2.52 11.98 11.83 12.05 40
SDGs 22570 94.21 94.43 6.83 0.78 1.64 1.58 5.97 5.92 5.95 26
Overall SDGs (excl. ABS) 22228 94.23 94.45 6.84 0.78 1.63 1.58 5.98 5.93 5.96 25
SDGs/E 25954 94.43 94.64 6.56 0.77 1.62 1.57 5.75 5.70 5.73 27
Overall SDGs/E (excl. ABS) 25612 94.44 94.66 6.57 0.77 1.62 1.56 5.76 5.70 5.74 27
Back to NOMURA-BPI Home Page