NOMURA-BPI Monthly Data

08/29/2025

--------------- RETURNS (%) FROM ----------------
INDEX -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 343.894 -3.90 -4.88 0.98 -3.65 -5.79
1<=YR<3 233.265 -0.38 -0.87 0.49 0.79 0.10
3<=YR<7 329.953 -2.35 -3.11 0.76 0.67 -1.66
7<=YR 485.116 -6.37 -7.69 1.33 -8.03 -10.53
7YR-11YR*2 185.977 -4.06 -5.20 1.15 -0.19 -4.09
11YR-*2 207.441 -7.88 -9.32 1.44 -12.88 -14.43
Government 352.788 -4.15 -5.15 1.00 -4.08 -6.15
1<=YR<3 220.511 -0.45 -0.93 0.48 0.74 0.07
3<=YR<7 328.711 -2.47 -3.24 0.77 0.63 -1.68
7<=YR 493.125 -6.60 -7.95 1.35 -8.53 -10.88
7YR-11YR*2 184.561 -4.20 -5.34 1.14 -0.20 -4.08
11YR-*2 205.537 -8.15 -9.64 1.49 -13.62 -14.97
Municipals 375.810 -2.07 -2.81 0.74 -0.64 -3.70
Govt.Grntd 346.956 -3.87 -4.78 0.91 -2.96 -5.46
Bank Dbntr 271.197 -1.04 -1.55 0.51 0.71 -0.54
Corporates 376.170 -2.13 -3.05 0.92 -1.17 -3.22
Yen Dnm Frgn 356.993 -0.65 -1.79 1.14 1.23 0.32
MBS*3 117.657 -5.99 -6.69 0.70 -3.27 -6.20
ABS*4 111.722 -1.50 -2.32 0.83 0.74 -1.58
Overall ex.MBS 343.796 -3.87 -4.86 0.98 -3.65 -5.78
1<=YR<3 233.265 -0.38 -0.87 0.49 0.79 0.10
3<=YR<7 329.952 -2.35 -3.11 0.76 0.67 -1.66
7<=YR 486.428 -6.38 -7.72 1.34 -8.14 -10.63
7YR-11YR*2 185.967 -4.06 -5.21 1.15 -0.19 -4.09
11YR-*2 208.438 -7.95 -9.43 1.47 -13.24 -14.74
Overall ex.ABS 343.911 -3.90 -4.88 0.98 -3.65 -5.79
1<=YR<3 233.229 -0.38 -0.87 0.49 0.79 0.10
3<=YR<7 329.943 -2.35 -3.11 0.76 0.67 -1.66
7<=YR 485.109 -6.37 -7.69 1.33 -8.03 -10.53
7YR-11YR*2 185.970 -4.06 -5.20 1.14 -0.19 -4.09
11YR-*2 207.437 -7.88 -9.33 1.44 -12.88 -14.43
Overall ex.MBS,ABS 343.814 -3.88 -4.86 0.98 -3.66 -5.78
1<=YR<3 233.229 -0.38 -0.87 0.49 0.79 0.10
3<=YR<7 329.942 -2.35 -3.11 0.76 0.67 -1.66
7<=YR 486.421 -6.38 -7.72 1.34 -8.14 -10.63
7YR-11YR*2 185.961 -4.06 -5.21 1.15 -0.19 -4.09
11YR-*2 208.434 -7.95 -9.43 1.47 -13.25 -14.74
Overall ex.JGB* 164.486 -2.48 -3.31 0.83 -1.17 -3.69
1<=YR<3* 133.311 -0.06 -0.59 0.53 1.00 0.23
3<=YR<7* 163.702 -1.79 -2.50 0.72 0.87 -1.52
7<=YR* 216.312 -4.69 -5.82 1.13 -4.35 -7.91
7YR-11YR*2 191.335 -3.09 -4.27 1.18 -0.14 -4.20
11YR-*2 214.817 -5.83 -6.92 1.09 -7.17 -10.35
SDGs*5 95.853 -2.49 -3.27 0.78 -0.81 -3.33
Overall SDGs (excl. ABS)*5 95.908 -2.50 -3.28 0.78 -0.83 -3.35
SDGs/E*5 96.618 -2.39 -3.16 0.77 -0.67 -3.08
Overall SDGs/E (excl. ABS)*5 96.707 -2.40 -3.17 0.77 -0.68 -3.10
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 1171388 91.14 91.43 10.18 0.90 1.65 1.56 8.18 8.10 8.12 5
1<=YR<3 232932 99.24 99.39 1.88 0.48 0.88 0.88 1.86 1.86 1.86 5
3<=YR<7 320595 97.97 98.20 4.73 0.74 1.18 1.17 4.63 4.60 4.63 5
7<=YR 617861 84.54 84.92 16.14 1.13 2.28 2.10 13.10 12.95 12.98 5
7YR-11YR 214109 96.81 97.15 8.63 1.11 1.54 1.51 8.20 8.14 8.19 4
11YR- 403751 78.03 78.43 20.12 1.14 2.77 2.48 16.32 16.11 16.13 5
Government 998934 90.83 91.14 10.69 0.92 1.67 1.55 8.54 8.45 8.46 1
1<=YR<3 191162 99.33 99.47 1.86 0.48 0.83 0.83 1.85 1.84 1.85 0
3<=YR<7 262457 98.26 98.50 4.75 0.76 1.13 1.12 4.64 4.62 4.64 0
7<=YR 545315 84.27 84.67 16.64 1.15 2.31 2.09 13.47 13.31 13.33 1
7YR-11YR 186422 97.09 97.45 8.63 1.12 1.50 1.48 8.20 8.14 8.19 1
11YR- 358892 77.61 78.04 20.81 1.17 2.84 2.50 16.89 16.67 16.66 2
Municipals 66631 93.61 93.79 7.16 0.69 1.49 1.48 6.42 6.37 6.40 15
Govt.Grntd 14464 91.46 91.63 9.12 0.83 1.65 1.55 7.48 7.40 7.44 12
Bank Dbntr 3157 97.70 97.82 3.10 0.50 1.28 1.26 3.04 3.02 3.04 31
Corporates 70473 92.80 93.01 7.20 0.85 1.76 1.67 5.87 5.80 5.83 41
Yen Dnm Frgn 3602 98.27 98.56 3.11 1.12 1.67 1.66 2.92 2.89 2.92 71
MBS 13486 89.39 89.43 7.87 0.65 1.14 2.07 7.06 6.98 7.47 33
ABS 641 93.61 93.80 5.52 0.77 1.88 1.81 5.05 5.00 5.04 65
Overall ex.MBS 1157902 91.16 91.45 10.21 0.90 1.66 1.56 8.20 8.11 8.13 5
1<=YR<3 232932 99.24 99.39 1.88 0.48 0.88 0.88 1.86 1.86 1.86 5
3<=YR<7 320575 97.97 98.20 4.73 0.74 1.18 1.17 4.63 4.60 4.63 5
7<=YR 604395 84.43 84.82 16.32 1.14 2.30 2.10 13.24 13.09 13.11 4
7YR-11YR 213983 96.81 97.15 8.63 1.12 1.54 1.51 8.20 8.14 8.20 4
11YR- 390412 77.64 78.06 20.53 1.16 2.83 2.50 16.68 16.47 16.46 4
Overall ex.ABS 1170747 91.14 91.43 10.18 0.90 1.65 1.56 8.18 8.10 8.12 5
1<=YR<3 232737 99.24 99.39 1.88 0.48 0.88 0.88 1.86 1.86 1.86 5
3<=YR<7 320299 97.97 98.20 4.73 0.74 1.18 1.17 4.63 4.60 4.63 5
7<=YR 617711 84.54 84.92 16.14 1.13 2.28 2.10 13.10 12.95 12.98 5
7YR-11YR 214015 96.81 97.15 8.63 1.11 1.54 1.51 8.20 8.14 8.19 4
11YR- 403696 78.03 78.43 20.12 1.14 2.77 2.48 16.32 16.11 16.13 5
Overall ex.MBS,ABS 1157261 91.16 91.45 10.21 0.90 1.66 1.56 8.20 8.11 8.13 5
1<=YR<3 232737 99.24 99.39 1.88 0.48 0.88 0.88 1.86 1.86 1.86 5
3<=YR<7 320279 97.97 98.20 4.73 0.74 1.18 1.17 4.63 4.60 4.63 5
7<=YR 604245 84.43 84.82 16.32 1.14 2.30 2.10 13.24 13.09 13.11 4
7YR-11YR 213889 96.81 97.15 8.63 1.12 1.54 1.51 8.20 8.14 8.20 4
11YR- 390356 77.65 78.06 20.53 1.16 2.83 2.50 16.68 16.47 16.46 4
Overall ex.JGB 172454 92.94 93.12 7.23 0.77 1.59 1.61 6.18 6.12 6.19 29
1<=YR<3 41770 98.86 98.99 1.96 0.52 1.12 1.12 1.95 1.94 1.95 28
3<=YR<7 58138 96.67 96.84 4.67 0.69 1.42 1.40 4.57 4.54 4.57 29
7<=YR 72546 86.54 86.76 12.32 0.98 2.04 2.12 10.40 10.29 10.41 29
7YR-11YR 27687 94.88 95.14 8.63 1.11 1.79 1.75 8.19 8.12 8.19 28
11YR- 44859 81.39 81.58 14.60 0.90 2.23 2.39 12.00 11.84 12.02 30
SDGs 22191 94.18 94.35 6.86 0.73 1.58 1.52 5.99 5.94 5.97 26
Overall SDGs (excl. ABS) 21841 94.20 94.37 6.87 0.73 1.58 1.52 6.00 5.95 5.98 25
SDGs/E 25470 94.40 94.56 6.59 0.72 1.57 1.51 5.77 5.72 5.75 27
Overall SDGs/E (excl. ABS) 25120 94.42 94.58 6.60 0.72 1.56 1.51 5.78 5.73 5.76 26
Back to NOMURA-BPI Home Page