NOMURA-BPI Monthly Data

04/30/2025

--------------- RETURNS (%) FROM ----------------
INDEX -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 351.194 7.07 6.15 0.92 7.07 -5.41
1<=YR<3 233.383 4.57 4.12 0.45 4.57 0.34
3<=YR<7 332.735 13.67 12.94 0.72 13.67 -0.79
7<=YR 503.569 4.34 3.09 1.24 4.34 -10.38
7YR-11YR*2 189.392 21.35 20.24 1.11 21.35 -2.79
11YR-*2 217.997 -6.20 -7.53 1.33 -6.20 -14.98
Government 360.765 6.50 5.55 0.95 6.50 -5.77
1<=YR<3 220.658 4.54 4.10 0.44 4.54 0.33
3<=YR<7 331.569 13.77 13.03 0.74 13.77 -0.78
7<=YR 512.579 3.39 2.12 1.27 3.39 -10.72
7YR-11YR*2 187.978 21.49 20.38 1.11 21.49 -2.72
11YR-*2 216.430 -7.73 -9.10 1.37 -7.73 -15.53
Municipals 380.803 12.91 12.22 0.69 12.91 -3.49
Govt.Grntd 353.640 8.24 7.39 0.85 8.24 -5.32
Bank Dbntr 271.880 6.62 6.21 0.41 6.62 -0.32
Corporates 380.561 8.26 7.41 0.86 8.26 -2.98
Yen Dnm Frgn 357.890 9.25 8.13 1.12 9.25 1.39
MBS*3 120.401 11.51 10.82 0.69 11.51 -5.66
ABS*4 112.561 12.91 12.09 0.82 12.91 -0.93
Overall ex.MBS 351.086 7.02 6.09 0.93 7.02 -5.41
1<=YR<3 233.383 4.57 4.12 0.45 4.57 0.34
3<=YR<7 332.735 13.67 12.94 0.72 13.67 -0.79
7<=YR 505.102 4.16 2.91 1.26 4.16 -10.49
7YR-11YR*2 189.385 21.36 20.26 1.11 21.36 -2.79
11YR-*2 219.271 -6.89 -8.25 1.36 -6.89 -15.34
Overall ex.ABS 351.214 7.07 6.15 0.92 7.07 -5.42
1<=YR<3 233.347 4.57 4.12 0.45 4.57 0.34
3<=YR<7 332.726 13.67 12.94 0.72 13.67 -0.80
7<=YR 503.564 4.33 3.09 1.24 4.33 -10.38
7YR-11YR*2 189.386 21.35 20.24 1.11 21.35 -2.79
11YR-*2 217.993 -6.20 -7.53 1.33 -6.20 -14.98
Overall ex.MBS,ABS 351.106 7.02 6.09 0.93 7.02 -5.41
1<=YR<3 233.347 4.57 4.12 0.45 4.57 0.34
3<=YR<7 332.726 13.67 12.94 0.72 13.67 -0.80
7<=YR 505.097 4.16 2.90 1.26 4.16 -10.50
7YR-11YR*2 189.378 21.36 20.26 1.11 21.36 -2.79
11YR-*2 219.268 -6.89 -8.25 1.36 -6.89 -15.34
Overall ex.JGB* 166.691 10.31 9.54 0.78 10.31 -3.43
1<=YR<3* 133.277 4.73 4.25 0.48 4.73 0.39
3<=YR<7* 164.888 13.21 12.54 0.66 13.21 -0.88
7<=YR* 222.313 11.26 10.20 1.06 11.26 -7.88
7YR-11YR*2 194.653 20.37 19.27 1.10 20.37 -3.31
11YR-*2 222.339 5.26 4.23 1.03 5.26 -10.85
SDGs*5 97.033 10.87 10.17 0.70 10.87 -3.02
Overall SDGs (excl. ABS)*5 97.094 10.81 10.11 0.70 10.81 -3.05
SDGs/E*5 97.736 10.70 10.01 0.69 10.70 -2.74
Overall SDGs/E (excl. ABS)*5 97.830 10.65 9.96 0.69 10.65 -2.76
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 1156032 93.33 93.52 10.22 0.86 1.35 1.29 8.45 8.37 8.40 5
1<=YR<3 231276 99.51 99.62 1.94 0.44 0.70 0.70 1.93 1.92 1.93 5
3<=YR<7 315439 99.07 99.24 4.80 0.71 0.91 0.90 4.70 4.68 4.70 5
7<=YR 609317 88.02 88.25 16.18 1.09 1.89 1.78 13.42 13.29 13.32 4
7YR-11YR 209962 99.05 99.31 8.68 1.08 1.20 1.20 8.27 8.22 8.26 4
11YR- 399356 82.22 82.43 20.13 1.10 2.33 2.14 16.69 16.50 16.52 5
Government 983525 93.14 93.34 10.74 0.88 1.36 1.28 8.82 8.75 8.76 1
1<=YR<3 190401 99.59 99.70 1.93 0.44 0.65 0.64 1.92 1.91 1.92 0
3<=YR<7 256614 99.40 99.57 4.82 0.73 0.85 0.85 4.72 4.70 4.72 0
7<=YR 536510 87.86 88.09 16.70 1.12 1.91 1.77 13.81 13.68 13.69 1
7YR-11YR 183139 99.36 99.62 8.69 1.08 1.17 1.17 8.28 8.23 8.28 0
11YR- 353371 81.90 82.12 20.85 1.13 2.38 2.15 17.29 17.10 17.10 2
Municipals 66286 95.05 95.19 7.24 0.65 1.22 1.22 6.58 6.53 6.55 16
Govt.Grntd 14389 93.44 93.68 9.27 0.79 1.36 1.29 7.77 7.70 7.74 11
Bank Dbntr 3274 98.10 98.19 3.12 0.40 1.05 1.04 3.06 3.04 3.06 31
Corporates 70392 94.14 94.33 7.28 0.80 1.48 1.42 6.05 5.99 6.01 41
Yen Dnm Frgn 3796 98.93 99.22 3.30 1.10 1.46 1.45 3.13 3.11 3.13 70
MBS 13713 91.87 91.90 7.64 0.64 1.00 1.73 6.96 6.90 7.37 29
ABS 657 94.71 94.89 5.68 0.77 1.62 1.57 5.23 5.18 5.22 65
Overall ex.MBS 1142319 93.35 93.54 10.26 0.86 1.36 1.29 8.47 8.39 8.41 5
1<=YR<3 231276 99.51 99.62 1.94 0.44 0.70 0.70 1.93 1.92 1.93 5
3<=YR<7 315439 99.07 99.24 4.80 0.71 0.91 0.90 4.70 4.68 4.70 5
7<=YR 595605 87.93 88.16 16.38 1.10 1.91 1.78 13.58 13.44 13.46 4
7YR-11YR 209803 99.05 99.31 8.68 1.08 1.21 1.20 8.27 8.22 8.27 4
11YR- 385801 81.88 82.10 20.56 1.12 2.38 2.16 17.07 16.88 16.88 4
Overall ex.ABS 1155375 93.33 93.52 10.23 0.86 1.35 1.29 8.45 8.38 8.40 5
1<=YR<3 231097 99.51 99.62 1.94 0.44 0.70 0.70 1.93 1.92 1.93 5
3<=YR<7 315115 99.08 99.25 4.80 0.71 0.91 0.90 4.70 4.68 4.70 5
7<=YR 609162 88.02 88.25 16.18 1.09 1.89 1.78 13.42 13.29 13.32 4
7YR-11YR 209869 99.05 99.32 8.68 1.08 1.20 1.20 8.27 8.22 8.26 4
11YR- 399293 82.22 82.43 20.13 1.10 2.33 2.14 16.69 16.50 16.52 5
Overall ex.MBS,ABS 1141662 93.35 93.54 10.26 0.86 1.36 1.29 8.47 8.39 8.41 4
1<=YR<3 231097 99.51 99.62 1.94 0.44 0.70 0.70 1.93 1.92 1.93 5
3<=YR<7 315115 99.08 99.25 4.80 0.71 0.91 0.90 4.70 4.68 4.70 5
7<=YR 595450 87.93 88.16 16.38 1.11 1.91 1.78 13.58 13.44 13.46 4
7YR-11YR 209711 99.05 99.32 8.68 1.08 1.20 1.20 8.27 8.22 8.27 4
11YR- 385739 81.88 82.10 20.56 1.12 2.38 2.16 17.07 16.88 16.88 4
Overall ex.JGB 172507 94.43 94.59 7.29 0.73 1.33 1.35 6.34 6.28 6.34 28
1<=YR<3 40875 99.14 99.25 1.97 0.48 0.94 0.94 1.96 1.95 1.96 29
3<=YR<7 58825 97.66 97.80 4.70 0.64 1.14 1.13 4.61 4.59 4.61 29
7<=YR 72807 89.19 89.39 12.36 0.94 1.73 1.80 10.58 10.48 10.60 28
7YR-11YR 26823 96.96 97.20 8.59 1.05 1.45 1.43 8.18 8.13 8.18 27
11YR- 45985 84.66 84.84 14.56 0.87 1.92 2.05 12.19 12.05 12.21 28
SDGs 21143 95.33 95.51 6.98 0.66 1.31 1.27 6.19 6.14 6.17 25
Overall SDGs (excl. ABS) 20804 95.35 95.53 6.99 0.66 1.30 1.26 6.19 6.14 6.17 24
SDGs/E 24595 95.55 95.72 6.67 0.65 1.29 1.25 5.93 5.88 5.91 26
Overall SDGs/E (excl. ABS) 24256 95.57 95.74 6.67 0.65 1.28 1.25 5.93 5.88 5.91 25
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