NOMURA-BPI Monthly Data

02/27/2026

--------------- RETURNS (%) FROM ----------------
INDEX -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 336.578 18.81 17.71 1.10 -3.95 1.01
1<=YR<3 233.134 1.64 1.07 0.57 0.29 0.53
3<=YR<7 326.373 6.78 5.93 0.86 -0.89 1.33
7<=YR 467.249 34.59 33.08 1.51 -7.54 1.01
7YR-11YR*2 180.910 14.34 13.06 1.29 -3.07 0.78
11YR-*2 198.502 48.50 46.84 1.66 -10.31 1.23
Government 345.264 20.27 19.14 1.13 -4.15 1.39
1<=YR<3 220.343 1.62 1.06 0.56 0.25 0.50
3<=YR<7 325.025 6.89 6.02 0.87 -0.95 1.34
7<=YR 475.558 36.49 34.95 1.54 -7.63 1.77
7YR-11YR*2 179.513 14.56 13.27 1.28 -3.09 0.85
11YR-*2 197.118 51.24 49.52 1.71 -10.41 2.43
Municipals 368.476 10.53 9.70 0.83 -2.42 -0.35
Govt.Grntd 340.000 14.04 13.02 1.01 -3.51 0.05
Bank Dbntr 270.340 4.16 3.47 0.69 -0.03 1.18
Corporates 371.730 11.55 10.50 1.05 -1.82 1.42
Yen Dnm Frgn 356.841 4.64 3.36 1.28 0.51 1.66
MBS*3 107.071 4.40 3.57 0.83 -11.21 -22.80
ABS*4 110.685 8.85 7.98 0.86 -0.68 1.55
Overall ex.MBS 336.753 18.97 17.86 1.10 -3.87 1.27
1<=YR<3 233.134 1.64 1.07 0.57 0.29 0.53
3<=YR<7 326.372 6.78 5.93 0.86 -0.89 1.33
7<=YR 469.127 35.27 33.75 1.52 -7.46 1.56
7YR-11YR*2 180.898 14.35 13.06 1.29 -3.07 0.78
11YR-*2 199.850 50.19 48.50 1.69 -10.27 2.17
Overall ex.ABS 336.593 18.82 17.72 1.10 -3.95 1.01
1<=YR<3 233.097 1.64 1.07 0.57 0.29 0.53
3<=YR<7 326.362 6.78 5.93 0.86 -0.89 1.33
7<=YR 467.242 34.59 33.08 1.51 -7.54 1.01
7YR-11YR*2 180.904 14.34 13.05 1.29 -3.07 0.78
11YR-*2 198.498 48.50 46.84 1.66 -10.31 1.23
Overall ex.MBS,ABS 336.768 18.97 17.87 1.10 -3.87 1.27
1<=YR<3 233.097 1.64 1.07 0.57 0.29 0.53
3<=YR<7 326.362 6.78 5.93 0.86 -0.89 1.33
7<=YR 469.120 35.27 33.75 1.52 -7.46 1.56
7YR-11YR*2 180.892 14.35 13.06 1.29 -3.07 0.78
11YR-*2 199.846 50.19 48.50 1.69 -10.27 2.17
Overall ex.JGB* 161.036 10.56 9.62 0.94 -2.82 -1.14
1<=YR<3* 133.356 1.74 1.09 0.64 0.49 0.67
3<=YR<7* 162.203 6.27 5.46 0.81 -0.61 1.27
7<=YR* 206.457 20.76 19.48 1.28 -6.88 -4.56
7YR-11YR*2 186.262 12.93 11.61 1.32 -2.97 0.33
11YR-*2 202.020 27.01 25.76 1.24 -9.59 -8.25
SDGs*5 94.505 10.87 9.95 0.92 -1.90 1.05
Overall SDGs (excl. ABS)*5 94.555 10.89 9.97 0.92 -1.92 1.04
SDGs/E*5 95.336 10.36 9.45 0.91 -1.75 1.08
Overall SDGs/E (excl. ABS)*5 95.421 10.37 9.46 0.91 -1.76 1.08
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 1179947 88.77 89.08 10.13 0.97 2.10 1.97 8.00 7.90 7.95 6
1<=YR<3 234958 98.72 98.89 1.88 0.57 1.24 1.23 1.87 1.86 1.87 6
3<=YR<7 325516 96.40 96.65 4.74 0.82 1.62 1.59 4.62 4.59 4.62 5
7<=YR 619473 80.99 81.39 16.09 1.20 2.79 2.55 12.93 12.75 12.82 7
7YR-11YR 215194 93.62 93.98 8.61 1.20 2.07 2.01 8.14 8.05 8.13 4
11YR- 404279 74.28 74.69 20.06 1.20 3.28 2.92 16.14 15.90 15.97 9
Government 1007509 88.47 88.80 10.63 0.99 2.11 1.95 8.35 8.24 8.28 1
1<=YR<3 192284 98.80 98.97 1.86 0.55 1.18 1.18 1.84 1.83 1.84 1
3<=YR<7 268442 96.64 96.90 4.76 0.83 1.57 1.54 4.64 4.60 4.64 0
7<=YR 546784 80.82 81.24 16.60 1.22 2.82 2.52 13.30 13.12 13.18 1
7YR-11YR 186431 93.88 94.26 8.62 1.19 2.03 1.97 8.14 8.06 8.13 0
11YR- 360352 74.06 74.50 20.74 1.23 3.34 2.89 16.68 16.44 16.48 1
Municipals 66622 91.38 91.57 7.08 0.76 1.96 1.93 6.26 6.19 6.23 19
Govt.Grntd 14548 89.22 89.41 8.93 0.90 2.10 1.95 7.17 7.08 7.13 14
Bank Dbntr 3057 97.05 97.21 3.15 0.68 1.67 1.65 3.06 3.03 3.06 31
Corporates 70899 91.31 91.57 7.10 0.96 2.18 2.06 5.71 5.64 5.68 41
Yen Dnm Frgn 3312 97.48 97.82 3.22 1.25 2.06 2.03 2.99 2.95 2.98 70
MBS 13404 80.86 80.89 8.12 0.69 1.68 3.42 6.78 6.66 7.45 127
ABS 595 91.86 92.06 5.42 0.79 2.33 2.22 4.91 4.85 4.90 66
Overall ex.MBS 1166542 88.86 89.18 10.15 0.97 2.10 1.96 8.01 7.91 7.95 5
1<=YR<3 234958 98.72 98.89 1.88 0.57 1.24 1.23 1.87 1.86 1.87 6
3<=YR<7 325479 96.40 96.65 4.74 0.82 1.62 1.59 4.62 4.59 4.62 5
7<=YR 606105 81.00 81.40 16.26 1.21 2.82 2.53 13.06 12.89 12.94 4
7YR-11YR 215102 93.61 93.98 8.62 1.20 2.07 2.01 8.14 8.06 8.13 4
11YR- 391002 74.06 74.49 20.47 1.21 3.34 2.90 16.48 16.24 16.28 4
Overall ex.ABS 1179352 88.77 89.08 10.13 0.97 2.10 1.97 8.00 7.90 7.95 6
1<=YR<3 234792 98.72 98.89 1.88 0.57 1.24 1.23 1.87 1.86 1.87 6
3<=YR<7 325223 96.40 96.65 4.74 0.82 1.62 1.59 4.62 4.59 4.62 5
7<=YR 619337 80.99 81.39 16.09 1.20 2.79 2.55 12.93 12.75 12.83 7
7YR-11YR 215104 93.62 93.99 8.61 1.20 2.07 2.01 8.14 8.05 8.13 4
11YR- 404233 74.28 74.69 20.07 1.20 3.28 2.92 16.14 15.90 15.97 9
Overall ex.MBS,ABS 1165948 88.86 89.18 10.15 0.97 2.10 1.96 8.01 7.92 7.95 5
1<=YR<3 234792 98.72 98.89 1.88 0.57 1.24 1.23 1.87 1.86 1.87 6
3<=YR<7 325187 96.40 96.65 4.74 0.82 1.62 1.59 4.62 4.59 4.62 5
7<=YR 605969 81.00 81.40 16.26 1.21 2.82 2.53 13.06 12.89 12.94 4
7YR-11YR 215012 93.62 93.99 8.62 1.20 2.07 2.01 8.14 8.06 8.13 4
11YR- 390957 74.06 74.49 20.47 1.21 3.34 2.90 16.48 16.24 16.28 4
Overall ex.JGB 172437 90.57 90.78 7.17 0.86 2.04 2.09 6.01 5.94 6.03 37
1<=YR<3 42675 98.34 98.51 2.00 0.64 1.49 1.48 1.99 1.97 1.99 28
3<=YR<7 57073 95.28 95.49 4.65 0.78 1.86 1.82 4.54 4.50 4.54 29
7<=YR 72689 82.31 82.54 12.19 1.05 2.59 2.76 10.16 10.02 10.22 49
7YR-11YR 28763 91.91 92.20 8.60 1.22 2.34 2.26 8.11 8.02 8.10 30
11YR- 43926 76.02 76.22 14.55 0.94 2.79 3.16 11.79 11.60 11.90 65
SDGs 23592 92.77 93.01 6.74 0.85 2.00 1.92 5.83 5.77 5.81 25
Overall SDGs (excl. ABS) 23252 92.79 93.02 6.76 0.85 2.00 1.92 5.84 5.78 5.82 24
SDGs/E 27040 93.04 93.29 6.47 0.85 1.98 1.91 5.61 5.55 5.59 26
Overall SDGs/E (excl. ABS) 26700 93.06 93.31 6.49 0.85 1.98 1.90 5.62 5.56 5.60 25
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