NOMURA-BPI/Extended Daily Data

09/12/2025

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 344.139 -16.15 0.01 -1.00 1.00 -3.34 -5.47
1<=YR<3 234.123 -6.21 1.59 1.07 0.51 0.86 0.18
3<=YR<7 330.605 -31.00 2.11 1.33 0.78 0.79 -1.45
7<=YR 485.347 -11.64 -1.97 -3.32 1.35 -7.51 -10.05
7YR-11YR*2 186.427 -52.03 3.41 2.23 1.18 0.11 -3.69
11YR-*2 207.327 14.74 -5.47 -6.94 1.47 -12.22 -13.91
Government 352.778 -15.09 -0.07 -1.10 1.03 -3.74 -5.82
1<=YR<3 220.640 -6.46 1.52 1.02 0.50 0.81 0.15
3<=YR<7 328.969 -31.93 2.05 1.26 0.79 0.75 -1.48
7<=YR 492.760 -9.20 -1.93 -3.31 1.38 -7.96 -10.39
7YR-11YR*2 184.798 -52.82 3.35 2.17 1.17 0.10 -3.67
11YR-*2 205.119 18.88 -5.30 -6.82 1.52 -12.89 -14.41
Municipals 375.907 -30.54 0.67 -0.07 0.74 -0.53 -3.46
Govt.Grntd 346.946 -20.82 -0.07 -0.99 0.92 -2.72 -5.16
Bank Dbntr 271.410 -13.70 2.05 1.50 0.55 0.82 -0.40
Corporates 373.622 -14.11 1.69 0.74 0.95 -0.91 -2.93
Yen Dnm Frgn 393.354 -11.73 1.83 0.63 1.20 1.10 0.23
MBS*3 117.291 -28.02 -8.10 -8.80 0.70 -3.67 -6.29
ABS*4 111.878 -25.06 2.30 1.48 0.83 0.88 -1.37
Overall ex.MBS 344.054 -16.01 0.10 -0.90 1.00 -3.33 -5.46
1<=YR<3 234.123 -6.21 1.59 1.07 0.51 0.86 0.18
3<=YR<7 330.605 -31.00 2.11 1.33 0.78 0.79 -1.45
7<=YR 486.685 -11.24 -1.82 -3.19 1.37 -7.60 -10.14
7YR-11YR*2 186.418 -52.05 3.41 2.23 1.18 0.11 -3.69
11YR-*2 208.332 16.45 -5.36 -6.86 1.50 -12.55 -14.20
Overall ex.ABS 344.156 -16.15 0.00 -1.00 1.00 -3.34 -5.47
1<=YR<3 234.082 -6.21 1.59 1.07 0.51 0.86 0.18
3<=YR<7 330.599 -31.00 2.11 1.33 0.78 0.79 -1.45
7<=YR 485.340 -11.63 -1.97 -3.33 1.35 -7.51 -10.05
7YR-11YR*2 186.421 -52.03 3.41 2.23 1.18 0.11 -3.69
11YR-*2 207.323 14.75 -5.47 -6.94 1.47 -12.22 -13.91
Overall ex.MBS,ABS 344.071 -16.01 0.10 -0.91 1.00 -3.33 -5.46
1<=YR<3 234.082 -6.21 1.59 1.07 0.51 0.86 0.18
3<=YR<7 330.599 -31.00 2.11 1.33 0.78 0.79 -1.45
7<=YR 486.678 -11.23 -1.82 -3.19 1.37 -7.60 -10.14
7YR-11YR*2 186.412 -52.06 3.41 2.23 1.18 0.11 -3.69
11YR-*2 208.328 16.46 -5.36 -6.86 1.50 -12.55 -14.20
Overall ex.JGB* 164.901 -22.04 0.42 -0.42 0.85 -1.03 -3.45
1<=YR<3* 134.346 -5.10 1.88 1.31 0.57 1.08 0.33
3<=YR<7* 164.317 -26.74 2.39 1.66 0.73 0.99 -1.31
7<=YR* 217.101 -29.14 -2.30 -3.43 1.14 -4.17 -7.59
7YR-11YR*2 192.338 -46.67 3.84 2.65 1.19 0.19 -3.76
11YR-*2 216.016 -16.45 -6.71 -7.81 1.10 -7.11 -10.12
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.
FaceVL Price Prc+Ac Life Cpn S.Yld C.Yld Dur M-Dur E-Dur Tspd
(BILL.YEN) (YEN) (YEN) (YR) (%) (%) (%) (YR) (bp)
Overall 1158869 91.00 91.33 10.32 0.91 1.67 1.58 8.30 8.21 8.24 5
1<=YR<3 232643 99.20 99.37 2.05 0.51 0.90 0.89 2.03 2.02 2.03 5
3<=YR<7 317313 97.89 98.14 4.92 0.76 1.20 1.19 4.81 4.78 4.81 6
7<=YR 608913 84.28 84.71 16.30 1.15 2.31 2.13 13.21 13.06 13.09 5
7YR-11YR 209382 96.84 97.23 8.79 1.14 1.55 1.52 8.32 8.26 8.32 5
11YR- 399532 77.70 78.15 20.23 1.15 2.81 2.52 16.40 16.19 16.20 5
Government 985916 90.67 91.02 10.85 0.94 1.69 1.57 8.67 8.58 8.60 1
1<=YR<3 190191 99.28 99.45 2.04 0.50 0.84 0.84 2.02 2.02 2.02 0
3<=YR<7 259346 98.15 98.43 4.95 0.77 1.15 1.14 4.84 4.81 4.84 0
7<=YR 536380 83.99 84.44 16.83 1.17 2.34 2.12 13.60 13.44 13.46 2
7YR-11YR 181659 97.12 97.52 8.80 1.14 1.51 1.49 8.34 8.27 8.33 1
11YR- 354721 77.27 77.74 20.94 1.18 2.88 2.53 16.98 16.76 16.75 2
Municipals 66478 93.59 93.78 7.21 0.70 1.50 1.49 6.46 6.40 6.43 15
Govt.Grntd 14568 91.48 91.67 9.10 0.84 1.65 1.55 7.45 7.37 7.41 12
Bank Dbntr 3149 97.76 97.91 3.20 0.54 1.28 1.27 3.13 3.11 3.13 31
Corporates 70498 92.82 93.05 7.30 0.89 1.77 1.68 5.96 5.90 5.93 42
Yen Dnm Frgn 4156 98.14 98.44 3.41 1.19 1.74 1.72 3.18 3.14 3.17 75
MBS 13463 89.06 89.07 7.92 0.66 1.16 2.12 7.08 7.01 7.53 37
ABS 640 93.65 93.86 5.51 0.78 1.88 1.81 5.04 4.99 5.03 65
Overall ex.MBS 1145406 91.03 91.36 10.35 0.92 1.68 1.57 8.31 8.23 8.25 5
1<=YR<3 232643 99.20 99.37 2.05 0.51 0.90 0.89 2.03 2.02 2.03 5
3<=YR<7 317293 97.89 98.14 4.92 0.76 1.20 1.19 4.81 4.78 4.81 6
7<=YR 595469 84.18 84.61 16.49 1.16 2.34 2.13 13.36 13.20 13.22 4
7YR-11YR 209259 96.84 97.23 8.79 1.14 1.55 1.53 8.33 8.26 8.32 5
11YR- 386211 77.32 77.77 20.66 1.17 2.87 2.53 16.76 16.55 16.54 4
Overall ex.ABS 1158229 91.00 91.33 10.32 0.91 1.67 1.58 8.30 8.21 8.24 5
1<=YR<3 232442 99.20 99.37 2.05 0.51 0.90 0.89 2.03 2.02 2.03 5
3<=YR<7 317024 97.89 98.15 4.92 0.76 1.20 1.19 4.81 4.78 4.81 5
7<=YR 608763 84.28 84.71 16.30 1.15 2.31 2.13 13.21 13.06 13.09 5
7YR-11YR 209284 96.84 97.23 8.79 1.14 1.55 1.52 8.32 8.26 8.32 5
11YR- 399479 77.70 78.15 20.23 1.15 2.81 2.52 16.40 16.19 16.20 5
Overall ex.MBS,ABS 1144766 91.03 91.36 10.35 0.92 1.68 1.57 8.31 8.23 8.25 5
1<=YR<3 232442 99.20 99.37 2.05 0.51 0.90 0.89 2.03 2.02 2.03 5
3<=YR<7 317004 97.89 98.15 4.92 0.76 1.20 1.19 4.81 4.78 4.81 5
7<=YR 595319 84.18 84.61 16.49 1.16 2.34 2.13 13.36 13.20 13.22 4
7YR-11YR 209162 96.84 97.23 8.79 1.14 1.55 1.52 8.33 8.26 8.32 5
11YR- 386158 77.32 77.77 20.66 1.17 2.87 2.53 16.77 16.55 16.54 4
Overall ex.JGB 172953 92.93 93.13 7.29 0.79 1.60 1.62 6.23 6.17 6.24 29
1<=YR<3 42453 98.86 99.00 2.08 0.56 1.13 1.13 2.06 2.05 2.06 28
3<=YR<7 57967 96.70 96.87 4.76 0.71 1.43 1.41 4.66 4.63 4.66 29
7<=YR 72533 86.46 86.69 12.36 0.99 2.06 2.14 10.42 10.30 10.44 30
7YR-11YR 27723 95.01 95.30 8.69 1.13 1.79 1.76 8.23 8.16 8.23 28
11YR- 44811 81.16 81.36 14.63 0.91 2.26 2.43 12.01 11.85 12.04 32
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