NOMURA-BPI/Extended Daily Data

10/17/2025

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 344.038 49.54 1.10 0.09 1.01 -2.80 -4.84
1<=YR<3 234.214 8.14 3.13 2.60 0.52 0.78 0.21
3<=YR<7 330.489 36.65 6.90 6.11 0.78 0.59 -1.32
7<=YR 485.073 75.82 -3.29 -4.65 1.37 -6.29 -8.91
7YR-11YR*2 186.338 94.46 9.07 7.88 1.19 0.00 -3.30
11YR-*2 207.192 63.57 -11.33 -12.82 1.48 -10.20 -12.31
Government 352.717 50.61 0.77 -0.27 1.04 -3.12 -5.14
1<=YR<3 220.713 7.86 3.07 2.56 0.51 0.73 0.17
3<=YR<7 328.830 36.67 6.91 6.12 0.79 0.54 -1.36
7<=YR 492.639 76.27 -3.64 -5.04 1.39 -6.61 -9.17
7YR-11YR*2 184.703 94.39 9.05 7.86 1.19 -0.01 -3.30
11YR-*2 205.097 64.53 -11.79 -13.32 1.53 -10.66 -12.69
Municipals 375.856 56.47 5.39 4.63 0.76 -0.46 -3.06
Govt.Grntd 346.970 51.61 2.37 1.43 0.94 -2.23 -4.54
Bank Dbntr 271.545 20.28 4.72 4.15 0.57 0.77 -0.29
Corporates 373.743 40.95 3.81 2.84 0.97 -0.69 -2.54
Yen Dnm Frgn 393.938 24.38 6.27 5.03 1.24 1.18 0.39
MBS*3 115.593 -7.23 -14.99 -15.75 0.76 -5.63 -7.27
ABS*4 111.948 42.74 6.24 5.40 0.84 0.84 -1.13
Overall ex.MBS 344.009 50.18 1.28 0.27 1.01 -2.77 -4.82
1<=YR<3 234.214 8.14 3.13 2.60 0.52 0.78 0.21
3<=YR<7 330.489 36.65 6.90 6.11 0.78 0.59 -1.32
7<=YR 486.573 77.76 -3.01 -4.39 1.38 -6.31 -8.95
7YR-11YR*2 186.328 94.52 9.07 7.88 1.19 0.00 -3.30
11YR-*2 208.313 66.34 -11.18 -12.69 1.51 -10.37 -12.50
Overall ex.ABS 344.054 49.54 1.10 0.08 1.01 -2.81 -4.85
1<=YR<3 234.172 8.14 3.13 2.60 0.52 0.78 0.21
3<=YR<7 330.483 36.65 6.90 6.11 0.78 0.59 -1.32
7<=YR 485.066 75.81 -3.29 -4.66 1.37 -6.30 -8.91
7YR-11YR*2 186.331 94.46 9.07 7.88 1.19 0.00 -3.30
11YR-*2 207.188 63.56 -11.34 -12.82 1.48 -10.20 -12.31
Overall ex.MBS,ABS 344.025 50.18 1.28 0.27 1.02 -2.77 -4.82
1<=YR<3 234.172 8.14 3.13 2.60 0.52 0.78 0.21
3<=YR<7 330.483 36.65 6.90 6.11 0.78 0.59 -1.32
7<=YR 486.566 77.76 -3.02 -4.40 1.38 -6.31 -8.95
7YR-11YR*2 186.322 94.51 9.07 7.88 1.19 0.00 -3.30
11YR-*2 208.309 66.33 -11.19 -12.69 1.51 -10.37 -12.50
Overall ex.JGB* 164.745 43.49 2.99 2.12 0.87 -1.02 -3.15
1<=YR<3* 134.430 9.41 3.37 2.78 0.58 1.01 0.37
3<=YR<7* 164.314 36.58 6.83 6.09 0.75 0.82 -1.15
7<=YR* 216.486 72.52 -0.69 -1.85 1.16 -3.95 -7.01
7YR-11YR*2 192.291 94.98 9.19 7.98 1.21 0.11 -3.34
11YR-*2 214.999 56.18 -7.82 -8.95 1.13 -6.70 -9.45
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 1166341 90.93 91.11 10.25 0.92 1.70 1.61 8.24 8.16 8.18 5
1<=YR<3 232654 99.19 99.30 1.98 0.52 0.92 0.92 1.96 1.95 1.96 5
3<=YR<7 319848 97.79 97.96 4.84 0.77 1.23 1.22 4.73 4.70 4.73 5
7<=YR 613839 84.23 84.43 16.21 1.15 2.33 2.15 13.16 13.01 13.04 5
7YR-11YR 212068 96.72 96.96 8.71 1.15 1.57 1.55 8.27 8.20 8.26 4
11YR- 401771 77.63 77.82 20.16 1.16 2.83 2.54 16.38 16.17 16.19 6
Government 994165 90.62 90.79 10.77 0.94 1.71 1.60 8.60 8.51 8.53 1
1<=YR<3 190358 99.27 99.38 1.96 0.51 0.87 0.87 1.94 1.94 1.94 0
3<=YR<7 262232 98.06 98.22 4.86 0.78 1.18 1.17 4.75 4.72 4.75 0
7<=YR 541575 83.97 84.18 16.72 1.18 2.36 2.14 13.54 13.38 13.40 1
7YR-11YR 184409 96.99 97.23 8.72 1.15 1.54 1.52 8.28 8.21 8.27 1
11YR- 357166 77.25 77.44 20.85 1.19 2.90 2.55 16.96 16.74 16.73 2
Municipals 66445 93.50 93.64 7.18 0.71 1.53 1.52 6.43 6.38 6.41 16
Govt.Grntd 14372 91.29 91.55 9.14 0.86 1.70 1.59 7.48 7.40 7.44 12
Bank Dbntr 3142 97.76 97.90 3.16 0.56 1.31 1.30 3.09 3.07 3.09 31
Corporates 70163 92.74 92.96 7.27 0.90 1.80 1.72 5.92 5.86 5.89 42
Yen Dnm Frgn 3998 98.13 98.46 3.41 1.22 1.76 1.74 3.17 3.13 3.16 74
MBS 13430 87.67 87.68 7.93 0.66 1.24 2.34 7.01 6.92 7.53 56
ABS 625 93.50 93.71 5.52 0.79 1.92 1.84 5.04 4.99 5.04 65
Overall ex.MBS 1152911 90.97 91.15 10.28 0.92 1.71 1.60 8.26 8.17 8.19 5
1<=YR<3 232654 99.19 99.30 1.98 0.52 0.92 0.92 1.96 1.95 1.96 5
3<=YR<7 319829 97.79 97.96 4.84 0.77 1.23 1.22 4.73 4.70 4.73 5
7<=YR 600428 84.15 84.36 16.39 1.17 2.36 2.14 13.31 13.15 13.17 4
7YR-11YR 211948 96.72 96.96 8.72 1.15 1.57 1.55 8.27 8.21 8.27 4
11YR- 388480 77.29 77.48 20.58 1.17 2.89 2.55 16.74 16.52 16.52 4
Overall ex.ABS 1165716 90.93 91.11 10.25 0.92 1.70 1.61 8.24 8.16 8.18 5
1<=YR<3 232466 99.19 99.30 1.98 0.52 0.92 0.92 1.96 1.95 1.96 5
3<=YR<7 319562 97.80 97.96 4.84 0.77 1.23 1.22 4.73 4.70 4.73 5
7<=YR 613689 84.23 84.43 16.21 1.15 2.33 2.15 13.16 13.01 13.04 5
7YR-11YR 211966 96.72 96.96 8.71 1.15 1.57 1.55 8.27 8.20 8.26 4
11YR- 401723 77.63 77.82 20.16 1.16 2.83 2.54 16.38 16.17 16.19 6
Overall ex.MBS,ABS 1152286 90.97 91.15 10.28 0.92 1.71 1.60 8.26 8.17 8.19 5
1<=YR<3 232466 99.19 99.30 1.98 0.52 0.92 0.92 1.96 1.95 1.96 5
3<=YR<7 319543 97.80 97.96 4.84 0.77 1.23 1.22 4.73 4.70 4.73 5
7<=YR 600278 84.15 84.36 16.39 1.17 2.36 2.14 13.31 13.15 13.17 4
7YR-11YR 211846 96.72 96.96 8.72 1.15 1.57 1.55 8.27 8.21 8.27 4
11YR- 388432 77.29 77.48 20.58 1.17 2.89 2.55 16.74 16.53 16.52 4
Overall ex.JGB 172176 92.74 92.92 7.27 0.80 1.64 1.67 6.20 6.14 6.22 31
1<=YR<3 42296 98.81 98.95 2.06 0.58 1.17 1.17 2.05 2.03 2.05 29
3<=YR<7 57616 96.59 96.76 4.74 0.72 1.47 1.44 4.64 4.61 4.64 29
7<=YR 72264 86.11 86.32 12.33 1.00 2.10 2.21 10.39 10.27 10.42 34
7YR-11YR 27659 94.89 95.15 8.67 1.15 1.82 1.79 8.21 8.14 8.21 28
11YR- 44606 80.67 80.84 14.61 0.91 2.30 2.51 11.98 11.82 12.04 38
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