NOMURA-BPI/Extended Daily Data

06/17/2025

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 347.493 -58.27 3.33 2.38 0.96 -2.56 -6.25
1<=YR<3 234.028 -4.31 0.88 0.40 0.48 1.62 0.18
3<=YR<7 331.328 -38.91 0.06 -0.69 0.74 2.71 -1.73
7<=YR 494.470 -93.54 6.37 5.07 1.29 -7.38 -11.45
7YR-11YR*2 187.465 -70.72 3.99 2.87 1.13 2.84 -4.41
11YR-*2 213.015 -107.96 7.87 6.47 1.40 -13.73 -15.73
Government 356.500 -60.40 3.58 2.60 0.98 -3.06 -6.63
1<=YR<3 220.579 -4.50 0.82 0.35 0.47 1.58 0.16
3<=YR<7 329.752 -39.40 0.02 -0.74 0.76 2.70 -1.74
7<=YR 502.426 -95.11 6.70 5.38 1.32 -7.99 -11.80
7YR-11YR*2 185.853 -70.34 3.99 2.86 1.13 2.88 -4.36
11YR-*2 210.982 -110.58 8.40 6.95 1.45 -14.68 -16.28
Municipals 377.718 -47.71 2.36 1.65 0.71 1.14 -4.23
Govt.Grntd 349.776 -93.07 0.73 -0.15 0.89 -1.98 -6.13
Bank Dbntr 271.358 -15.68 0.91 0.45 0.46 1.64 -0.64
Corporates 375.099 -40.53 2.14 1.26 0.88 -0.09 -3.61
Yen Dnm Frgn 393.786 19.42 1.86 0.69 1.17 2.84 0.58
MBS*3 118.933 -50.03 0.44 -0.25 0.69 -1.33 -6.63
ABS*4 112.030 -36.72 1.93 1.12 0.81 2.50 -1.79
Overall ex.MBS 347.390 -58.36 3.37 2.41 0.96 -2.58 -6.25
1<=YR<3 234.028 -4.31 0.88 0.40 0.48 1.62 0.18
3<=YR<7 331.328 -38.91 0.06 -0.69 0.74 2.71 -1.73
7<=YR 495.889 -94.59 6.51 5.20 1.31 -7.53 -11.57
7YR-11YR*2 187.457 -70.75 4.00 2.87 1.13 2.84 -4.42
11YR-*2 214.157 -110.24 8.17 6.74 1.43 -14.20 -16.07
Overall ex.ABS 347.512 -58.28 3.33 2.38 0.96 -2.57 -6.26
1<=YR<3 233.987 -4.31 0.88 0.40 0.48 1.62 0.18
3<=YR<7 331.323 -38.91 0.06 -0.69 0.74 2.71 -1.73
7<=YR 494.465 -93.55 6.37 5.08 1.29 -7.39 -11.45
7YR-11YR*2 187.459 -70.71 3.99 2.87 1.13 2.84 -4.41
11YR-*2 213.012 -107.96 7.87 6.47 1.40 -13.73 -15.73
Overall ex.MBS,ABS 347.409 -58.38 3.37 2.41 0.96 -2.58 -6.25
1<=YR<3 233.987 -4.31 0.88 0.40 0.48 1.62 0.18
3<=YR<7 331.323 -38.91 0.06 -0.69 0.74 2.71 -1.73
7<=YR 495.883 -94.60 6.51 5.20 1.31 -7.53 -11.57
7YR-11YR*2 187.450 -70.75 4.00 2.87 1.13 2.84 -4.42
11YR-*2 214.154 -110.24 8.17 6.74 1.43 -14.21 -16.07
Overall ex.JGB* 165.763 -46.31 1.95 1.15 0.80 0.25 -4.12
1<=YR<3* 134.210 -3.41 1.14 0.63 0.51 1.81 0.28
3<=YR<7* 164.533 -36.72 0.25 -0.43 0.68 2.72 -1.70
7<=YR* 219.890 -82.22 3.97 2.89 1.08 -2.93 -8.87
7YR-11YR*2 193.218 -73.31 4.02 2.89 1.13 2.55 -4.74
11YR-*2 220.068 -88.33 3.94 2.89 1.05 -6.55 -11.57
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 1152700 92.11 92.40 10.31 0.88 1.52 1.44 8.42 8.34 8.37 5
1<=YR<3 232527 99.37 99.52 2.03 0.47 0.78 0.78 2.02 2.01 2.02 6
3<=YR<7 314801 98.38 98.63 4.91 0.73 1.07 1.06 4.80 4.78 4.80 6
7<=YR 605372 86.06 86.42 16.31 1.12 2.11 1.96 13.40 13.25 13.29 4
7YR-11YR 206715 97.66 98.05 8.78 1.10 1.40 1.39 8.33 8.28 8.33 4
11YR- 398657 80.05 80.40 20.21 1.12 2.55 2.32 16.60 16.40 16.43 5
Government 981032 91.86 92.17 10.84 0.90 1.52 1.43 8.80 8.71 8.73 1
1<=YR<3 191383 99.45 99.61 2.03 0.47 0.73 0.73 2.02 2.01 2.02 1
3<=YR<7 256620 98.69 98.95 4.95 0.75 1.02 1.01 4.84 4.81 4.84 0
7<=YR 533029 85.84 86.23 16.84 1.14 2.13 1.96 13.79 13.65 13.67 1
7YR-11YR 179749 97.95 98.36 8.80 1.11 1.37 1.35 8.35 8.29 8.34 1
11YR- 353280 79.68 80.05 20.93 1.15 2.61 2.33 17.20 16.99 17.00 2
Municipals 66078 94.17 94.35 7.26 0.67 1.37 1.37 6.55 6.50 6.53 16
Govt.Grntd 14185 92.22 92.43 9.36 0.82 1.54 1.45 7.77 7.70 7.74 12
Bank Dbntr 3212 97.87 98.00 3.17 0.46 1.16 1.15 3.10 3.08 3.10 32
Corporates 69812 93.32 93.53 7.30 0.82 1.63 1.55 6.01 5.95 5.98 42
Yen Dnm Frgn 4136 98.53 98.76 3.47 1.15 1.58 1.57 3.25 3.22 3.25 71
MBS 13601 90.58 90.59 7.78 0.65 1.07 1.90 7.03 6.96 7.43 30
ABS 644 94.00 94.18 5.66 0.76 1.76 1.70 5.20 5.14 5.19 65
Overall ex.MBS 1139099 92.13 92.42 10.34 0.88 1.52 1.44 8.44 8.36 8.38 5
1<=YR<3 232527 99.37 99.52 2.03 0.47 0.78 0.78 2.02 2.01 2.02 6
3<=YR<7 314779 98.38 98.63 4.91 0.73 1.07 1.06 4.80 4.78 4.80 6
7<=YR 591793 85.96 86.33 16.50 1.13 2.13 1.96 13.55 13.41 13.43 4
7YR-11YR 206584 97.66 98.05 8.78 1.10 1.40 1.39 8.34 8.28 8.33 4
11YR- 385209 79.68 80.04 20.64 1.14 2.61 2.34 16.98 16.77 16.78 4
Overall ex.ABS 1152056 92.11 92.40 10.32 0.88 1.52 1.44 8.42 8.34 8.37 5
1<=YR<3 232353 99.37 99.53 2.03 0.47 0.78 0.78 2.02 2.01 2.02 6
3<=YR<7 314482 98.38 98.63 4.91 0.73 1.07 1.06 4.80 4.78 4.80 5
7<=YR 605220 86.06 86.42 16.31 1.12 2.11 1.96 13.40 13.26 13.29 4
7YR-11YR 206620 97.66 98.05 8.78 1.10 1.40 1.39 8.33 8.28 8.33 4
11YR- 398600 80.05 80.40 20.21 1.12 2.55 2.32 16.60 16.40 16.43 5
Overall ex.MBS,ABS 1138455 92.13 92.42 10.35 0.88 1.52 1.44 8.44 8.36 8.38 5
1<=YR<3 232353 99.37 99.53 2.03 0.47 0.78 0.78 2.02 2.01 2.02 6
3<=YR<7 314461 98.38 98.63 4.91 0.73 1.07 1.06 4.80 4.78 4.80 5
7<=YR 591641 85.96 86.33 16.50 1.13 2.13 1.96 13.55 13.41 13.43 4
7YR-11YR 206489 97.66 98.05 8.78 1.10 1.40 1.39 8.34 8.28 8.33 4
11YR- 385151 79.68 80.04 20.64 1.14 2.61 2.34 16.98 16.77 16.78 4
Overall ex.JGB 171667 93.55 93.74 7.32 0.75 1.47 1.49 6.31 6.25 6.32 29
1<=YR<3 41143 98.99 99.13 2.04 0.51 1.02 1.02 2.02 2.01 2.02 30
3<=YR<7 58181 97.02 97.19 4.74 0.66 1.30 1.29 4.64 4.61 4.64 29
7<=YR 72344 87.67 87.89 12.39 0.96 1.90 1.98 10.54 10.43 10.56 28
7YR-11YR 26966 95.69 95.98 8.67 1.08 1.64 1.62 8.24 8.17 8.23 28
11YR- 45378 82.90 83.08 14.60 0.88 2.08 2.23 12.13 11.98 12.15 28
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