NOMURA-BPI/Extended Daily Data

05/25/2026

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 325.901 56.76 -11.86 -13.03 1.17 -9.54 -7.71
1<=YR<3 233.968 8.18 1.21 0.58 0.62 1.20 0.34
3<=YR<7 322.679 28.75 -2.42 -3.34 0.92 -2.81 -2.59
7<=YR 439.616 99.52 -24.34 -25.95 1.60 -19.04 -14.69
7YR-11YR*2 174.865 62.97 -13.07 -14.46 1.39 -12.02 -8.32
11YR-*2 183.416 125.35 -32.17 -33.91 1.75 -23.87 -18.90
Government 333.377 59.49 -12.71 -13.91 1.20 -10.16 -8.07
1<=YR<3 220.430 7.97 1.14 0.53 0.61 1.16 0.30
3<=YR<7 320.871 28.95 -2.55 -3.47 0.92 -2.90 -2.66
7<=YR 445.948 102.37 -25.17 -26.80 1.63 -19.59 -14.89
7YR-11YR*2 173.311 63.10 -13.15 -14.53 1.38 -12.04 -8.31
11YR-*2 181.313 129.52 -33.31 -35.11 1.80 -24.67 -19.14
Municipals 360.103 44.12 -7.25 -8.14 0.89 -6.94 -5.82
Govt.Grntd 330.088 51.26 -10.36 -11.46 1.10 -8.66 -7.27
Bank Dbntr 269.239 17.28 0.02 -0.81 0.83 -0.20 -0.54
Corporates 362.198 38.22 -5.45 -6.58 1.12 -4.72 -4.06
Yen Dnm Frgn 390.563 18.08 -1.08 -2.51 1.43 -0.85 -0.63
MBS*3 104.061 47.54 -15.58 -16.48 0.90 -9.43 -15.98
ABS*4 109.302 31.68 -3.36 -4.25 0.89 -3.29 -2.63
Overall ex.MBS 326.055 56.86 -11.82 -13.00 1.17 -9.54 -7.62
1<=YR<3 233.968 8.18 1.21 0.58 0.62 1.20 0.34
3<=YR<7 322.678 28.75 -2.42 -3.34 0.92 -2.81 -2.59
7<=YR 441.047 100.69 -24.54 -26.16 1.62 -19.25 -14.66
7YR-11YR*2 174.851 62.99 -13.08 -14.47 1.39 -12.02 -8.32
11YR-*2 184.297 128.37 -32.79 -34.58 1.78 -24.41 -19.01
Overall ex.ABS 325.912 56.78 -11.87 -13.04 1.17 -9.55 -7.71
1<=YR<3 233.926 8.17 1.21 0.58 0.62 1.20 0.34
3<=YR<7 322.672 28.75 -2.42 -3.34 0.92 -2.81 -2.59
7<=YR 439.607 99.52 -24.35 -25.95 1.60 -19.04 -14.69
7YR-11YR*2 174.859 62.97 -13.07 -14.46 1.39 -12.02 -8.32
11YR-*2 183.412 125.35 -32.17 -33.92 1.75 -23.87 -18.90
Overall ex.MBS,ABS 326.065 56.87 -11.83 -13.00 1.17 -9.55 -7.62
1<=YR<3 233.926 8.17 1.21 0.58 0.62 1.20 0.34
3<=YR<7 322.671 28.75 -2.42 -3.34 0.92 -2.81 -2.59
7<=YR 441.038 100.70 -24.54 -26.16 1.62 -19.25 -14.66
7YR-11YR*2 174.845 62.99 -13.08 -14.47 1.39 -12.02 -8.32
11YR-*2 184.293 128.37 -32.80 -34.58 1.78 -24.41 -19.01
Overall ex.JGB* 158.034 41.30 -7.04 -8.05 1.01 -6.05 -5.71
1<=YR<3* 134.431 9.09 1.50 0.81 0.69 1.39 0.50
3<=YR<7* 160.877 27.75 -1.80 -2.69 0.89 -2.34 -2.25
7<=YR* 197.883 78.62 -18.28 -19.65 1.37 -14.95 -13.22
7YR-11YR*2 180.591 62.16 -12.54 -13.97 1.44 -11.86 -8.39
11YR-*2 192.410 92.25 -22.99 -24.31 1.32 -17.47 -16.97
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 1184532 85.69 85.97 10.11 1.01 2.56 2.36 7.71 7.60 7.66 6
1<=YR<3 234552 98.47 98.65 1.88 0.61 1.41 1.40 1.87 1.85 1.87 6
3<=YR<7 330758 94.90 95.15 4.74 0.87 2.01 1.96 4.61 4.56 4.61 5
7<=YR 619222 75.93 76.27 16.10 1.24 3.49 3.09 12.65 12.44 12.53 7
7YR-11YR 215227 90.24 90.61 8.62 1.27 2.66 2.53 8.10 8.00 8.09 4
11YR- 403995 68.31 68.62 20.08 1.23 4.08 3.49 15.84 15.57 15.65 9
Government 1012586 85.23 85.52 10.62 1.03 2.58 2.34 8.05 7.93 7.98 1
1<=YR<3 190873 98.58 98.76 1.86 0.60 1.35 1.34 1.84 1.83 1.84 0
3<=YR<7 274404 95.10 95.36 4.76 0.88 1.96 1.92 4.63 4.58 4.63 0
7<=YR 547309 75.63 75.98 16.62 1.26 3.54 3.07 13.01 12.81 12.88 1
7YR-11YR 186451 90.50 90.88 8.63 1.27 2.61 2.49 8.11 8.01 8.10 0
11YR- 360858 67.95 68.28 20.75 1.26 4.17 3.46 16.39 16.10 16.16 1
Municipals 66255 89.06 89.25 6.99 0.79 2.37 2.31 6.06 5.98 6.03 19
Govt.Grntd 14535 86.37 86.55 8.84 0.94 2.54 2.31 6.86 6.76 6.82 15
Bank Dbntr 3026 96.50 96.74 3.19 0.80 1.95 1.91 3.08 3.05 3.08 32
Corporates 70339 89.30 89.57 7.03 1.00 2.57 2.40 5.50 5.42 5.48 42
Yen Dnm Frgn 3931 96.48 96.87 3.46 1.38 2.36 2.31 3.10 3.06 3.10 72
MBS 13279 78.17 78.20 8.27 0.71 1.89 3.88 6.78 6.64 7.21 124
ABS 581 90.29 90.48 5.30 0.80 2.69 2.54 4.73 4.66 4.72 66
Overall ex.MBS 1171253 85.78 86.06 10.13 1.02 2.57 2.34 7.72 7.61 7.66 5
1<=YR<3 234552 98.47 98.65 1.88 0.61 1.41 1.40 1.87 1.85 1.87 6
3<=YR<7 330716 94.89 95.15 4.74 0.87 2.01 1.96 4.61 4.57 4.61 5
7<=YR 605985 75.88 76.23 16.27 1.25 3.53 3.08 12.78 12.57 12.65 4
7YR-11YR 215151 90.23 90.61 8.63 1.27 2.66 2.53 8.11 8.00 8.09 4
11YR- 390834 67.98 68.31 20.48 1.24 4.16 3.47 16.19 15.91 15.97 4
Overall ex.ABS 1183951 85.69 85.97 10.12 1.01 2.56 2.36 7.72 7.60 7.66 6
1<=YR<3 234394 98.48 98.65 1.88 0.61 1.41 1.40 1.87 1.85 1.87 6
3<=YR<7 330469 94.90 95.15 4.74 0.87 2.01 1.96 4.61 4.56 4.61 5
7<=YR 619088 75.93 76.27 16.10 1.24 3.49 3.09 12.65 12.44 12.53 7
7YR-11YR 215133 90.24 90.62 8.62 1.27 2.66 2.53 8.10 8.00 8.09 4
11YR- 403955 68.31 68.63 20.08 1.23 4.08 3.49 15.84 15.57 15.65 9
Overall ex.MBS,ABS 1170672 85.77 86.06 10.14 1.02 2.57 2.34 7.73 7.61 7.66 5
1<=YR<3 234394 98.48 98.65 1.88 0.61 1.41 1.40 1.87 1.85 1.87 6
3<=YR<7 330427 94.90 95.15 4.74 0.87 2.01 1.96 4.61 4.57 4.61 5
7<=YR 605851 75.88 76.23 16.27 1.25 3.53 3.08 12.78 12.57 12.65 4
7YR-11YR 215057 90.24 90.61 8.63 1.27 2.66 2.53 8.11 8.00 8.09 4
11YR- 390794 67.98 68.31 20.48 1.24 4.16 3.47 16.19 15.91 15.97 4
Overall ex.JGB 171946 88.40 88.61 7.11 0.90 2.43 2.45 5.81 5.73 5.81 37
1<=YR<3 43679 98.03 98.21 1.99 0.67 1.67 1.66 1.97 1.96 1.97 29
3<=YR<7 56354 93.91 94.12 4.64 0.84 2.26 2.19 4.52 4.47 4.52 30
7<=YR 71913 78.23 78.46 12.15 1.08 3.17 3.29 9.94 9.77 9.95 50
7YR-11YR 28776 88.54 88.85 8.58 1.28 2.94 2.79 8.05 7.94 8.04 31
11YR- 43137 71.35 71.52 14.54 0.95 3.35 3.70 11.51 11.29 11.54 66

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