NOMURA-BPI/Extended Monthly Data

06/30/2025

--------------- RETURNS (%) FROM ----------------
INDEX -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 348.756 6.22 5.26 0.96 -0.75 -5.10
1<=YR<3 234.232 1.54 1.06 0.48 1.74 0.34
3<=YR<7 332.145 2.94 2.19 0.75 3.31 -1.11
7<=YR 497.213 10.25 8.95 1.30 -4.14 -9.58
7YR-11YR*2 188.184 6.84 5.71 1.13 3.98 -3.34
11YR-*2 214.428 12.41 11.00 1.41 -9.18 -13.37
Government 357.855 6.56 5.57 0.99 -1.11 -5.42
1<=YR<3 220.769 1.49 1.02 0.47 1.70 0.32
3<=YR<7 330.567 2.92 2.16 0.76 3.31 -1.12
7<=YR 505.316 10.69 9.36 1.33 -4.58 -9.87
7YR-11YR*2 186.574 6.89 5.75 1.14 4.04 -3.29
11YR-*2 212.444 13.07 11.61 1.45 -9.89 -13.83
Municipals 378.746 4.58 3.87 0.71 2.07 -3.39
Govt.Grntd 351.059 4.74 3.86 0.89 -0.23 -4.97
Bank Dbntr 271.796 2.43 1.96 0.47 2.06 -0.27
Corporates 376.139 4.51 3.63 0.88 1.04 -2.80
Yen Dnm Frgn 394.093 2.00 0.83 1.17 2.75 0.70
MBS*3 119.176 2.66 1.97 0.70 -0.32 -5.76
ABS*4 112.332 4.30 3.49 0.81 3.23 -1.12
Overall ex.MBS 348.659 6.26 5.30 0.96 -0.75 -5.09
1<=YR<3 234.232 1.54 1.06 0.48 1.74 0.34
3<=YR<7 332.145 2.94 2.19 0.75 3.31 -1.11
7<=YR 498.682 10.43 9.12 1.32 -4.23 -9.67
7YR-11YR*2 188.176 6.85 5.71 1.14 3.99 -3.35
11YR-*2 215.616 12.80 11.36 1.43 -9.53 -13.66
Overall ex.ABS 348.775 6.22 5.26 0.96 -0.75 -5.10
1<=YR<3 234.191 1.54 1.06 0.48 1.74 0.34
3<=YR<7 332.140 2.94 2.19 0.75 3.31 -1.12
7<=YR 497.208 10.25 8.95 1.30 -4.14 -9.58
7YR-11YR*2 188.178 6.84 5.71 1.13 3.98 -3.34
11YR-*2 214.424 12.41 11.00 1.41 -9.19 -13.37
Overall ex.MBS,ABS 348.678 6.26 5.30 0.96 -0.76 -5.09
1<=YR<3 234.191 1.54 1.06 0.48 1.74 0.34
3<=YR<7 332.140 2.94 2.19 0.75 3.31 -1.12
7<=YR 498.676 10.43 9.12 1.32 -4.23 -9.67
7YR-11YR*2 188.169 6.85 5.71 1.14 3.98 -3.35
11YR-*2 215.612 12.80 11.36 1.43 -9.53 -13.66
Overall ex.JGB* 166.211 4.31 3.51 0.80 1.30 -3.29
1<=YR<3* 134.333 1.75 1.23 0.52 1.92 0.44
3<=YR<7* 164.935 3.02 2.34 0.68 3.32 -1.09
7<=YR* 220.783 7.10 6.01 1.09 -0.89 -7.46
7YR-11YR*2 193.906 6.53 5.40 1.13 3.62 -3.70
11YR-*2 221.037 7.48 6.43 1.06 -3.88 -9.90
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 1152682 92.41 92.58 10.28 0.88 1.47 1.40 8.41 8.34 8.36 5
1<=YR<3 232527 99.44 99.53 2.00 0.47 0.75 0.75 1.98 1.98 1.98 6
3<=YR<7 314799 98.60 98.72 4.87 0.73 1.03 1.02 4.78 4.75 4.78 6
7<=YR 605356 86.50 86.71 16.27 1.12 2.06 1.92 13.40 13.26 13.29 5
7YR-11YR 206714 98.00 98.18 8.74 1.10 1.36 1.35 8.32 8.26 8.32 4
11YR- 398642 80.54 80.77 20.17 1.12 2.50 2.28 16.61 16.41 16.43 5
Government 981032 92.18 92.34 10.80 0.90 1.48 1.39 8.79 8.71 8.73 1
1<=YR<3 191383 99.52 99.60 1.99 0.47 0.70 0.70 1.98 1.98 1.98 0
3<=YR<7 256620 98.91 99.02 4.91 0.75 0.97 0.97 4.81 4.79 4.81 0
7<=YR 533029 86.30 86.51 16.80 1.14 2.09 1.92 13.80 13.66 13.67 1
7YR-11YR 179749 98.30 98.47 8.76 1.11 1.32 1.31 8.34 8.28 8.33 1
11YR- 353280 80.20 80.43 20.89 1.15 2.56 2.29 17.21 17.00 17.00 2
Municipals 66061 94.40 94.56 7.22 0.67 1.33 1.33 6.53 6.47 6.50 16
Govt.Grntd 14185 92.53 92.76 9.32 0.82 1.49 1.41 7.76 7.68 7.72 12
Bank Dbntr 3212 98.01 98.10 3.13 0.46 1.13 1.12 3.07 3.05 3.07 31
Corporates 69812 93.55 93.75 7.26 0.82 1.59 1.52 5.99 5.93 5.95 42
Yen Dnm Frgn 4136 98.56 98.82 3.43 1.15 1.57 1.56 3.22 3.19 3.21 74
MBS 13601 90.75 90.78 7.74 0.65 1.06 1.88 7.00 6.93 7.40 32
ABS 644 94.22 94.40 5.63 0.76 1.72 1.66 5.17 5.12 5.16 65
Overall ex.MBS 1139081 92.43 92.60 10.31 0.88 1.48 1.40 8.43 8.35 8.37 5
1<=YR<3 232527 99.44 99.53 2.00 0.47 0.75 0.75 1.98 1.98 1.98 6
3<=YR<7 314778 98.60 98.72 4.87 0.73 1.03 1.02 4.78 4.75 4.78 6
7<=YR 591776 86.40 86.62 16.47 1.13 2.08 1.92 13.56 13.41 13.43 4
7YR-11YR 206583 98.00 98.18 8.75 1.10 1.36 1.35 8.32 8.27 8.32 4
11YR- 385194 80.19 80.42 20.61 1.14 2.56 2.30 16.98 16.78 16.78 4
Overall ex.ABS 1152038 92.41 92.58 10.28 0.88 1.47 1.40 8.42 8.34 8.36 5
1<=YR<3 232353 99.44 99.53 2.00 0.47 0.75 0.75 1.98 1.98 1.98 6
3<=YR<7 314481 98.60 98.72 4.87 0.73 1.02 1.02 4.78 4.75 4.78 5
7<=YR 605204 86.50 86.71 16.27 1.12 2.06 1.92 13.41 13.26 13.29 5
7YR-11YR 206619 98.00 98.18 8.74 1.10 1.36 1.35 8.32 8.26 8.32 4
11YR- 398585 80.54 80.77 20.17 1.12 2.50 2.28 16.61 16.41 16.43 5
Overall ex.MBS,ABS 1138437 92.43 92.60 10.31 0.88 1.48 1.40 8.43 8.35 8.37 5
1<=YR<3 232353 99.44 99.53 2.00 0.47 0.75 0.75 1.98 1.98 1.98 6
3<=YR<7 314460 98.60 98.72 4.87 0.73 1.02 1.02 4.78 4.75 4.78 5
7<=YR 591624 86.40 86.62 16.47 1.13 2.08 1.92 13.56 13.42 13.44 4
7YR-11YR 206488 98.00 98.18 8.75 1.10 1.36 1.35 8.32 8.27 8.32 4
11YR- 385136 80.19 80.42 20.61 1.14 2.56 2.30 16.99 16.78 16.78 4
Overall ex.JGB 171650 93.78 93.95 7.28 0.75 1.43 1.46 6.29 6.23 6.29 29
1<=YR<3 41143 99.06 99.18 2.00 0.51 1.00 0.99 1.99 1.98 1.99 30
3<=YR<7 58179 97.23 97.39 4.70 0.66 1.26 1.24 4.61 4.58 4.61 29
7<=YR 72327 87.99 88.20 12.36 0.96 1.87 1.95 10.53 10.42 10.54 29
7YR-11YR 26964 95.99 96.27 8.63 1.08 1.60 1.58 8.21 8.14 8.20 28
11YR- 45363 83.23 83.41 14.57 0.88 2.05 2.20 12.12 11.97 12.14 30
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