NOMURA-BPI/Extended Monthly Data

02/27/2026

--------------- RETURNS (%) FROM ----------------
INDEX -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 336.825 18.80 17.70 1.10 -3.95 1.01
1<=YR<3 233.854 1.64 1.07 0.57 0.30 0.54
3<=YR<7 326.758 6.78 5.93 0.86 -0.89 1.33
7<=YR 467.825 34.59 33.08 1.51 -7.54 1.01
7YR-11YR*2 181.112 14.34 13.05 1.29 -3.07 0.78
11YR-*2 198.810 48.50 46.84 1.66 -10.31 1.23
Government 345.264 20.27 19.14 1.13 -4.15 1.39
1<=YR<3 220.343 1.62 1.06 0.56 0.25 0.50
3<=YR<7 325.025 6.89 6.02 0.87 -0.95 1.34
7<=YR 475.558 36.49 34.95 1.54 -7.63 1.77
7YR-11YR*2 179.513 14.56 13.27 1.28 -3.09 0.85
11YR-*2 197.118 51.24 49.52 1.71 -10.41 2.43
Municipals 368.476 10.53 9.70 0.83 -2.42 -0.35
Govt.Grntd 340.000 14.04 13.02 1.01 -3.51 0.05
Bank Dbntr 270.340 4.16 3.47 0.69 -0.03 1.18
Corporates 369.034 11.51 10.46 1.05 -1.79 1.43
Yen Dnm Frgn 392.568 4.79 3.46 1.33 0.32 1.61
MBS*3 107.071 4.40 3.57 0.83 -11.21 -22.80
ABS*4 110.742 8.85 7.98 0.86 -0.68 1.55
Overall ex.MBS 336.999 18.96 17.85 1.11 -3.86 1.27
1<=YR<3 233.854 1.64 1.07 0.57 0.30 0.54
3<=YR<7 326.758 6.78 5.93 0.86 -0.89 1.33
7<=YR 469.704 35.27 33.74 1.52 -7.46 1.56
7YR-11YR*2 181.100 14.35 13.06 1.29 -3.07 0.78
11YR-*2 200.159 50.19 48.50 1.69 -10.27 2.17
Overall ex.ABS 336.839 18.81 17.71 1.10 -3.95 1.01
1<=YR<3 233.812 1.64 1.07 0.57 0.30 0.54
3<=YR<7 326.752 6.78 5.92 0.86 -0.89 1.33
7<=YR 467.817 34.59 33.08 1.51 -7.54 1.01
7YR-11YR*2 181.105 14.34 13.05 1.29 -3.07 0.78
11YR-*2 198.806 48.50 46.84 1.66 -10.31 1.23
Overall ex.MBS,ABS 337.014 18.96 17.86 1.11 -3.87 1.27
1<=YR<3 233.812 1.64 1.07 0.57 0.30 0.54
3<=YR<7 326.752 6.78 5.93 0.86 -0.89 1.33
7<=YR 469.696 35.27 33.75 1.52 -7.46 1.56
7YR-11YR*2 181.093 14.35 13.06 1.29 -3.07 0.78
11YR-*2 200.156 50.19 48.50 1.69 -10.27 2.17
Overall ex.JGB* 161.437 10.53 9.59 0.95 -2.80 -1.12
1<=YR<3* 134.310 1.75 1.10 0.65 0.51 0.68
3<=YR<7* 162.674 6.27 5.45 0.82 -0.61 1.28
7<=YR* 207.396 20.75 19.47 1.28 -6.87 -4.55
7YR-11YR*2 186.962 12.92 11.60 1.32 -2.97 0.33
11YR-*2 203.675 27.00 25.76 1.24 -9.59 -8.24
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 1180798 88.78 89.09 10.12 0.97 2.10 1.97 7.99 7.90 7.94 6
1<=YR<3 235423 98.72 98.89 1.88 0.57 1.24 1.24 1.87 1.86 1.87 6
3<=YR<7 325803 96.40 96.65 4.74 0.83 1.62 1.59 4.62 4.59 4.62 5
7<=YR 619573 81.00 81.39 16.09 1.20 2.79 2.55 12.93 12.75 12.82 7
7YR-11YR 215256 93.61 93.98 8.61 1.20 2.07 2.01 8.14 8.05 8.13 4
11YR- 404317 74.28 74.69 20.06 1.20 3.28 2.92 16.14 15.90 15.97 9
Government 1007509 88.47 88.80 10.63 0.99 2.11 1.95 8.35 8.24 8.28 1
1<=YR<3 192284 98.80 98.97 1.86 0.55 1.18 1.18 1.84 1.83 1.84 1
3<=YR<7 268442 96.64 96.90 4.76 0.83 1.57 1.54 4.64 4.60 4.64 0
7<=YR 546784 80.82 81.24 16.60 1.22 2.82 2.52 13.30 13.12 13.18 1
7YR-11YR 186431 93.88 94.26 8.62 1.19 2.03 1.97 8.14 8.06 8.13 0
11YR- 360352 74.06 74.50 20.74 1.23 3.34 2.89 16.68 16.44 16.48 1
Municipals 66622 91.38 91.57 7.08 0.76 1.96 1.93 6.26 6.19 6.23 19
Govt.Grntd 14548 89.22 89.41 8.93 0.90 2.10 1.95 7.17 7.08 7.13 14
Bank Dbntr 3057 97.05 97.21 3.15 0.68 1.67 1.65 3.06 3.03 3.06 31
Corporates 71207 91.34 91.59 7.07 0.96 2.18 2.06 5.69 5.62 5.67 41
Yen Dnm Frgn 3856 97.24 97.59 3.43 1.29 2.11 2.08 3.14 3.11 3.14 73
MBS 13404 80.86 80.89 8.12 0.69 1.68 3.42 6.78 6.66 7.45 127
ABS 595 91.86 92.06 5.42 0.79 2.33 2.22 4.91 4.85 4.90 66
Overall ex.MBS 1167394 88.87 89.18 10.15 0.97 2.10 1.96 8.01 7.91 7.95 5
1<=YR<3 235423 98.72 98.89 1.88 0.57 1.24 1.24 1.87 1.86 1.87 6
3<=YR<7 325766 96.40 96.65 4.74 0.83 1.62 1.59 4.62 4.59 4.62 5
7<=YR 606205 81.00 81.41 16.26 1.21 2.82 2.53 13.06 12.89 12.94 4
7YR-11YR 215163 93.61 93.98 8.62 1.20 2.07 2.01 8.14 8.06 8.13 4
11YR- 391041 74.06 74.49 20.47 1.21 3.34 2.90 16.48 16.24 16.28 4
Overall ex.ABS 1180203 88.78 89.09 10.13 0.97 2.10 1.97 8.00 7.90 7.95 6
1<=YR<3 235257 98.72 98.89 1.88 0.57 1.24 1.24 1.87 1.86 1.87 6
3<=YR<7 325510 96.40 96.65 4.74 0.83 1.62 1.59 4.62 4.59 4.62 5
7<=YR 619437 80.99 81.39 16.09 1.20 2.79 2.55 12.93 12.75 12.82 7
7YR-11YR 215165 93.62 93.99 8.61 1.20 2.07 2.01 8.14 8.05 8.13 4
11YR- 404272 74.28 74.69 20.07 1.20 3.28 2.92 16.14 15.90 15.97 9
Overall ex.MBS,ABS 1166799 88.87 89.18 10.15 0.97 2.10 1.96 8.01 7.91 7.95 5
1<=YR<3 235257 98.72 98.89 1.88 0.57 1.24 1.24 1.87 1.86 1.87 6
3<=YR<7 325474 96.40 96.65 4.74 0.83 1.62 1.59 4.62 4.59 4.62 5
7<=YR 606069 81.00 81.41 16.26 1.21 2.82 2.53 13.06 12.89 12.94 4
7YR-11YR 215073 93.62 93.98 8.62 1.20 2.07 2.01 8.14 8.06 8.13 4
11YR- 390996 74.06 74.49 20.47 1.21 3.34 2.90 16.48 16.24 16.28 4
Overall ex.JGB 173289 90.60 90.81 7.16 0.86 2.04 2.09 6.00 5.92 6.02 37
1<=YR<3 43139 98.34 98.51 2.00 0.64 1.50 1.49 1.98 1.97 1.98 29
3<=YR<7 57360 95.29 95.49 4.65 0.78 1.86 1.82 4.54 4.50 4.54 29
7<=YR 72789 82.32 82.55 12.19 1.05 2.59 2.76 10.16 10.02 10.22 50
7YR-11YR 28824 91.91 92.20 8.60 1.22 2.34 2.26 8.11 8.02 8.10 30
11YR- 43965 76.03 76.22 14.55 0.94 2.79 3.16 11.79 11.60 11.90 65
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