NOMURA-BPI/Extended Monthly Data

10/31/2025

--------------- RETURNS (%) FROM ----------------
INDEX -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 344.432 1.95 0.94 1.01 -2.43 -4.49
1<=YR<3 234.246 1.88 1.35 0.52 0.75 0.21
3<=YR<7 330.194 2.73 1.94 0.78 0.40 -1.36
7<=YR 486.446 1.52 0.16 1.37 -5.42 -8.18
7YR-11YR*2 185.912 2.27 1.08 1.19 -0.39 -3.42
11YR-*2 208.476 1.04 -0.44 1.48 -8.53 -11.08
Government 353.207 2.06 1.02 1.04 -2.68 -4.75
1<=YR<3 220.743 1.84 1.33 0.51 0.70 0.18
3<=YR<7 328.529 2.71 1.91 0.79 0.35 -1.40
7<=YR 494.222 1.78 0.38 1.39 -5.65 -8.39
7YR-11YR*2 184.277 2.24 1.05 1.19 -0.40 -3.41
11YR-*2 206.490 1.48 -0.04 1.53 -8.87 -11.37
Municipals 375.689 2.43 1.67 0.76 -0.50 -2.97
Govt.Grntd 347.227 2.17 1.24 0.93 -1.96 -4.24
Bank Dbntr 271.521 2.49 1.92 0.57 0.70 -0.28
Corporates 373.868 2.48 1.52 0.96 -0.59 -2.38
Yen Dnm Frgn 393.743 2.85 1.62 1.24 1.02 0.31
MBS*3 115.235 -11.84 -12.60 0.75 -5.77 -7.28
ABS*4 111.913 3.05 2.22 0.84 0.73 -1.12
Overall ex.MBS 344.420 2.11 1.10 1.01 -2.39 -4.46
1<=YR<3 234.246 1.88 1.35 0.52 0.75 0.21
3<=YR<7 330.194 2.73 1.94 0.78 0.40 -1.36
7<=YR 488.017 1.84 0.46 1.38 -5.41 -8.21
7YR-11YR*2 185.902 2.27 1.08 1.19 -0.39 -3.42
11YR-*2 209.678 1.55 0.04 1.51 -8.64 -11.22
Overall ex.ABS 344.449 1.95 0.94 1.01 -2.43 -4.49
1<=YR<3 234.204 1.88 1.35 0.52 0.75 0.21
3<=YR<7 330.188 2.73 1.94 0.78 0.40 -1.36
7<=YR 486.439 1.52 0.16 1.37 -5.42 -8.19
7YR-11YR*2 185.905 2.27 1.08 1.19 -0.39 -3.42
11YR-*2 208.472 1.04 -0.44 1.48 -8.53 -11.08
Overall ex.MBS,ABS 344.437 2.11 1.10 1.01 -2.39 -4.46
1<=YR<3 234.204 1.88 1.35 0.52 0.75 0.21
3<=YR<7 330.188 2.73 1.94 0.78 0.40 -1.36
7<=YR 488.010 1.84 0.46 1.38 -5.41 -8.21
7YR-11YR*2 185.895 2.27 1.08 1.19 -0.39 -3.42
11YR-*2 209.675 1.55 0.04 1.51 -8.64 -11.22
Overall ex.JGB* 164.708 1.38 0.51 0.86 -1.00 -3.03
1<=YR<3* 134.451 2.03 1.44 0.58 0.97 0.37
3<=YR<7* 164.186 2.83 2.08 0.74 0.63 -1.19
7<=YR* 216.492 -0.34 -1.50 1.16 -3.69 -6.69
7YR-11YR*2 191.874 2.47 1.27 1.21 -0.26 -3.44
11YR-*2 215.349 -2.38 -3.50 1.12 -5.99 -8.84
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 1166326 91.00 91.21 10.21 0.92 1.71 1.62 8.23 8.15 8.18 5
1<=YR<3 232654 99.18 99.31 1.94 0.52 0.93 0.93 1.92 1.92 1.92 6
3<=YR<7 319848 97.68 97.87 4.80 0.77 1.26 1.24 4.69 4.66 4.69 5
7<=YR 613824 84.42 84.67 16.17 1.15 2.33 2.15 13.17 13.01 13.05 5
7YR-11YR 212064 96.45 96.73 8.67 1.15 1.61 1.59 8.23 8.16 8.22 4
11YR- 401760 78.07 78.30 20.12 1.16 2.79 2.52 16.39 16.17 16.20 6
Government 994165 90.71 90.92 10.73 0.94 1.72 1.61 8.59 8.50 8.53 1
1<=YR<3 190358 99.27 99.39 1.92 0.51 0.88 0.88 1.91 1.90 1.91 0
3<=YR<7 262232 97.94 98.13 4.82 0.78 1.21 1.19 4.71 4.68 4.71 0
7<=YR 541575 84.20 84.45 16.68 1.18 2.36 2.14 13.55 13.39 13.41 1
7YR-11YR 184409 96.73 97.01 8.68 1.15 1.58 1.55 8.24 8.17 8.23 1
11YR- 357166 77.73 77.97 20.82 1.19 2.86 2.52 16.96 16.74 16.74 2
Municipals 66430 93.43 93.58 7.14 0.71 1.55 1.54 6.40 6.34 6.38 16
Govt.Grntd 14372 91.33 91.59 9.10 0.86 1.70 1.60 7.45 7.38 7.42 12
Bank Dbntr 3142 97.73 97.86 3.13 0.56 1.33 1.31 3.05 3.03 3.05 31
Corporates 70163 92.73 92.96 7.23 0.90 1.82 1.73 5.90 5.84 5.87 42
Yen Dnm Frgn 3998 98.03 98.39 3.37 1.22 1.79 1.77 3.12 3.09 3.12 75
MBS 13430 87.37 87.41 7.92 0.66 1.26 2.38 6.98 6.89 7.52 61
ABS 625 93.44 93.63 5.48 0.79 1.94 1.86 5.01 4.96 5.00 65
Overall ex.MBS 1152896 91.04 91.25 10.24 0.92 1.71 1.61 8.25 8.16 8.18 5
1<=YR<3 232654 99.18 99.31 1.94 0.52 0.93 0.93 1.92 1.92 1.92 6
3<=YR<7 319829 97.68 97.87 4.80 0.77 1.26 1.24 4.69 4.66 4.69 5
7<=YR 600413 84.35 84.61 16.35 1.17 2.35 2.15 13.31 13.15 13.18 4
7YR-11YR 211944 96.45 96.73 8.68 1.15 1.61 1.59 8.23 8.17 8.23 4
11YR- 388469 77.75 77.99 20.54 1.17 2.85 2.52 16.74 16.53 16.53 4
Overall ex.ABS 1165701 91.00 91.21 10.21 0.92 1.71 1.62 8.23 8.15 8.18 5
1<=YR<3 232465 99.18 99.31 1.94 0.52 0.93 0.93 1.92 1.92 1.92 6
3<=YR<7 319562 97.68 97.87 4.80 0.77 1.26 1.24 4.69 4.66 4.69 5
7<=YR 613674 84.42 84.67 16.17 1.15 2.33 2.15 13.17 13.01 13.05 5
7YR-11YR 211962 96.46 96.74 8.67 1.15 1.61 1.59 8.23 8.16 8.22 4
11YR- 401712 78.07 78.30 20.12 1.16 2.79 2.52 16.39 16.18 16.20 6
Overall ex.MBS,ABS 1152271 91.04 91.25 10.24 0.92 1.71 1.61 8.25 8.16 8.18 5
1<=YR<3 232465 99.18 99.31 1.94 0.52 0.93 0.93 1.92 1.92 1.92 6
3<=YR<7 319543 97.68 97.87 4.80 0.77 1.26 1.24 4.69 4.66 4.69 5
7<=YR 600263 84.35 84.61 16.35 1.17 2.35 2.15 13.31 13.15 13.18 4
7YR-11YR 211842 96.46 96.74 8.68 1.15 1.61 1.59 8.23 8.17 8.23 4
11YR- 388421 77.75 77.99 20.54 1.17 2.85 2.52 16.75 16.53 16.53 4
Overall ex.JGB 172161 92.68 92.87 7.23 0.80 1.66 1.69 6.18 6.11 6.19 31
1<=YR<3 42295 98.80 98.94 2.02 0.58 1.19 1.18 2.01 2.00 2.01 29
3<=YR<7 57616 96.48 96.66 4.70 0.72 1.49 1.47 4.60 4.57 4.60 29
7<=YR 72249 86.07 86.29 12.30 1.00 2.11 2.23 10.38 10.26 10.42 35
7YR-11YR 27655 94.63 94.91 8.63 1.15 1.86 1.82 8.18 8.10 8.17 28
11YR- 44595 80.76 80.95 14.58 0.91 2.30 2.52 11.98 11.83 12.05 40
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