NOMURA-BPI/Extended Monthly Data

04/30/2025

--------------- RETURNS (%) FROM ----------------
INDEX -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 351.440 7.08 6.15 0.92 7.08 -5.41
1<=YR<3 234.097 4.57 4.12 0.45 4.57 0.34
3<=YR<7 333.123 13.67 12.94 0.72 13.67 -0.79
7<=YR 504.190 4.34 3.09 1.24 4.34 -10.38
7YR-11YR*2 189.604 21.35 20.24 1.11 21.35 -2.79
11YR-*2 218.335 -6.19 -7.53 1.33 -6.19 -14.98
Government 360.765 6.50 5.55 0.95 6.50 -5.77
1<=YR<3 220.658 4.54 4.10 0.44 4.54 0.33
3<=YR<7 331.569 13.77 13.03 0.74 13.77 -0.78
7<=YR 512.579 3.39 2.12 1.27 3.39 -10.72
7YR-11YR*2 187.978 21.49 20.38 1.11 21.49 -2.72
11YR-*2 216.430 -7.73 -9.10 1.37 -7.73 -15.53
Municipals 380.803 12.91 12.22 0.69 12.91 -3.49
Govt.Grntd 353.640 8.24 7.39 0.85 8.24 -5.32
Bank Dbntr 271.880 6.62 6.21 0.41 6.62 -0.32
Corporates 377.718 8.26 7.41 0.86 8.26 -2.96
Yen Dnm Frgn 394.440 9.43 8.28 1.15 9.43 1.32
MBS*3 120.401 11.51 10.82 0.69 11.51 -5.66
ABS*4 112.618 12.91 12.09 0.82 12.91 -0.93
Overall ex.MBS 351.332 7.02 6.10 0.93 7.02 -5.41
1<=YR<3 234.097 4.57 4.12 0.45 4.57 0.34
3<=YR<7 333.123 13.67 12.94 0.72 13.67 -0.79
7<=YR 505.723 4.17 2.91 1.26 4.17 -10.49
7YR-11YR*2 189.596 21.36 20.26 1.11 21.36 -2.79
11YR-*2 219.611 -6.89 -8.24 1.36 -6.89 -15.33
Overall ex.ABS 351.460 7.07 6.15 0.92 7.07 -5.41
1<=YR<3 234.056 4.57 4.12 0.45 4.57 0.34
3<=YR<7 333.118 13.66 12.94 0.72 13.66 -0.79
7<=YR 504.185 4.34 3.09 1.24 4.34 -10.38
7YR-11YR*2 189.597 21.35 20.24 1.11 21.35 -2.79
11YR-*2 218.332 -6.20 -7.53 1.33 -6.20 -14.98
Overall ex.MBS,ABS 351.352 7.02 6.09 0.93 7.02 -5.41
1<=YR<3 234.056 4.57 4.12 0.45 4.57 0.34
3<=YR<7 333.118 13.66 12.94 0.72 13.66 -0.79
7<=YR 505.718 4.16 2.91 1.26 4.16 -10.49
7YR-11YR*2 189.590 21.36 20.26 1.11 21.36 -2.79
11YR-*2 219.608 -6.89 -8.25 1.36 -6.89 -15.33
Overall ex.JGB* 167.079 10.31 9.53 0.78 10.31 -3.40
1<=YR<3* 134.213 4.73 4.24 0.49 4.73 0.40
3<=YR<7* 165.356 13.20 12.53 0.67 13.20 -0.87
7<=YR* 223.325 11.28 10.22 1.06 11.28 -7.87
7YR-11YR*2 195.389 20.37 19.27 1.10 20.37 -3.31
11YR-*2 224.164 5.28 4.26 1.03 5.28 -10.84
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 1156885 93.34 93.53 10.22 0.86 1.35 1.29 8.44 8.37 8.39 5
1<=YR<3 231703 99.51 99.62 1.94 0.45 0.70 0.70 1.93 1.92 1.93 5
3<=YR<7 315774 99.07 99.24 4.80 0.71 0.91 0.90 4.70 4.68 4.70 5
7<=YR 609408 88.02 88.25 16.18 1.09 1.89 1.78 13.42 13.29 13.32 4
7YR-11YR 210004 99.05 99.31 8.68 1.08 1.20 1.20 8.27 8.22 8.26 4
11YR- 399405 82.22 82.43 20.13 1.10 2.33 2.14 16.69 16.50 16.52 5
Government 983525 93.14 93.34 10.74 0.88 1.36 1.28 8.82 8.75 8.76 1
1<=YR<3 190401 99.59 99.70 1.93 0.44 0.65 0.64 1.92 1.91 1.92 0
3<=YR<7 256614 99.40 99.57 4.82 0.73 0.85 0.85 4.72 4.70 4.72 0
7<=YR 536510 87.86 88.09 16.70 1.12 1.91 1.77 13.81 13.68 13.69 1
7YR-11YR 183139 99.36 99.62 8.69 1.08 1.17 1.17 8.28 8.23 8.28 0
11YR- 353371 81.90 82.12 20.85 1.13 2.38 2.15 17.29 17.10 17.10 2
Municipals 66286 95.05 95.19 7.24 0.65 1.22 1.22 6.58 6.53 6.55 16
Govt.Grntd 14389 93.44 93.68 9.27 0.79 1.36 1.29 7.77 7.70 7.74 11
Bank Dbntr 3274 98.10 98.19 3.12 0.40 1.05 1.04 3.06 3.04 3.06 31
Corporates 70696 94.15 94.34 7.26 0.80 1.48 1.42 6.03 5.98 6.00 41
Yen Dnm Frgn 4345 98.88 99.20 3.47 1.13 1.49 1.48 3.27 3.25 3.27 72
MBS 13713 91.87 91.90 7.64 0.64 1.00 1.73 6.96 6.90 7.37 29
ABS 657 94.71 94.89 5.68 0.77 1.62 1.57 5.23 5.18 5.22 65
Overall ex.MBS 1143173 93.35 93.55 10.25 0.86 1.36 1.29 8.46 8.39 8.40 5
1<=YR<3 231703 99.51 99.62 1.94 0.45 0.70 0.70 1.93 1.92 1.93 5
3<=YR<7 315774 99.07 99.24 4.80 0.71 0.91 0.90 4.70 4.68 4.70 5
7<=YR 595696 87.93 88.17 16.38 1.11 1.91 1.78 13.58 13.44 13.46 4
7YR-11YR 209846 99.05 99.31 8.68 1.08 1.21 1.20 8.27 8.22 8.27 4
11YR- 385850 81.88 82.10 20.56 1.12 2.38 2.16 17.07 16.88 16.88 4
Overall ex.ABS 1156228 93.34 93.53 10.22 0.86 1.35 1.29 8.45 8.37 8.39 5
1<=YR<3 231525 99.51 99.62 1.94 0.45 0.70 0.70 1.93 1.92 1.93 5
3<=YR<7 315450 99.07 99.25 4.80 0.71 0.91 0.90 4.70 4.68 4.70 5
7<=YR 609253 88.02 88.25 16.18 1.09 1.89 1.78 13.42 13.29 13.32 4
7YR-11YR 209911 99.05 99.32 8.68 1.08 1.20 1.20 8.27 8.22 8.26 4
11YR- 399342 82.22 82.43 20.13 1.10 2.33 2.14 16.69 16.50 16.52 5
Overall ex.MBS,ABS 1142515 93.35 93.55 10.25 0.86 1.36 1.29 8.46 8.39 8.41 5
1<=YR<3 231525 99.51 99.62 1.94 0.45 0.70 0.70 1.93 1.92 1.93 5
3<=YR<7 315450 99.07 99.25 4.80 0.71 0.91 0.90 4.70 4.68 4.70 5
7<=YR 595541 87.93 88.17 16.38 1.11 1.91 1.78 13.58 13.44 13.46 4
7YR-11YR 209753 99.05 99.32 8.68 1.08 1.21 1.20 8.27 8.22 8.27 4
11YR- 385788 81.88 82.10 20.56 1.12 2.38 2.16 17.07 16.88 16.88 4
Overall ex.JGB 173361 94.45 94.61 7.27 0.73 1.33 1.35 6.32 6.27 6.33 29
1<=YR<3 41302 99.13 99.25 1.97 0.48 0.95 0.94 1.96 1.95 1.96 30
3<=YR<7 59161 97.66 97.80 4.70 0.64 1.15 1.14 4.61 4.59 4.61 29
7<=YR 72898 89.20 89.40 12.36 0.94 1.73 1.80 10.58 10.48 10.60 28
7YR-11YR 26865 96.96 97.20 8.59 1.05 1.45 1.43 8.18 8.13 8.18 28
11YR- 46034 84.67 84.85 14.56 0.87 1.92 2.06 12.19 12.05 12.21 28
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