NOMURA-BPI Daily Data

02/01/2023

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 366.500 90.36 90.36 89.59 0.77 -4.54 -0.29
1<=YR<3 234.260 3.75 3.75 3.30 0.45 -0.07 1.34
3<=YR<7 336.976 12.23 12.23 11.69 0.55 -0.67 3.48
7<=YR 543.196 166.15 166.15 165.13 1.02 -8.13 -2.92
7YR-11YR*2 193.733 83.42 83.42 82.58 0.84 -2.77 0.27
11YR-*2 242.874 213.96 213.96 212.84 1.12 -10.95 -4.73
Government 377.907 96.41 96.41 95.62 0.80 -4.75 -0.41
1<=YR<3 221.723 3.68 3.68 3.23 0.45 -0.07 1.29
3<=YR<7 336.294 12.21 12.21 11.66 0.56 -0.61 3.43
7<=YR 555.021 173.18 173.18 172.13 1.05 -8.34 -2.96
7YR-11YR*2 192.592 86.72 86.72 85.86 0.87 -2.61 0.35
11YR-*2 242.344 222.32 222.32 221.16 1.15 -11.27 -4.81
Municipals 389.054 58.93 58.93 58.36 0.58 -3.29 -0.13
Govt.Grntd 367.194 73.50 73.50 72.84 0.66 -3.66 -0.39
Bank Dbntr 273.509 9.89 9.89 9.76 0.14 -0.31 2.30
Corporates 387.186 55.81 55.81 55.15 0.66 -3.90 0.80
Yen Dnm Frgn 347.423 9.51 9.51 8.50 1.01 -0.85 6.25
MBS*3 125.539 66.62 66.62 65.96 0.66 -2.70 -0.04
ABS*4 113.165 40.26 40.26 39.59 0.67 -2.03 1.60
Overall ex.MBS 366.389 90.68 90.68 89.91 0.77 -4.56 -0.29
1<=YR<3 234.260 3.75 3.75 3.30 0.45 -0.07 1.34
3<=YR<7 336.976 12.23 12.23 11.69 0.55 -0.67 3.48
7<=YR 545.296 168.78 168.78 167.76 1.03 -8.27 -3.00
7YR-11YR*2 193.729 83.49 83.49 82.65 0.84 -2.77 0.27
11YR-*2 244.920 220.08 220.08 218.94 1.14 -11.28 -4.92
Overall ex.ABS 366.529 90.40 90.40 89.63 0.77 -4.54 -0.29
1<=YR<3 234.226 3.75 3.75 3.30 0.45 -0.07 1.34
3<=YR<7 336.970 12.23 12.23 11.69 0.55 -0.67 3.48
7<=YR 543.198 166.18 166.18 165.16 1.02 -8.13 -2.92
7YR-11YR*2 193.727 83.43 83.43 82.59 0.84 -2.77 0.27
11YR-*2 242.873 213.96 213.96 212.84 1.12 -10.95 -4.73
Overall ex.MBS,ABS 366.419 90.72 90.72 89.95 0.77 -4.56 -0.29
1<=YR<3 234.226 3.75 3.75 3.30 0.45 -0.07 1.34
3<=YR<7 336.970 12.23 12.23 11.69 0.55 -0.67 3.48
7<=YR 545.299 168.81 168.81 167.78 1.03 -8.27 -3.00
7YR-11YR*2 193.723 83.50 83.50 82.66 0.84 -2.77 0.27
11YR-*2 244.919 220.09 220.09 218.95 1.14 -11.28 -4.92
Overall ex.JGB* 170.299 57.77 57.77 57.14 0.62 -3.40 0.38
1<=YR<3* 133.118 4.05 4.05 3.62 0.44 -0.03 1.56
3<=YR<7* 165.887 12.33 12.33 11.82 0.51 -0.93 3.69
7<=YR* 233.317 120.18 120.18 119.37 0.81 -6.81 -2.65
7YR-11YR*2 197.023 63.41 63.41 62.74 0.67 -3.68 -0.23
11YR-*2 238.730 156.68 156.68 155.78 0.90 -8.77 -4.19
SDGs*5 98.968 55.97 55.97 55.62 0.35 -3.58 1.66
Overall SDGs (excl. ABS)*5 99.041 55.93 55.93 55.59 0.35 -3.57 1.68
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.
*5 Base: the end of Dec.2017 = 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 1095361 99.41 99.61 10.11 0.77 0.59 0.58 8.94 8.90 8.91 5
1<=YR<3 218777 100.82 100.93 1.95 0.45 0.03 0.03 1.94 1.94 1.94 6
3<=YR<7 297825 101.62 101.75 4.75 0.56 0.22 0.22 4.68 4.67 4.68 5
7<=YR 578759 97.74 98.01 15.96 0.99 1.00 0.99 13.95 13.87 13.88 4
7YR-11YR 201009 102.90 103.11 8.70 0.86 0.53 0.54 8.38 8.36 8.38 5
11YR- 377750 95.00 95.29 19.83 1.06 1.27 1.24 17.15 17.04 17.05 4
Government 921635 99.66 99.87 10.59 0.80 0.57 0.56 9.33 9.28 9.29 1
1<=YR<3 178528 100.93 101.04 1.93 0.46 -0.02 -0.02 1.92 1.92 1.92 1
3<=YR<7 242870 101.95 102.09 4.73 0.57 0.16 0.17 4.67 4.66 4.67 0
7<=YR 500237 98.09 98.37 16.53 1.03 1.00 0.98 14.39 14.31 14.32 1
7YR-11YR 171336 103.61 103.82 8.73 0.90 0.48 0.49 8.40 8.38 8.40 0
11YR- 328901 95.21 95.53 20.59 1.09 1.29 1.25 17.78 17.67 17.67 1
Municipals 68037 98.70 98.86 7.63 0.57 0.56 0.57 7.13 7.10 7.10 16
Govt.Grntd 16166 98.95 99.03 8.63 0.65 0.53 0.52 7.63 7.59 7.60 9
Bank Dbntr 3519 99.40 99.43 3.31 0.14 0.27 0.27 3.29 3.28 3.29 20
Corporates 67121 97.34 97.49 7.87 0.65 0.81 0.79 6.90 6.86 6.87 43
Yen Dnm Frgn 3150 98.33 98.52 3.92 1.00 1.39 1.37 3.73 3.70 3.72 126
MBS 14923 97.60 97.63 6.78 0.64 0.73 0.85 6.43 6.41 6.42 18
ABS 810 97.49 97.65 5.89 0.65 0.88 0.86 5.50 5.47 5.49 60
Overall ex.MBS 1080438 99.44 99.64 10.16 0.77 0.59 0.58 8.98 8.93 8.94 5
1<=YR<3 218777 100.82 100.93 1.95 0.45 0.03 0.03 1.94 1.94 1.94 6
3<=YR<7 297825 101.62 101.75 4.75 0.56 0.22 0.22 4.68 4.67 4.68 5
7<=YR 563836 97.74 98.02 16.20 1.00 1.01 0.99 14.15 14.07 14.08 4
7YR-11YR 200823 102.90 103.11 8.70 0.86 0.53 0.54 8.39 8.37 8.39 5
11YR- 363012 94.89 95.20 20.35 1.08 1.30 1.26 17.60 17.48 17.49 4
Overall ex.ABS 1094551 99.41 99.61 10.12 0.77 0.59 0.58 8.95 8.90 8.91 5
1<=YR<3 218500 100.82 100.94 1.95 0.45 0.03 0.02 1.94 1.94 1.94 6
3<=YR<7 297559 101.62 101.76 4.74 0.56 0.22 0.22 4.68 4.67 4.68 5
7<=YR 578492 97.74 98.01 15.96 0.99 1.00 0.99 13.95 13.87 13.88 4
7YR-11YR 200831 102.90 103.11 8.70 0.86 0.53 0.54 8.38 8.36 8.38 5
11YR- 377660 95.00 95.29 19.83 1.06 1.27 1.24 17.16 17.04 17.05 4
Overall ex.MBS,ABS 1079628 99.44 99.64 10.16 0.77 0.59 0.58 8.98 8.94 8.94 5
1<=YR<3 218500 100.82 100.94 1.95 0.45 0.03 0.02 1.94 1.94 1.94 6
3<=YR<7 297559 101.62 101.76 4.74 0.56 0.22 0.22 4.68 4.67 4.68 5
7<=YR 563568 97.75 98.02 16.21 1.00 1.01 0.99 14.15 14.07 14.08 4
7YR-11YR 200646 102.91 103.12 8.70 0.86 0.53 0.54 8.39 8.37 8.39 5
11YR- 362922 94.89 95.20 20.35 1.08 1.30 1.26 17.60 17.48 17.49 4
Overall ex.JGB 173726 98.11 98.24 7.58 0.61 0.68 0.68 6.88 6.84 6.86 28
1<=YR<3 40249 100.36 100.47 2.04 0.44 0.25 0.25 2.03 2.03 2.03 28
3<=YR<7 54955 100.13 100.25 4.80 0.51 0.48 0.48 4.74 4.73 4.74 31
7<=YR 78522 95.53 95.69 12.36 0.77 1.05 1.06 11.06 10.99 11.00 27
7YR-11YR 29673 98.80 98.96 8.51 0.66 0.82 0.82 8.27 8.24 8.27 34
11YR- 48850 93.55 93.71 14.70 0.84 1.20 1.21 12.85 12.76 12.76 22
SDGs 8911 96.20 96.28 8.04 0.34 0.72 0.70 7.24 7.20 7.21 32
Overall SDGs (excl. ABS) 8589 96.21 96.29 8.07 0.33 0.71 0.69 7.25 7.21 7.23 31
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