NOMURA-BPI Daily Data

01/22/2025

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 356.052 -13.92 -6.93 -7.80 0.87 -3.48 -6.93
1<=YR<3 232.779 -14.35 -2.30 -2.72 0.42 -0.60 -2.30
3<=YR<7 331.955 -34.61 -7.89 -8.57 0.67 -1.97 -7.89
7<=YR 518.795 -2.13 -8.29 -9.45 1.17 -5.46 -8.29
7YR-11YR*2 189.817 -34.37 -11.17 -12.21 1.04 -2.92 -11.17
11YR-*2 228.445 17.53 -6.53 -7.77 1.24 -6.95 -6.53
Government 366.204 -12.39 -6.87 -7.77 0.90 -3.66 -6.87
1<=YR<3 220.090 -14.25 -2.33 -2.75 0.42 -0.65 -2.33
3<=YR<7 330.759 -34.56 -7.95 -8.63 0.68 -2.02 -7.95
7<=YR 528.772 -0.12 -8.07 -9.26 1.19 -5.62 -8.07
7YR-11YR*2 188.347 -34.33 -11.21 -12.25 1.05 -2.96 -11.21
11YR-*2 227.292 20.57 -6.16 -7.44 1.28 -7.18 -6.16
Municipals 383.323 -27.76 -7.98 -8.63 0.65 -2.58 -7.98
Govt.Grntd 358.442 -16.70 -6.81 -7.58 0.77 -3.10 -6.81
Bank Dbntr 271.423 -23.41 -4.35 -4.70 0.35 -0.89 -4.35
Corporates 382.813 -20.42 -6.41 -7.20 0.80 -2.30 -6.41
Yen Dnm Frgn 355.845 -12.73 -1.78 -2.88 1.10 0.20 -1.78
MBS*3 121.900 -15.97 -10.37 -11.03 0.66 -3.35 -10.37
ABS*4 112.428 -26.93 -6.75 -7.53 0.78 -1.49 -6.75
Overall ex.MBS 355.948 -13.89 -6.88 -7.76 0.87 -3.48 -6.88
1<=YR<3 232.779 -14.35 -2.30 -2.72 0.42 -0.60 -2.30
3<=YR<7 331.955 -34.61 -7.89 -8.57 0.67 -1.97 -7.89
7<=YR 520.592 -1.80 -8.24 -9.41 1.18 -5.51 -8.24
7YR-11YR*2 189.810 -34.38 -11.17 -12.21 1.04 -2.92 -11.17
11YR-*2 230.088 18.83 -6.37 -7.64 1.26 -7.09 -6.37
Overall ex.ABS 356.076 -13.91 -6.93 -7.80 0.87 -3.48 -6.93
1<=YR<3 232.743 -14.35 -2.31 -2.73 0.42 -0.60 -2.31
3<=YR<7 331.946 -34.61 -7.89 -8.57 0.67 -1.97 -7.89
7<=YR 518.792 -2.12 -8.28 -9.45 1.17 -5.46 -8.28
7YR-11YR*2 189.810 -34.37 -11.17 -12.21 1.04 -2.92 -11.17
11YR-*2 228.443 17.54 -6.53 -7.77 1.24 -6.95 -6.53
Overall ex.MBS,ABS 355.972 -13.89 -6.88 -7.76 0.87 -3.48 -6.88
1<=YR<3 232.743 -14.35 -2.31 -2.73 0.42 -0.60 -2.31
3<=YR<7 331.946 -34.61 -7.89 -8.57 0.67 -1.97 -7.89
7<=YR 520.590 -1.79 -8.23 -9.41 1.18 -5.51 -8.23
7YR-11YR*2 189.804 -34.38 -11.17 -12.21 1.04 -2.92 -11.17
11YR-*2 230.085 18.83 -6.37 -7.64 1.26 -7.09 -6.37
Overall ex.JGB* 167.839 -22.53 -7.22 -7.95 0.72 -2.48 -7.22
1<=YR<3* 132.923 -14.84 -2.17 -2.61 0.44 -0.40 -2.17
3<=YR<7* 164.573 -34.84 -7.66 -8.28 0.62 -1.72 -7.66
7<=YR* 226.858 -16.65 -9.88 -10.86 0.98 -4.29 -9.88
7YR-11YR*2 195.465 -34.65 -10.89 -11.90 1.01 -2.62 -10.89
11YR-*2 229.296 -5.05 -9.22 -10.18 0.96 -5.33 -9.22
SDGs*5 97.575 -23.79 -7.13 -7.78 0.65 -2.54 -7.13
Overall SDGs (excl. ABS)*5 97.646 -23.69 -7.12 -7.77 0.65 -2.56 -7.12
SDGs/E*5 98.203 -24.09 -6.90 -7.53 0.63 -2.36 -6.90
Overall SDGs/E (excl. ABS)*5 98.305 -24.01 -6.88 -7.51 0.63 -2.37 -6.88
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 1152391 94.86 95.06 10.24 0.83 1.22 1.19 8.68 8.61 8.64 4
1<=YR<3 230349 99.48 99.57 1.95 0.42 0.69 0.69 1.94 1.93 1.94 5
3<=YR<7 313723 99.04 99.18 4.80 0.67 0.89 0.88 4.72 4.70 4.72 5
7<=YR 608319 90.96 91.23 16.19 1.07 1.64 1.57 13.68 13.56 13.60 4
7YR-11YR 210426 99.59 99.82 8.71 1.05 1.11 1.11 8.31 8.27 8.31 3
11YR- 397892 86.40 86.68 20.14 1.08 1.95 1.84 16.95 16.79 16.82 4
Government 979414 94.78 94.99 10.75 0.85 1.22 1.18 9.06 8.99 9.01 1
1<=YR<3 189531 99.56 99.65 1.93 0.42 0.64 0.64 1.92 1.92 1.92 1
3<=YR<7 255016 99.33 99.48 4.82 0.68 0.84 0.83 4.73 4.71 4.73 0
7<=YR 534868 90.92 91.19 16.71 1.09 1.65 1.56 14.08 13.96 13.99 1
7YR-11YR 183498 99.88 100.11 8.72 1.05 1.08 1.08 8.32 8.28 8.32 0
11YR- 351370 86.24 86.53 20.87 1.11 1.99 1.85 17.56 17.39 17.41 1
Municipals 66881 95.92 96.09 7.32 0.63 1.11 1.12 6.73 6.68 6.71 12
Govt.Grntd 14403 94.95 95.05 9.26 0.76 1.21 1.16 7.95 7.89 7.92 7
Bank Dbntr 3369 98.11 98.19 3.11 0.34 0.99 0.98 3.06 3.04 3.06 26
Corporates 70141 94.91 95.09 7.38 0.77 1.40 1.35 6.27 6.22 6.24 39
Yen Dnm Frgn 3675 98.63 98.89 3.55 1.10 1.54 1.53 3.37 3.34 3.37 77
MBS 13850 93.29 93.31 7.49 0.64 0.93 1.53 6.91 6.86 7.26 25
ABS 657 94.80 94.98 5.85 0.75 1.61 1.56 5.42 5.37 5.42 67
Overall ex.MBS 1138540 94.88 95.08 10.27 0.83 1.23 1.18 8.70 8.63 8.65 4
1<=YR<3 230349 99.48 99.57 1.95 0.42 0.69 0.69 1.94 1.93 1.94 5
3<=YR<7 313723 99.04 99.18 4.80 0.67 0.89 0.88 4.72 4.70 4.72 5
7<=YR 594468 90.91 91.18 16.39 1.08 1.65 1.57 13.84 13.72 13.75 3
7YR-11YR 210257 99.59 99.82 8.72 1.05 1.11 1.11 8.32 8.27 8.32 3
11YR- 384211 86.16 86.44 20.59 1.10 1.99 1.86 17.33 17.17 17.19 3
Overall ex.ABS 1151733 94.86 95.06 10.24 0.83 1.22 1.19 8.68 8.61 8.64 4
1<=YR<3 230181 99.48 99.57 1.95 0.42 0.69 0.69 1.94 1.93 1.94 5
3<=YR<7 313395 99.04 99.19 4.80 0.67 0.88 0.88 4.72 4.70 4.72 5
7<=YR 608157 90.96 91.23 16.19 1.07 1.64 1.57 13.68 13.56 13.60 4
7YR-11YR 210337 99.59 99.83 8.71 1.05 1.11 1.11 8.31 8.27 8.31 3
11YR- 397820 86.40 86.68 20.14 1.08 1.95 1.84 16.95 16.79 16.82 4
Overall ex.MBS,ABS 1137883 94.88 95.08 10.28 0.83 1.23 1.18 8.70 8.63 8.65 4
1<=YR<3 230181 99.48 99.57 1.95 0.42 0.69 0.69 1.94 1.93 1.94 5
3<=YR<7 313395 99.04 99.19 4.80 0.67 0.88 0.88 4.72 4.70 4.72 5
7<=YR 594307 90.91 91.18 16.39 1.08 1.65 1.57 13.84 13.72 13.75 3
7YR-11YR 210168 99.60 99.83 8.72 1.05 1.11 1.11 8.32 8.27 8.32 3
11YR- 384138 86.16 86.44 20.59 1.10 1.99 1.86 17.34 17.17 17.19 3
Overall ex.JGB 172976 95.32 95.47 7.35 0.70 1.23 1.26 6.51 6.46 6.51 25
1<=YR<3 40819 99.10 99.20 2.01 0.44 0.91 0.91 2.00 1.99 2.00 26
3<=YR<7 58707 97.73 97.88 4.76 0.62 1.10 1.09 4.67 4.65 4.67 26
7<=YR 73450 91.28 91.47 12.39 0.91 1.53 1.61 10.78 10.69 10.80 24
7YR-11YR 26928 97.60 97.85 8.63 1.01 1.32 1.31 8.25 8.19 8.24 24
11YR- 46522 87.62 87.78 14.57 0.86 1.67 1.80 12.42 12.30 12.45 24
SDGs 20073 95.88 96.03 7.15 0.63 1.23 1.20 6.45 6.40 6.43 23
Overall SDGs (excl. ABS) 19734 95.90 96.06 7.16 0.63 1.22 1.19 6.45 6.41 6.43 22
SDGs/E 23434 96.03 96.18 6.81 0.61 1.22 1.19 6.15 6.11 6.13 24
Overall SDGs/E (excl. ABS) 23096 96.05 96.20 6.82 0.61 1.21 1.18 6.15 6.11 6.13 23

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