NOMURA-BPI Daily Data

04/16/2024

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 362.457 -25.17 -22.35 -23.14 0.79 -22.35 -5.39
1<=YR<3 233.592 -5.99 -2.97 -3.35 0.38 -2.97 -1.12
3<=YR<7 335.634 -10.57 -10.53 -11.15 0.62 -10.53 -3.16
7<=YR 533.264 -41.07 -36.60 -37.65 1.05 -36.60 -8.31
7YR-11YR*2 192.449 -20.02 -21.04 -21.97 0.93 -21.04 -4.65
11YR-*2 236.771 -53.60 -45.76 -46.89 1.13 -45.76 -10.44
Government 373.124 -26.60 -23.57 -24.38 0.82 -23.57 -5.78
1<=YR<3 220.930 -5.94 -3.04 -3.41 0.37 -3.04 -1.19
3<=YR<7 334.547 -10.60 -10.73 -11.36 0.63 -10.73 -3.32
7<=YR 543.936 -42.79 -37.88 -38.96 1.08 -37.88 -8.77
7YR-11YR*2 191.000 -20.10 -21.33 -22.27 0.94 -21.33 -4.87
11YR-*2 235.823 -56.22 -47.55 -48.71 1.16 -47.55 -11.02
Municipals 388.480 -16.11 -16.13 -16.73 0.60 -16.13 -3.59
Govt.Grntd 364.135 -23.18 -20.08 -20.78 0.71 -20.08 -4.24
Bank Dbntr 272.621 -8.19 -5.95 -6.18 0.23 -5.95 -1.79
Corporates 387.332 -18.07 -14.66 -15.37 0.71 -14.66 -2.57
Yen Dnm Frgn 354.419 -25.82 -4.88 -5.99 1.11 -4.88 0.33
MBS*3 124.258 -12.68 -17.44 -18.06 0.62 -17.44 -4.23
ABS*4 113.148 -11.58 -11.87 -12.59 0.72 -11.87 -2.84
Overall ex.MBS 362.345 -25.33 -22.41 -23.21 0.79 -22.41 -5.40
1<=YR<3 233.592 -5.99 -2.97 -3.35 0.38 -2.97 -1.12
3<=YR<7 335.634 -10.57 -10.53 -11.15 0.62 -10.53 -3.16
7<=YR 535.222 -41.77 -37.07 -38.13 1.06 -37.07 -8.41
7YR-11YR*2 192.444 -20.03 -21.06 -21.98 0.93 -21.06 -4.66
11YR-*2 238.629 -55.22 -46.86 -48.01 1.15 -46.86 -10.68
Overall ex.ABS 362.483 -25.18 -22.36 -23.15 0.79 -22.36 -5.39
1<=YR<3 233.557 -5.99 -2.97 -3.35 0.38 -2.97 -1.12
3<=YR<7 335.627 -10.57 -10.53 -11.15 0.62 -10.53 -3.16
7<=YR 533.264 -41.07 -36.60 -37.66 1.05 -36.60 -8.31
7YR-11YR*2 192.443 -20.02 -21.04 -21.97 0.93 -21.04 -4.65
11YR-*2 236.769 -53.61 -45.76 -46.89 1.13 -45.76 -10.44
Overall ex.MBS,ABS 362.372 -25.34 -22.42 -23.22 0.79 -22.42 -5.40
1<=YR<3 233.557 -5.99 -2.97 -3.35 0.38 -2.97 -1.12
3<=YR<7 335.627 -10.57 -10.53 -11.15 0.62 -10.53 -3.16
7<=YR 535.222 -41.78 -37.07 -38.14 1.06 -37.07 -8.41
7YR-11YR*2 192.438 -20.03 -21.06 -21.98 0.93 -21.06 -4.66
11YR-*2 238.628 -55.23 -46.86 -48.01 1.15 -46.86 -10.68
Overall ex.JGB* 170.003 -17.21 -15.54 -16.20 0.66 -15.54 -3.18
1<=YR<3* 133.184 -6.22 -2.65 -3.05 0.40 -2.65 -0.81
3<=YR<7* 166.128 -10.43 -9.61 -10.19 0.57 -9.61 -2.44
7<=YR* 231.926 -28.98 -27.59 -28.47 0.87 -27.59 -5.12
7YR-11YR*2 197.878 -19.44 -19.10 -19.93 0.83 -19.10 -3.20
11YR-*2 235.874 -34.93 -32.86 -33.75 0.89 -32.86 -6.30
SDGs*5 98.862 -17.14 -16.04 -16.55 0.51 -16.04 -3.33
Overall SDGs (excl. ABS)*5 98.943 -17.24 -16.07 -16.58 0.51 -16.07 -3.33
SDGs/E*5 99.410 -15.92 -14.78 -15.26 0.48 -14.78 -3.09
Overall SDGs/E (excl. ABS)*5 99.520 -15.97 -14.78 -15.27 0.48 -14.78 -3.08
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 1132864 97.28 97.42 10.18 0.78 0.85 0.83 8.82 8.77 8.78 4
1<=YR<3 230837 100.19 100.27 1.97 0.38 0.27 0.27 1.96 1.96 1.96 5
3<=YR<7 306644 100.72 100.85 4.82 0.63 0.49 0.49 4.74 4.73 4.74 4
7<=YR 595383 94.37 94.55 16.13 1.02 1.28 1.25 13.89 13.79 13.81 4
7YR-11YR 206737 101.52 101.72 8.74 0.95 0.79 0.79 8.39 8.36 8.38 4
11YR- 388646 90.57 90.74 20.05 1.05 1.58 1.52 17.17 17.03 17.05 4
Government 960624 97.31 97.45 10.67 0.80 0.84 0.82 9.20 9.15 9.16 0
1<=YR<3 190304 100.28 100.36 1.96 0.37 0.22 0.22 1.95 1.95 1.95 0
3<=YR<7 249677 101.02 101.15 4.83 0.64 0.44 0.44 4.75 4.74 4.75 0
7<=YR 520642 94.44 94.62 16.66 1.04 1.29 1.24 14.30 14.20 14.22 1
7YR-11YR 179448 101.92 102.12 8.77 0.97 0.75 0.76 8.41 8.38 8.41 0
11YR- 341194 90.51 90.68 20.81 1.08 1.61 1.53 17.79 17.65 17.66 1
Municipals 67306 97.77 97.88 7.42 0.59 0.74 0.76 6.88 6.85 6.86 11
Govt.Grntd 14406 97.09 97.29 9.21 0.69 0.82 0.79 8.01 7.96 7.98 7
Bank Dbntr 3445 98.81 98.87 3.17 0.23 0.58 0.58 3.13 3.12 3.13 26
Corporates 68945 96.57 96.75 7.56 0.70 1.00 0.97 6.55 6.50 6.52 38
Yen Dnm Frgn 3243 99.05 99.34 3.82 1.10 1.29 1.28 3.64 3.61 3.64 92
MBS 14186 95.73 95.74 7.21 0.62 0.79 1.15 6.77 6.73 6.97 22
ABS 710 96.26 96.44 5.76 0.70 1.19 1.16 5.36 5.32 5.35 66
Overall ex.MBS 1118678 97.30 97.44 10.22 0.78 0.85 0.82 8.85 8.79 8.81 4
1<=YR<3 230837 100.19 100.27 1.97 0.38 0.27 0.27 1.96 1.96 1.96 5
3<=YR<7 306644 100.72 100.85 4.82 0.63 0.49 0.49 4.74 4.73 4.74 4
7<=YR 581197 94.34 94.52 16.34 1.02 1.30 1.25 14.06 13.96 13.98 3
7YR-11YR 206538 101.52 101.72 8.75 0.95 0.79 0.79 8.39 8.36 8.39 4
11YR- 374659 90.38 90.55 20.53 1.06 1.61 1.53 17.57 17.43 17.44 3
Overall ex.ABS 1132154 97.28 97.42 10.18 0.78 0.85 0.83 8.83 8.77 8.79 4
1<=YR<3 230629 100.19 100.27 1.97 0.38 0.27 0.27 1.96 1.96 1.96 5
3<=YR<7 306356 100.72 100.85 4.82 0.63 0.48 0.49 4.74 4.73 4.74 4
7<=YR 595168 94.37 94.55 16.13 1.02 1.28 1.25 13.89 13.79 13.81 4
7YR-11YR 206608 101.52 101.72 8.74 0.95 0.79 0.79 8.39 8.36 8.38 4
11YR- 388560 90.57 90.74 20.06 1.05 1.58 1.52 17.17 17.03 17.05 4
Overall ex.MBS,ABS 1117967 97.30 97.44 10.22 0.78 0.85 0.82 8.85 8.80 8.81 4
1<=YR<3 230629 100.19 100.27 1.97 0.38 0.27 0.27 1.96 1.96 1.96 5
3<=YR<7 306356 100.72 100.85 4.82 0.63 0.48 0.49 4.74 4.73 4.74 4
7<=YR 580982 94.34 94.52 16.35 1.02 1.30 1.25 14.06 13.96 13.98 3
7YR-11YR 206409 101.52 101.72 8.75 0.95 0.79 0.79 8.39 8.36 8.39 3
11YR- 374573 90.38 90.55 20.53 1.06 1.61 1.53 17.57 17.43 17.44 3
Overall ex.JGB 172240 97.10 97.24 7.45 0.65 0.87 0.89 6.69 6.65 6.68 24
1<=YR<3 40533 99.77 99.87 2.02 0.40 0.49 0.49 2.01 2.01 2.01 26
3<=YR<7 56966 99.42 99.55 4.79 0.58 0.69 0.68 4.71 4.70 4.71 24
7<=YR 74741 93.89 94.06 12.42 0.84 1.23 1.28 10.98 10.90 10.96 23
7YR-11YR 27289 98.87 99.06 8.55 0.84 1.00 0.99 8.24 8.20 8.24 25
11YR- 47452 91.02 91.18 14.65 0.84 1.38 1.46 12.69 12.58 12.67 22
SDGs 15753 96.85 96.98 7.49 0.50 0.87 0.85 6.80 6.76 6.78 23
Overall SDGs (excl. ABS) 15426 96.88 97.02 7.50 0.50 0.86 0.84 6.81 6.77 6.79 22
SDGs/E 19177 97.05 97.18 6.97 0.47 0.84 0.82 6.35 6.31 6.33 24
Overall SDGs/E (excl. ABS) 18851 97.08 97.21 6.98 0.47 0.83 0.81 6.35 6.31 6.33 23

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