NOMURA-BPI Daily Data

04/02/2025

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 349.846 112.81 35.64 34.72 0.92 35.64 -8.52
1<=YR<3 232.545 13.21 2.78 2.33 0.45 2.78 -0.96
3<=YR<7 329.304 45.88 14.72 14.00 0.72 14.72 -5.07
7<=YR 503.480 194.26 61.80 60.55 1.24 61.80 -13.57
7YR-11YR*2 186.351 88.27 22.06 20.96 1.11 22.06 -9.88
11YR-*2 220.150 259.96 86.40 85.07 1.33 86.40 -15.81
Government 359.598 120.24 38.12 37.16 0.95 38.12 -8.75
1<=YR<3 219.871 13.28 2.79 2.35 0.44 2.79 -0.97
3<=YR<7 328.125 46.39 14.85 14.12 0.74 14.85 -5.07
7<=YR 512.971 202.89 64.76 63.49 1.27 64.76 -13.66
7YR-11YR*2 184.943 89.27 22.46 21.35 1.11 22.46 -9.81
11YR-*2 218.897 272.74 90.73 89.36 1.37 90.73 -15.96
Municipals 377.254 72.00 21.80 21.11 0.69 21.80 -8.16
Govt.Grntd 351.760 87.67 25.86 25.01 0.85 25.86 -8.97
Bank Dbntr 270.518 25.91 7.38 6.97 0.41 7.38 -2.38
Corporates 378.451 71.21 22.03 21.18 0.85 22.03 -6.04
Yen Dnm Frgn 355.369 20.69 9.15 8.03 1.12 9.15 -0.97
MBS*3 119.419 73.38 22.47 21.77 0.70 22.47 -10.50
ABS*4 111.477 53.08 16.17 15.35 0.82 16.17 -4.97
Overall ex.MBS 349.756 113.28 35.80 34.87 0.93 35.80 -8.50
1<=YR<3 232.545 13.21 2.78 2.33 0.45 2.78 -0.96
3<=YR<7 329.304 45.88 14.72 14.00 0.72 14.72 -5.07
7<=YR 505.110 197.17 62.74 61.48 1.26 62.74 -13.65
7YR-11YR*2 186.342 88.33 22.08 20.97 1.11 22.08 -9.88
11YR-*2 221.594 267.22 88.88 87.53 1.35 88.88 -16.01
Overall ex.ABS 349.867 112.84 35.65 34.73 0.92 35.65 -8.53
1<=YR<3 232.509 13.21 2.78 2.33 0.45 2.78 -0.96
3<=YR<7 329.295 45.88 14.72 14.00 0.72 14.72 -5.07
7<=YR 503.477 194.28 61.80 60.56 1.24 61.80 -13.57
7YR-11YR*2 186.345 88.27 22.06 20.96 1.11 22.06 -9.88
11YR-*2 220.148 259.98 86.41 85.07 1.33 86.41 -15.81
Overall ex.MBS,ABS 349.778 113.31 35.81 34.88 0.93 35.81 -8.50
1<=YR<3 232.509 13.21 2.78 2.33 0.45 2.78 -0.96
3<=YR<7 329.295 45.88 14.72 14.00 0.72 14.72 -5.07
7<=YR 505.107 197.19 62.75 61.49 1.26 62.75 -13.65
7YR-11YR*2 186.336 88.32 22.07 20.97 1.11 22.07 -9.88
11YR-*2 221.592 267.23 88.89 87.53 1.35 88.89 -16.01
Overall ex.JGB* 165.486 70.91 21.68 20.91 0.78 21.68 -7.26
1<=YR<3* 132.781 12.85 2.71 2.23 0.48 2.71 -0.96
3<=YR<7* 163.244 43.63 14.14 13.47 0.66 14.14 -5.05
7<=YR* 220.760 131.34 40.19 39.14 1.06 40.19 -12.93
7YR-11YR*2 191.651 81.33 19.29 18.19 1.10 19.29 -10.30
11YR-*2 222.037 164.28 53.96 52.93 1.03 53.96 -14.63
SDGs*5 96.282 67.29 20.48 19.79 0.70 20.48 -6.94
Overall SDGs (excl. ABS)*5 96.348 67.41 20.52 19.83 0.70 20.52 -6.96
SDGs/E*5 96.987 63.92 19.35 18.66 0.69 19.35 -6.54
Overall SDGs/E (excl. ABS)*5 97.084 63.98 19.37 18.69 0.69 19.37 -6.55
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 1156143 93.04 93.17 10.30 0.86 1.47 1.41 8.61 8.53 8.57 5
1<=YR<3 231276 99.19 99.26 2.01 0.44 0.85 0.85 2.00 1.99 2.00 5
3<=YR<7 315439 98.10 98.23 4.87 0.71 1.11 1.10 4.78 4.75 4.78 5
7<=YR 609428 88.09 88.24 16.26 1.09 1.94 1.83 13.64 13.51 13.56 4
7YR-11YR 209970 97.54 97.72 8.76 1.08 1.40 1.39 8.34 8.28 8.34 4
11YR- 399458 83.12 83.26 20.20 1.10 2.27 2.11 16.91 16.73 16.79 4
Government 983525 92.91 93.03 10.82 0.88 1.47 1.40 9.00 8.92 8.95 1
1<=YR<3 190401 99.27 99.34 2.01 0.44 0.80 0.80 2.00 1.99 2.00 0
3<=YR<7 256614 98.42 98.54 4.89 0.73 1.06 1.05 4.80 4.77 4.80 0
7<=YR 536510 88.01 88.16 16.78 1.12 1.96 1.82 14.04 13.90 13.95 1
7YR-11YR 183139 97.83 98.01 8.77 1.08 1.37 1.35 8.35 8.30 8.35 1
11YR- 353371 82.92 83.05 20.93 1.13 2.32 2.11 17.52 17.33 17.38 1
Municipals 66318 94.22 94.33 7.31 0.65 1.38 1.39 6.65 6.60 6.63 16
Govt.Grntd 14389 93.00 93.20 9.35 0.79 1.49 1.42 7.90 7.83 7.87 11
Bank Dbntr 3274 97.64 97.73 3.19 0.40 1.18 1.17 3.13 3.11 3.13 27
Corporates 70392 93.67 93.85 7.35 0.80 1.62 1.56 6.16 6.10 6.14 40
Yen Dnm Frgn 3796 98.32 98.61 3.38 1.10 1.65 1.64 3.20 3.17 3.19 72
MBS 13792 91.21 91.25 7.71 0.64 1.03 1.83 7.01 6.95 7.36 28
ABS 657 93.85 94.04 5.76 0.77 1.81 1.74 5.29 5.24 5.29 65
Overall ex.MBS 1142351 93.06 93.19 10.33 0.86 1.47 1.41 8.63 8.55 8.59 5
1<=YR<3 231276 99.19 99.26 2.01 0.44 0.85 0.85 2.00 1.99 2.00 5
3<=YR<7 315439 98.10 98.23 4.87 0.71 1.11 1.10 4.78 4.75 4.78 5
7<=YR 595636 88.02 88.17 16.45 1.10 1.96 1.83 13.80 13.66 13.71 4
7YR-11YR 209808 97.54 97.72 8.76 1.08 1.40 1.39 8.34 8.29 8.34 4
11YR- 385828 82.84 82.98 20.64 1.12 2.32 2.12 17.29 17.11 17.15 3
Overall ex.ABS 1155486 93.04 93.17 10.30 0.86 1.47 1.41 8.61 8.54 8.57 5
1<=YR<3 231098 99.19 99.26 2.01 0.44 0.85 0.85 2.00 1.99 2.00 5
3<=YR<7 315115 98.11 98.23 4.87 0.71 1.11 1.10 4.78 4.75 4.78 5
7<=YR 609273 88.09 88.24 16.26 1.09 1.94 1.83 13.64 13.51 13.56 4
7YR-11YR 209878 97.54 97.73 8.76 1.08 1.40 1.39 8.34 8.28 8.34 4
11YR- 399395 83.12 83.26 20.20 1.10 2.27 2.11 16.91 16.73 16.79 4
Overall ex.MBS,ABS 1141694 93.06 93.19 10.34 0.86 1.47 1.41 8.63 8.55 8.59 4
1<=YR<3 231098 99.19 99.26 2.01 0.44 0.85 0.85 2.00 1.99 2.00 5
3<=YR<7 315115 98.11 98.23 4.87 0.71 1.11 1.10 4.78 4.75 4.78 5
7<=YR 595481 88.02 88.17 16.46 1.10 1.96 1.83 13.80 13.66 13.71 4
7YR-11YR 209716 97.54 97.73 8.76 1.08 1.40 1.39 8.34 8.29 8.34 4
11YR- 385766 82.84 82.98 20.64 1.12 2.32 2.12 17.29 17.11 17.15 3
Overall ex.JGB 172618 93.81 93.95 7.36 0.73 1.47 1.50 6.43 6.37 6.44 28
1<=YR<3 40875 98.80 98.90 2.05 0.48 1.09 1.08 2.04 2.03 2.04 28
3<=YR<7 58825 96.73 96.87 4.78 0.64 1.35 1.33 4.69 4.65 4.69 28
7<=YR 72918 88.65 88.83 12.42 0.94 1.81 1.90 10.71 10.60 10.72 27
7YR-11YR 26831 95.54 95.75 8.66 1.05 1.64 1.61 8.25 8.18 8.25 27
11YR- 46087 84.64 84.80 14.61 0.87 1.93 2.10 12.32 12.19 12.35 28
SDGs 21143 94.64 94.79 7.05 0.66 1.47 1.42 6.28 6.23 6.27 24
Overall SDGs (excl. ABS) 20804 94.67 94.81 7.07 0.66 1.46 1.42 6.29 6.24 6.27 24
SDGs/E 24595 94.86 95.01 6.74 0.65 1.45 1.41 6.02 5.97 6.01 25
Overall SDGs/E (excl. ABS) 24256 94.89 95.03 6.75 0.65 1.45 1.40 6.02 5.97 6.01 25
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