NOMURA-BPI Daily Data

05/26/2023

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 375.267 42.73 -1.18 -1.93 0.75 0.91 5.87
1<=YR<3 234.570 0.29 0.22 -0.21 0.43 -0.11 0.63
3<=YR<7 339.351 18.68 0.39 -0.17 0.56 0.45 2.54
7<=YR 565.894 71.04 -2.51 -3.48 0.98 1.54 9.69
7YR-11YR*2 196.618 28.71 -1.86 -2.70 0.83 -0.50 3.76
11YR-*2 256.775 94.49 -2.87 -3.92 1.05 2.67 13.09
Government 387.534 45.26 -1.54 -2.32 0.78 0.80 6.23
1<=YR<3 221.986 -0.08 0.13 -0.30 0.43 -0.19 0.58
3<=YR<7 338.626 18.19 0.18 -0.39 0.57 0.29 2.50
7<=YR 579.320 74.30 -2.95 -3.95 1.00 1.41 10.18
7YR-11YR*2 195.460 27.95 -2.29 -3.15 0.86 -0.84 3.78
11YR-*2 256.909 99.62 -3.31 -4.39 1.08 2.63 13.78
Municipals 395.192 26.60 0.27 -0.30 0.57 1.11 3.89
Govt.Grntd 373.923 34.78 -0.73 -1.39 0.67 0.82 4.46
Bank Dbntr 274.197 8.03 0.28 0.12 0.15 0.39 1.14
Corporates 393.246 31.63 0.53 -0.13 0.66 1.50 4.07
Yen Dnm Frgn 352.105 70.27 3.99 2.96 1.03 4.57 4.77
MBS*3 127.439 15.09 5.84 5.19 0.65 4.08 3.75
ABS*4 114.351 18.51 0.16 -0.51 0.66 0.83 2.96
Overall ex.MBS 375.199 43.09 -1.27 -2.03 0.75 0.87 5.90
1<=YR<3 234.570 0.29 0.22 -0.21 0.43 -0.11 0.63
3<=YR<7 339.351 18.68 0.39 -0.17 0.56 0.45 2.54
7<=YR 568.469 72.46 -2.72 -3.70 0.98 1.48 9.85
7YR-11YR*2 196.616 28.73 -1.87 -2.70 0.84 -0.50 3.76
11YR-*2 259.367 97.61 -3.21 -4.27 1.07 2.61 13.48
Overall ex.ABS 375.301 42.75 -1.18 -1.94 0.75 0.91 5.88
1<=YR<3 234.536 0.29 0.22 -0.21 0.43 -0.11 0.63
3<=YR<7 339.345 18.68 0.39 -0.18 0.56 0.45 2.54
7<=YR 565.902 71.06 -2.51 -3.48 0.98 1.54 9.70
7YR-11YR*2 196.612 28.71 -1.86 -2.70 0.83 -0.50 3.76
11YR-*2 256.774 94.50 -2.87 -3.92 1.05 2.67 13.09
Overall ex.MBS,ABS 375.232 43.11 -1.27 -2.03 0.76 0.87 5.91
1<=YR<3 234.536 0.29 0.22 -0.21 0.43 -0.11 0.63
3<=YR<7 339.345 18.68 0.39 -0.18 0.56 0.45 2.54
7<=YR 568.477 72.47 -2.72 -3.70 0.98 1.48 9.85
7YR-11YR*2 196.610 28.73 -1.87 -2.70 0.84 -0.50 3.76
11YR-*2 259.367 97.62 -3.21 -4.28 1.07 2.61 13.48
Overall ex.JGB* 172.951 28.65 0.82 0.20 0.62 1.53 3.95
1<=YR<3* 133.376 2.00 0.62 0.22 0.40 0.26 0.83
3<=YR<7* 167.142 20.89 1.32 0.79 0.53 1.18 2.71
7<=YR* 240.038 48.66 0.55 -0.24 0.80 2.47 6.54
7YR-11YR*2 199.986 33.61 0.87 0.18 0.69 1.67 3.68
11YR-*2 247.706 57.82 0.36 -0.50 0.87 2.96 8.36
SDGs*5 100.604 31.26 0.32 -0.06 0.38 1.34 4.49
Overall SDGs (excl. ABS)*5 100.693 31.57 0.37 0.00 0.37 1.37 4.53
SDGs/E*5 100.954 27.32 0.35 0.01 0.34 1.11 3.93
Overall SDGs/E (excl. ABS)*5 101.065 27.45 0.39 0.05 0.34 1.13 3.95
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 1102250 101.53 101.74 10.09 0.77 0.43 0.43 9.12 9.08 9.09 5
1<=YR<3 220463 100.86 101.00 1.89 0.43 -0.03 -0.03 1.88 1.88 1.88 6
3<=YR<7 298059 102.21 102.38 4.69 0.57 0.12 0.12 4.62 4.62 4.62 6
7<=YR 583728 101.44 101.70 15.95 0.99 0.76 0.76 14.14 14.08 14.08 4
7YR-11YR 202293 104.25 104.50 8.63 0.87 0.38 0.39 8.32 8.30 8.31 5
11YR- 381435 99.94 100.22 19.83 1.06 0.96 0.96 17.36 17.27 17.27 4
Government 930554 101.92 102.15 10.58 0.79 0.40 0.40 9.52 9.48 9.49 0
1<=YR<3 180379 100.97 101.11 1.87 0.44 -0.08 -0.09 1.87 1.87 1.87 1
3<=YR<7 243033 102.55 102.72 4.67 0.58 0.06 0.06 4.61 4.61 4.61 0
7<=YR 507143 101.96 102.24 16.50 1.02 0.74 0.74 14.58 14.51 14.51 1
7YR-11YR 173918 104.91 105.17 8.66 0.90 0.34 0.34 8.34 8.32 8.33 0
11YR- 333225 100.42 100.70 20.59 1.09 0.96 0.96 17.98 17.89 17.88 1
Municipals 67506 100.07 100.21 7.52 0.57 0.42 0.44 7.11 7.08 7.09 17
Govt.Grntd 15376 100.55 100.70 8.80 0.66 0.42 0.42 7.95 7.92 7.93 12
Bank Dbntr 3490 99.59 99.64 3.24 0.15 0.23 0.23 3.21 3.20 3.21 25
Corporates 66829 98.66 98.83 7.70 0.65 0.68 0.67 6.87 6.83 6.84 45
Yen Dnm Frgn 3030 99.31 99.60 3.72 1.02 1.16 1.16 3.55 3.53 3.55 114
MBS 14655 98.85 98.88 6.70 0.63 0.67 0.67 6.43 6.41 6.42 20
ABS 810 98.29 98.46 5.69 0.65 0.78 0.76 5.36 5.33 5.35 63
Overall ex.MBS 1087595 101.57 101.78 10.14 0.77 0.42 0.42 9.15 9.12 9.12 5
1<=YR<3 220463 100.86 101.00 1.89 0.43 -0.03 -0.03 1.88 1.88 1.88 6
3<=YR<7 298059 102.21 102.38 4.69 0.57 0.12 0.12 4.62 4.62 4.62 6
7<=YR 569073 101.50 101.77 16.19 1.00 0.76 0.76 14.34 14.27 14.27 4
7YR-11YR 202122 104.25 104.50 8.63 0.87 0.38 0.39 8.32 8.30 8.32 5
11YR- 366951 99.99 100.27 20.35 1.07 0.98 0.97 17.79 17.70 17.69 3
Overall ex.ABS 1101441 101.53 101.75 10.10 0.77 0.43 0.43 9.12 9.09 9.09 5
1<=YR<3 220193 100.87 101.00 1.89 0.43 -0.03 -0.03 1.88 1.88 1.88 6
3<=YR<7 297787 102.21 102.38 4.69 0.57 0.12 0.12 4.62 4.62 4.62 6
7<=YR 583461 101.44 101.70 15.95 0.99 0.76 0.76 14.14 14.08 14.08 4
7YR-11YR 202117 104.25 104.51 8.63 0.87 0.38 0.39 8.32 8.30 8.31 5
11YR- 381344 99.95 100.22 19.84 1.06 0.96 0.96 17.36 17.28 17.27 4
Overall ex.MBS,ABS 1086786 101.57 101.79 10.14 0.77 0.42 0.42 9.16 9.12 9.12 5
1<=YR<3 220193 100.87 101.00 1.89 0.43 -0.03 -0.03 1.88 1.88 1.88 6
3<=YR<7 297787 102.21 102.38 4.69 0.57 0.12 0.12 4.62 4.62 4.62 6
7<=YR 568806 101.51 101.78 16.19 1.00 0.76 0.76 14.34 14.27 14.28 4
7YR-11YR 201946 104.26 104.51 8.63 0.87 0.38 0.39 8.32 8.30 8.32 5
11YR- 366860 99.99 100.27 20.35 1.07 0.98 0.97 17.79 17.70 17.70 3
Overall ex.JGB 171696 99.43 99.57 7.47 0.61 0.56 0.56 6.88 6.86 6.86 30
1<=YR<3 40085 100.37 100.48 1.97 0.41 0.20 0.20 1.96 1.96 1.96 29
3<=YR<7 55027 100.72 100.87 4.74 0.54 0.39 0.39 4.68 4.67 4.68 32
7<=YR 76585 98.00 98.16 12.31 0.78 0.87 0.87 11.15 11.09 11.11 29
7YR-11YR 28375 100.22 100.39 8.44 0.69 0.68 0.68 8.19 8.16 8.19 35
11YR- 48210 96.69 96.85 14.59 0.83 0.99 0.99 12.96 12.88 12.89 25
SDGs 9466 97.90 97.99 7.80 0.37 0.57 0.56 7.14 7.11 7.12 33
Overall SDGs (excl. ABS) 9140 97.93 98.02 7.82 0.36 0.56 0.55 7.16 7.13 7.14 32
SDGs/E 12356 98.12 98.20 7.05 0.33 0.52 0.51 6.48 6.45 6.46 32
Overall SDGs/E (excl. ABS) 12029 98.15 98.23 7.05 0.33 0.51 0.50 6.47 6.44 6.45 31
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