NOMURA-BPI Monthly Data

04/28/2023

--------------- RETURNS (%) FROM ----------------
INDEX -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 375.608 3.01 2.25 0.75 3.01 7.54
1<=YR<3 234.530 -0.44 -0.86 0.43 -0.44 0.73
3<=YR<7 339.250 0.51 -0.05 0.56 0.51 3.04
7<=YR 566.986 5.60 4.62 0.98 5.60 12.59
7YR-11YR*2 196.899 0.87 0.03 0.84 0.87 5.09
11YR-*2 257.340 8.22 7.16 1.06 8.22 16.88
Government 387.993 3.15 2.37 0.78 3.15 8.07
1<=YR<3 221.963 -0.51 -0.94 0.43 -0.51 0.69
3<=YR<7 338.580 0.40 -0.17 0.57 0.40 3.04
7<=YR 580.635 5.78 4.77 1.01 5.78 13.30
7YR-11YR*2 195.804 0.62 -0.25 0.86 0.62 5.22
11YR-*2 257.564 8.60 7.51 1.09 8.60 17.85
Municipals 395.109 1.96 1.39 0.57 1.96 4.74
Govt.Grntd 374.132 2.37 1.72 0.65 2.37 5.69
Bank Dbntr 274.139 0.50 0.35 0.15 0.50 1.35
Corporates 393.086 2.46 1.80 0.66 2.46 4.90
Yen Dnm Frgn 351.030 5.13 4.10 1.03 5.13 4.94
MBS*3 126.871 2.32 1.70 0.62 2.32 3.25
ABS*4 114.337 1.50 0.84 0.66 1.50 3.62
Overall ex.MBS 375.565 3.02 2.26 0.76 3.02 7.60
1<=YR<3 234.530 -0.44 -0.86 0.43 -0.44 0.73
3<=YR<7 339.250 0.51 -0.05 0.56 0.51 3.04
7<=YR 569.656 5.68 4.69 0.99 5.68 12.83
7YR-11YR*2 196.898 0.87 0.03 0.84 0.87 5.09
11YR-*2 260.006 8.45 7.38 1.07 8.45 17.44
Overall ex.ABS 375.642 3.01 2.25 0.75 3.01 7.54
1<=YR<3 234.496 -0.44 -0.86 0.43 -0.44 0.73
3<=YR<7 339.244 0.51 -0.05 0.56 0.51 3.04
7<=YR 566.993 5.60 4.62 0.98 5.60 12.59
7YR-11YR*2 196.894 0.87 0.03 0.84 0.87 5.09
11YR-*2 257.340 8.22 7.16 1.06 8.22 16.88
Overall ex.MBS,ABS 375.600 3.02 2.26 0.76 3.02 7.60
1<=YR<3 234.496 -0.44 -0.86 0.43 -0.44 0.73
3<=YR<7 339.244 0.51 -0.05 0.56 0.51 3.04
7<=YR 569.665 5.68 4.69 0.99 5.68 12.84
7YR-11YR*2 196.892 0.87 0.03 0.84 0.87 5.09
11YR-*2 260.006 8.45 7.38 1.07 8.45 17.44
Overall ex.JGB* 172.842 2.24 1.63 0.62 2.24 4.69
1<=YR<3* 133.313 -0.10 -0.51 0.41 -0.10 0.88
3<=YR<7* 166.973 1.03 0.51 0.52 1.03 3.04
7<=YR* 239.936 4.38 3.59 0.79 4.38 7.95
7YR-11YR*2 199.853 2.47 1.78 0.68 2.47 4.34
11YR-*2 247.637 5.55 4.69 0.86 5.55 10.24
SDGs*5 100.580 2.35 1.99 0.37 2.35 5.46
Overall SDGs (excl. ABS)*5 100.665 2.37 2.00 0.36 2.37 5.50
SDGs/E*5 100.927 1.87 1.54 0.33 1.87 4.77
Overall SDGs/E (excl. ABS)*5 101.035 1.87 1.54 0.33 1.87 4.78
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 1092911 101.70 101.86 10.12 0.77 0.42 0.42 9.16 9.13 9.13 5
1<=YR<3 220389 100.88 100.98 1.94 0.43 -0.02 -0.02 1.94 1.94 1.94 6
3<=YR<7 294507 102.22 102.35 4.75 0.57 0.12 0.12 4.68 4.68 4.68 6
7<=YR 578015 101.74 101.95 15.97 0.99 0.74 0.74 14.18 14.12 14.12 5
7YR-11YR 200000 104.53 104.74 8.67 0.88 0.36 0.37 8.36 8.34 8.36 5
11YR- 378016 100.27 100.47 19.83 1.06 0.94 0.94 17.39 17.30 17.30 4
Government 921156 102.12 102.29 10.61 0.80 0.39 0.40 9.57 9.53 9.54 1
1<=YR<3 180331 101.00 101.10 1.94 0.44 -0.07 -0.07 1.93 1.93 1.93 1
3<=YR<7 239883 102.58 102.71 4.75 0.58 0.06 0.07 4.68 4.68 4.68 0
7<=YR 500942 102.31 102.52 16.53 1.03 0.72 0.72 14.62 14.56 14.56 1
7YR-11YR 171280 105.26 105.48 8.71 0.91 0.31 0.32 8.39 8.37 8.38 0
11YR- 329662 100.78 100.99 20.59 1.09 0.94 0.94 18.01 17.92 17.92 1
Municipals 67552 100.09 100.21 7.55 0.57 0.43 0.44 7.14 7.12 7.12 18
Govt.Grntd 15733 100.64 100.82 8.64 0.65 0.41 0.41 7.82 7.79 7.80 12
Bank Dbntr 3483 99.58 99.61 3.26 0.15 0.24 0.23 3.23 3.22 3.23 25
Corporates 66468 98.66 98.81 7.76 0.65 0.69 0.68 6.94 6.91 6.92 46
Yen Dnm Frgn 3056 99.09 99.37 3.77 1.02 1.23 1.22 3.60 3.58 3.60 121
MBS 14663 98.46 98.49 6.66 0.63 0.68 0.73 6.38 6.35 6.44 28
ABS 801 98.30 98.47 5.76 0.65 0.78 0.76 5.42 5.39 5.42 63
Overall ex.MBS 1078248 101.74 101.91 10.16 0.77 0.42 0.42 9.20 9.16 9.17 5
1<=YR<3 220389 100.88 100.98 1.94 0.43 -0.02 -0.02 1.94 1.94 1.94 6
3<=YR<7 294507 102.22 102.35 4.75 0.57 0.12 0.12 4.68 4.68 4.68 6
7<=YR 563353 101.83 102.04 16.21 1.00 0.74 0.74 14.38 14.31 14.32 4
7YR-11YR 199825 104.53 104.74 8.68 0.88 0.36 0.37 8.36 8.35 8.36 5
11YR- 363527 100.34 100.55 20.35 1.07 0.95 0.95 17.82 17.73 17.73 3
Overall ex.ABS 1092110 101.70 101.86 10.12 0.77 0.42 0.42 9.16 9.13 9.13 5
1<=YR<3 220120 100.88 100.99 1.94 0.43 -0.02 -0.02 1.94 1.94 1.94 6
3<=YR<7 294241 102.22 102.35 4.75 0.57 0.12 0.12 4.68 4.68 4.68 6
7<=YR 577749 101.74 101.95 15.97 0.99 0.74 0.74 14.18 14.12 14.12 5
7YR-11YR 199824 104.53 104.75 8.67 0.88 0.36 0.37 8.36 8.34 8.36 5
11YR- 377926 100.27 100.47 19.83 1.06 0.94 0.94 17.39 17.30 17.30 4
Overall ex.MBS,ABS 1077447 101.74 101.91 10.17 0.77 0.42 0.42 9.20 9.17 9.17 5
1<=YR<3 220120 100.88 100.99 1.94 0.43 -0.02 -0.02 1.94 1.94 1.94 6
3<=YR<7 294241 102.22 102.35 4.75 0.57 0.12 0.12 4.68 4.68 4.68 6
7<=YR 563087 101.83 102.04 16.21 1.00 0.74 0.74 14.38 14.31 14.32 4
7YR-11YR 199650 104.54 104.75 8.68 0.88 0.36 0.37 8.36 8.35 8.36 5
11YR- 363437 100.34 100.55 20.35 1.07 0.95 0.95 17.82 17.73 17.73 3
Overall ex.JGB 171755 99.41 99.54 7.49 0.61 0.56 0.56 6.91 6.88 6.90 31
1<=YR<3 40058 100.37 100.47 1.98 0.41 0.22 0.22 1.97 1.97 1.97 30
3<=YR<7 54624 100.65 100.76 4.75 0.52 0.39 0.39 4.69 4.68 4.68 32
7<=YR 77073 98.03 98.19 12.31 0.78 0.87 0.87 11.16 11.10 11.13 31
7YR-11YR 28720 100.18 100.33 8.44 0.68 0.67 0.67 8.19 8.16 8.19 37
11YR- 48354 96.76 96.92 14.60 0.83 0.98 1.00 12.98 12.91 12.94 28
SDGs 9227 97.82 97.91 7.85 0.36 0.58 0.57 7.20 7.17 7.18 34
Overall SDGs (excl. ABS) 8904 97.85 97.93 7.88 0.35 0.57 0.56 7.22 7.19 7.20 33
SDGs/E 12069 98.05 98.13 7.10 0.32 0.52 0.51 6.53 6.50 6.51 33
Overall SDGs/E (excl. ABS) 11746 98.07 98.15 7.10 0.32 0.51 0.51 6.52 6.50 6.51 32
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