NOMURA-BPI Monthly Data

12/30/2024

--------------- RETURNS (%) FROM ----------------
INDEX -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 357.613 -1.24 -2.10 0.86 -3.21 -2.91
1<=YR<3 233.117 1.07 0.66 0.41 -0.46 -0.53
3<=YR<7 333.614 -0.61 -1.28 0.67 -1.48 -1.53
7<=YR 521.517 -2.56 -3.71 1.15 -5.25 -4.60
7YR-11YR*2 191.162 -3.81 -4.84 1.03 -2.25 -2.04
11YR-*2 229.388 -1.79 -3.02 1.23 -7.01 -6.10
Government 367.797 -1.29 -2.17 0.88 -3.40 -3.11
1<=YR<3 220.414 1.01 0.60 0.41 -0.51 -0.58
3<=YR<7 332.423 -0.72 -1.39 0.68 -1.54 -1.61
7<=YR 531.474 -2.48 -3.66 1.18 -5.44 -4.82
7YR-11YR*2 189.686 -3.85 -4.89 1.03 -2.29 -2.12
11YR-*2 228.178 -1.66 -2.92 1.26 -7.29 -6.39
Municipals 385.259 -1.56 -2.20 0.64 -2.14 -1.88
Govt.Grntd 359.987 -0.96 -1.75 0.78 -2.80 -2.38
Bank Dbntr 272.169 1.06 0.72 0.34 -0.61 -0.70
Corporates 384.365 -0.22 -1.02 0.80 -1.96 -1.52
Yen Dnm Frgn 356.246 -0.30 -1.36 1.06 0.36 0.61
MBS*3 122.702 -2.74 -3.42 0.68 -2.78 -2.49
ABS*4 112.908 -0.33 -1.11 0.77 -1.05 -1.05
Overall ex.MBS 357.499 -1.22 -2.08 0.86 -3.21 -2.91
1<=YR<3 233.117 1.07 0.66 0.41 -0.46 -0.53
3<=YR<7 333.614 -0.61 -1.28 0.67 -1.48 -1.53
7<=YR 523.307 -2.55 -3.71 1.16 -5.31 -4.66
7YR-11YR*2 191.156 -3.82 -4.85 1.03 -2.25 -2.04
11YR-*2 231.016 -1.75 -3.00 1.25 -7.18 -6.24
Overall ex.ABS 357.637 -1.24 -2.10 0.86 -3.21 -2.91
1<=YR<3 233.082 1.07 0.66 0.41 -0.46 -0.54
3<=YR<7 333.605 -0.61 -1.28 0.67 -1.48 -1.53
7<=YR 521.515 -2.56 -3.71 1.15 -5.25 -4.61
7YR-11YR*2 191.155 -3.81 -4.84 1.03 -2.25 -2.04
11YR-*2 229.386 -1.79 -3.02 1.23 -7.02 -6.10
Overall ex.MBS,ABS 357.523 -1.22 -2.09 0.86 -3.21 -2.91
1<=YR<3 233.082 1.07 0.66 0.41 -0.46 -0.54
3<=YR<7 333.605 -0.61 -1.28 0.67 -1.48 -1.53
7<=YR 523.305 -2.55 -3.71 1.16 -5.31 -4.66
7YR-11YR*2 191.149 -3.82 -4.85 1.03 -2.25 -2.04
11YR-*2 231.013 -1.75 -3.00 1.25 -7.18 -6.24
Overall ex.JGB* 168.607 -0.98 -1.70 0.72 -2.09 -1.75
1<=YR<3* 133.105 1.37 0.93 0.44 -0.25 -0.30
3<=YR<7* 165.371 -0.15 -0.78 0.62 -1.23 -1.17
7<=YR* 228.279 -3.08 -4.06 0.98 -3.85 -3.06
7YR-11YR*2 196.816 -3.53 -4.53 1.00 -1.95 -1.48
11YR-*2 230.636 -2.79 -3.76 0.97 -5.03 -4.04
SDGs*5 98.015 -1.27 -1.91 0.64 -2.17 -1.83
Overall SDGs (excl. ABS)*5 98.086 -1.28 -1.92 0.64 -2.18 -1.84
SDGs/E*5 98.632 -1.07 -1.69 0.62 -1.99 -1.69
Overall SDGs/E (excl. ABS)*5 98.733 -1.07 -1.69 0.62 -2.00 -1.69
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 1143272 95.32 95.47 10.26 0.83 1.14 1.10 8.71 8.64 8.66 5
1<=YR<3 230642 99.65 99.72 1.99 0.41 0.60 0.60 1.98 1.97 1.98 5
3<=YR<7 310843 99.57 99.69 4.86 0.67 0.77 0.76 4.78 4.76 4.77 5
7<=YR 601787 91.46 91.66 16.22 1.07 1.57 1.51 13.72 13.60 13.63 4
7YR-11YR 207024 100.39 100.56 8.75 1.05 1.01 1.02 8.36 8.32 8.35 3
11YR- 394763 86.78 86.99 20.13 1.08 1.91 1.80 16.97 16.81 16.83 4
Government 970600 95.23 95.38 10.77 0.85 1.14 1.09 9.10 9.03 9.04 1
1<=YR<3 189830 99.73 99.80 1.98 0.41 0.55 0.55 1.97 1.97 1.97 0
3<=YR<7 252456 99.88 99.98 4.88 0.68 0.72 0.72 4.79 4.78 4.79 1
7<=YR 528313 91.40 91.60 16.75 1.09 1.59 1.50 14.13 14.01 14.03 1
7YR-11YR 180067 100.70 100.86 8.77 1.06 0.98 0.99 8.37 8.33 8.37 0
11YR- 348246 86.59 86.81 20.87 1.10 1.95 1.81 17.59 17.42 17.43 1
Municipals 66798 96.45 96.59 7.32 0.62 1.01 1.02 6.74 6.69 6.72 12
Govt.Grntd 14373 95.40 95.62 9.24 0.75 1.12 1.07 7.94 7.88 7.91 7
Bank Dbntr 3376 98.40 98.47 3.11 0.33 0.87 0.87 3.07 3.05 3.07 26
Corporates 70142 95.35 95.53 7.42 0.77 1.30 1.25 6.31 6.26 6.28 39
Yen Dnm Frgn 3446 98.74 99.00 3.53 1.06 1.45 1.45 3.37 3.35 3.37 80
MBS 13882 93.96 94.00 7.44 0.63 0.89 1.42 6.89 6.84 7.23 23
ABS 655 95.24 95.41 5.85 0.74 1.50 1.46 5.42 5.38 5.42 68
Overall ex.MBS 1129390 95.33 95.49 10.29 0.83 1.14 1.10 8.73 8.66 8.68 4
1<=YR<3 230642 99.65 99.72 1.99 0.41 0.60 0.60 1.98 1.97 1.98 5
3<=YR<7 310843 99.57 99.69 4.86 0.67 0.77 0.76 4.78 4.76 4.77 5
7<=YR 587905 91.40 91.61 16.42 1.08 1.59 1.51 13.89 13.77 13.79 3
7YR-11YR 206852 100.39 100.56 8.76 1.05 1.01 1.02 8.36 8.32 8.36 3
11YR- 381053 86.52 86.74 20.58 1.09 1.95 1.82 17.36 17.20 17.21 3
Overall ex.ABS 1142617 95.32 95.47 10.26 0.83 1.14 1.10 8.71 8.64 8.67 4
1<=YR<3 230465 99.65 99.72 1.99 0.41 0.60 0.60 1.98 1.97 1.98 5
3<=YR<7 310530 99.58 99.69 4.86 0.67 0.76 0.76 4.78 4.76 4.77 5
7<=YR 601621 91.46 91.66 16.22 1.07 1.57 1.51 13.72 13.61 13.63 4
7YR-11YR 206931 100.39 100.57 8.75 1.05 1.01 1.02 8.36 8.32 8.35 3
11YR- 394691 86.78 86.99 20.13 1.08 1.91 1.80 16.97 16.81 16.84 4
Overall ex.MBS,ABS 1128735 95.33 95.49 10.30 0.83 1.14 1.10 8.73 8.67 8.68 4
1<=YR<3 230465 99.65 99.72 1.99 0.41 0.60 0.60 1.98 1.97 1.98 5
3<=YR<7 310530 99.58 99.69 4.86 0.67 0.76 0.76 4.78 4.76 4.77 5
7<=YR 587739 91.40 91.61 16.42 1.08 1.59 1.51 13.89 13.77 13.79 3
7YR-11YR 206759 100.39 100.57 8.76 1.05 1.01 1.02 8.36 8.32 8.36 3
11YR- 380980 86.52 86.74 20.59 1.09 1.95 1.82 17.36 17.20 17.21 3
Overall ex.JGB 172672 95.79 95.95 7.37 0.70 1.13 1.16 6.53 6.48 6.53 25
1<=YR<3 40811 99.28 99.38 2.03 0.43 0.81 0.81 2.02 2.01 2.02 26
3<=YR<7 58387 98.26 98.41 4.77 0.61 0.98 0.97 4.69 4.67 4.69 26
7<=YR 73474 91.90 92.10 12.39 0.91 1.46 1.53 10.79 10.70 10.80 24
7YR-11YR 26957 98.29 98.55 8.63 0.99 1.22 1.21 8.25 8.20 8.25 24
11YR- 46517 88.19 88.36 14.57 0.86 1.62 1.73 12.43 12.31 12.45 24
SDGs 19765 96.30 96.43 7.18 0.62 1.13 1.10 6.48 6.44 6.46 23
Overall SDGs (excl. ABS) 19433 96.33 96.46 7.19 0.62 1.12 1.10 6.49 6.45 6.47 23
SDGs/E 23020 96.43 96.56 6.84 0.60 1.12 1.09 6.19 6.14 6.17 24
Overall SDGs/E (excl. ABS) 22688 96.46 96.58 6.85 0.60 1.11 1.08 6.19 6.15 6.17 24
Back to NOMURA-BPI Home Page