NOMURA-BPI/Extended Daily Data

04/02/2025

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 350.090 112.74 35.62 34.70 0.92 35.62 -8.52
1<=YR<3 233.257 13.20 2.78 2.33 0.45 2.78 -0.96
3<=YR<7 329.689 45.87 14.72 14.00 0.72 14.72 -5.07
7<=YR 504.100 194.25 61.80 60.55 1.24 61.80 -13.57
7YR-11YR*2 186.559 88.26 22.06 20.96 1.11 22.06 -9.88
11YR-*2 220.491 259.95 86.40 85.07 1.33 86.40 -15.80
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 375.622 71.00 21.96 21.11 0.85 21.96 -6.01
Yen Dnm Frgn 391.617 22.12 9.79 8.64 1.15 9.79 -1.10
MBS*3 119.419 73.38 22.47 21.77 0.70 22.47 -10.50
ABS*4 111.534 53.08 16.17 15.35 0.82 16.17 -4.97
Overall ex.MBS 350.000 113.21 35.78 34.85 0.93 35.78 -8.49
1<=YR<3 233.257 13.20 2.78 2.33 0.45 2.78 -0.96
3<=YR<7 329.689 45.87 14.72 14.00 0.72 14.72 -5.07
7<=YR 505.730 197.15 62.74 61.48 1.26 62.74 -13.65
7YR-11YR*2 186.550 88.32 22.07 20.97 1.11 22.07 -9.88
11YR-*2 221.937 267.20 88.88 87.52 1.36 88.88 -16.00
Overall ex.ABS 350.111 112.78 35.63 34.71 0.92 35.63 -8.52
1<=YR<3 233.216 13.20 2.78 2.33 0.45 2.78 -0.96
3<=YR<7 329.684 45.87 14.72 14.00 0.72 14.72 -5.07
7<=YR 504.097 194.27 61.80 60.56 1.24 61.80 -13.57
7YR-11YR*2 186.553 88.26 22.06 20.96 1.11 22.06 -9.88
11YR-*2 220.489 259.96 86.40 85.07 1.33 86.40 -15.80
Overall ex.MBS,ABS 350.021 113.24 35.79 34.86 0.93 35.79 -8.50
1<=YR<3 233.216 13.20 2.78 2.33 0.45 2.78 -0.96
3<=YR<7 329.684 45.87 14.72 14.00 0.72 14.72 -5.07
7<=YR 505.727 197.17 62.75 61.49 1.26 62.75 -13.65
7YR-11YR*2 186.544 88.32 22.07 20.97 1.11 22.07 -9.88
11YR-*2 221.934 267.22 88.88 87.53 1.36 88.88 -16.01
Overall ex.JGB* 165.871 70.70 21.63 20.85 0.78 21.63 -7.23
1<=YR<3* 133.713 12.82 2.72 2.23 0.49 2.72 -0.95
3<=YR<7* 163.708 43.56 14.13 13.47 0.67 14.13 -5.03
7<=YR* 221.761 131.30 40.20 39.14 1.06 40.20 -12.92
7YR-11YR*2 192.374 81.29 19.29 18.19 1.10 19.29 -10.29
11YR-*2 223.854 164.27 53.98 52.94 1.03 53.98 -14.62
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.
FaceVL Price Prc+Ac Life Cpn S.Yld C.Yld Dur M-Dur E-Dur Tspd
(BILL.YEN) (YEN) (YEN) (YR) (%) (%) (%) (YR) (bp)
Overall 1156996 93.04 93.17 10.30 0.86 1.47 1.41 8.61 8.53 8.57 5
1<=YR<3 231703 99.18 99.26 2.01 0.45 0.85 0.85 2.00 1.99 2.00 6
3<=YR<7 315774 98.10 98.23 4.87 0.71 1.11 1.10 4.78 4.75 4.78 5
7<=YR 609519 88.09 88.24 16.26 1.09 1.94 1.83 13.64 13.51 13.56 4
7YR-11YR 210012 97.54 97.72 8.76 1.08 1.40 1.39 8.34 8.28 8.34 4
11YR- 399507 83.12 83.26 20.20 1.10 2.27 2.11 16.91 16.73 16.78 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 70696 93.69 93.87 7.33 0.80 1.62 1.56 6.15 6.09 6.12 40
Yen Dnm Frgn 4345 98.26 98.57 3.55 1.13 1.67 1.66 3.34 3.30 3.33 73
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 1143204 93.07 93.20 10.33 0.86 1.47 1.41 8.63 8.55 8.58 5
1<=YR<3 231703 99.18 99.26 2.01 0.45 0.85 0.85 2.00 1.99 2.00 6
3<=YR<7 315774 98.10 98.23 4.87 0.71 1.11 1.10 4.78 4.75 4.78 5
7<=YR 595727 88.02 88.17 16.45 1.11 1.96 1.83 13.80 13.66 13.71 4
7YR-11YR 209850 97.54 97.72 8.76 1.08 1.40 1.39 8.34 8.29 8.34 4
11YR- 385877 82.84 82.98 20.64 1.12 2.32 2.12 17.29 17.11 17.15 3
Overall ex.ABS 1156339 93.04 93.17 10.30 0.86 1.47 1.41 8.61 8.53 8.57 5
1<=YR<3 231525 99.19 99.26 2.01 0.45 0.85 0.85 2.00 1.99 2.00 6
3<=YR<7 315450 98.11 98.23 4.87 0.71 1.11 1.10 4.78 4.75 4.78 5
7<=YR 609364 88.09 88.24 16.26 1.09 1.94 1.83 13.64 13.51 13.56 4
7YR-11YR 209920 97.54 97.73 8.76 1.08 1.40 1.39 8.34 8.28 8.33 4
11YR- 399444 83.12 83.26 20.20 1.10 2.27 2.11 16.91 16.73 16.79 4
Overall ex.MBS,ABS 1142547 93.07 93.20 10.33 0.86 1.47 1.41 8.63 8.55 8.58 5
1<=YR<3 231525 99.19 99.26 2.01 0.45 0.85 0.85 2.00 1.99 2.00 6
3<=YR<7 315450 98.11 98.23 4.87 0.71 1.11 1.10 4.78 4.75 4.78 5
7<=YR 595572 88.02 88.17 16.45 1.11 1.96 1.83 13.80 13.66 13.71 4
7YR-11YR 209758 97.54 97.73 8.76 1.08 1.40 1.39 8.34 8.29 8.34 4
11YR- 385815 82.84 82.98 20.64 1.12 2.32 2.12 17.29 17.11 17.15 3
Overall ex.JGB 173472 93.83 93.97 7.34 0.73 1.47 1.50 6.42 6.36 6.42 28
1<=YR<3 41302 98.80 98.90 2.05 0.48 1.09 1.09 2.03 2.02 2.03 29
3<=YR<7 59161 96.73 96.87 4.77 0.64 1.35 1.33 4.68 4.65 4.68 29
7<=YR 73009 88.66 88.83 12.42 0.94 1.81 1.90 10.71 10.60 10.72 27
7YR-11YR 26873 95.54 95.75 8.66 1.05 1.64 1.61 8.25 8.18 8.25 27
11YR- 46136 84.65 84.80 14.62 0.87 1.93 2.10 12.32 12.19 12.35 28
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