NOMURA-BPI/Extended Daily Data

02/13/2025

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 353.139 -37.09 -16.41 -17.29 0.88 -4.22 -10.69
1<=YR<3 233.185 2.88 -2.44 -2.87 0.43 -0.71 -2.24
3<=YR<7 330.508 -4.02 -11.24 -11.92 0.68 -2.45 -8.49
7<=YR 512.244 -72.30 -25.05 -26.24 1.18 -6.58 -15.40
7YR-11YR*2 187.856 -25.35 -22.98 -24.04 1.06 -3.99 -14.91
11YR-*2 225.297 -101.14 -26.32 -27.58 1.26 -8.11 -15.70
Government 362.862 -39.84 -16.77 -17.68 0.91 -4.41 -10.88
1<=YR<3 219.802 3.06 -2.41 -2.84 0.42 -0.75 -2.25
3<=YR<7 328.920 -3.92 -11.30 -12.00 0.69 -2.50 -8.55
7<=YR 521.379 -75.21 -25.12 -26.33 1.21 -6.75 -15.41
7YR-11YR*2 186.186 -25.35 -23.02 -24.08 1.06 -4.03 -14.97
11YR-*2 223.769 -105.56 -26.41 -27.71 1.30 -8.34 -15.67
Municipals 380.224 -21.32 -15.92 -16.58 0.66 -3.30 -10.60
Govt.Grntd 355.378 -33.00 -16.02 -16.82 0.81 -3.83 -10.38
Bank Dbntr 270.629 1.06 -5.86 -6.23 0.37 -1.16 -4.59
Corporates 377.445 -20.11 -12.68 -13.50 0.82 -2.86 -8.55
Yen Dnm Frgn 391.079 -15.70 -5.64 -6.78 1.15 -0.15 -3.40
MBS*3 120.745 -27.52 -18.99 -19.65 0.66 -4.17 -12.94
ABS*4 111.802 -10.98 -12.21 -13.01 0.79 -2.07 -8.35
Overall ex.MBS 353.039 -37.21 -16.38 -17.26 0.89 -4.22 -10.67
1<=YR<3 233.185 2.88 -2.44 -2.87 0.43 -0.71 -2.24
3<=YR<7 330.508 -4.02 -11.24 -11.92 0.68 -2.45 -8.49
7<=YR 513.962 -73.37 -25.19 -26.39 1.20 -6.64 -15.46
7YR-11YR*2 187.848 -25.37 -23.00 -24.06 1.06 -3.99 -14.92
11YR-*2 226.865 -103.95 -26.60 -27.88 1.29 -8.27 -15.80
Overall ex.ABS 353.162 -37.11 -16.41 -17.29 0.88 -4.22 -10.70
1<=YR<3 233.144 2.88 -2.44 -2.87 0.43 -0.71 -2.24
3<=YR<7 330.503 -4.02 -11.24 -11.92 0.68 -2.45 -8.49
7<=YR 512.241 -72.31 -25.05 -26.24 1.18 -6.59 -15.40
7YR-11YR*2 187.849 -25.35 -22.98 -24.04 1.06 -3.99 -14.91
11YR-*2 225.294 -101.14 -26.32 -27.58 1.26 -8.12 -15.70
Overall ex.MBS,ABS 353.061 -37.22 -16.38 -17.26 0.89 -4.22 -10.67
1<=YR<3 233.144 2.88 -2.44 -2.87 0.43 -0.71 -2.24
3<=YR<7 330.503 -4.02 -11.24 -11.92 0.68 -2.45 -8.49
7<=YR 513.960 -73.38 -25.19 -26.39 1.20 -6.64 -15.46
7YR-11YR*2 187.841 -25.37 -23.00 -24.06 1.06 -3.99 -14.92
11YR-*2 226.863 -103.95 -26.60 -27.88 1.29 -8.27 -15.80
Overall ex.JGB* 166.980 -21.64 -14.38 -15.12 0.74 -3.12 -9.63
1<=YR<3* 133.676 2.04 -2.58 -3.04 0.46 -0.52 -2.18
3<=YR<7* 164.158 -4.44 -10.95 -11.60 0.64 -2.19 -8.20
7<=YR* 224.968 -51.10 -24.51 -25.52 1.01 -5.40 -15.35
7YR-11YR*2 194.012 -25.32 -22.72 -23.77 1.04 -3.68 -14.54
11YR-*2 227.966 -67.93 -25.68 -26.66 0.98 -6.47 -15.88
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 1161626 94.01 94.25 10.22 0.84 1.35 1.31 8.61 8.54 8.57 4
1<=YR<3 230217 99.32 99.43 1.91 0.43 0.78 0.78 1.90 1.89 1.90 5
3<=YR<7 317394 98.45 98.64 4.75 0.68 1.02 1.01 4.67 4.64 4.66 5
7<=YR 614014 89.71 90.04 16.16 1.08 1.77 1.69 13.62 13.49 13.54 4
7YR-11YR 213438 98.39 98.68 8.67 1.05 1.27 1.26 8.27 8.22 8.27 3
11YR- 400576 85.09 85.43 20.14 1.09 2.08 1.96 16.91 16.74 16.79 4
Government 987096 93.90 94.16 10.73 0.86 1.35 1.29 8.99 8.92 8.94 1
1<=YR<3 189023 99.41 99.52 1.89 0.42 0.73 0.73 1.88 1.87 1.88 0
3<=YR<7 257733 98.75 98.94 4.76 0.69 0.97 0.96 4.67 4.64 4.67 0
7<=YR 540340 89.66 90.00 16.67 1.10 1.79 1.68 14.01 13.88 13.92 1
7YR-11YR 186237 98.67 98.96 8.68 1.06 1.24 1.23 8.27 8.22 8.27 0
11YR- 354104 84.93 85.29 20.87 1.12 2.12 1.96 17.51 17.34 17.37 1
Municipals 66943 95.10 95.30 7.32 0.64 1.25 1.25 6.69 6.64 6.67 12
Govt.Grntd 14386 94.08 94.22 9.27 0.76 1.34 1.28 7.92 7.85 7.89 7
Bank Dbntr 3336 97.78 97.87 3.13 0.36 1.10 1.09 3.08 3.06 3.08 26
Corporates 71110 94.28 94.48 7.33 0.78 1.52 1.47 6.20 6.14 6.17 39
Yen Dnm Frgn 4277 98.26 98.54 3.67 1.13 1.66 1.64 3.46 3.43 3.45 77
MBS 13819 92.34 92.35 7.62 0.64 0.98 1.66 6.99 6.93 7.34 24
ABS 659 94.18 94.36 5.83 0.76 1.74 1.69 5.38 5.33 5.38 67
Overall ex.MBS 1147806 94.03 94.27 10.25 0.84 1.35 1.30 8.63 8.56 8.58 4
1<=YR<3 230217 99.32 99.43 1.91 0.43 0.78 0.78 1.90 1.89 1.90 5
3<=YR<7 317394 98.45 98.64 4.75 0.68 1.02 1.01 4.67 4.64 4.66 5
7<=YR 600195 89.65 89.98 16.35 1.09 1.79 1.69 13.78 13.65 13.69 3
7YR-11YR 213272 98.39 98.68 8.68 1.05 1.27 1.26 8.27 8.22 8.27 3
11YR- 386923 84.84 85.19 20.58 1.11 2.13 1.97 17.29 17.11 17.15 3
Overall ex.ABS 1160967 94.01 94.25 10.22 0.84 1.35 1.31 8.61 8.54 8.57 4
1<=YR<3 230048 99.32 99.43 1.91 0.43 0.78 0.78 1.90 1.89 1.90 5
3<=YR<7 317061 98.46 98.64 4.75 0.68 1.02 1.01 4.66 4.64 4.66 5
7<=YR 613857 89.72 90.04 16.16 1.08 1.77 1.69 13.62 13.49 13.54 4
7YR-11YR 213349 98.39 98.68 8.67 1.05 1.27 1.26 8.27 8.22 8.27 3
11YR- 400508 85.09 85.43 20.15 1.09 2.08 1.96 16.91 16.74 16.79 4
Overall ex.MBS,ABS 1147148 94.03 94.27 10.25 0.84 1.35 1.30 8.63 8.56 8.59 4
1<=YR<3 230048 99.32 99.43 1.91 0.43 0.78 0.78 1.90 1.89 1.90 5
3<=YR<7 317061 98.46 98.64 4.75 0.68 1.02 1.01 4.66 4.64 4.66 5
7<=YR 600038 89.66 89.99 16.36 1.09 1.79 1.69 13.78 13.65 13.69 3
7YR-11YR 213183 98.40 98.69 8.68 1.05 1.27 1.26 8.27 8.22 8.27 3
11YR- 386855 84.84 85.19 20.59 1.11 2.13 1.97 17.29 17.11 17.15 3
Overall ex.JGB 174530 94.59 94.77 7.33 0.71 1.36 1.38 6.45 6.40 6.46 26
1<=YR<3 41194 98.91 99.03 2.01 0.45 1.02 1.01 2.00 1.98 2.00 27
3<=YR<7 59662 97.17 97.34 4.75 0.63 1.24 1.23 4.66 4.63 4.66 27
7<=YR 73674 90.09 90.31 12.40 0.92 1.66 1.75 10.75 10.65 10.77 24
7YR-11YR 27201 96.47 96.75 8.64 1.02 1.48 1.47 8.24 8.18 8.23 24
11YR- 46473 86.35 86.54 14.60 0.87 1.78 1.93 12.40 12.28 12.44 25

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