NOMURA-BPI Daily Data

12/20/2024

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 358.515 77.76 2.54 1.69 0.86 -2.99 -2.74
1<=YR<3 233.184 24.62 2.08 1.67 0.41 -0.44 -0.52
3<=YR<7 334.221 63.73 2.26 1.59 0.67 -1.29 -1.39
7<=YR 523.522 107.72 2.90 1.75 1.15 -4.94 -4.36
7YR-11YR*2 191.900 92.09 1.06 0.03 1.03 -1.81 -1.71
11YR-*2 230.268 117.21 4.01 2.79 1.22 -6.78 -5.91
Government 368.750 79.51 2.60 1.72 0.88 -3.18 -2.94
1<=YR<3 220.480 24.59 2.01 1.61 0.40 -0.48 -0.57
3<=YR<7 333.039 64.03 2.16 1.49 0.68 -1.34 -1.47
7<=YR 533.533 109.01 3.06 1.88 1.17 -5.14 -4.58
7YR-11YR*2 190.420 92.20 1.02 -0.01 1.03 -1.86 -1.79
11YR-*2 229.062 119.12 4.29 3.03 1.26 -7.06 -6.20
Municipals 386.186 73.19 1.87 1.23 0.64 -1.90 -1.69
Govt.Grntd 360.800 75.00 2.50 1.72 0.78 -2.60 -2.22
Bank Dbntr 272.330 39.69 2.59 2.25 0.34 -0.55 -0.66
Corporates 385.081 64.77 2.91 2.12 0.80 -1.78 -1.37
Yen Dnm Frgn 356.781 8.61 2.17 1.11 1.06 0.58 0.78
MBS*3 123.000 74.19 0.18 -0.51 0.68 -2.56 -2.31
ABS*4 113.105 64.49 2.54 1.77 0.77 -0.86 -0.91
Overall ex.MBS 358.401 77.80 2.57 1.71 0.86 -2.99 -2.74
1<=YR<3 233.184 24.62 2.08 1.67 0.41 -0.44 -0.52
3<=YR<7 334.221 63.73 2.26 1.59 0.67 -1.29 -1.39
7<=YR 525.337 108.54 2.96 1.80 1.16 -5.00 -4.41
7YR-11YR*2 191.894 92.14 1.06 0.03 1.03 -1.81 -1.71
11YR-*2 231.914 118.87 4.16 2.92 1.24 -6.94 -6.05
Overall ex.ABS 358.539 77.76 2.54 1.69 0.86 -2.99 -2.74
1<=YR<3 233.149 24.62 2.08 1.67 0.41 -0.44 -0.52
3<=YR<7 334.212 63.73 2.26 1.59 0.67 -1.29 -1.39
7<=YR 523.520 107.72 2.90 1.75 1.15 -4.94 -4.36
7YR-11YR*2 191.893 92.09 1.06 0.03 1.03 -1.81 -1.71
11YR-*2 230.266 117.21 4.01 2.79 1.22 -6.78 -5.91
Overall ex.MBS,ABS 358.425 77.81 2.57 1.71 0.86 -3.00 -2.75
1<=YR<3 233.149 24.62 2.08 1.67 0.41 -0.44 -0.52
3<=YR<7 334.212 63.73 2.26 1.59 0.67 -1.29 -1.39
7<=YR 525.335 108.54 2.96 1.80 1.16 -5.00 -4.41
7YR-11YR*2 191.888 92.14 1.06 0.03 1.03 -1.81 -1.71
11YR-*2 231.912 118.87 4.16 2.92 1.24 -6.94 -6.05
Overall ex.JGB* 168.964 67.98 2.23 1.51 0.72 -1.88 -1.59
1<=YR<3* 133.135 24.76 2.41 1.98 0.43 -0.23 -0.28
3<=YR<7* 165.648 62.43 2.68 2.06 0.62 -1.05 -1.04
7<=YR* 229.107 98.51 1.74 0.76 0.98 -3.51 -2.79
7YR-11YR*2 197.558 91.33 1.33 0.33 1.00 -1.51 -1.14
11YR-*2 231.452 103.15 2.01 1.04 0.97 -4.75 -3.80
SDGs*5 98.247 68.18 2.22 1.58 0.64 -1.93 -1.65
Overall SDGs (excl. ABS)*5 98.318 68.11 2.22 1.58 0.64 -1.95 -1.65
SDGs/E*5 98.851 65.70 2.28 1.66 0.62 -1.77 -1.51
Overall SDGs/E (excl. ABS)*5 98.953 65.60 2.28 1.66 0.62 -1.78 -1.52
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 1143279 95.58 95.71 10.28 0.83 1.10 1.07 8.74 8.68 8.70 4
1<=YR<3 230642 99.69 99.75 2.02 0.41 0.57 0.57 2.01 2.00 2.01 5
3<=YR<7 310843 99.77 99.87 4.89 0.67 0.72 0.72 4.80 4.79 4.80 5
7<=YR 601794 91.84 92.01 16.24 1.07 1.53 1.47 13.75 13.64 13.66 4
7YR-11YR 207024 100.81 100.95 8.78 1.05 0.96 0.97 8.39 8.35 8.38 3
11YR- 394769 87.14 87.33 20.16 1.08 1.88 1.77 17.00 16.84 16.86 4
Government 970600 95.50 95.63 10.80 0.85 1.10 1.06 9.13 9.07 9.08 1
1<=YR<3 189830 99.77 99.83 2.01 0.41 0.53 0.53 2.00 1.99 2.00 1
3<=YR<7 252456 100.08 100.17 4.91 0.68 0.68 0.68 4.82 4.81 4.82 0
7<=YR 528313 91.79 91.96 16.77 1.09 1.55 1.47 14.16 14.04 14.06 1
7YR-11YR 180067 101.12 101.26 8.80 1.06 0.93 0.94 8.40 8.36 8.40 0
11YR- 348246 86.96 87.15 20.90 1.10 1.92 1.78 17.62 17.46 17.46 1
Municipals 66805 96.70 96.83 7.35 0.62 0.97 0.98 6.77 6.73 6.75 12
Govt.Grntd 14373 95.64 95.84 9.27 0.75 1.08 1.04 7.97 7.91 7.94 7
Bank Dbntr 3376 98.47 98.55 3.14 0.33 0.85 0.85 3.09 3.08 3.09 26
Corporates 70142 95.55 95.72 7.44 0.77 1.26 1.22 6.35 6.29 6.31 39
Yen Dnm Frgn 3446 98.92 99.16 3.56 1.06 1.40 1.39 3.40 3.38 3.40 78
MBS 13882 94.21 94.22 7.42 0.63 0.88 1.39 6.88 6.83 7.22 23
ABS 655 95.42 95.61 5.88 0.74 1.46 1.42 5.45 5.41 5.45 68
Overall ex.MBS 1129397 95.60 95.73 10.32 0.83 1.10 1.07 8.77 8.70 8.72 4
1<=YR<3 230642 99.69 99.75 2.02 0.41 0.57 0.57 2.01 2.00 2.01 5
3<=YR<7 310843 99.77 99.87 4.89 0.67 0.72 0.72 4.80 4.79 4.80 5
7<=YR 587912 91.79 91.96 16.45 1.08 1.55 1.47 13.92 13.80 13.82 3
7YR-11YR 206852 100.81 100.96 8.78 1.05 0.96 0.97 8.39 8.35 8.39 3
11YR- 381059 86.89 87.08 20.61 1.09 1.92 1.79 17.39 17.23 17.23 3
Overall ex.ABS 1142624 95.58 95.71 10.29 0.83 1.10 1.07 8.74 8.68 8.70 4
1<=YR<3 230465 99.69 99.75 2.02 0.41 0.57 0.57 2.01 2.00 2.01 5
3<=YR<7 310530 99.78 99.87 4.89 0.67 0.72 0.72 4.80 4.79 4.80 5
7<=YR 601628 91.84 92.02 16.24 1.07 1.53 1.47 13.75 13.64 13.66 4
7YR-11YR 206931 100.81 100.96 8.78 1.05 0.96 0.97 8.39 8.35 8.38 3
11YR- 394697 87.14 87.33 20.16 1.08 1.88 1.77 17.00 16.84 16.86 4
Overall ex.MBS,ABS 1128741 95.60 95.73 10.32 0.83 1.10 1.06 8.77 8.70 8.72 4
1<=YR<3 230465 99.69 99.75 2.02 0.41 0.57 0.57 2.01 2.00 2.01 5
3<=YR<7 310530 99.78 99.87 4.89 0.67 0.72 0.72 4.80 4.79 4.80 5
7<=YR 587746 91.79 91.96 16.45 1.08 1.55 1.47 13.92 13.80 13.82 3
7YR-11YR 206759 100.81 100.96 8.78 1.05 0.96 0.97 8.39 8.35 8.39 3
11YR- 380987 86.89 87.08 20.61 1.09 1.92 1.79 17.39 17.23 17.23 3
Overall ex.JGB 172679 96.01 96.16 7.39 0.70 1.10 1.12 6.56 6.51 6.56 25
1<=YR<3 40811 99.31 99.41 2.06 0.43 0.79 0.79 2.05 2.04 2.05 26
3<=YR<7 58387 98.44 98.58 4.80 0.61 0.94 0.93 4.72 4.70 4.72 26
7<=YR 73480 92.26 92.44 12.41 0.91 1.42 1.49 10.81 10.73 10.82 24
7YR-11YR 26957 98.69 98.93 8.66 0.99 1.17 1.16 8.28 8.23 8.28 24
11YR- 46523 88.53 88.68 14.58 0.86 1.59 1.70 12.45 12.34 12.47 23
SDGs 19765 96.55 96.66 7.21 0.62 1.09 1.07 6.52 6.47 6.50 23
Overall SDGs (excl. ABS) 19433 96.58 96.69 7.22 0.62 1.08 1.06 6.52 6.48 6.50 22
SDGs/E 23020 96.66 96.78 6.87 0.60 1.08 1.05 6.22 6.18 6.20 24
Overall SDGs/E (excl. ABS) 22688 96.69 96.80 6.88 0.60 1.07 1.05 6.22 6.18 6.21 23
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