NOMURA-BPI Daily Data

04/17/2024

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 361.916 -54.45 -24.01 -24.80 0.79 -24.01 -5.83
1<=YR<3 233.574 -2.73 -2.96 -3.34 0.38 -2.96 -1.14
3<=YR<7 335.474 -17.49 -10.89 -11.51 0.62 -10.89 -3.29
7<=YR 531.861 -96.02 -39.63 -40.69 1.05 -39.63 -9.09
7YR-11YR*2 192.088 -68.48 -23.50 -24.43 0.93 -23.50 -5.22
11YR-*2 236.042 -112.44 -49.13 -50.26 1.13 -49.13 -11.33
Government 372.542 -56.94 -25.29 -26.11 0.82 -25.29 -6.24
1<=YR<3 220.914 -2.67 -3.02 -3.39 0.37 -3.02 -1.20
3<=YR<7 334.386 -17.59 -11.09 -11.72 0.63 -11.09 -3.45
7<=YR 542.473 -98.16 -40.95 -42.03 1.08 -40.95 -9.56
7YR-11YR*2 190.642 -68.48 -23.77 -24.71 0.94 -23.77 -5.44
11YR-*2 235.076 -115.74 -51.00 -52.16 1.16 -51.00 -11.93
Municipals 388.003 -44.83 -17.62 -18.22 0.60 -17.62 -3.96
Govt.Grntd 363.630 -50.57 -21.66 -22.36 0.71 -21.66 -4.66
Bank Dbntr 272.552 -9.19 -6.12 -6.35 0.23 -6.12 -1.86
Corporates 386.952 -35.79 -15.75 -16.47 0.71 -15.75 -2.87
Yen Dnm Frgn 354.244 -18.05 -5.57 -6.68 1.11 -5.57 0.16
MBS*3 124.100 -46.56 -18.95 -19.57 0.62 -18.95 -4.61
ABS*4 113.051 -31.23 -12.88 -13.60 0.72 -12.88 -3.10
Overall ex.MBS 361.803 -54.55 -24.07 -24.87 0.79 -24.07 -5.84
1<=YR<3 233.574 -2.73 -2.96 -3.34 0.38 -2.96 -1.14
3<=YR<7 335.474 -17.49 -10.89 -11.51 0.62 -10.89 -3.29
7<=YR 533.796 -97.25 -40.14 -41.21 1.06 -40.14 -9.20
7YR-11YR*2 192.083 -68.54 -23.52 -24.45 0.93 -23.52 -5.23
11YR-*2 237.877 -115.03 -50.31 -51.45 1.15 -50.31 -11.60
Overall ex.ABS 361.942 -54.47 -24.02 -24.81 0.79 -24.02 -5.83
1<=YR<3 233.539 -2.73 -2.96 -3.34 0.38 -2.96 -1.14
3<=YR<7 335.466 -17.49 -10.89 -11.51 0.62 -10.89 -3.29
7<=YR 531.861 -96.02 -39.64 -40.69 1.05 -39.64 -9.09
7YR-11YR*2 192.082 -68.48 -23.50 -24.43 0.93 -23.50 -5.22
11YR-*2 236.040 -112.44 -49.14 -50.26 1.13 -49.14 -11.33
Overall ex.MBS,ABS 361.830 -54.57 -24.08 -24.88 0.79 -24.08 -5.84
1<=YR<3 233.539 -2.73 -2.96 -3.34 0.38 -2.96 -1.14
3<=YR<7 335.466 -17.49 -10.89 -11.51 0.62 -10.89 -3.29
7<=YR 533.796 -97.26 -40.15 -41.21 1.06 -40.15 -9.20
7YR-11YR*2 192.077 -68.54 -23.52 -24.45 0.93 -23.52 -5.23
11YR-*2 237.876 -115.03 -50.31 -51.46 1.15 -50.31 -11.60
Overall ex.JGB* 169.814 -40.56 -16.84 -17.50 0.66 -16.84 -3.52
1<=YR<3* 133.173 -3.05 -2.67 -3.07 0.40 -2.67 -0.83
3<=YR<7* 166.051 -17.06 -10.00 -10.58 0.57 -10.00 -2.57
7<=YR* 231.411 -81.05 -30.35 -31.22 0.87 -30.35 -5.79
7YR-11YR*2 197.507 -68.48 -21.66 -22.50 0.83 -21.66 -3.78
11YR-*2 235.300 -88.88 -35.73 -36.62 0.89 -35.73 -7.03
SDGs*5 98.756 -38.97 -17.23 -17.74 0.51 -17.23 -3.65
Overall SDGs (excl. ABS)*5 98.838 -38.94 -17.26 -17.77 0.51 -17.26 -3.65
SDGs/E*5 99.314 -35.38 -15.85 -16.33 0.48 -15.85 -3.38
Overall SDGs/E (excl. ABS)*5 99.424 -35.28 -15.85 -16.33 0.48 -15.85 -3.37
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 1132862 97.13 97.27 10.18 0.78 0.86 0.84 8.81 8.76 8.77 4
1<=YR<3 230837 100.18 100.26 1.96 0.38 0.27 0.27 1.96 1.95 1.96 5
3<=YR<7 306644 100.67 100.80 4.82 0.63 0.49 0.50 4.74 4.73 4.74 5
7<=YR 595381 94.12 94.30 16.12 1.02 1.31 1.27 13.88 13.78 13.80 4
7YR-11YR 206737 101.32 101.52 8.74 0.95 0.81 0.81 8.39 8.35 8.38 4
11YR- 388644 90.29 90.46 20.05 1.05 1.60 1.54 17.16 17.02 17.04 4
Government 960624 97.15 97.30 10.67 0.80 0.86 0.83 9.19 9.13 9.15 0
1<=YR<3 190304 100.27 100.35 1.95 0.37 0.22 0.22 1.95 1.94 1.95 0
3<=YR<7 249677 100.97 101.10 4.82 0.64 0.45 0.45 4.75 4.74 4.75 0
7<=YR 520642 94.18 94.37 16.66 1.04 1.31 1.26 14.29 14.19 14.21 1
7YR-11YR 179448 101.72 101.93 8.77 0.97 0.78 0.78 8.41 8.37 8.40 0
11YR- 341194 90.22 90.39 20.80 1.08 1.63 1.54 17.78 17.64 17.65 1
Municipals 67304 97.64 97.76 7.42 0.59 0.76 0.77 6.88 6.84 6.85 11
Govt.Grntd 14406 96.95 97.16 9.21 0.69 0.83 0.80 8.00 7.95 7.97 7
Bank Dbntr 3445 98.78 98.84 3.16 0.23 0.59 0.58 3.12 3.11 3.12 26
Corporates 68945 96.48 96.65 7.56 0.70 1.02 0.98 6.54 6.49 6.51 38
Yen Dnm Frgn 3243 99.00 99.29 3.82 1.10 1.30 1.30 3.63 3.61 3.63 92
MBS 14186 95.61 95.62 7.22 0.62 0.80 1.17 6.77 6.73 6.98 22
ABS 710 96.18 96.35 5.76 0.70 1.20 1.17 5.35 5.31 5.34 66
Overall ex.MBS 1118676 97.15 97.30 10.22 0.78 0.86 0.84 8.84 8.78 8.79 4
1<=YR<3 230837 100.18 100.26 1.96 0.38 0.27 0.27 1.96 1.95 1.96 5
3<=YR<7 306644 100.67 100.80 4.82 0.63 0.49 0.50 4.74 4.73 4.74 5
7<=YR 581195 94.08 94.27 16.34 1.02 1.32 1.27 14.05 13.95 13.97 3
7YR-11YR 206538 101.32 101.53 8.75 0.95 0.81 0.81 8.39 8.36 8.39 4
11YR- 374657 90.09 90.27 20.53 1.06 1.63 1.55 17.56 17.42 17.43 3
Overall ex.ABS 1132152 97.13 97.28 10.18 0.78 0.86 0.84 8.81 8.76 8.77 4
1<=YR<3 230629 100.18 100.26 1.96 0.38 0.27 0.27 1.96 1.95 1.96 4
3<=YR<7 306356 100.67 100.80 4.82 0.63 0.49 0.50 4.74 4.73 4.74 4
7<=YR 595166 94.12 94.30 16.13 1.02 1.31 1.27 13.88 13.78 13.80 4
7YR-11YR 206608 101.33 101.53 8.74 0.95 0.81 0.81 8.39 8.35 8.38 4
11YR- 388558 90.29 90.46 20.05 1.05 1.60 1.54 17.16 17.02 17.04 4
Overall ex.MBS,ABS 1117966 97.15 97.30 10.22 0.78 0.86 0.84 8.84 8.78 8.80 4
1<=YR<3 230629 100.18 100.26 1.96 0.38 0.27 0.27 1.96 1.95 1.96 4
3<=YR<7 306356 100.67 100.80 4.82 0.63 0.49 0.50 4.74 4.73 4.74 4
7<=YR 580980 94.08 94.27 16.34 1.02 1.32 1.27 14.05 13.95 13.97 3
7YR-11YR 206409 101.33 101.53 8.75 0.95 0.81 0.81 8.39 8.36 8.39 3
11YR- 374571 90.09 90.27 20.53 1.06 1.63 1.55 17.56 17.42 17.43 3
Overall ex.JGB 172238 96.99 97.13 7.45 0.65 0.88 0.90 6.68 6.64 6.68 24
1<=YR<3 40533 99.76 99.86 2.02 0.40 0.49 0.49 2.01 2.00 2.01 26
3<=YR<7 56966 99.37 99.51 4.79 0.58 0.70 0.69 4.71 4.69 4.71 25
7<=YR 74739 93.68 93.85 12.42 0.84 1.25 1.30 10.97 10.89 10.96 23
7YR-11YR 27289 98.69 98.87 8.55 0.84 1.02 1.01 8.24 8.20 8.23 25
11YR- 47450 90.80 90.96 14.65 0.84 1.39 1.48 12.68 12.58 12.66 22
SDGs 15753 96.74 96.88 7.49 0.50 0.88 0.86 6.79 6.75 6.77 23
Overall SDGs (excl. ABS) 15426 96.78 96.91 7.50 0.50 0.88 0.85 6.80 6.77 6.78 22
SDGs/E 19177 96.96 97.08 6.97 0.47 0.85 0.83 6.34 6.30 6.32 24
Overall SDGs/E (excl. ABS) 18851 96.99 97.12 6.98 0.47 0.84 0.82 6.34 6.30 6.32 23

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