NOMURA-BPI Daily Data

04/30/2024

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 362.353 29.28 -12.90 -13.69 0.79 -12.90 -4.86
1<=YR<3 233.598 1.60 -1.64 -2.02 0.38 -1.64 -0.99
3<=YR<7 335.805 15.86 -5.35 -5.97 0.62 -5.35 -2.65
7<=YR 532.811 48.13 -21.54 -22.59 1.05 -21.54 -7.61
7YR-11YR*2 192.503 41.18 -11.52 -12.45 0.93 -11.52 -4.04
11YR-*2 236.411 52.28 -27.44 -28.56 1.13 -27.44 -9.69
Government 373.000 30.34 -13.63 -14.45 0.82 -13.63 -5.22
1<=YR<3 220.931 1.56 -1.71 -2.08 0.37 -1.71 -1.05
3<=YR<7 334.713 15.96 -5.47 -6.10 0.63 -5.47 -2.80
7<=YR 543.451 48.97 -22.30 -23.38 1.08 -22.30 -8.03
7YR-11YR*2 191.054 41.45 -11.68 -12.62 0.94 -11.68 -4.23
11YR-*2 235.449 53.44 -28.52 -29.68 1.16 -28.52 -10.22
Municipals 388.461 25.73 -9.13 -9.73 0.60 -9.13 -3.20
Govt.Grntd 363.973 25.57 -11.79 -12.50 0.71 -11.79 -3.89
Bank Dbntr 272.639 6.91 -3.27 -3.50 0.23 -3.27 -1.57
Corporates 387.392 21.46 -8.07 -8.78 0.71 -8.07 -2.23
Yen Dnm Frgn 354.877 5.80 -1.27 -2.38 1.11 -1.27 0.68
MBS*3 124.185 27.13 -10.48 -11.11 0.63 -10.48 -3.92
ABS*4 113.176 19.46 -6.40 -7.12 0.72 -6.40 -2.44
Overall ex.MBS 362.243 29.30 -12.93 -13.72 0.79 -12.93 -4.87
1<=YR<3 233.598 1.60 -1.64 -2.02 0.38 -1.64 -0.99
3<=YR<7 335.805 15.86 -5.35 -5.97 0.62 -5.35 -2.65
7<=YR 534.764 48.65 -21.81 -22.87 1.06 -21.81 -7.70
7YR-11YR*2 192.498 41.21 -11.53 -12.46 0.93 -11.53 -4.04
11YR-*2 238.257 53.27 -28.09 -29.24 1.15 -28.09 -9.91
Overall ex.ABS 362.379 29.28 -12.90 -13.69 0.79 -12.90 -4.86
1<=YR<3 233.563 1.60 -1.64 -2.02 0.38 -1.64 -0.99
3<=YR<7 335.797 15.86 -5.35 -5.97 0.62 -5.35 -2.65
7<=YR 532.811 48.13 -21.54 -22.59 1.05 -21.54 -7.61
7YR-11YR*2 192.497 41.18 -11.52 -12.45 0.93 -11.52 -4.04
11YR-*2 236.409 52.28 -27.44 -28.57 1.13 -27.44 -9.69
Overall ex.MBS,ABS 362.269 29.31 -12.93 -13.72 0.79 -12.93 -4.87
1<=YR<3 233.563 1.60 -1.64 -2.02 0.38 -1.64 -0.99
3<=YR<7 335.797 15.86 -5.35 -5.97 0.62 -5.35 -2.65
7<=YR 534.764 48.65 -21.81 -22.88 1.06 -21.81 -7.70
7YR-11YR*2 192.492 41.21 -11.53 -12.46 0.93 -11.53 -4.04
11YR-*2 238.256 53.27 -28.10 -29.24 1.15 -28.10 -9.91
Overall ex.JGB* 170.000 23.34 -8.76 -9.42 0.66 -8.76 -2.82
1<=YR<3* 133.200 1.76 -1.35 -1.75 0.40 -1.35 -0.68
3<=YR<7* 166.220 15.38 -4.78 -5.36 0.57 -4.78 -2.00
7<=YR* 231.797 42.24 -16.15 -17.02 0.87 -16.15 -4.70
7YR-11YR*2 197.926 39.34 -10.47 -11.30 0.83 -10.47 -2.76
11YR-*2 235.626 44.06 -19.66 -20.56 0.90 -19.66 -5.89
SDGs*5 98.866 23.40 -8.97 -9.48 0.51 -8.97 -2.94
Overall SDGs (excl. ABS)*5 98.947 23.36 -9.00 -9.51 0.51 -9.00 -2.94
SDGs/E*5 99.416 21.38 -8.24 -8.73 0.48 -8.24 -2.72
Overall SDGs/E (excl. ABS)*5 99.525 21.32 -8.25 -8.73 0.48 -8.25 -2.71
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 1132848 97.22 97.39 10.14 0.78 0.85 0.83 8.78 8.73 8.74 4
1<=YR<3 230837 100.18 100.27 1.93 0.38 0.27 0.27 1.92 1.92 1.92 4
3<=YR<7 306644 100.75 100.90 4.78 0.63 0.48 0.48 4.71 4.69 4.71 4
7<=YR 595368 94.25 94.47 16.09 1.02 1.29 1.25 13.84 13.74 13.77 4
7YR-11YR 206735 101.51 101.74 8.70 0.95 0.79 0.79 8.35 8.32 8.35 4
11YR- 388632 90.39 90.60 20.02 1.05 1.60 1.53 17.13 16.99 17.01 4
Government 960624 97.24 97.42 10.63 0.80 0.85 0.82 9.16 9.10 9.12 0
1<=YR<3 190304 100.27 100.36 1.92 0.37 0.22 0.22 1.91 1.91 1.91 0
3<=YR<7 249677 101.04 101.20 4.79 0.64 0.43 0.44 4.71 4.70 4.71 0
7<=YR 520642 94.32 94.54 16.62 1.04 1.30 1.25 14.26 14.16 14.17 1
7YR-11YR 179448 101.91 102.15 8.73 0.97 0.75 0.76 8.37 8.34 8.37 0
11YR- 341194 90.32 90.53 20.77 1.08 1.62 1.54 17.75 17.61 17.62 1
Municipals 67291 97.74 97.86 7.38 0.59 0.75 0.76 6.85 6.81 6.82 11
Govt.Grntd 14406 97.02 97.23 9.17 0.69 0.82 0.79 7.97 7.92 7.94 7
Bank Dbntr 3445 98.81 98.86 3.13 0.23 0.59 0.58 3.09 3.08 3.09 26
Corporates 68945 96.56 96.73 7.52 0.70 1.00 0.97 6.51 6.46 6.48 38
Yen Dnm Frgn 3243 99.14 99.44 3.78 1.10 1.27 1.26 3.60 3.58 3.60 89
MBS 14186 95.65 95.68 7.21 0.62 0.80 1.16 6.76 6.72 6.97 22
ABS 710 96.26 96.42 5.73 0.70 1.19 1.16 5.32 5.28 5.31 66
Overall ex.MBS 1118662 97.24 97.41 10.18 0.78 0.85 0.83 8.80 8.75 8.76 4
1<=YR<3 230837 100.18 100.27 1.93 0.38 0.27 0.27 1.92 1.92 1.92 4
3<=YR<7 306644 100.75 100.90 4.78 0.63 0.48 0.48 4.71 4.69 4.71 4
7<=YR 581182 94.22 94.44 16.31 1.02 1.30 1.26 14.02 13.92 13.94 3
7YR-11YR 206536 101.51 101.74 8.71 0.95 0.79 0.79 8.36 8.32 8.35 3
11YR- 374646 90.20 90.41 20.49 1.06 1.63 1.54 17.53 17.39 17.40 3
Overall ex.ABS 1132138 97.22 97.39 10.15 0.78 0.85 0.83 8.78 8.73 8.74 4
1<=YR<3 230629 100.18 100.27 1.93 0.38 0.27 0.27 1.92 1.92 1.92 4
3<=YR<7 306356 100.75 100.90 4.78 0.63 0.48 0.48 4.71 4.69 4.70 4
7<=YR 595153 94.25 94.47 16.09 1.02 1.29 1.25 13.84 13.75 13.77 4
7YR-11YR 206607 101.51 101.74 8.71 0.95 0.79 0.79 8.35 8.32 8.35 3
11YR- 388547 90.39 90.60 20.02 1.05 1.60 1.53 17.13 16.99 17.01 4
Overall ex.MBS,ABS 1117952 97.24 97.41 10.18 0.78 0.85 0.83 8.81 8.75 8.77 4
1<=YR<3 230629 100.18 100.27 1.93 0.38 0.27 0.27 1.92 1.92 1.92 4
3<=YR<7 306356 100.75 100.90 4.78 0.63 0.48 0.48 4.71 4.69 4.70 4
7<=YR 580967 94.22 94.44 16.31 1.02 1.30 1.26 14.02 13.92 13.94 3
7YR-11YR 206407 101.51 101.75 8.71 0.95 0.79 0.79 8.36 8.32 8.35 3
11YR- 374560 90.20 90.41 20.50 1.06 1.63 1.54 17.53 17.39 17.40 3
Overall ex.JGB 172225 97.08 97.22 7.41 0.65 0.87 0.89 6.65 6.61 6.65 24
1<=YR<3 40533 99.77 99.87 1.98 0.40 0.49 0.49 1.97 1.97 1.97 26
3<=YR<7 56966 99.45 99.58 4.75 0.58 0.68 0.68 4.68 4.66 4.68 24
7<=YR 74726 93.80 93.98 12.39 0.84 1.24 1.29 10.94 10.87 10.93 23
7YR-11YR 27287 98.87 99.06 8.51 0.84 1.00 0.99 8.20 8.16 8.20 25
11YR- 47439 90.89 91.06 14.62 0.84 1.39 1.47 12.66 12.56 12.64 22
SDGs 15753 96.83 96.97 7.45 0.50 0.87 0.85 6.76 6.72 6.74 23
Overall SDGs (excl. ABS) 15426 96.87 97.00 7.47 0.50 0.86 0.84 6.77 6.73 6.75 22
SDGs/E 19177 97.04 97.17 6.94 0.47 0.84 0.82 6.31 6.27 6.29 24
Overall SDGs/E (excl. ABS) 18851 97.07 97.20 6.94 0.47 0.83 0.81 6.31 6.27 6.29 23

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