NOMURA-BPI Daily Data

07/26/2024

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 357.557 38.76 0.17 -0.66 0.83 -7.48 -5.11
1<=YR<3 233.412 -2.55 -0.71 -1.10 0.39 -0.69 -0.72
3<=YR<7 334.228 2.86 -1.39 -2.04 0.64 -2.87 -2.36
7<=YR 520.557 76.14 1.41 0.29 1.12 -12.71 -8.35
7YR-11YR*2 190.533 31.56 0.25 -0.73 0.97 -6.21 -4.12
11YR-*2 229.170 103.36 2.12 0.91 1.21 -16.55 -10.82
Government 367.717 41.22 0.21 -0.64 0.85 -7.96 -5.48
1<=YR<3 220.727 -2.53 -0.75 -1.14 0.38 -0.74 -0.78
3<=YR<7 333.063 2.67 -1.50 -2.15 0.65 -2.98 -2.49
7<=YR 530.428 78.65 1.49 0.34 1.14 -13.20 -8.75
7YR-11YR*2 189.049 31.28 0.18 -0.80 0.98 -6.33 -4.28
11YR-*2 227.923 107.38 2.28 1.04 1.24 -17.23 -11.35
Municipals 385.526 25.26 0.27 -0.35 0.62 -4.75 -3.17
Govt.Grntd 360.010 35.70 0.49 -0.26 0.75 -6.48 -4.15
Bank Dbntr 272.209 -0.51 -0.61 -0.87 0.26 -1.36 -1.19
Corporates 384.217 23.21 -0.56 -1.32 0.76 -4.67 -2.72
Yen Dnm Frgn 355.773 0.01 1.64 0.59 1.05 0.43 0.84
MBS*3 122.844 34.17 -0.23 -0.91 0.67 -6.10 -4.15
ABS*4 112.640 13.98 -0.01 -0.75 0.74 -3.16 -2.25
Overall ex.MBS 357.437 38.82 0.17 -0.66 0.83 -7.50 -5.12
1<=YR<3 233.412 -2.55 -0.71 -1.10 0.39 -0.69 -0.72
3<=YR<7 334.228 2.86 -1.39 -2.04 0.64 -2.87 -2.36
7<=YR 522.305 77.19 1.45 0.32 1.13 -12.87 -8.45
7YR-11YR*2 190.526 31.59 0.25 -0.73 0.98 -6.21 -4.12
11YR-*2 230.776 106.12 2.21 0.98 1.23 -16.95 -11.08
Overall ex.ABS 357.581 38.78 0.17 -0.66 0.83 -7.48 -5.11
1<=YR<3 233.377 -2.55 -0.71 -1.10 0.39 -0.69 -0.72
3<=YR<7 334.220 2.86 -1.39 -2.04 0.64 -2.87 -2.36
7<=YR 520.555 76.15 1.41 0.29 1.12 -12.71 -8.35
7YR-11YR*2 190.527 31.56 0.25 -0.73 0.97 -6.21 -4.12
11YR-*2 229.168 103.37 2.12 0.91 1.21 -16.55 -10.82
Overall ex.MBS,ABS 357.462 38.83 0.17 -0.66 0.83 -7.50 -5.12
1<=YR<3 233.377 -2.55 -0.71 -1.10 0.39 -0.69 -0.72
3<=YR<7 334.220 2.86 -1.39 -2.04 0.64 -2.87 -2.36
7<=YR 522.303 77.19 1.45 0.32 1.13 -12.88 -8.46
7YR-11YR*2 190.520 31.59 0.25 -0.73 0.98 -6.21 -4.13
11YR-*2 230.774 106.13 2.21 0.98 1.23 -16.95 -11.08
Overall ex.JGB* 168.635 24.98 -0.08 -0.77 0.69 -4.80 -3.03
1<=YR<3* 133.175 -2.65 -0.52 -0.92 0.41 -0.42 -0.43
3<=YR<7* 165.614 3.71 -0.92 -1.52 0.60 -2.40 -1.80
7<=YR* 228.056 58.55 0.86 -0.07 0.93 -9.22 -5.51
7YR-11YR*2 196.257 33.52 0.69 -0.21 0.90 -5.38 -3.07
11YR-*2 230.689 74.59 0.97 0.02 0.95 -11.60 -7.02
SDGs*5 98.065 22.09 -0.45 -1.01 0.56 -4.88 -3.12
Overall SDGs (excl. ABS)*5 98.141 22.17 -0.46 -1.02 0.56 -4.90 -3.12
SDGs/E*5 98.685 19.68 -0.46 -1.00 0.54 -4.46 -2.86
Overall SDGs/E (excl. ABS)*5 98.791 19.71 -0.47 -1.01 0.54 -4.46 -2.86
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 1137096 95.65 95.85 10.20 0.79 1.02 0.99 8.68 8.62 8.64 4
1<=YR<3 230880 99.98 100.07 1.95 0.39 0.38 0.38 1.94 1.94 1.94 5
3<=YR<7 306614 100.08 100.23 4.80 0.64 0.63 0.63 4.72 4.70 4.72 4
7<=YR 599602 91.73 91.99 16.14 1.03 1.51 1.45 13.72 13.60 13.63 4
7YR-11YR 207903 100.25 100.48 8.71 0.98 0.96 0.97 8.34 8.30 8.34 3
11YR- 391698 87.20 87.48 20.08 1.05 1.84 1.74 16.99 16.84 16.86 4
Government 965641 95.58 95.78 10.69 0.82 1.03 0.98 9.06 8.99 9.01 1
1<=YR<3 190464 100.06 100.15 1.93 0.38 0.34 0.34 1.93 1.92 1.93 1
3<=YR<7 249992 100.36 100.51 4.81 0.66 0.59 0.59 4.73 4.71 4.73 0
7<=YR 525186 91.68 91.95 16.67 1.05 1.53 1.45 14.12 14.01 14.03 1
7YR-11YR 180561 100.61 100.83 8.74 0.99 0.93 0.94 8.36 8.32 8.36 0
11YR- 344625 87.00 87.29 20.82 1.08 1.88 1.75 17.61 17.45 17.47 1
Municipals 67046 96.80 96.97 7.36 0.60 0.88 0.89 6.78 6.74 6.75 9
Govt.Grntd 14162 95.68 95.77 9.28 0.71 0.99 0.95 7.97 7.91 7.94 6
Bank Dbntr 3443 98.55 98.62 3.10 0.26 0.70 0.70 3.06 3.05 3.06 26
Corporates 68929 95.55 95.71 7.54 0.72 1.17 1.13 6.43 6.38 6.40 38
Yen Dnm Frgn 3078 99.02 99.22 3.68 1.04 1.28 1.28 3.52 3.49 3.51 78
MBS 14099 94.42 94.45 7.37 0.63 0.86 1.35 6.85 6.80 7.08 22
ABS 697 95.56 95.74 5.60 0.71 1.33 1.29 5.17 5.13 5.16 66
Overall ex.MBS 1122997 95.67 95.87 10.23 0.80 1.03 0.99 8.71 8.64 8.66 4
1<=YR<3 230880 99.98 100.07 1.95 0.39 0.38 0.38 1.94 1.94 1.94 5
3<=YR<7 306614 100.08 100.23 4.80 0.64 0.63 0.63 4.72 4.70 4.72 4
7<=YR 585502 91.66 91.93 16.35 1.04 1.53 1.45 13.89 13.77 13.80 3
7YR-11YR 207714 100.26 100.48 8.72 0.98 0.96 0.97 8.35 8.31 8.34 3
11YR- 377788 86.94 87.22 20.54 1.07 1.88 1.76 17.39 17.23 17.25 3
Overall ex.ABS 1136399 95.65 95.85 10.20 0.79 1.02 0.99 8.69 8.62 8.64 4
1<=YR<3 230653 99.98 100.07 1.95 0.39 0.38 0.38 1.94 1.94 1.94 5
3<=YR<7 306329 100.08 100.23 4.80 0.64 0.63 0.63 4.72 4.70 4.72 4
7<=YR 599417 91.73 91.99 16.14 1.03 1.51 1.45 13.72 13.61 13.63 4
7YR-11YR 207802 100.26 100.48 8.71 0.98 0.96 0.97 8.34 8.30 8.34 3
11YR- 391615 87.20 87.48 20.08 1.05 1.84 1.74 16.99 16.84 16.86 4
Overall ex.MBS,ABS 1122300 95.67 95.87 10.24 0.80 1.03 0.99 8.71 8.65 8.66 4
1<=YR<3 230653 99.98 100.07 1.95 0.39 0.38 0.38 1.94 1.94 1.94 5
3<=YR<7 306329 100.08 100.23 4.80 0.64 0.63 0.63 4.72 4.70 4.72 4
7<=YR 585317 91.66 91.93 16.35 1.04 1.53 1.45 13.89 13.77 13.80 3
7YR-11YR 207613 100.26 100.48 8.72 0.98 0.96 0.97 8.35 8.31 8.34 3
11YR- 377705 86.94 87.23 20.54 1.07 1.88 1.76 17.39 17.23 17.25 3
Overall ex.JGB 171455 96.08 96.23 7.43 0.66 1.01 1.03 6.60 6.55 6.59 23
1<=YR<3 40417 99.58 99.68 2.02 0.40 0.60 0.59 2.01 2.01 2.01 25
3<=YR<7 56623 98.84 98.98 4.77 0.59 0.83 0.82 4.69 4.67 4.69 23
7<=YR 74416 92.08 92.26 12.40 0.86 1.41 1.46 10.85 10.76 10.83 22
7YR-11YR 27343 97.92 98.13 8.56 0.88 1.17 1.16 8.23 8.18 8.22 24
11YR- 47073 88.69 88.84 14.63 0.84 1.56 1.66 12.53 12.41 12.51 22
SDGs 17121 96.15 96.28 7.38 0.54 1.02 0.99 6.66 6.62 6.64 22
Overall SDGs (excl. ABS) 16799 96.18 96.31 7.40 0.54 1.01 0.99 6.67 6.63 6.65 21
SDGs/E 20464 96.36 96.49 6.94 0.52 0.99 0.96 6.26 6.23 6.25 23
Overall SDGs/E (excl. ABS) 20142 96.39 96.52 6.94 0.52 0.98 0.96 6.27 6.23 6.25 22
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