NOMURA-BPI Daily Data

06/21/2024

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 359.262 -64.16 13.31 12.50 0.82 -8.58 -5.16
1<=YR<3 233.662 -10.88 3.83 3.46 0.38 -0.51 -0.64
3<=YR<7 335.369 -29.47 9.55 8.91 0.64 -2.60 -2.13
7<=YR 524.249 -105.73 19.44 18.33 1.11 -15.06 -8.61
7YR-11YR*2 191.531 -63.50 15.41 14.45 0.96 -6.56 -3.88
11YR-*2 231.051 -131.09 21.87 20.68 1.20 -20.07 -11.38
Government 369.547 -67.96 13.67 12.83 0.84 -9.17 -5.57
1<=YR<3 220.973 -11.31 3.76 3.39 0.37 -0.57 -0.70
3<=YR<7 334.238 -30.46 9.52 8.87 0.65 -2.70 -2.26
7<=YR 534.285 -109.75 19.80 18.67 1.14 -15.68 -9.06
7YR-11YR*2 190.051 -65.26 15.34 14.37 0.98 -6.71 -4.05
11YR-*2 229.848 -136.24 22.47 21.24 1.23 -20.94 -11.97
Municipals 386.896 -45.12 12.12 11.51 0.62 -5.21 -3.08
Govt.Grntd 361.385 -53.71 12.12 11.40 0.73 -7.55 -4.20
Bank Dbntr 272.642 -17.82 6.12 5.86 0.25 -1.24 -1.10
Corporates 385.664 -39.59 10.99 10.24 0.74 -5.00 -2.49
Yen Dnm Frgn 355.947 -20.79 7.77 6.73 1.04 0.82 1.11
MBS*3 123.373 -50.76 10.55 9.91 0.64 -6.81 -4.10
ABS*4 112.944 -33.77 10.00 9.27 0.73 -3.32 -2.14
Overall ex.MBS 359.143 -64.33 13.35 12.53 0.82 -8.60 -5.18
1<=YR<3 233.662 -10.88 3.83 3.46 0.38 -0.51 -0.64
3<=YR<7 335.369 -29.47 9.55 8.91 0.64 -2.60 -2.13
7<=YR 526.045 -107.11 19.67 18.55 1.12 -15.26 -8.72
7YR-11YR*2 191.525 -63.55 15.42 14.46 0.97 -6.57 -3.88
11YR-*2 232.706 -134.29 22.33 21.11 1.22 -20.58 -11.66
Overall ex.ABS 359.286 -64.18 13.32 12.50 0.82 -8.58 -5.17
1<=YR<3 233.627 -10.88 3.83 3.46 0.38 -0.51 -0.64
3<=YR<7 335.361 -29.47 9.55 8.91 0.64 -2.60 -2.13
7<=YR 524.247 -105.74 19.44 18.33 1.11 -15.06 -8.62
7YR-11YR*2 191.525 -63.51 15.41 14.45 0.96 -6.56 -3.88
11YR-*2 231.049 -131.10 21.87 20.68 1.20 -20.07 -11.38
Overall ex.MBS,ABS 359.169 -64.35 13.35 12.53 0.82 -8.60 -5.18
1<=YR<3 233.627 -10.88 3.83 3.46 0.38 -0.51 -0.64
3<=YR<7 335.361 -29.47 9.55 8.91 0.64 -2.60 -2.13
7<=YR 526.044 -107.12 19.67 18.55 1.12 -15.26 -8.73
7YR-11YR*2 191.518 -63.55 15.42 14.46 0.97 -6.57 -3.88
11YR-*2 232.704 -134.30 22.33 21.11 1.22 -20.58 -11.67
Overall ex.JGB* 169.246 -43.02 11.33 10.65 0.68 -5.25 -2.90
1<=YR<3* 133.290 -8.83 4.17 3.77 0.40 -0.22 -0.34
3<=YR<7* 166.094 -25.07 9.66 9.06 0.59 -2.15 -1.56
7<=YR* 229.389 -77.66 16.93 16.01 0.91 -10.60 -5.43
7YR-11YR*2 197.200 -51.73 15.89 15.01 0.88 -5.57 -2.70
11YR-*2 232.190 -94.22 17.60 16.66 0.94 -13.72 -7.12
SDGs*5 98.425 -43.62 11.41 10.88 0.53 -5.34 -2.99
Overall SDGs (excl. ABS)*5 98.502 -43.72 11.40 10.87 0.53 -5.37 -2.99
SDGs/E*5 99.022 -40.45 10.73 10.22 0.51 -4.85 -2.73
Overall SDGs/E (excl. ABS)*5 99.128 -40.47 10.71 10.21 0.50 -4.87 -2.73
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 1130162 96.19 96.32 10.26 0.79 0.95 0.92 8.78 8.72 8.74 4
1<=YR<3 231504 100.12 100.18 2.02 0.38 0.31 0.31 2.01 2.01 2.01 5
3<=YR<7 304067 100.50 100.59 4.88 0.65 0.55 0.55 4.80 4.79 4.80 4
7<=YR 594591 92.45 92.62 16.23 1.03 1.44 1.39 13.84 13.73 13.76 4
7YR-11YR 204754 100.90 101.04 8.78 0.98 0.88 0.89 8.42 8.38 8.41 4
11YR- 389837 88.02 88.20 20.14 1.05 1.78 1.69 17.10 16.95 16.97 4
Government 958319 96.13 96.26 10.77 0.82 0.95 0.92 9.17 9.11 9.12 1
1<=YR<3 190678 100.21 100.26 2.01 0.38 0.27 0.27 2.01 2.00 2.01 1
3<=YR<7 247505 100.79 100.87 4.91 0.66 0.51 0.51 4.82 4.81 4.82 0
7<=YR 520137 92.42 92.59 16.77 1.05 1.46 1.39 14.27 14.15 14.17 1
7YR-11YR 177373 101.29 101.41 8.82 1.00 0.85 0.86 8.44 8.41 8.44 0
11YR- 342763 87.83 88.03 20.89 1.08 1.82 1.70 17.74 17.58 17.59 1
Municipals 66873 97.21 97.34 7.41 0.60 0.81 0.82 6.83 6.79 6.81 10
Govt.Grntd 14390 96.20 96.39 9.15 0.70 0.90 0.87 7.87 7.82 7.84 7
Bank Dbntr 3439 98.74 98.80 3.14 0.25 0.63 0.63 3.10 3.08 3.10 26
Corporates 69215 96.01 96.17 7.52 0.71 1.08 1.04 6.44 6.40 6.41 38
Yen Dnm Frgn 3090 99.17 99.39 3.77 1.03 1.22 1.21 3.59 3.57 3.59 79
MBS 14137 94.91 94.92 7.30 0.63 0.84 1.27 6.81 6.77 7.02 22
ABS 699 95.90 96.07 5.66 0.70 1.25 1.22 5.24 5.20 5.23 66
Overall ex.MBS 1116025 96.20 96.33 10.30 0.79 0.95 0.92 8.81 8.75 8.76 4
1<=YR<3 231504 100.12 100.18 2.02 0.38 0.31 0.31 2.01 2.01 2.01 5
3<=YR<7 304067 100.50 100.59 4.88 0.65 0.55 0.55 4.80 4.79 4.80 4
7<=YR 580455 92.39 92.57 16.44 1.04 1.46 1.39 14.02 13.91 13.92 3
7YR-11YR 204561 100.91 101.05 8.79 0.98 0.88 0.89 8.42 8.38 8.42 4
11YR- 375893 87.76 87.96 20.61 1.07 1.82 1.70 17.51 17.36 17.37 3
Overall ex.ABS 1129463 96.19 96.32 10.27 0.79 0.95 0.92 8.78 8.72 8.74 4
1<=YR<3 231294 100.12 100.18 2.02 0.38 0.31 0.31 2.01 2.01 2.01 5
3<=YR<7 303768 100.50 100.59 4.88 0.65 0.55 0.55 4.80 4.79 4.80 4
7<=YR 594401 92.45 92.63 16.23 1.03 1.44 1.39 13.84 13.73 13.76 4
7YR-11YR 204649 100.91 101.05 8.78 0.98 0.88 0.89 8.42 8.38 8.41 4
11YR- 389752 88.02 88.20 20.14 1.05 1.78 1.69 17.10 16.95 16.97 4
Overall ex.MBS,ABS 1115326 96.20 96.33 10.31 0.79 0.95 0.92 8.81 8.75 8.76 4
1<=YR<3 231294 100.12 100.18 2.02 0.38 0.31 0.31 2.01 2.01 2.01 5
3<=YR<7 303768 100.50 100.59 4.88 0.65 0.55 0.55 4.80 4.79 4.80 4
7<=YR 580264 92.40 92.57 16.45 1.04 1.46 1.39 14.02 13.91 13.93 3
7YR-11YR 204456 100.91 101.05 8.79 0.98 0.88 0.89 8.42 8.38 8.42 3
11YR- 375808 87.76 87.96 20.61 1.07 1.82 1.70 17.51 17.36 17.37 3
Overall ex.JGB 171842 96.51 96.65 7.43 0.66 0.94 0.96 6.62 6.58 6.61 24
1<=YR<3 40826 99.72 99.81 2.03 0.40 0.52 0.52 2.02 2.02 2.02 26
3<=YR<7 56562 99.22 99.36 4.79 0.59 0.74 0.74 4.71 4.69 4.71 24
7<=YR 74455 92.69 92.86 12.40 0.85 1.34 1.39 10.88 10.79 10.86 23
7YR-11YR 27381 98.43 98.64 8.57 0.86 1.08 1.07 8.24 8.20 8.24 24
11YR- 47074 89.34 89.49 14.64 0.84 1.50 1.60 12.57 12.46 12.55 22
SDGs 16290 96.40 96.49 7.35 0.51 0.94 0.91 6.63 6.59 6.61 23
Overall SDGs (excl. ABS) 15966 96.43 96.52 7.37 0.51 0.93 0.90 6.64 6.60 6.62 22
SDGs/E 19663 96.63 96.72 6.87 0.49 0.90 0.88 6.21 6.18 6.20 23
Overall SDGs/E (excl. ABS) 19339 96.66 96.74 6.88 0.49 0.90 0.87 6.22 6.18 6.20 23

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