NOMURA-BPI Monthly Data

01/31/2024

--------------- RETURNS (%) FROM ----------------
INDEX -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 365.748 -7.91 -8.69 0.78 -2.86 -7.91
1<=YR<3 234.282 -0.45 -0.83 0.38 -0.17 -0.45
3<=YR<7 337.961 -2.85 -3.45 0.60 -0.41 -2.85
7<=YR 540.108 -13.60 -14.64 1.04 -5.17 -13.60
7YR-11YR*2 194.175 -5.59 -6.49 0.91 -1.57 -5.59
11YR-*2 240.354 -18.26 -19.37 1.11 -7.17 -18.26
Government 376.748 -8.54 -9.35 0.81 -3.18 -8.54
1<=YR<3 221.618 -0.50 -0.88 0.38 -0.23 -0.50
3<=YR<7 336.994 -2.97 -3.58 0.61 -0.52 -2.97
7<=YR 551.309 -14.36 -15.42 1.06 -5.52 -14.36
7YR-11YR*2 192.800 -5.82 -6.74 0.92 -1.77 -5.82
11YR-*2 239.595 -19.28 -20.42 1.14 -7.59 -19.28
Municipals 390.907 -5.02 -5.61 0.59 -1.09 -5.02
Govt.Grntd 366.730 -6.23 -6.90 0.67 -2.15 -6.23
Bank Dbntr 273.788 -1.21 -1.42 0.21 -0.11 -1.21
Corporates 389.119 -3.41 -4.11 0.70 -0.98 -3.41
Yen Dnm Frgn 353.786 -0.88 -1.98 1.10 1.41 -0.88
MBS*3 125.176 -5.90 -6.54 0.64 -1.38 -5.90
ABS*4 113.750 -3.55 -4.25 0.70 -0.48 -3.55
Overall ex.MBS 365.643 -7.94 -8.72 0.78 -2.88 -7.94
1<=YR<3 234.282 -0.45 -0.83 0.38 -0.17 -0.45
3<=YR<7 337.961 -2.85 -3.45 0.60 -0.41 -2.85
7<=YR 542.163 -13.80 -14.84 1.05 -5.26 -13.80
7YR-11YR*2 194.171 -5.59 -6.50 0.91 -1.57 -5.59
11YR-*2 242.313 -18.75 -19.88 1.13 -7.40 -18.75
Overall ex.ABS 365.776 -7.92 -8.70 0.78 -2.86 -7.92
1<=YR<3 234.247 -0.45 -0.83 0.38 -0.17 -0.45
3<=YR<7 337.953 -2.85 -3.45 0.60 -0.41 -2.85
7<=YR 540.108 -13.61 -14.64 1.04 -5.17 -13.61
7YR-11YR*2 194.169 -5.59 -6.49 0.91 -1.57 -5.59
11YR-*2 240.352 -18.26 -19.37 1.11 -7.17 -18.26
Overall ex.MBS,ABS 365.671 -7.94 -8.72 0.78 -2.88 -7.94
1<=YR<3 234.247 -0.45 -0.83 0.38 -0.17 -0.45
3<=YR<7 337.953 -2.85 -3.45 0.60 -0.41 -2.85
7<=YR 542.164 -13.80 -14.85 1.05 -5.26 -13.80
7YR-11YR*2 194.165 -5.59 -6.50 0.91 -1.57 -5.59
11YR-*2 242.311 -18.75 -19.88 1.13 -7.40 -18.75
Overall ex.JGB* 170.949 -4.40 -5.05 0.65 -1.10 -4.40
1<=YR<3* 133.481 -0.21 -0.60 0.39 0.14 -0.21
3<=YR<7* 166.998 -2.30 -2.87 0.57 0.11 -2.30
7<=YR* 233.738 -8.39 -9.24 0.85 -2.69 -8.39
7YR-11YR*2 199.050 -4.07 -4.85 0.79 -0.25 -4.07
11YR-*2 237.992 -11.05 -11.94 0.89 -4.16 -11.05
SDGs*5 99.461 -4.37 -4.85 0.48 -1.11 -4.37
Overall SDGs (excl. ABS)*5 99.542 -4.36 -4.84 0.48 -1.12 -4.36
SDGs/E*5 99.978 -3.94 -4.40 0.45 -0.95 -3.94
Overall SDGs/E (excl. ABS)*5 100.086 -3.93 -4.39 0.45 -0.95 -3.93
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 1123143 98.36 98.56 10.16 0.78 0.69 0.68 8.85 8.81 8.81 5
1<=YR<3 227424 100.55 100.64 1.94 0.38 0.09 0.09 1.93 1.93 1.93 5
3<=YR<7 304075 101.53 101.67 4.78 0.62 0.30 0.31 4.70 4.69 4.70 5
7<=YR 591644 95.89 96.16 16.08 1.01 1.15 1.12 13.90 13.81 13.82 4
7YR-11YR 204768 102.63 102.86 8.70 0.94 0.64 0.65 8.35 8.33 8.35 4
11YR- 386875 92.33 92.62 19.99 1.05 1.45 1.40 17.15 17.03 17.03 4
Government 950378 98.46 98.68 10.64 0.80 0.68 0.67 9.24 9.19 9.19 1
1<=YR<3 187047 100.65 100.74 1.92 0.38 0.04 0.04 1.91 1.91 1.91 0
3<=YR<7 247463 101.84 101.99 4.77 0.63 0.25 0.26 4.70 4.69 4.70 0
7<=YR 515868 96.05 96.33 16.62 1.04 1.15 1.11 14.32 14.23 14.23 1
7YR-11YR 177085 103.12 103.35 8.73 0.96 0.60 0.61 8.37 8.35 8.37 1
11YR- 338783 92.36 92.67 20.75 1.08 1.47 1.41 17.78 17.65 17.65 1
Municipals 67740 98.52 98.69 7.45 0.59 0.61 0.62 6.92 6.89 6.90 13
Govt.Grntd 14511 97.97 98.07 9.09 0.68 0.66 0.64 7.94 7.90 7.91 9
Bank Dbntr 3415 99.27 99.32 3.17 0.21 0.39 0.39 3.14 3.13 3.14 26
Corporates 68887 97.17 97.32 7.65 0.69 0.87 0.84 6.65 6.60 6.62 41
Yen Dnm Frgn 3070 99.07 99.29 3.93 1.10 1.27 1.27 3.74 3.72 3.74 108
MBS 14427 96.63 96.67 7.02 0.63 0.76 1.01 6.62 6.59 6.73 23
ABS 713 96.94 97.11 5.84 0.69 1.02 0.99 5.44 5.40 5.43 66
Overall ex.MBS 1108716 98.38 98.59 10.20 0.78 0.69 0.67 8.88 8.83 8.84 4
1<=YR<3 227424 100.55 100.64 1.94 0.38 0.09 0.09 1.93 1.93 1.93 5
3<=YR<7 304075 101.53 101.67 4.78 0.62 0.30 0.31 4.70 4.69 4.70 5
7<=YR 577217 95.88 96.15 16.31 1.02 1.16 1.12 14.08 13.99 14.00 4
7YR-11YR 204556 102.63 102.86 8.71 0.94 0.64 0.65 8.36 8.33 8.35 4
11YR- 372661 92.17 92.47 20.48 1.06 1.48 1.42 17.57 17.44 17.44 3
Overall ex.ABS 1122430 98.36 98.56 10.16 0.78 0.69 0.68 8.86 8.81 8.82 5
1<=YR<3 227215 100.55 100.64 1.94 0.38 0.09 0.09 1.93 1.93 1.93 5
3<=YR<7 303798 101.53 101.68 4.78 0.62 0.30 0.31 4.70 4.69 4.70 5
7<=YR 591417 95.90 96.17 16.08 1.01 1.15 1.12 13.90 13.81 13.82 4
7YR-11YR 204627 102.63 102.86 8.70 0.94 0.64 0.64 8.35 8.33 8.35 4
11YR- 386790 92.33 92.62 19.99 1.05 1.45 1.40 17.15 17.03 17.03 4
Overall ex.MBS,ABS 1108003 98.39 98.59 10.20 0.78 0.69 0.67 8.88 8.84 8.84 4
1<=YR<3 227215 100.55 100.64 1.94 0.38 0.09 0.09 1.93 1.93 1.93 5
3<=YR<7 303798 101.53 101.68 4.78 0.62 0.30 0.31 4.70 4.69 4.70 5
7<=YR 576990 95.88 96.15 16.31 1.02 1.16 1.12 14.08 13.99 14.00 4
7YR-11YR 204415 102.64 102.86 8.71 0.94 0.64 0.65 8.36 8.33 8.35 4
11YR- 372575 92.17 92.47 20.48 1.06 1.48 1.42 17.57 17.44 17.44 3
Overall ex.JGB 172765 97.80 97.94 7.48 0.64 0.74 0.75 6.74 6.70 6.72 27
1<=YR<3 40376 100.09 100.18 2.02 0.39 0.32 0.32 2.01 2.01 2.01 28
3<=YR<7 56612 100.15 100.29 4.79 0.58 0.53 0.53 4.72 4.70 4.72 27
7<=YR 75776 94.82 95.00 12.39 0.82 1.14 1.17 10.98 10.91 10.95 26
7YR-11YR 27684 99.49 99.68 8.53 0.79 0.88 0.87 8.23 8.20 8.23 29
11YR- 48092 92.14 92.30 14.62 0.84 1.30 1.35 12.70 12.60 12.64 24
SDGs 13257 97.13 97.25 7.61 0.47 0.76 0.74 6.88 6.84 6.86 28
Overall SDGs (excl. ABS) 12936 97.16 97.28 7.63 0.47 0.75 0.73 6.89 6.85 6.87 28
SDGs/E 16596 97.39 97.50 7.03 0.45 0.71 0.70 6.37 6.34 6.35 28
Overall SDGs/E (excl. ABS) 16275 97.42 97.53 7.03 0.44 0.71 0.69 6.37 6.34 6.35 28

Back to NOMURA-BPI Home Page