NOMURA-BPI/Extended Daily Data

02/27/2024

--------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY -------- LST.MTH -------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
Overall 368.089 -23.38 7.75 6.96 0.79 -2.01 -0.89
1<=YR<3 234.609 -8.86 -2.22 -2.60 0.38 -0.33 -1.24
3<=YR<7 337.901 -10.70 -1.79 -2.39 0.60 -0.52 -2.37
7<=YR 547.538 -35.90 16.93 15.88 1.05 -3.43 0.04
7YR-11YR*2 195.015 -17.51 4.35 3.44 0.91 -1.10 -1.13
11YR-*2 245.062 -46.60 24.36 23.23 1.13 -4.73 0.74
Government 379.087 -24.72 8.39 7.58 0.81 -2.26 -0.95
1<=YR<3 221.243 -8.83 -2.28 -2.66 0.38 -0.40 -1.30
3<=YR<7 336.518 -10.81 -1.91 -2.52 0.61 -0.63 -2.49
7<=YR 558.500 -37.55 17.63 16.56 1.08 -3.71 -0.06
7YR-11YR*2 193.401 -17.56 4.21 3.29 0.92 -1.29 -1.31
11YR-*2 244.115 -49.09 25.50 24.34 1.17 -5.04 0.67
Municipals 391.953 -16.17 3.62 3.03 0.59 -0.71 -1.14
Govt.Grntd 368.647 -18.92 7.06 6.36 0.70 -1.41 -0.26
Bank Dbntr 273.413 -10.74 -1.85 -2.07 0.22 -0.25 -1.50
Corporates 387.458 -16.36 4.56 3.85 0.71 -0.52 0.18
Yen Dnm Frgn 390.984 -7.25 3.50 2.38 1.12 1.64 1.08
MBS*3 125.556 -13.16 4.11 3.47 0.64 -0.94 -1.41
ABS*4 113.930 -12.56 1.45 0.74 0.71 -0.32 -1.30
Overall ex.MBS 367.996 -23.51 7.80 7.01 0.79 -2.03 -0.88
1<=YR<3 234.609 -8.86 -2.22 -2.60 0.38 -0.33 -1.24
3<=YR<7 337.901 -10.70 -1.79 -2.39 0.60 -0.52 -2.37
7<=YR 549.748 -36.46 17.25 16.19 1.06 -3.50 0.08
7YR-11YR*2 195.012 -17.52 4.35 3.44 0.91 -1.10 -1.13
11YR-*2 247.203 -47.90 25.17 24.01 1.15 -4.88 0.82
Overall ex.ABS 368.118 -23.39 7.76 6.97 0.79 -2.01 -0.89
1<=YR<3 234.569 -8.86 -2.22 -2.60 0.38 -0.33 -1.25
3<=YR<7 337.898 -10.70 -1.79 -2.39 0.60 -0.52 -2.37
7<=YR 547.540 -35.90 16.93 15.88 1.05 -3.43 0.04
7YR-11YR*2 195.010 -17.51 4.35 3.44 0.91 -1.10 -1.13
11YR-*2 245.061 -46.60 24.37 23.23 1.13 -4.73 0.74
Overall ex.MBS,ABS 368.025 -23.51 7.80 7.01 0.79 -2.03 -0.88
1<=YR<3 234.569 -8.86 -2.22 -2.60 0.38 -0.33 -1.25
3<=YR<7 337.898 -10.70 -1.79 -2.39 0.60 -0.52 -2.37
7<=YR 549.750 -36.46 17.25 16.19 1.06 -3.50 0.08
7YR-11YR*2 195.006 -17.52 4.35 3.44 0.91 -1.10 -1.13
11YR-*2 247.202 -47.91 25.17 24.01 1.15 -4.88 0.82
Overall ex.JGB* 171.851 -15.92 4.20 3.54 0.65 -0.66 -0.53
1<=YR<3* 134.215 -9.00 -1.92 -2.32 0.40 -0.01 -0.97
3<=YR<7* 167.303 -10.22 -1.24 -1.82 0.58 0.01 -1.82
7<=YR* 236.871 -24.32 12.01 11.15 0.86 -1.52 0.75
7YR-11YR*2 200.563 -17.24 5.23 4.43 0.80 0.20 0.11
11YR-*2 242.812 -28.71 16.25 15.35 0.90 -2.55 1.16
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.

FaceVL Price Prc+Ac Life Cpn S.Yld C.Yld Dur M-Dur E-Dur Tspd
(BILL.YEN) (YEN) (YEN) (YR) (%) (%) (%) (YR) (bp)
Overall 1133662 98.86 99.11 10.12 0.78 0.69 0.68 8.89 8.84 8.85 5
1<=YR<3 228151 100.36 100.47 1.88 0.39 0.18 0.18 1.88 1.87 1.88 6
3<=YR<7 307851 101.32 101.50 4.71 0.61 0.35 0.35 4.64 4.63 4.64 5
7<=YR 597661 97.02 97.36 16.04 1.01 1.08 1.06 13.93 13.84 13.86 4
7YR-11YR 207768 102.84 103.13 8.65 0.93 0.61 0.62 8.30 8.28 8.30 4
11YR- 389892 93.92 94.28 19.98 1.05 1.35 1.31 17.21 17.09 17.10 4
Government 959220 99.00 99.27 10.60 0.80 0.68 0.66 9.27 9.23 9.23 1
1<=YR<3 187226 100.45 100.58 1.86 0.38 0.13 0.13 1.85 1.85 1.85 1
3<=YR<7 250323 101.63 101.82 4.70 0.62 0.29 0.30 4.63 4.62 4.63 0
7<=YR 521671 97.23 97.59 16.58 1.04 1.07 1.05 14.35 14.26 14.27 1
7YR-11YR 179853 103.31 103.61 8.67 0.95 0.57 0.58 8.32 8.29 8.31 0
11YR- 341818 94.02 94.42 20.74 1.08 1.37 1.32 17.83 17.70 17.71 1
Municipals 67858 98.74 98.89 7.43 0.59 0.62 0.63 6.94 6.91 6.92 13
Govt.Grntd 14476 98.42 98.56 9.15 0.69 0.67 0.66 8.07 8.02 8.04 8
Bank Dbntr 3445 99.14 99.19 3.16 0.22 0.47 0.47 3.12 3.11 3.12 26
Corporates 70008 97.48 97.66 7.55 0.69 0.89 0.87 6.63 6.59 6.60 41
Yen Dnm Frgn 3541 99.24 99.51 3.91 1.11 1.24 1.23 3.73 3.70 3.72 98
MBS 14402 96.88 96.91 7.00 0.63 0.76 0.98 6.62 6.58 6.76 22
ABS 712 96.98 97.17 5.82 0.69 1.05 1.03 5.44 5.40 5.43 66
Overall ex.MBS 1119260 98.89 99.14 10.16 0.78 0.69 0.68 8.92 8.87 8.88 4
1<=YR<3 228151 100.36 100.47 1.88 0.39 0.18 0.18 1.88 1.87 1.88 6
3<=YR<7 307851 101.32 101.50 4.71 0.61 0.35 0.35 4.64 4.63 4.64 5
7<=YR 583258 97.02 97.37 16.26 1.02 1.08 1.06 14.11 14.02 14.03 3
7YR-11YR 207559 102.85 103.13 8.65 0.94 0.61 0.62 8.31 8.28 8.31 4
11YR- 375699 93.81 94.19 20.47 1.07 1.37 1.33 17.62 17.49 17.50 3
Overall ex.ABS 1132950 98.86 99.11 10.12 0.78 0.69 0.68 8.89 8.84 8.85 5
1<=YR<3 227943 100.36 100.48 1.88 0.39 0.18 0.18 1.88 1.87 1.88 6
3<=YR<7 307569 101.32 101.51 4.71 0.61 0.34 0.35 4.64 4.63 4.64 5
7<=YR 597438 97.02 97.36 16.04 1.01 1.08 1.06 13.93 13.85 13.86 4
7YR-11YR 207631 102.85 103.13 8.65 0.93 0.61 0.62 8.30 8.28 8.30 4
11YR- 389807 93.92 94.29 19.98 1.05 1.35 1.31 17.21 17.09 17.10 4
Overall ex.MBS,ABS 1118548 98.89 99.14 10.16 0.78 0.69 0.68 8.92 8.87 8.88 4
1<=YR<3 227943 100.36 100.48 1.88 0.39 0.18 0.18 1.88 1.87 1.88 6
3<=YR<7 307569 101.32 101.51 4.71 0.61 0.34 0.35 4.64 4.63 4.64 5
7<=YR 583035 97.03 97.37 16.27 1.02 1.08 1.06 14.11 14.02 14.04 3
7YR-11YR 207422 102.85 103.14 8.66 0.94 0.61 0.62 8.31 8.28 8.31 4
11YR- 375613 93.81 94.19 20.47 1.07 1.37 1.33 17.62 17.50 17.50 3
Overall ex.JGB 174443 98.07 98.22 7.42 0.65 0.75 0.77 6.73 6.70 6.72 27
1<=YR<3 40925 99.91 100.01 2.00 0.40 0.42 0.42 1.99 1.99 1.99 29
3<=YR<7 57528 99.98 100.13 4.76 0.58 0.58 0.58 4.69 4.68 4.69 27
7<=YR 75990 95.62 95.80 12.36 0.83 1.08 1.12 11.02 10.95 10.99 25
7YR-11YR 27915 99.83 100.02 8.52 0.81 0.85 0.84 8.22 8.19 8.22 28
11YR- 48074 93.17 93.35 14.59 0.84 1.23 1.29 12.75 12.66 12.72 23

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