i don't know any modifications or set up tips that will give better fuel economy but getting the CBR250 engine to work in the NSR will be much more costly and difficult than continuing to run the bike with its 2 stoke engine. As i said before, its performance will be roughly halved too.

Its also worth noting that the CBR250 revs very high so its fuel economy won't be particularly good when its being used in its power band either.

To be fair the NSR isn't really intended to be an economical machine, it does comparatively well on fuel just by virtue of having such a small engine but it was designed to produce a very high specific output and be used as a sports machine, rather than a (cheap to run) commuter. Not that it can't fullfill both roles if called upon by the rider of course. My bike was being used as a rough commuter by its previous owner.

To be honest i don't know enough about their fuel consumption to tell you if yours is drinking more than it should, but i'm sure someone who uses theirs on the road often will be able to give you some info.
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After years of moaning about immigrants now i am one...