************************************************************************************* Russell/Nomura Japan Equity Index
Nomura Fiduciary Research & Consulting Co., Ltd. ************************************************************************************* 1 Contents of the files The following files are available for download. 1. Index Value (Daily,Monthly), Return (Monthly) 2. Index Constituent weight (the end of the last month) 3. Index Constituents After The Annual Reconstitution ************************************************************************************* 2 Details of each data file 2.1 Index Value (Daily,Monthly), Return (Monthly) JPY basis File names: Daily Index Value (excluding dividends) ...rn_dp_e.csv Daily Index Value (including dividends) ...rn_dt_e.csv Monthly Index Value (excluding dividends) ...rn_mp_e.csv Monthly Index Value (including dividends) ...rn_mt_e.csv Monthly Return (excluding dividends) ...rn_mpr_e.csv Monthly Return (including dividends) ...rn_mtr_e.csv USD basis File names: Daily Index Value (excluding dividends) ...rn_dp_e_d.csv Daily Index Value (including dividends) ...rn_dt_e_d.csv Monthly Index Value (excluding dividends) ...rn_mp_e_d.csv Monthly Index Value (including dividends) ...rn_mt_e_d.csv Monthly Return (excluding dividends) ...rn_mpr_e_d.csv Monthly Return (including dividends) ...rn_mtr_e_d.csv Contents: Index values by each style Returns(unit:%)(Returns are not annualized.) Covered indexes: All of Russell/Nomura Indexes Update timing: the next operating day Data period: Monthly...since the publication Daily...the last 2 years ----------------------------------------------------------------------------------- 2.2 Index Constituent Weight (the end of the last month) File name: Pweightn_e.csv Contents: Index constituent weight by each style (bp) Covered index: Prime (Total) Data date: the end of the last month ----------------------------------------------------------------------------------- 2.3 Index Constituents After The Annual Reconstitution File name: eqYYYYMMe.csv ([YYYYMM]indicates the month and year of annual reconstitution) Contents:Index constituent information at annual reconstitution Details of the data: SE codes in numerical sequence Data layout; * Code * Company Name * Market: Main Market (TKY1: TSE1, TKY2:TSE2, Mothers:Mothers, TKJQ:JASDAQ, NGY1:NSE1, NGY2:NSE2, FKO:FSE, SPR:SSE) * Sector(TSE33) * Probability (%) (All of the constituents are classified either into Large or Small.) * Size Flag (TOP:Top Cap MID: Mid Cap SMALL(C): Small Cap Core SMALL(M): Micro Cap) * Stable Shareholding Ratio (%) * Prime Flag Update timing:From the first operating day of November to the business day preceding the periodic reconfiguration date. Data date:Annual reconstitution date (20 November each year(or the following business day if this is a non-business day)) ************************************************************************************* 3 Other sources 3.1 Index value, return Index values are published in the following media: * Bloomberg (RNJI) * Jiji (RNSI/12400, RNSIIDV/12400) * QUICK (NRIJ500-503, 510-517) * Reuters (FRCNRI01, FRCNRI02, FRCNRI03, FRCNRI04, .JRNP, .JRNS) * Our website (http://qr.nomuraholdings.com/en/frcnri/index.html) Daily index values for the Russell/Nomura Prime Index are published in the following media: * Bloomberg (RNPJ ) * Jiji (RNP/NOMURA) * QUICK (140) Daily index values for the Russell/Nomura Small Cap Core Index are published in the following media: * QUICK (130) ----------------------------------------------------------------------------------- 3.2 More detailed data More detailed data on index values and individual stock information can be obtained through Nomura Research Institute services Aurora, e-Aurora, and IDS. For information, contact: Nomura Research Institute Investment Information Systems Business Department e-mail: ids-sales@nri.co.jp ----------------------------------------------------------------------------------- 3.3 Report Rule book; "Russell/Nomura Japan Equity Indexes" Monthly report; "Russell/Nomura Japan equity indexes - performance summary -" ----------------------------------------------------------------------------------- 3.4 Website of Russell/Nomura Japan Equity Indexes URL: http://qr.nomuraholdings.com/en/frcnri/index.html ************************************************************************************* Contact: Nomura Fiduciary Research & Consulting Co., Ltd. e-mail: idx_mgr@nfrc.co.jp