NOMURA FIG Index Daily Data

01/23/2019

----------------- RETURNS (%) FROM ----------------
INDEX PRV.DAY ---------- LST.MTH ---------- LST.MAR LST.YR
VALUE TOTAL TOTAL CAPITAL INCOME TOTAL TOTAL
FIG Overall 103.989 -0.24 -1.98 -2.93 0.95 0.02 -1.98
Domestic 105.009 -0.45 -0.93 -2.13 1.20 0.53 -0.93
Yen Dnm Frgn 102.709 0.03 -3.30 -3.93 0.64 -0.64 -3.30
Senior 101.865 0.03 -2.53 -3.09 0.55 -0.40 -2.53
Junior 107.595 -0.53 -1.37 -2.75 1.39 0.49 -1.37
B3T2 108.228 -2.83 -2.87 -3.76 0.89 -0.22 -2.87
B3AT1 114.124 2.25 -0.70 -2.07 1.37 0.84 -0.70
G-SIBs 104.608 -0.25 -2.00 -3.08 1.08 0.08 -2.00
D-SIBs 105.249 -1.04 -0.80 -2.03 1.23 0.55 -0.80
Index Value Base: the end of Mar.2014 = 100.



FaceVL Price Prc+Ac Life Cpn S.Yld C.Yld Dur M-Dur E-Dur T-spd
(BILL.YEN) (YEN) (YEN) (YR) (%) (%) (%) (bp)
FIG Overall 13296 101.56 101.73 4.34 0.98 0.57 0.57 4.21 4.19 4.21 71
Domestic 7301 102.86 103.05 4.88 1.26 0.58 0.59 4.70 4.68 4.70 72
Yen Dnm Frgn 5995 99.99 100.12 3.69 0.64 0.55 0.55 3.60 3.59 3.60 71
Senior 7102 100.06 100.18 3.34 0.56 0.44 0.44 3.27 3.26 3.27 59
Junior 6194 103.28 103.50 5.49 1.46 0.71 0.72 5.26 5.23 5.26 85
BB3T2 1493 101.42 101.57 5.27 0.91 0.65 0.65 5.13 5.11 5.13 79
B3AT1 2960 102.29 102.40 6.70 1.44 1.06 1.07 6.37 6.33 6.37 118
G-SIBs 8978 101.97 102.15 4.62 1.12 0.64 0.65 4.46 4.44 4.46 79
D-SIBs 7418 102.95 103.15 4.96 1.29 0.60 0.61 4.77 4.75 4.77 74

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