NOMURA FIG Index Monthly Data

12/28/2018

----------------- RETURNS (%) FROM ----------------
INDEX ---------- LST.MTH ---------- LST.MAR LST.YR
VALUE TOTAL CAPITAL INCOME TOTAL TOTAL
FIG Overall 104.136 -0.23 -1.17 0.95 0.21 0.59
Domestic 105.078 0.70 -0.50 1.20 0.67 1.10
Yen Dnm Frgn 102.951 -1.39 -2.02 0.63 -0.39 -0.08
Senior 102.049 -0.69 -1.24 0.55 -0.19 0.00
Junior 107.699 0.29 -1.11 1.39 0.67 1.28
B3T2 108.450 -2.17 -3.06 0.89 0.03 0.37
B3AT1 114.181 1.35 -0.04 1.39 0.99 2.09
G-SIBs 104.758 0.01 -1.08 1.08 0.28 0.75
D-SIBs 105.309 0.89 -0.35 1.24 0.68 1.10
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 13332 101.78 101.98 4.36 0.97 0.53 0.53 4.23 4.22 4.23 67
Domestic 7346 103.00 103.26 4.92 1.25 0.56 0.57 4.74 4.72 4.74 69
Yen Dnm Frgn 5986 100.28 100.41 3.68 0.63 0.49 0.49 3.60 3.59 3.60 63
Senior 7138 100.29 100.42 3.32 0.55 0.38 0.38 3.26 3.25 3.26 53
Junior 6194 103.49 103.79 5.56 1.46 0.69 0.70 5.32 5.30 5.32 82
BB3T2 1493 101.69 101.82 5.34 0.91 0.61 0.61 5.20 5.19 5.20 74
B3AT1 2960 102.44 102.76 6.78 1.44 1.05 1.06 6.42 6.39 6.42 116
G-SIBs 8887 102.23 102.47 4.67 1.12 0.61 0.62 4.52 4.50 4.52 74
D-SIBs 7416 103.10 103.37 5.01 1.29 0.59 0.60 4.82 4.80 4.82 72

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