NOMURA Swap Index Daily Data

01/22/2019

Monthly Rebalancing

Index Index value Total return from last month(%) Trade date Fixed coupon (%) Floating coupon (%)
NOMURA Swap Index 1 yr 100.293 0.12 2018/12/28 0.0088 0.0093
NOMURA Swap Index 2 yr 102.933 0.45 2018/12/28 0.0075 0.0093
NOMURA Swap Index 3 yr 106.310 0.84 2018/12/28 0.0075 0.0093
NOMURA Swap Index 4 yr 110.539 1.17 2018/12/28 0.0112 0.0093
NOMURA Swap Index 5 yr 115.657 1.43 2018/12/28 0.0225 0.0093
NOMURA Swap Index 6 yr 121.639 1.68 2018/12/28 0.0425 0.0093
NOMURA Swap Index 7 yr 127.980 1.78 2018/12/28 0.0688 0.0093
NOMURA Swap Index 8 yr 134.237 1.93 2018/12/28 0.1013 0.0093
NOMURA Swap Index 9 yr 140.144 2.05 2018/12/28 0.1375 0.0093
NOMURA Swap Index 10 yr 145.609 2.10 2018/12/28 0.1775 0.0093
NOMURA Swap Index 11 yr 150.765 2.17 2018/12/28 0.2175 0.0093
NOMURA Swap Index 12 yr 155.574 2.38 2018/12/28 0.2587 0.0093
NOMURA Swap Index 13 yr 160.535 2.69 2018/12/28 0.3001 0.0093
NOMURA Swap Index 14 yr 164.607 3.07 2018/12/28 0.3410 0.0093
NOMURA Swap Index 15 yr 167.656 3.46 2018/12/28 0.3800 0.0093
NOMURA Swap Index 16 yr 171.687 3.90 2018/12/28 0.4174 0.0093
NOMURA Swap Index 17 yr 175.004 4.37 2018/12/28 0.4543 0.0093
NOMURA Swap Index 18 yr 177.504 4.85 2018/12/28 0.4895 0.0093
NOMURA Swap Index 19 yr 179.203 5.27 2018/12/28 0.5217 0.0093
NOMURA Swap Index 20 yr 180.115 5.62 2018/12/28 0.5500 0.0093
NOMURA Swap Index 21 yr 170.847 5.93 2018/12/28 0.5755 0.0093
NOMURA Swap Index 22 yr 172.581 6.19 2018/12/28 0.5987 0.0093
NOMURA Swap Index 23 yr 174.296 6.41 2018/12/28 0.6203 0.0093
NOMURA Swap Index 24 yr 175.981 6.61 2018/12/28 0.6399 0.0093
NOMURA Swap Index 25 yr 177.660 6.78 2018/12/28 0.6575 0.0093
NOMURA Swap Index 26 yr 178.898 6.93 2018/12/28 0.6737 0.0093
NOMURA Swap Index 27 yr 180.341 7.05 2018/12/28 0.6885 0.0093
NOMURA Swap Index 28 yr 182.016 7.15 2018/12/28 0.7020 0.0093
NOMURA Swap Index 29 yr 183.956 7.23 2018/12/28 0.7142 0.0093
NOMURA Swap Index 30 yr 186.194 7.31 2018/12/28 0.7250 0.0093
NOMURA Swap Index 31 yr 155.581 7.36 2018/12/28 0.7344 0.0093
NOMURA Swap Index 32 yr 156.451 7.39 2018/12/28 0.7426 0.0093
NOMURA Swap Index 33 yr 157.286 7.43 2018/12/28 0.7500 0.0093
NOMURA Swap Index 34 yr 158.097 7.51 2018/12/28 0.7569 0.0093
NOMURA Swap Index 35 yr 158.860 7.66 2018/12/28 0.7638 0.0093
NOMURA Swap Index 36 yr 159.813 7.90 2018/12/28 0.7706 0.0093
NOMURA Swap Index 37 yr 160.578 8.20 2018/12/28 0.7774 0.0093
NOMURA Swap Index 38 yr 161.214 8.54 2018/12/28 0.7839 0.0093
NOMURA Swap Index 39 yr 161.752 8.86 2018/12/28 0.7897 0.0093
NOMURA Swap Index 40 yr 162.245 9.13 2018/12/28 0.7950 0.0093


Six-monthly Rebalancing

Index Index value Total return from last month(%) Trade date Fixed coupon (%) Floating coupon (%)
NOMURA Swap Index 1 yr 100.280 0.09 2018/09/28 0.0350 0.0200
NOMURA Swap Index 2 yr 102.685 0.39 2018/09/28 0.0575 0.0200
NOMURA Swap Index 3 yr 105.905 0.77 2018/09/28 0.0825 0.0200
NOMURA Swap Index 4 yr 109.867 1.12 2018/09/28 0.1125 0.0200
NOMURA Swap Index 5 yr 114.660 1.39 2018/09/28 0.1462 0.0200
NOMURA Swap Index 6 yr 120.445 1.65 2018/09/28 0.1837 0.0200
NOMURA Swap Index 7 yr 126.766 1.78 2018/09/28 0.2250 0.0200
NOMURA Swap Index 8 yr 132.989 1.92 2018/09/28 0.2662 0.0200
NOMURA Swap Index 9 yr 138.982 2.05 2018/09/28 0.3075 0.0200
NOMURA Swap Index 10 yr 144.370 2.12 2018/09/28 0.3500 0.0200
NOMURA Swap Index 11 yr 149.601 2.16 2018/09/28 0.3937 0.0200
NOMURA Swap Index 12 yr 154.467 2.34 2018/09/28 0.4375 0.0200
NOMURA Swap Index 13 yr 159.121 2.62 2018/09/28 0.4809 0.0200
NOMURA Swap Index 14 yr 163.177 2.98 2018/09/28 0.5237 0.0200
NOMURA Swap Index 15 yr 166.270 3.36 2018/09/28 0.5637 0.0200
NOMURA Swap Index 16 yr 169.896 3.77 2018/09/28 0.6025 0.0200
NOMURA Swap Index 17 yr 173.203 4.23 2018/09/28 0.6407 0.0200
NOMURA Swap Index 18 yr 175.709 4.69 2018/09/28 0.6771 0.0200
NOMURA Swap Index 19 yr 177.456 5.12 2018/09/28 0.7103 0.0200
NOMURA Swap Index 20 yr 178.442 5.48 2018/09/28 0.7400 0.0200
NOMURA Swap Index 21 yr 169.544 5.78 2018/09/28 0.7665 0.0200
NOMURA Swap Index 22 yr 171.231 6.05 2018/09/28 0.7912 0.0200
NOMURA Swap Index 23 yr 172.881 6.28 2018/09/28 0.8140 0.0200
NOMURA Swap Index 24 yr 174.482 6.47 2018/09/28 0.8348 0.0200
NOMURA Swap Index 25 yr 176.055 6.64 2018/09/28 0.8538 0.0200
NOMURA Swap Index 26 yr 177.295 6.79 2018/09/28 0.8711 0.0200
NOMURA Swap Index 27 yr 178.607 6.92 2018/09/28 0.8870 0.0200
NOMURA Swap Index 28 yr 180.146 7.02 2018/09/28 0.9017 0.0200
NOMURA Swap Index 29 yr 181.933 7.10 2018/09/28 0.9152 0.0200
NOMURA Swap Index 30 yr 183.973 7.18 2018/09/28 0.9275 0.0200
NOMURA Swap Index 31 yr 153.339 7.24 2018/09/28 0.9385 0.0200
NOMURA Swap Index 32 yr 154.077 7.27 2018/09/28 0.9484 0.0200
NOMURA Swap Index 33 yr 154.777 7.31 2018/09/28 0.9576 0.0200
NOMURA Swap Index 34 yr 155.443 7.37 2018/09/28 0.9664 0.0200
NOMURA Swap Index 35 yr 156.054 7.49 2018/09/28 0.9750 0.0200
NOMURA Swap Index 36 yr 156.680 7.70 2018/09/28 0.9838 0.0200
NOMURA Swap Index 37 yr 157.224 7.98 2018/09/28 0.9926 0.0200
NOMURA Swap Index 38 yr 157.718 8.28 2018/09/28 1.0009 0.0200
NOMURA Swap Index 39 yr 158.255 8.59 2018/09/28 1.0085 0.0200
NOMURA Swap Index 40 yr 158.913 8.86 2018/09/28 1.0150 0.0200



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