NOMURA Swap Index Daily Data

05/16/2012/

Monthly Rebalancing

Index Index value Total return from last month(%) Trade date Fixed coupon (%) Floating coupon (%) Rate Category
NOMURA Swap Index 1 yr 99.353 -0.37 2012/04/27 0.3363 0.3359 nomura-quote
NOMURA Swap Index 2 yr 101.662 -0.74 2012/04/27 0.3375 0.3359 nomura-quote
NOMURA Swap Index 3 yr 104.141 -1.17 2012/04/27 0.3450 0.3359 nomura-quote
NOMURA Swap Index 4 yr 107.075 -1.17 2012/04/27 0.3713 0.3359 nomura-quote
NOMURA Swap Index 5 yr 110.494 -0.45 2012/04/27 0.4213 0.3359 nomura-quote
NOMURA Swap Index 6 yr 114.347 1.19 2012/04/27 0.4963 0.3359 nomura-quote
NOMURA Swap Index 7 yr 118.193 3.46 2012/04/27 0.5913 0.3359 nomura-quote
NOMURA Swap Index 8 yr 121.610 6.06 2012/04/27 0.7025 0.3359 nomura-quote
NOMURA Swap Index 9 yr 124.415 8.81 2012/04/27 0.8150 0.3359 nomura-quote
NOMURA Swap Index 10 yr 126.498 11.66 2012/04/27 0.9275 0.3359 nomura-quote
NOMURA Swap Index 11 yr 128.135 14.58 2012/04/27 1.0338 0.3359 estimate
NOMURA Swap Index 12 yr 129.411 17.45 2012/04/27 1.1338 0.3359 nomura-quote
NOMURA Swap Index 13 yr 130.422 20.04 2012/04/27 1.2255 0.3359 estimate
NOMURA Swap Index 14 yr 131.323 22.47 2012/04/27 1.3096 0.3359 estimate
NOMURA Swap Index 15 yr 132.150 24.84 2012/04/27 1.3838 0.3359 nomura-quote
NOMURA Swap Index 16 yr 132.860 27.29 2012/04/27 1.4488 0.3359 estimate
NOMURA Swap Index 17 yr 133.395 29.83 2012/04/27 1.5070 0.3359 estimate
NOMURA Swap Index 18 yr 133.776 32.38 2012/04/27 1.5579 0.3359 estimate
NOMURA Swap Index 19 yr 134.018 34.87 2012/04/27 1.6021 0.3359 estimate
NOMURA Swap Index 20 yr 134.154 37.28 2012/04/27 1.6400 0.3359 nomura-quote
NOMURA Swap Index 21 yr 126.348 39.52 2012/04/27 1.6718 0.3359 estimate
NOMURA Swap Index 22 yr 126.763 41.63 2012/04/27 1.6982 0.3359 estimate
NOMURA Swap Index 23 yr 127.212 43.68 2012/04/27 1.7206 0.3359 estimate
NOMURA Swap Index 24 yr 127.686 45.67 2012/04/27 1.7392 0.3359 estimate
NOMURA Swap Index 25 yr 128.182 47.65 2012/04/27 1.7550 0.3359 nomura-quote
NOMURA Swap Index 26 yr 128.714 49.58 2012/04/27 1.7679 0.3359 estimate
NOMURA Swap Index 27 yr 129.301 51.53 2012/04/27 1.7790 0.3359 estimate
NOMURA Swap Index 28 yr 129.919 53.45 2012/04/27 1.7887 0.3359 estimate
NOMURA Swap Index 29 yr 130.553 55.40 2012/04/27 1.7981 0.3359 estimate
NOMURA Swap Index 30 yr 131.187 57.36 2012/04/27 1.8075 0.3359 nomura-quote
NOMURA Swap Index 31 yr 108.945 59.33 2012/04/27 1.8172 0.3359 estimate
NOMURA Swap Index 32 yr 108.883 61.24 2012/04/27 1.8269 0.3359 estimate
NOMURA Swap Index 33 yr 108.784 63.07 2012/04/27 1.8367 0.3359 estimate
NOMURA Swap Index 34 yr 108.660 64.83 2012/04/27 1.8465 0.3359 estimate
NOMURA Swap Index 35 yr 108.508 66.48 2012/04/27 1.8563 0.3359 nomura-quote
NOMURA Swap Index 36 yr 108.344 68.03 2012/04/27 1.8659 0.3359 estimate
NOMURA Swap Index 37 yr 108.169 69.44 2012/04/27 1.8751 0.3359 estimate
NOMURA Swap Index 38 yr 107.991 70.77 2012/04/27 1.8840 0.3359 estimate
NOMURA Swap Index 39 yr 107.811 72.01 2012/04/27 1.8923 0.3359 estimate
NOMURA Swap Index 40 yr 107.636 73.21 2012/04/27 1.9000 0.3359 nomura-quote


Six-monthly Rebalancing

Index Index value Total return from last month(%) Trade date Fixed coupon (%) Floating coupon (%) Rate Category
NOMURA Swap Index 1 yr 100.176 -0.37 2012/03/30 0.3413 0.3359 nomura-quote
NOMURA Swap Index 2 yr 102.183 -0.74 2012/03/30 0.3475 0.3359 nomura-quote
NOMURA Swap Index 3 yr 104.595 -1.18 2012/03/30 0.3713 0.3359 nomura-quote
NOMURA Swap Index 4 yr 107.345 -1.23 2012/03/30 0.4150 0.3359 nomura-quote
NOMURA Swap Index 5 yr 110.536 -0.57 2012/03/30 0.4813 0.3359 nomura-quote
NOMURA Swap Index 6 yr 114.305 1.00 2012/03/30 0.5713 0.3359 nomura-quote
NOMURA Swap Index 7 yr 118.175 3.21 2012/03/30 0.6788 0.3359 nomura-quote
NOMURA Swap Index 8 yr 121.654 5.74 2012/03/30 0.7963 0.3359 nomura-quote
NOMURA Swap Index 9 yr 124.643 8.48 2012/03/30 0.9150 0.3359 nomura-quote
NOMURA Swap Index 10 yr 126.738 11.27 2012/03/30 1.0288 0.3359 nomura-quote
NOMURA Swap Index 11 yr 128.555 14.18 2012/03/30 1.1370 0.3359 estimate
NOMURA Swap Index 12 yr 129.908 17.03 2012/03/30 1.2375 0.3359 nomura-quote
NOMURA Swap Index 13 yr 130.897 19.61 2012/03/30 1.3295 0.3359 estimate
NOMURA Swap Index 14 yr 131.759 22.01 2012/03/30 1.4135 0.3359 estimate
NOMURA Swap Index 15 yr 132.521 24.34 2012/03/30 1.4875 0.3359 nomura-quote
NOMURA Swap Index 16 yr 133.202 26.76 2012/03/30 1.5529 0.3359 estimate
NOMURA Swap Index 17 yr 133.717 29.26 2012/03/30 1.6108 0.3359 estimate
NOMURA Swap Index 18 yr 134.082 31.77 2012/03/30 1.6613 0.3359 estimate
NOMURA Swap Index 19 yr 134.343 34.24 2012/03/30 1.7046 0.3359 estimate
NOMURA Swap Index 20 yr 134.492 36.61 2012/03/30 1.7413 0.3359 nomura-quote
NOMURA Swap Index 21 yr 127.031 38.83 2012/03/30 1.7715 0.3359 estimate
NOMURA Swap Index 22 yr 127.461 40.94 2012/03/30 1.7965 0.3359 estimate
NOMURA Swap Index 23 yr 127.914 42.97 2012/03/30 1.8173 0.3359 estimate
NOMURA Swap Index 24 yr 128.387 44.94 2012/03/30 1.8343 0.3359 estimate
NOMURA Swap Index 25 yr 128.874 46.89 2012/03/30 1.8488 0.3359 nomura-quote
NOMURA Swap Index 26 yr 129.390 48.80 2012/03/30 1.8606 0.3359 estimate
NOMURA Swap Index 27 yr 129.957 50.71 2012/03/30 1.8708 0.3359 estimate
NOMURA Swap Index 28 yr 130.563 52.63 2012/03/30 1.8800 0.3359 estimate
NOMURA Swap Index 29 yr 131.187 54.55 2012/03/30 1.8888 0.3359 estimate
NOMURA Swap Index 30 yr 131.812 56.48 2012/03/30 1.8975 0.3359 nomura-quote
NOMURA Swap Index 31 yr 109.215 58.40 2012/03/30 1.9065 0.3359 estimate
NOMURA Swap Index 32 yr 109.133 60.30 2012/03/30 1.9156 0.3359 estimate
NOMURA Swap Index 33 yr 109.015 62.12 2012/03/30 1.9249 0.3359 estimate
NOMURA Swap Index 34 yr 108.870 63.87 2012/03/30 1.9343 0.3359 estimate
NOMURA Swap Index 35 yr 108.697 65.51 2012/03/30 1.9438 0.3359 nomura-quote
NOMURA Swap Index 36 yr 108.512 67.04 2012/03/30 1.9532 0.3359 estimate
NOMURA Swap Index 37 yr 108.320 68.44 2012/03/30 1.9624 0.3359 estimate
NOMURA Swap Index 38 yr 108.121 69.75 2012/03/30 1.9712 0.3359 estimate
NOMURA Swap Index 39 yr 107.925 70.99 2012/03/30 1.9797 0.3359 estimate
NOMURA Swap Index 40 yr 107.734 72.18 2012/03/30 1.9875 0.3359 nomura-quote


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