What's NOMURA-CBPI?

[updated 21 JUNE, 2011] Discontinuation of NOMURA CBPI Index


The NOMURA-CBPI( NOMURA Convertible Bonds Performance Index ) is a Performance Index aimed to be a benchmark of Japanese convertible bonds. The NOMURA-CBPI is market-cap weighted , and calculated on a daily basis. Convertible bonds on the Tokyo Stock Exchange are all included in this index, to reflect the whole market movement of convertible bonds on Tokyo Stock Exchange. The NOMURA-CBPI has many sub-sectors suitable for various investment style ; classification such as parity, yield, industry sector.

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