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Securities Market Benchmarks

Japanese

Global Research Division, Financial Engineering & Technology Research Center
calculate and offer benchmark indices for Japanese and Global markets.
These indices are developed to reflect the movement of each market,
and therefore can be used for performance measurement,
as a portfolio universe, etc.

Russell/Nomura Japan Index

Benchmark index for the Japanese stock market, classified by investment style

Russell/Nomura Fundamental Prime Index

A fundamental index designed to select constituents of the Russell/Nomura Total Market Index

Russell Nomura Ibbotson Value Premium Index

Replicates the market-neutral strategy which goes long on a value index and short on a growth index.

Nomura Japan Equity High Dividend 70

An equal weight index which comprises Japanese 70 stocks with highly-estimated dividend yields.

Nomura Japan Equity High Dividend 70, Total Dividend Weighted

A total-dividend-weighted index which comprises Japanese 70 stocks with highly-estimated dividend yields.

NOMURA-BPI

Performance index of the Japanese bond market

NOMURA Swap Index

Performance index of yen interest rate swaps


NOMURA FIG Index

Performance index of the Japanese bank bond market


Nomura Crude Oil Index

An index designed to track movements in crude oil prices


Factsheet

Available to following indexes;
Russell/Nomura Prime Index, Russell/Nomura Fundamental Prime Index,
Russell/Nomura Small Cap Index, Russell/Nomura Small Cap Core Index,
Nomura Japan Equity High Dividend 70,
Nomura Japan Equity High Dividend 70, Net Total Return US Dollar Hedged Index
and Nomura Japan Equity High Dividend 70, Total Dividend Weighted
   



In Compliance with the Principles for Financial Benchmark published by the International Organization of Securities Commissions




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Nomura Securities Co., Ltd.
Financial instruments firm registered with the Kanto Local Finance Bureau (registration No. 142) Member associations: Japan Securities Dealers Association; Japan Investment Advisers Association; The Financial Futures Association of Japan; and Type II Financial Instruments Firms Association.