Nomura Research Institute, Ltd. 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
NOMURA FRC has developed the NOMURA Bond Performance Index (NOMURA-BPI) to measure the movement of Japanese bonds in the secondary market. This index is calculated with the return on investment of a portfolio of all fixed income securities that meet certain criteria(Index Portfolio).
Key Features and Coverage on RIMES
For this source, RIMES provides data for approximately 16870 bonds and 80 indices. Indices include Nomura-BPI (ABS, Debentures, Corporates, Excl, JGB, MBS, Extended, etc.).
Some of the data items available include:
- Bond Items: Accrued Interest, Clean Price, Compound Interest Yield, Convexity, Coupon Date/Frequency/Rate, Daily Total Return, Date of Portfolio, Description Japanese, Dirty Price, Effective Convexity/Duration, Index Component Weight, Index Flag BPI/BPI Extended Industry Level, ISIN Code, Issue Class Code/Description, Issue Date/Description, Issue Type Code/Description, Issuer Code, Macaulay Duration, Market Value, Maturity Bands (Source Style), Maturity Date, Modified Duration, Notional Outstanding In Local Currency, Redemption Type (0 = Full, 1 = Other), RS Code, Semi Annual Yield, Ticker Code, Treasury Spread, T-Star/TX Code, Weighted Average Life, Years To Maturity, Yield, etc.
- Index Items: Average Clean Price, Average Compound Interest Yield, Average Convexity, Average Coupon, Average Dirty Price, Average Effective Convexity, Average Effective Duration, Average Macaulay Duration, Average Modified Duration, Average Semi Annual Yield, Average Spread, Average Weighted Average Life, Average Years To Maturity, Average Yield, Country Code/Description, Currency Code, Database Domain, Source, Symbol, Description, Notional Outstanding, Number Of Constituents, Total Return Index Value, etc.