First released in 2004, the NOMURA J-TIPS Index is a bond performance index developed to reflect the performance of the entire secondary market for JGBi, which have a different return and risk profile than nominal bonds. The index value calculation method and inclusion criteria of NOMURA J-TIPS Index are based upon the NOMURA-BPI.
- NOMURA J-TIPS Index is an investment return index developed to reflect the performance of the entire secondary market of J-TIPS, Inflation-Indexed JGBs (JGBi) which have a different return and risk profile than nominal bonds.
- The index value calculation method and inclusion criteria of NOMURA J-TIPS Index are the based upon the NOMURA-BPI. The Index includes JGBi with principal guaranteed (i.e. deflation floored), the issuance of which started in October 2013.
Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 8796 bonds and 79 indices. Index coverage includes Nomura-BPI Indices (ABS, Corporate, EXCL, JBG, MBS, Total, Extended, Long, Medium and Short Term).
Portfolio Indicator Calculation Methods include:
- Face value amount unadjusted for inflation
- Face value amount adjusted for inflation
- Clean price adjusted for inflation
- Coupon rate
- Clean price unadjusted for inflation
- Dirty price unadjusted for inflation
- Real compound yield
- Break-even inflation rate
- Modified duration
Our Managed Data Services
- Working with 500+ data and 1500 data sets
- Superior data quality and accuracy
- 75,000 index, price & reference data feeds delivered daily
- Fully managed, validated and system-ready feeds
- Data delivered via API or file format for operational or analytical users
- Increase business agility and scalability
- Faster time to quality & market
- Global expert 24/7 support
Looking for specific data?
Get in touch. We can source specific data, just for you.