野村日本股票高股息70市场中性指数：指数规则手册

This document is the index rulebook for the Nomura Japan Equity High Dividend 70 Market Neutral Index. The index reflects the performance of a market-neutral strategy involving a combination of long positions in the Nomura Japan Equity High Dividend 70, Total Dividend Weighted (the "underlying index") with short positions in TOPIX futures. Index values are calculated from the difference between the return on the underlying index and the beta-adjusted return on TOPIX futures. The hedge ratio used for hedging with TOPIX futures is adjusted on a daily basis to reflect the beta of the underlying index versus the TOPIX (including dividends), enabling investors to achieve highly stable income gains and investment efficiency (return/risk) regardless of market fluctuations via a high dividend yield strategy hedged against Japanese equity market risk. The rulebook sets out the index calculation methodology (both excluding and including dividends, and the rollover rule between front-month and se