PDF ETF/ETN Monthly Report Jun-2013

[Pages:2]ETF/ETN Monthly Report

issue month

Jun-2013

Market Summary Average daily trading value breaches the 100 billion yen mark for the first time!

Trading activity in the ETF/ETN market in May continued to rise on the back of vibrant stock market conditions. Monthly trading value surged past the 2 trillion yen mark, bringing the daily average past the 100 billion yen milestone for the first time since the market was launched.

Since listing on May 9, "Nikkei 225 Bull 2x ETF (1579)" has garnered trading value in excess of 18 billion yen for the month. Ranked 15th in terms of trading value, the issue has managed to secure deep liquidity.

Volatile conditions in the stock market in the latter half of May led to a sharp increase in trading of "NEXT NOTES Nikkei 225 VI Futures Index ETN (2035)", an issue tracking a volatility index.

Trading Value - MonthlyAuction

May-2013

TotalJPY

2,135,449,324,459

Daily Average (JPY)

Trading days21

101,688,063,069

Month on Month

+65.50%

Rankings

Monthly trading valueMay-2013

# Code

Name

Underlying index/commodity

Category

Monthly Trading Value, Value (unit: JPY 1,000)

ETF ETN

Monthly Change (%)

137 19

Fund Administrator

1 1570 NEXT FUNDS Nikkei 225 Leveraged Index Exchange Traded Fund Nikkei 225 Leveraged Index Domestic Stock Indices

2 1321 Nikkei 225 Exchange Traded Fund 3 1330 Nikko Exchange Traded Index Fund 225

4 1306 TOPIX Exchange Traded Fund

Stock price index: Nikkei Stock Average

Nikkei 225

TOPIX

Domestic Stock Indices

Japanese Equitiy Index (market)

Japanese Equitiy Index (market)

5 1568 TOPIX Bull 2x ETF

TOPIX Leveraged (2x) Index

Leveraged / Inverse Index

6 1320 Daiwa ETF ? Nikkei 225

Stock price index: Nikkei Stock Average Domestic Stock Indices

7 1308 Nikko Exchange Traded Index Fund TOPIX

TOPIX

Japanese Equitiy Index (market)

8 1305 Daiwa ETF-TOPIX

TOPIX

Japanese Equitiy Index (market)

9 1571 NEXT FUNDS Nikkei 225 Inverse Index Exchange Traded Fund

Nikkei 225 Inverse Index

Domestic Stock Indices

10 1346 MAXIS NIKKEI225 ETF

Nikkei 225

Domestic Stock Indices

11 1551 JASDAQ-TOP20 ETF

JASDAQ-TOP20

Domestic Stock Indices

12 1343 NEXT FUNDS REIT INDEX ETF

Tokyo Stock Exchange REIT Index

Real Estate

13 1569 TOPIX Bear -1x ETF

TOPIX Inverse (-1x) Index

Leveraged / Inverse Index

14 1615 TOPIX Banks Exchange Traded Fund

TOPIX Banks

Japanese Equitiy Index (sector)

15 1579 Nikkei 225 Bull 2x ETF

Nikkei 225 Leveraged Index

Leveraged / Inverse Index

16 1345 Listed Index Fund J-REIT (Tokyo Stock Exchange REIT Index) Bi-Monthly Dividend Payment Type Tokyo Stock Exchange REIT Index

Real Estate

17 1540 Japan Physical Gold ETF 18 1552 KOKUSAI S&P500 VIX SHORT-TERM FUTURES INDEX ETF 19 1348 MAXIS TOPIX ETF

Gold

S&P500 VIX SHORT-TERM FUTURES INDEX

TOPIX

Commodity/Commodity Index Foreign Stock Indices Japanese Equitiy Index (market)

20 1326 SPDR? Gold Shares

Gold

[Notes] -The list shows the top 20 by monthly trading value, which only includes auction trades. (ToSTNeT trading is not included.) -Monthly change is calculated based on ADV.

Commodity/Commodity Index

Rate of Increase in Monthly Trading Value (%)(May-2013)

# Code

Name

Underlying index/commodity

Category

570,287,446

410,515,075

254,266,000

250,721,000 217,906,000

86,603,877 52,018,417 36,786,880 35,327,271 28,531,257 27,117,660 24,813,302 22,535,130 20,301,238 18,246,677 10,462,869

6,983,693 6,522,645 6,468,684 5,349,675

+112.87% Nomura AM

+59.95% Nomura AM

+107.37% Nikko AM

+30.31% Nomura AM

+48.70% Simplex AM

+25.85% Daiwa AM

+51.56% Nikko AM

+69.28% Daiwa AM

+96.51% Nomura AM

+74.49%

Mitsubishi AM

UFJ

+90.40% Simplex AM

+40.46% Nomura AM

+170.10% Simplex AM

+30.69% Nomura AM

- Simplex AM

+9.36% Nikko AM

-58.82%

Mitsubishi TB

UFJ

+8.80% KOKUSAI AM

+97.94%

Mitsubishi AM

UFJ

-65.48%

World Gold Council

Value (unit: JPY 1,000 (rank by trading value))

Monthly Change (%)

Fund Administrator

1 2035 NEXT NOTES Nikkei 225 VI Futures Index ETN

Nikkei 225 VI Futures Index ETN

364,801 54

+2095.64% Nomura

2 2031 NEXT NOTES HSI Leveraged ETN

HSI Leveraged Index

ETN

3 1563 TSE Mothers Core ETF

Tokyo Stock Exchange Mothers Core Index

4 2039 NEXT NOTES Nikkei-TOCOM Inverse Crude Oil ETN

Nikkei-TOCOM Inverse Crude Oil Index

5 1641 Daiwa ETFTOPIX-17 MACHINERY 6 1635 Daiwa ETFTOPIX-17 ENERGY RESOURCES 7 1624 NEXT FUNDS TOPIX-17 MACHINERY ETF 8 1639 Daiwa ETFTOPIX-17 AUTOMOBILES & TRANSPORTATION EQUIPMENT 9 1578 Listed Index Fund Nikkei 225 (Mini)

TOPIX-17 MACHINERY

TOPIX-17 ENERGY RESOURCES

TOPIX-17 MACHINERY TOPIX-17 AUTOMOBILES TRANSPORTATION EQUIPMENT Nikkei Stock Average

10 1613 TOPIX Electric Appliances Exchange Traded Fund 11 1622 NEXT FUNDS TOPIX-17 AUTOMOBILES TRANSPORTATION EQUIPMENT ETF 12 1625 NEXT FUNDS TOPIX-17 ELECTRIC & PRECISION INSTRUMENTS ETF 13 1569 TOPIX Bear -1x ETF

TOPIX Electric Appliances

TOPIX-17 AUTOMOBILES TRANSPORTATION EQUIPMENT TOPIX-17 ELECTRIC & PRECISION INSTRUMENTS

TOPIX Inverse (-1x) Index

14 1672 ETFS Physical Gold

Gold

15 2032 NEXT NOTES HSI Short ETN 16 2033 NEXT NOTES KOSPI200 Leverage ETN

HSI Short Index KOSPI200 Leverage

17 2037 NEXT NOTES Nikkei-TOCOM Inverse Gold ETN

Nikkei-TOCOM Inverse Gold Index

18 1314 Listed Index Fund S&P Japan Emerging Equity 100

S&P Japan Emerging Equity 100

19 1570 NEXT FUNDS Nikkei 225 Leveraged Index Exchange Traded Fund

Nikkei 225 Leveraged Index

20 1617 NEXT FUNDS TOPIX-17 FOODS ETF

TOPIX-17 FOODS

[Notes] - The list shows the top 20 by rate of increase in monthly trading value (%), which only includes issues with ADV of at least JPY 1 million.

Japanese Equitiy Index (market)

ETN Japanese Equitiy Index (sector) Japanese Equitiy Index (sector) Japanese Equitiy Index (sector) Japanese Equitiy Index (sector) Japanese Equitiy Index (market) Japanese Equitiy Index (sector) Japanese Equitiy Index (sector) Japanese Equitiy Index (sector) Leveraged / Inverse Index Commodity/Commodity Index(ETC) ETN ETN ETN Japanese Equitiy Index (market) Domestic Stock Indices Japanese Equitiy Index (sector)

340,691 55

4,136,618 21

62,128 22,392 33,502 224,989 157,000 115,920 138,198 1,949,595 226,038 22,535,130 21,578 789,249 716,364 27,571 898,101 570,287,446 52,664

95 112 106 61 73 83 78 24 60 13 113 35 37 110 31

1 98

+1623.50% Nomura

+1219.34% Simplex AM

+817.55% Nomura

+555.89% Daiwa AM +405.96% Daiwa AM +310.95% Nomura AM

+303.35% Daiwa AM

+240.07% Nikko AM

+231.51% Nomura AM

+183.17% Nomura AM

+182.98% Nomura AM

+170.10% Simplex AM

+154.22%

ETFS Management

+139.87% Nomura

+133.07% Nomura

+116.11% Nomura +113.59% Nikko AM +112.87% Nomura AM +108.77% Nomura AM

Volatility(as of 31-May-2013)

# Code

Name

Benchmark index

Category

1 1551 JASDAQ-TOP20 ETF

2 1563 TSE Mothers Core ETF

3 1689 ETFS Natural Gas

4 1570 NEXT FUNDS Nikkei 225 Leveraged Index Exchange Traded Fund

5 1314 Listed Index Fund S&P Japan Emerging Equity 100

6 1568 TOPIX Bull 2x ETF

7 1347 Listed Index Fund FTSE Japan Green Chip 35

8

2035(E TN)

NEXT NOTES Nikkei 225 VI Futures Index ETN

9 1644 Daiwa ETFTOPIX-17 ELECTRIC POWER & GAS

10 1572 China H-share Bull 2x ETF

JASDAQ-TOP20

Domestic Stock Indices

Tokyo Stock Exchange Mothers Core Index

Japanese Equitiy Index (market)

Dow Jones-UBS Natural Gas Commodity/Commodity

Subindex

Index(ETC)

Nikkei 225 Leveraged Index

Domestic Stock Indices

S&P Japan Emerging Equity 100

Japanese Equitiy Index (market)

TOPIX Leveraged (2x) Index

Leveraged / Inverse Index

FTSE Japan Green Chip 35

Japanese Equitiy Index (theme)

Nikkei 225 VI Futures Index

ETN

TOPIX-17 ELECTRIC POWER & GAS

Japanese Equitiy Index (sector)

HSCEI Leveraged Index

Leveraged / Inverse Index

[Notes] The list shows the top 10 by 30-day historical volatility. Data source: Bloomberg L.P.. Issues in the ranking only includes those with ADV of at least JPY 1 million that were traded for more than 27 out of the most recent 30 trading days.

Volatility

Value (unit: JPY 1,000

Fund

(rank by trading value)) Administrator

149.59% (102.81%) 27,117,660 (11) Simplex AM

94.14% (43%) 4,136,618 (21) Simplex AM

71.05%

69.37% 65.31% 64.84% 61.24% 59.10% 56.13% 54.75%

(74.4%)

(43.38%) (47.96%) (51.49%) (55.24%) (28.12%) (40.86%) (52.64%)

132,773

570,287,446 898,101

217,906,000 63,333

364,801 36,716

214,945

(79)

ETFS Management

(1) Nomura AM

(31) Nikko AM

(5) Simplex AM

(94) Nikko AM

(54) Nomura

(104) Daiwa AM

(62) Simplex AM

IPO

F

-

N

-

Website

Please refer to the TSE website with regards to ETF/ETN information as below:

ETF/ETN list

- Confirm all ETF/ETN listings on the TSE categorized by underlying asset and find weekly reports for each name indicating the market price and underlying index.

FAQ

- FAQ with regards to ETF/ETN listed on TSE.

iNAV

- Confirm PCF and real-time iNAV (Indicative Net Asset Value) calculated by the real-time price of the portfolio.

[Note] - The description in this document are intended solely for the purpose of providing information on ETF and ETN. It is not material disclosed under the Financial Instruments and Exchange Act or intended to be prepared and publicized to solicit investment or promote trading with specified financial instruments firms, etc. - The data in the description are preliminary figures and are subject to change. - Losses may be incurred due to fluctuation of indices, the foreign exchange rate, underlying asset, and downturn of the issuer etc., and the entire deposited margin or a portion of such may be lost. Losses may also exceed deposited margin. - When trading ETF, investors must carefully review the documents provided by their financial services provider before contract signing, and must trade on their own responsibility based on their own judgment only after fully understanding the product qualities, the trading mechanism, relevant fees, the risk involved, etc. - The description is as of May 2013. TSE reserves the right to change the contents of this publication without prior notice. While every effort is taken to ensure the accuracy of the information contained in this document, Tokyo Stock Exchange, Inc. (TSE) does not guarantee, nor assume responsibility for any damages caused by any errors, misunderstanding or omissions.

 ................
................

In order to avoid copyright disputes, this page is only a partial summary.

Google Online Preview   Download