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ETF/ETN Monthly Report Jan-2015

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ETF/ETN Monthly Report Jan-2015 issue month ETF/ETN Monthly Report Jan-2015 ◆Market Summary ETF/ETN trading in December remained strong, with one new ETF listing. ■ In December 2014, trading in the ETF/ETN market continued near record highs, with monthly trading value of approximately JPY 3.9 trillion and daily average trading value of about JPY 188 billion. ■ Activity in the Simplex WTI ETF (1671) grew sharply, as it rose to 18th in trading value. Other ETFs and ETNs tracking oil sector indices also saw significant gains. ■ NEXT NOTES S&P 500 Dividend Aristocrats Net Total Return Index ETN (2044), listed in November 2014, was ranked 20th overall again. ◆Trading Value - Monthly（Auction） （Dec-2014） Total（JPY） Daily Average (JPY) ◆Trading days：21 Month on Month 3,940,493,727,840 187,642,558,469 -15.34% ◆Rankings ETF 163 ● Monthly trading value （Dec-2014） ETN 27 Monthly Trading Value, Fund # Code Name Underlying index/commodity Category Monthly Change (%) Value (unit: JPY 1,000) Administrator 1 1570 NEXT FUNDS Nikkei 225 Leveraged Index Exchange Traded Fund Nikkei 225 Leveraged Index Domestic Stock Indices 2,590,240,484 -13.11% Nomura AM 2 1321 Nikkei 225 Exchange Traded Fund Nikkei 225 Domestic Stock Indices 253,902,243 -30.77% Nomura AM 3 1579 Nikkei 225 Bull 2x ETF Nikkei 225 Leveraged Index Leveraged / Inverse Index 171,281,433 -11.30% Simplex AM 4 1357 NEXT FUNDS Nikkei 225 Double Inverse Index Exchange Traded Fund Nikkei 225 Double Inverse Index Leveraged / Inverse Index 163,756,627 -11.59% Nomura AM 5 1568 TOPIX Bull 2x ETF TOPIX Leveraged (2x) Index Leveraged / Inverse Index 147,919,649 -29.52% Simplex AM 6 1306 TOPIX Exchange Traded Fund TOPIX Japanese Equitiy Index (market) 116,502,230 -40.88% Nomura AM 7 1330 Listed Index Fund 225 Nikkei 225 Japanese Equitiy Index (market) 94,967,634 -22.24% Nikko AM 8 1320 Daiwa ETF – Nikkei 225 Nikkei 225 Domestic Stock Indices 63,942,895 -29.52% Daiwa AM 9 1591 NEXT FUNDS JPX-Nikkei Index 400 Exchange Traded Fund JPX-Nikkei Index 400 Japanese Equitiy Index (market) 57,523,107 -0.25% Nomura AM S&P500 VIX SHORT-TERM FUTURES 10 1552 KOKUSAI S&P500 VIX SHORT-TERM FUTURES INDEX ETF Foreign Stock Indices 33,899,667 +113.60% KOKUSAI AM INDEX Mitsubishi UFJ 11 1346 MAXIS NIKKEI225 ETF Nikkei 225 Domestic Stock Indices 25,935,305 -0.89% AM 12 1571 NEXT FUNDS Nikkei 225 Inverse Index Exchange Traded Fund Nikkei 225 Inverse Index Domestic Stock Indices 23,106,237 -34.52% Nomura AM 13 1308 Listed Index Fund TOPIX TOPIX Japanese Equitiy Index (market) 19,594,361 -23.58% Nikko AM 14 1356 TOPIX Bear -2x ETF TOPIX Double Inverse (-2x) Index Leveraged / Inverse Index 16,858,714 -4.35% Simplex AM 15 1305 Daiwa ETF-TOPIX TOPIX Japanese Equitiy Index (market) 14,955,208 -36.30% Daiwa AM 16 1343 NEXT FUNDS REIT INDEX ETF Tokyo Stock Exchange REIT Index Real Estate 9,720,030 +0.35% Nomura AM 17 1364 iShares JPX-Nikkei 400 ETF JPX-Nikkei Index 400 Japanese Equitiy Index (market) 9,068,833 BlackRock Prompt contract settlement prices of 18 1671 Simplex WTI ETF Commodity Indices 8,439,135 +538.99% Simplex AM Light, Sweet Crude Oil Futures (WTI 19 1309 SSE50 Index Linked Exchange Traded Fund SSE50 Index Foreign Stock Indices 8,358,936 +153.18% Nomura AM S&P 500 Dividend Aristocrats Net Total 20 2044（ETN）NEXT NOTES S&P 500 Dividend Aristocrats Net Total Return Index ETN ETN 8,124,340 +36.26% Nomura Europe Return Index [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. ● Rate of Increase in Monthly Trading Value (%) (Dec-2014) Value (unit: JPY 1,000 (rank Fund # Code Name Underlying index/commodity Category Monthly Change (%) by trading value)) Administrator 1 1324 NEXT FUNDS Russia RTS Linked Exchange Traded Fund RTS Index Foreign Stock Indices 3,768,774 （29） +2025.23% Nomura AM NEXT FUNDS NOMURA Crude Oil Long Index Linked Exchange NOMURA Crude Oil Long Commodity/Commodity 2 1699 5,776,642 （22） +1373.73% Nomura AM Traded Fund Index Index Nikkei-TOCOM Inverse 3 2039（ETN）NEXT NOTES Nikkei-TOCOM Inverse Crude Oil ETN ETN 532,088 （57） +858.83% Nomura Crude Oil Index 4 1363 iShares $ Treasury Bond 7-10yr UCITS ETF-JDR Barclays US Treasury 10 Year Term Index Foreign Bond Index 671,361 （55） +641.63% BlackRock 5 1626 NEXT FUNDS TOPIX-17 IT & SERVICES,OTHERS ETF TOPIX-17 IT & SERVICES,OTHERS Japanese Equitiy Index (sector) 32,700 （116） +613.87% Nomura AM 6 2037（ETN）NEXT NOTES Nikkei-TOCOM Inverse Gold ETN Nikkei-TOCOM Inverse Gold Index ETN 78,978 （100） +593.83% Nomura Prompt contract settlement prices of 7 1671 Simplex WTI ETF Commodity Indices 8,439,135 （18） +538.99% Simplex AM Light, Sweet Crude Oil Futures (WTI +474.58% CSOP Asset 8 1576 CSOP FTSE CHINA A50 ETF FTSE CHINA A50 Index Foreign Equitiy Index 37,222 （112） Management Limited 9 2038（ETN）NEXT NOTES Nikkei-TOCOM Leveraged Crude Oil ETN Nikkei-TOCOM Leveraged Crude Oil Index ETN 4,309,564 （28） +418.06% Nomura China Asset 10 1575 ChinaAMC CSI 300 Index ETF-JDR CSI300 Index Foreign Equitiy Index 89,424 （95） +415.02% Management 11 1595 NZAM ETF J-REIT Index Tokyo Stock Exchange REIT Index Real Estate 98,197 （92） +363.11% NZAM 12 1583 iShares MSCI Frontier 100 ETF-JDR MSCI Frontier Markets 100 Index Foreign Stock Indices 332,863 （72） +265.50% BlackRock 13 1561 KOKUSAI S&P500 VIX MID-TERM FUTURES INDEX ETF S&P500 VIX MID-TERM FUTURES INDEX Foreign Stock Indices 115,541 （88） +225.82% KOKUSAI AM 14 1322 Listed Index Fund China A Share (Panda) CSI 300 CSI300 Foreign Equitiy Index 2,711,764 （33） +224.67% Nikko AM Markit iBoxx USD Liquid High Yield Capped 15 1361 iShares $ High Yield Corporate Bond UCITS ETF-JDR Foreign Bond Index 509,800 （60） +190.93% BlackRock Index 16 1617 NEXT FUNDS TOPIX-17 FOODS ETF TOPIX-17 FOODS Japanese Equitiy Index (sector) 81,308 （98） +189.28% Nomura AM 17 1618 NEXT FUNDS TOPIX-17 ENERGY RESOURCES ETF TOPIX-17 ENERGY RESOURCES Japanese Equitiy Index (sector) 108,643 （90） +179.31% Nomura AM 18 1588 iShares Russell 2000 ETF-JDR Russell 2000 Index Foreign Stock Indices 144,151 （86） +175.82% BlackRock 19 1565 Nikkei 225 Covered Call ETF Nikkei 225 Covered Call Index Enhanced Index 36,097 （114） +154.80% Simplex AM 20 1309 SSE50 Index Linked Exchange Traded Fund SSE50 Index Foreign Stock Indices 8,358,936 （19） +153.18% Nomura AM [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. ● Volatility (as of 30-Dec-2014) Value (unit: JPY 1,000 Fund # Code Name Benchmark index Category Volatility (rank by trading value)) Administrator Dow Jones-UBS Natural Gas Commodity/Commodity ETFS 1 1689 ETFS Natural Gas 98.72% (61.78%) 51,299 (108) Subindex Index(ETC) Management 2 1324 NEXT FUNDS Russia RTS Linked Exchange Traded Fund RTS Index Foreign Stock Indices 96.26% (24.86%) 3,768,774 (29) Nomura AM S&P500 VIX SHORT-TERM 3 1552 KOKUSAI S&P500 VIX SHORT-TERM FUTURES INDEX ETF Foreign Stock Indices 63.98% (56.82%) 33,899,667 (10) KOKUSAI AM FUTURES INDEX 4 1572 China H-share Bull 2x ETF HSCEI Leveraged Index Leveraged / Inverse Index 62.62% (36.31%) 531,142 (58) Simplex AM iPath® S&P 500 VIX Short-Term Futures™ Barclays Bank 5 2030(ETN) S&P 500 VIX Short-Term Futures™ Index Total Return ETN 60.58% (55.97%) 790,343 (49) JDR PLC CSOP Asset 6 1576 CSOP FTSE CHINA A50 ETF FTSE CHINA A50 Index Foreign Equitiy Index 58.69% (N/A) 37,222 (112) Management Limited 7 2038(ETN) NEXT NOTES Nikkei-TOCOM Leveraged Crude Oil ETN Nikkei-TOCOM Leveraged Crude Oil Index ETN 55.05% (52.96%) 4,309,564 (28) Nomura China Asset 8 1575 ChinaAMC CSI 300 Index ETF-JDR CSI300 Index Foreign Equitiy Index 53.26% (N/A) 89,424 (95) Management 9 1317 Listed Index Fund TOPIX Mid400 Japan Mid Cap Equity TOPIX Mid400 Japanese Equitiy Index (size) 46.10% (N/A) 34,811 (115) Nikko AM 10 1309 SSE50 Index Linked Exchange Traded Fund SSE50 Index Foreign Stock Indices 44.99% (23.81%) 8,358,936 (19) Nomura AM [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. ◆New Listings ＥＴF Daiwa ETF Japan Nikkei225 Leveraged Index （1365） Listed on Tuesday, January 6, 2015 Management Company： Daiwa Asset Management Co., Ltd. Underlying Index： Nikkei 225 Leveraged Index http://www.tse.or.jp/english/news/08/141219_a.html Daiwa ETF Japan Nikkei225 Double Inverse Index （1366） Listed on Tuesday, January 6, 2015 Management Company： Daiwa Asset Management Co., Ltd. Underlying Index： Nikkei 225 Double Inverse Index http://www.tse.or.jp/english/news/08/141219_a.html Daiwa ETF Japan TOPIX Leveraged (2x) Index （1367） Listed on Tuesday, January 6, 2015 Management Company： Daiwa Asset Management Co., Ltd. Underlying Index： TOPIX Leveraged (2x) Index http://www.tse.or.jp/english/news/08/141219_a.html Daiwa ETF Japan TOPIX Double Inverse (-2x) Index （1368） Listed on Tuesday, January 6, 2015 Management Company： Daiwa Asset Management Co., Ltd.
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