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ETF/ETN Monthly Report Feb-2014

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ETF/ETN Monthly Report Feb-2014 issue month ETF/ETN Monthly Report Feb-2014 ◆Market Summary Average daily trading value surges past last month's record high! ■ In January, the ETF/ETN market reached a new record high in ADV of about JPY 146 billion. Monthly trading value was at about JPY 2.77 trillion, staying close to last month's high. ■ NEXT FUNDS Nikkei 225 Leveraged Index Exchange Traded Fund (1570) accounted for the majority of the trading value. TOPIX Bull 2x ETF (1568) also saw growing activity. ■ The market welcomed two new ETFs tracking the JPX-Nikkei Index 400 on January 28 (Tue.). NEXT FUNDS JPX-Nikkei Index 400 Exchange Traded Fund (1591) and Listed Index Fund JPX-Nikkei 400 (1592) both got off to a smooth start. The former ranked 18th in monthly trading value despite being traded for only four days while the latter came in at 25th in the rankings (the table in the attachment only includes the top 20 issues). ◆Trading Value - Monthly（Auction） （Jan-2014） Total（JPY） Daily Average (JPY) ◆Trading days：19 Month on Month 2,768,245,883,073 145,697,151,741 +4.05% ◆Rankings ETF 149 ● Monthly trading value （Jan-2014） ETN 22 Monthly Trading Value, Value Fund # Code Name Underlying index/commodity Category Monthly Change (%) (unit: JPY 1,000) Administrator 1 1570 NEXT FUNDS Nikkei 225 Leveraged Index Exchange Traded Fund Nikkei 225 Leveraged Index Domestic Stock Indices 1,533,713,500 +3.69% Nomura AM 2 1321 Nikkei 225 Exchange Traded Fund Nikkei 225 Domestic Stock Indices 285,213,285 -4.21% Nomura AM 3 1568 TOPIX Bull 2x ETF TOPIX Leveraged (2x) Index Leveraged / Inverse Index 238,746,031 +29.51% Simplex AM 4 1330 Nikko Exchange Traded Index Fund 225 Nikkei 225 Japanese Equitiy Index (market) 171,426,595 -1.72% Nikko AM 5 1579 Nikkei 225 Bull 2x ETF Nikkei 225 Leveraged Index Leveraged / Inverse Index 151,051,008 +7.62% Simplex AM 6 1306 TOPIX Exchange Traded Fund TOPIX Japanese Equitiy Index (market) 135,496,201 +8.01% Nomura AM 7 1320 Daiwa ETF – Nikkei 225 Nikkei 225 Domestic Stock Indices 73,905,241 +2.62% Daiwa AM Mitsubishi UFJ 8 1346 MAXIS NIKKEI225 ETF Nikkei 225 Domestic Stock Indices 25,799,908 +36.23% AM 9 1305 Daiwa ETF-TOPIX TOPIX Japanese Equitiy Index (market) 24,445,930 +10.09% Daiwa AM 10 1308 Nikko Exchange Traded Index Fund TOPIX TOPIX Japanese Equitiy Index (market) 23,320,674 +1.01% Nikko AM 11 1571 NEXT FUNDS Nikkei 225 Inverse Index Exchange Traded Fund Nikkei 225 Inverse Index Domestic Stock Indices 21,318,663 -28.01% Nomura AM 12 1580 Nikkei 225 Bear -1x ETF Nikkei 225 Inverse Index Leveraged / Inverse Index 12,497,011 +19.73% Simplex AM Mitsubishi UFJ 13 1348 MAXIS TOPIX ETF TOPIX Japanese Equitiy Index (market) 7,202,530 +7.85% AM 14 1552 KOKUSAI S&P500 VIX SHORT-TERM FUTURES INDEX ETF S&P500 VIX SHORT-TERM FUTURES INDEX Foreign Stock Indices 5,791,963 +27.00% KOKUSAI AM 15 1615 TOPIX Banks Exchange Traded Fund TOPIX Banks Japanese Equitiy Index (sector) 5,701,459 +5.78% Nomura AM 16 1343 NEXT FUNDS REIT INDEX ETF Tokyo Stock Exchange REIT Index Real Estate 5,695,394 -19.44% Nomura AM 17 1569 TOPIX Bear -1x ETF TOPIX Inverse (-1x) Index Leveraged / Inverse Index 4,515,115 +2.80% Simplex AM JPX-Nikkei Index 400 18 1591 NEXT FUNDS JPX-Nikkei Index 400 Exchange Traded Fund Japanese Equitiy Index (market) 4,408,625 - Nomura AM 19 1329 iShares Nikkei 225 ETF Nikkei 225 Japanese Equitiy Index (market) 4,120,364 +18.91% BlackRock 20 1563 TSE Mothers Core ETF Tokyo Stock Exchange Mothers Core Index Japanese Equitiy Index (market) 3,673,777 -66.58% Simplex AM [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 (%) (Jan-2014) Value (unit: JPY 1,000 (rank by Fund # Code Name Underlying index/commodity Category Monthly Change (%) trading value)) Administrator Nikkei-TOCOM Leveraged 1 2038 NEXT NOTES Nikkei-TOCOM Leveraged Crude Oil ETN ETN 46,376 （87） +1822.46% Nomura Crude Oil Index TOPIX-17 ENERGY Japanese Equitiy Index 2 1635 Daiwa ETF･TOPIX-17 ENERGY RESOURCES 22,844 （104） +1341.68% Daiwa AM RESOURCES (sector) Japanese Equitiy Index 3 1630 NEXT FUNDS TOPIX-17 RETAIL TRADE ETF TOPIX-17 RETAIL TRADE 37,754 （93） +441.88% Nomura AM (sector) 4 1317 Listed Index Fund TOPIX Mid400 Japan Mid Cap Equity TOPIX Mid400 Japanese Equitiy Index (size) 45,849 （88） +235.90% Nikko AM 5 1544 Listed Index Fund Japan Equity (MSCI Japan) MSCI Japan Japanese Equitiy Index (market) 48,640 （86） +165.69% Nikko AM 6 1620 NEXT FUNDS TOPIX-17 RAW MATERIALS & CHEMICALS ETF TOPIX-17 RAW MATERIALS & CHEMICALS Japanese Equitiy Index (sector) 21,384 （107） +163.33% Nomura AM DJIA TR JPY-Monthly Hedged Inverse (x1) 7 2041 NEXT NOTES DJIA TR JPY-Monthly Hedged Inverse (x1) ETN ETN 649,253 （33） +150.36% Nomura Index 8 1573 China H-share Bear -1x ETF HSCEI Short Index Leveraged / Inverse Index 342,104 （45） +148.10% Simplex AM ETFS 9 1689 ETFS Natural Gas Dow Jones-UBS Natural Gas Subindex Commodity/Commodity Index(ETC) 107,467 （71） +126.90% Management 10 1626 NEXT FUNDS TOPIX-17 IT & SERVICES,OTHERS ETF TOPIX-17 IT & SERVICES,OTHERS Japanese Equitiy Index (sector) 92,700 （73） +106.27% Nomura AM 11 1682 NEXT FUNDS Nikkei-TOCOM Platinum Index Linked Exchange Traded Fund 0 Commodity Indices 45,638 （90） +105.89% Nomura AM Barclays Capital Emerging Markets Local 12 1566 Listed Index Fund Emerging Bond (Barclays Local EM) Currency Government - 10% Country Capped Foreign Bond Index 521,925 （37） +105.87% Nikko AM Index 13 1577 NEXT FUNDS Nomura Japan Equity High Dividend 70 Exchange Traded Fund Nomura Japan Equity High Dividend 70 Japanese Equitiy Index (theme) 929,636 （28） +82.38% Nomura 14 2035 NEXT NOTES Nikkei 225 VI Futures Index ETN Nikkei 225 VI Futures Index ETN 196,823 （63） +77.03% Nomura 15 1565 Nikkei 225 Covered Call ETF Nikkei 225 Covered Call Index Enhanced Index 72,535 （78） +71.82% Simplex AM TOPIX-17 MACHINERY 16 1624 NEXT FUNDS TOPIX-17 MACHINERY ETF Japanese Equitiy Index (sector) 54,237 （84） +64.81% Nomura AM TOPIX-17 AUTOMOBILES TRANSPORTATION 17 1639 Daiwa ETF･TOPIX-17 AUTOMOBILES & TRANSPORTATION EQUIPMENT Japanese Equitiy Index (sector) 23,405 （103） +60.30% Daiwa AM EQUIPMENT 18 1636 Daiwa ETF･TOPIX-17 CONSTRUCTION & MATERIALS TOPIX-17 CONSTRUCTION & MATERIALS Japanese Equitiy Index (sector) 21,861 （106） +60.07% Daiwa AM Mitsubishi UFJ 19 1541 Japan Physical Platinum ETF Platinum Commodity/Commodity Index 588,163 （35） +56.38% TB 20 1572 China H-share Bull 2x ETF HSCEI Leveraged Index Leveraged / Inverse Index 466,704 （38） +39.55% Simplex 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 31-Jan-2014) Value (unit: JPY 1,000 (rank Fund # Code Name Benchmark index Category Volatility by trading value)) Administrator Dow Jones-UBS Natural Gas Commodity/Commodity ETFS 1 1689 ETFS Natural Gas 84.86% (51.13%) 107,467 (71) Subindex Index(ETC) Management Tokyo Stock Exchange Japanese Equitiy Index 2 1563 TSE Mothers Core ETF 61.01% (87.91%) 3,673,777 (20) Simplex AM Mothers Core Index (market) 3 1572 China H-share Bull 2x ETF HSCEI Leveraged Index Leveraged / Inverse Index 55.36% (37.66%) 466,704 (38) Simplex AM 4 1579 Nikkei 225 Bull 2x ETF Nikkei 225 Leveraged Index Leveraged / Inverse Index 48.96% (36.61%) 151,051,008 (5) Simplex AM 5 1570 NEXT FUNDS Nikkei 225 Leveraged Index Exchange Traded Fund Nikkei 225 Leveraged Index Domestic Stock Indices 48.92% (37.11%) 1,533,713,500 (1) Nomura AM 6 1551 JASDAQ-TOP20 ETF JASDAQ-TOP20 Domestic Stock Indices 48.01% (42.74%) 1,395,639 (23) Simplex AM 7 1552 KOKUSAI S&P500 VIX SHORT-TERM FUTURES INDEX ETF S&P500 VIX SHORT-TERM FUTURES INDEX Foreign Stock Indices 44.98% (30.27%) 5,791,963 (14) KOKUSAI AM 8 1568 TOPIX Bull 2x ETF TOPIX Leveraged (2x) Index Leveraged / Inverse Index 43.64% (27.65%) 238,746,031 (3) Simplex AM 2038(E 9 NEXT NOTES Nikkei-TOCOM Leveraged Crude Oil ETN Nikkei-TOCOM Leveraged Crude Oil Index ETN 43.46% - 46,376 (87) Nomura TN) 2030(E iPath® S&P 500 VIX Short-Term Futures™ Barclays Bank 10 S&P 500 VIX Short-Term Futures™ Index Total Return ETN 41.98% (32.99%) 122,678 (68) TN) JDR PLC [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. ◆IPO ＥＴF MAXIS J-REIT ETF (1597) to be listed on February 25, 2014 Management Company： Mitsubishi UFJ Asset Management Co., Ltd. Underlying Index : Tokyo Stock Exchange REIT Index http://www.tse.or.jp/english/news/08/1400207_a.html NZAM ETF J-REIT Index (1595) to be listed on March 7, 2014 Management Company： Norinchukin Zenkyoren Asset Management Co., Ltd. Underlying Index : TOPIX Ex-Financials http://www.tse.or.jp/english/news/08/140206_a.html NZAM ETF TOPIX Ex-Financials (1596) to be listed on March 7, 2014 Management Company： Norinchukin Zenkyoren Asset Management Co., Ltd.
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