stock index futures_tse_e_idxf_130402

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Page 1: Stock index futures_tse_e_idxf_130402

Stock Index Futures Trading by Investor Type2013/4 week 2 (8-Apr~12-Apr)

Tokyo Stock Exchange, Inc.

Trading Volume units: units; ratio: %

sales ratio purchases ratio total ratio

securities cos. 122,116 24.41 105,694 21.13 227,810 22.77

city & regional banks 6,005 1.20 6,405 1.28 12,410 1.24

trust banks 16,469 3.29 21,049 4.21 37,518 3.75

life/non-life 2,249 0.45 1,812 0.36 4,061 0.41

other financials 13 0.00 6 0.00 19 0.00

investment trusts 3,566 0.71 6,494 1.30 10,060 1.01

business corporations 5 0.00 6 0.00 11 0.00

other corporations 21 0.00 21 0.00 42 0.00

individuals 4,962 0.99 4,814 0.96 9,776 0.98

foreigners 344,862 68.94 353,899 70.75 698,761 69.84

total 500,268 100.00 500,200 100.00 1,000,468 100.00

Notional Trading Value units: million yen; ratio: %

sales ratio purchases ratio total ratio

securities cos. 1,365,136 24.40 1,182,476 21.14 2,547,613 22.77

city & regional banks 66,158 1.18 70,678 1.26 136,837 1.22

trust banks 184,923 3.30 236,947 4.24 421,871 3.77

life/non-life 25,058 0.45 20,410 0.36 45,468 0.41

other financials 144 0.00 66 0.00 210 0.00

investment trusts 39,969 0.71 72,180 1.29 112,149 1.00

business corporations 55 0.00 67 0.00 122 0.00

other corporations 236 0.00 234 0.00 470 0.00

individuals 55,500 0.99 53,881 0.96 109,382 0.98

foreigners 3,858,418 68.95 3,957,875 70.74 7,816,294 69.85

total 5,595,601 100.00 5,594,820 100.00 11,190,421 100.00

Notes1) Survey results of Trading Participant proprietary trading, and of brokerage trading by securities and financial institutions (excluding regional banks) with capital of at least 3 billion yen.2) Notional trading value figures discard incomplete units of 1 million yen so totals of sales & purchases may differ from overall totals.3) Totals for TOPIX futures, TSE sector index futures & TOPIX Core30 Index futures.

Copyright 1996-2013 Tokyo Stock Exchange, Inc. All rights reserved.

Page 2: Stock index futures_tse_e_idxf_130402

mini-TOPIX Futures Trading by Investor Type2013/4 week 2 (8-Apr~12-Apr)

Tokyo Stock Exchange, Inc.

Trading Volume units: units; ratio: %

sales ratio purchases ratio total ratio

securities cos. 14,783 16.53 11,723 13.10 26,506 14.82

city & regional banks 0 0.00 0 0.00 0 0.00

trust banks 15 0.02 36 0.04 51 0.03

life/non-life 0 0.00 0 0.00 0 0.00

other financials 0 0.00 0 0.00 0 0.00

investment trusts 6 0.01 0 0.00 6 0.00

business corporations 37 0.04 37 0.04 74 0.04

other corporations 8 0.01 3 0.00 11 0.01

individuals 4,791 5.36 3,935 4.40 8,726 4.88

foreigners 69,794 78.04 73,734 82.41 143,528 80.23

total 89,434 100.00 89,468 100.00 178,902 100.00

Notional Trading Value units: million yen; ratio: %

sales ratio purchases ratio total ratio

securities cos. 16,434 16.45 13,070 13.08 29,504 14.76

city & regional banks 0 0.00 0 0.00 0 0.00

trust banks 16 0.02 41 0.04 57 0.03

life/non-life 0 0.00 0 0.00 0 0.00

other financials 0 0.00 0 0.00 0 0.00

investment trusts 6 0.01 0 0.00 6 0.00

business corporations 41 0.04 41 0.04 83 0.04

other corporations 8 0.01 3 0.00 12 0.01

individuals 5,350 5.36 4,402 4.40 9,752 4.88

foreigners 78,048 78.12 82,385 82.43 160,434 80.28

total 99,906 100.00 99,944 100.00 199,851 100.00

Notes1) Survey results of Trading Participant proprietary trading, and of brokerage trading by securities and financial institutions (excluding regional banks) with capital of at least 3 billion yen.2) Notional trading value figures discard incomplete units of 1 million yen so totals of sales & purchases may differ from overall totals.

Copyright 1996-2013 Tokyo Stock Exchange, Inc. All rights reserved.

Page 3: Stock index futures_tse_e_idxf_130402

Stock Index Options Trading by Investor Type2013/4 week 2 (8-Apr~12-Apr)

Tokyo Stock Exchange, Inc.

Trading Volume units: units; ratio: %put call

sales ratio purchases ratio total ratio sales ratio purchases ratio total ratiosecurities cos. 0 0.00 5 2.17 5 1.09 5 0.02 0 0.00 5 0.01city & regional banks 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00trust banks 5 2.17 0 0.00 5 1.09 0 0.00 5 0.02 5 0.01life/non-life 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00other financials 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00investment trusts 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00business corporations 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00other corporations 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00individuals 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00foreigners 225 97.83 225 97.83 450 97.83 30,329 99.98 30,329 99.98 60,658 99.98total 230 100.00 230 100.00 460 100.00 30,334 100.00 30,334 100.00 60,668 100.00

Trading Value units: 100 yen; ratio: %put call

sales ratio purchases ratio total ratio sales ratio purchases ratio total ratiosecurities cos. 0 0.00 50 0.05 50 0.03 227,550 0.15 0 0.00 227,550 0.07city & regional banks 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00trust banks 50 0.05 0 0.00 50 0.03 0 0.00 227,550 0.15 227,550 0.07life/non-life 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00other financials 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00investment trusts 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00business corporations 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00other corporations 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00individuals 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00foreigners 97,170 99.95 97,170 99.95 194,340 99.95 152,779,440 99.85 152,779,440 99.85 305,558,880 99.85total 97,220 100.00 97,220 100.00 194,440 100.00 153,006,990 100.00 153,006,990 100.00 306,013,980 100.00

Notional Trading Value units: million yen; ratio: %put call

sales ratio purchases ratio total ratio sales ratio purchases ratio total ratiosecurities cos. 0 0.00 32 1.42 32 0.71 32 0.01 0 0.00 32 0.00city & regional banks 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00trust banks 32 1.42 0 0.00 32 0.71 0 0.00 32 0.01 32 0.00life/non-life 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00other financials 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00investment trusts 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00business corporations 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00other corporations 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00individuals 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00foreigners 2,250 98.58 2,250 98.58 4,500 98.58 351,696 99.99 351,696 99.99 703,392 99.99total 2,282 100.00 2,282 100.00 4,565 100.00 351,728 100.00 351,728 100.00 703,457 100.00

Notes1) Survey results of Trading Participant proprietary trading, and of brokerage trading by securities and financialinstitutions (excluding regional banks) with capital of at least 3 billion yen.2) Notional trading value figures discard incomplete units of 1 million yen so totals of sales & purchases may differ from overall totals.

Copyright 1996-2013 Tokyo Stock Exchange, Inc. All rights reserved.

Page 4: Stock index futures_tse_e_idxf_130402

Individual Options Trading by Investor Type2013/4 week 2 (8-Apr~12-Apr)

Tokyo Stock Exchange, Inc.

Trading Volume units: units; ratio: %put call

sales ratio purchases ratio total ratio sales ratio purchases ratio total ratiosecurities cos. 125 1.01 1,190 7.70 1,315 4.72 2,225 19.59 1,260 10.16 3,485 14.67city & regional banks 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00trust banks 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00life/non-life 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00other financials 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00investment trusts 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00business corporations 0 0.00 125 0.81 125 0.45 400 3.52 775 6.25 1,175 4.95other corporations 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00individuals 1,196 9.63 13 0.08 1,209 4.34 75 0.66 65 0.52 140 0.59foreigners 11,100 89.36 14,118 91.40 25,218 90.49 8,655 76.22 10,298 83.06 18,953 79.79total 12,421 100.00 15,446 100.00 27,867 100.00 11,355 100.00 12,398 100.00 23,753 100.00

Trading Value units: 1,000 yen; ratio: %put call

sales ratio purchases ratio total ratio sales ratio purchases ratio total ratiosecurities cos. 69 0.13 4,099 5.08 4,168 3.06 63,311 42.90 55,102 33.07 118,414 37.69city & regional banks 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00trust banks 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00life/non-life 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00other financials 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00investment trusts 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00business corporations 0 0.00 69 0.09 69 0.05 32,564 22.06 37,273 22.37 69,837 22.23other corporations 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00individuals 4,149 7.47 42 0.05 4,191 3.08 715 0.49 2,103 1.26 2,818 0.90foreigners 51,333 92.41 76,408 94.78 127,741 93.81 50,991 34.55 72,132 43.29 123,124 39.19total 55,552 100.00 80,619 100.00 136,171 100.00 147,583 100.00 166,611 100.00 314,194 100.00

Notional Trading Value units: million yen; ratio: %put call

sales ratio purchases ratio total ratio sales ratio purchases ratio total ratiosecurities cos. 123 6.01 406 13.46 530 10.44 1,066 26.72 1,059 24.38 2,126 25.50city & regional banks 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00trust banks 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00life/non-life 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00other financials 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00investment trusts 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00business corporations 0 0.00 123 4.09 123 2.43 600 15.03 526 12.11 1,126 13.51other corporations 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00individuals 408 19.83 3 0.12 411 8.10 23 0.59 24 0.55 47 0.57foreigners 1,527 74.16 2,489 82.33 4,016 79.02 2,300 57.65 2,736 62.96 5,037 60.42total 2,059 100.00 3,023 100.00 5,082 100.00 3,990 100.00 4,346 100.00 8,337 100.00

Notes1) Survey results of Trading Participant proprietary trading, and of brokerage trading by securities and financialinstitutions (excluding regional banks) with capital of at least 3 billion yen.2) Trading value & notional trading value figures discard incomplete units (of 1,000 &1 million yen) so totals of sales & purchases maydiffer from overall totals.

Copyright 1996-2013 Tokyo Stock Exchange, Inc. All rights reserved.