These ETNs will be the first of its kind to be listed in Japan, and also the first foreign securities listed in Japan using the JDR scheme.
With these nine listings, there will be a total of 112 ETFs and ETNs listed on the Tokyo market. TSE will continue working to diversify the ETF market, promote the listing of other new financial instruments such as ETNs, and improve the convenience of our market for all investors.
Code | Issue Name | Underlying Indicator | Trading Unit |
---|---|---|---|
2021 | iPath® S&P GSCI® Total Return Index JDR | S&P GSCI® Total Return Index | 1 |
2029 | iPath® S&P 500 VIX Mid-Term Futures™ JDR | S&P 500 VIX Mid-Term Futures™ Index Total Return | 1 |
Code | Issue Name | Underlying Indicator | Trading Unit |
---|---|---|---|
2022 | iPath® S&P GSCI® Precious Metals Index Total Return JDR | S&P GSCI® Precious Metals Index Total Return | 1 |
2023 | iPath® S&P GSCI® Industrial Metals Index Total Return JDR | S&P GSCI® Industrial Metals Index Total Return | 1 |
2024 | iPath® S&P GSCI® Energy Index Total Return JDR | S&P GSCI® Energy Index Total Return | 1 |
2025 | iPath® S&P GSCI® Agricultural Index Total Return JDR | S&P GSCI® Agricultural Index Total Return | 1 |
2026 | iPath® S&P GSCI® Grain Index Total Return JDR | S&P GSCI® Grain Index Total Return | 1 |
2027 | iPath® S&P GSCI® Softs Index Total Return JDR | S&P GSCI® Softs Index Total Return | 1 |
2028 | iPath® S&P GSCI® Livestock Index Total Return JDR | S&P GSCI® Livestock Index Total Return | 1 |
S&P 500 VIX Mid-Term Futures™ Index Total Return
The S&P 500 VIX Index is calculated based on prices of S&P 500 put options and call options contracts. The S&P 500 VIX Mid-Term Futures™ Index Total Return measures the return from a daily rolling long position in the fourth, fifth, sixth, and seventh month VIX futures contracts. In general, the VIX Index measures the price movement (i.e., volatility) of a certain index (e.g., S&P 500). As such, the index rises if the market fluctuates significantly (high volatility in the S&P 500 index), and the index declines if the market is sluggish (low volatility in the S&P 500 index).
S&P GSCI® Total Return Index
The S&P GSCI® Total Return Index is composed of commodities from 24 sectors, such as energy, precious metals, and agricultural products. The index is calculated primarily on a world production-weighted basis and is comprised of the principal physical commodities that are the subject of active, liquid futures markets. It provides investors with a reliable and publicly available benchmark of investment performance in the commodity markets.
S&P GSCI® Precious Metals Index Total Return
The S&P GSCI® Precious Metals Index Total Return is a sub-index series of the S&P GSCI® Commodity Index calculated by Standard & Poor's. The index is composed of the two precious metal commodities of gold and silver.
S&P GSCI® Industrial Metals Index Total Return
The S&P GSCI® Industrial Metals Index Total Return is a sub-index series of the S&P GSCI® Commodity Index calculated by Standard & Poor's. The index is composed of the five industrial metal commodities of aluminum, copper, lead, nickel, and zinc.
S&P GSCI® Energy Index Total Return
The S&P GSCI® Energy Index Total Return is a sub-index series of the S&P GSCI® Commodity Index calculated by Standard & Poor's. The index is composed of the six energy commodities of Bent crude, crude, light crude, heating oil, natural gas, and RBOB gasoline.
S&P GSCI® Agricultural Index Total Return
The S&P GSCI® Agricultural Index Total Return is a sub-index series of the S&P GSCI® Commodity Index calculated by Standard & Poor's. The index is composed of the eight agricultural commodities of cocoa, coffee, corn, cotton, Kansas wheat, soybeans, sugar, and wheat.
S&P GSCI® Grain Index Total Return
The S&P GSCI® Grain Index Total Return is a sub-index series of the S&P GSCI® Commodity Index calculated by Standard & Poor's. The index is composed of the five grain commodities of corn, Kansas wheat, wheat, soybeans and Chicago wheat.
S&P GSCI® Softs Index Total Return
The S&P GSCI® Softs Index Total Return is a sub-index series of the S&P GSCI® Commodity Index calculated by Standard & Poor's. The index is composed of the four soft agricultural commodities of cocoa, sugar, coffee, and cotton.
S&P GSCI® Livestock Index Total Return
The S&P GSCI® Livestock Index Total Return is a sub-index series of the S&P GSCI® Commodity Index calculated by Standard & Poor's. The index is composed of the three livestock commodities of beef cattle, lean hogs, and live cattle.
For more information on TSE-listed ETFs and ETNs, please refer to the following page: