Daily Report

Usage guidelines / info

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Contents

  1. In "Estimated/Settled", trading volumes etc. are shown by product or market section.
  2. In "Stocks", "Bonds" and "Derivatives", prices and trading volumes etc. are shown by individual issue.

Date and time of posting

  1. Lists will be available on the first business day after the trading day.
  2. Lists will be posted for 30 days.

Points to consider when using

  • "-" : Not applicable
  • "(blank)" or "/" : No listings / no value available

1. Estimated/Settled

(1) Stock Trading Volume/Value (Estimated/Settled)

  • Under "Auction Trades," the"Total" column includes the relevant amounts for trades made to correct errors and Delta Neutral Strategy trading.(The amounts for trades made to correct errors and Delta Neutral Strategy trading are not included in the individual categories of "Regular way","Cash","When-Issued" and "Off-Floor Sell" for auction trading.)
  • The "ToSTNeT" column shows the sum for all types of ToSTNeT trades ("Single Issue Trading","Basket Trading", "Trading On Closing price"," Off-auction Repurchase of a company's own shares" and transactions for correcting errors on ToSTNeT.)
  • From July 2, 2012 (Mon.) to July 12, 2013 (Fri.), the “Mothers” column includes numerical values of TOKYO PRO Market.
  • From July 16, 2013 (Tues.), "TOKYO PRO Market," "JASDAQ Standard," and "JASDAQ Growth" shall be added to the Market Division column.

(2) Bond Trading Volume/Value (Estimated/Settled)

  • Fractions of units are dropped, but fractions of Daily Average numbers are rounded off.
  • Cash settlement is not available for JGBs at TSE.
  • Since there are no ToSTNeT trades for straight bonds, the column of "ToSTNeT " for "Straight Bonds" is always blank.

(3)Futures/Options (Estimated/Settled)

  • Fractions of units are dropped, but fractions of Daily Average numbers are rounded off.
  • "Fiscal year" displays the cumulative total from April 1 of every year.
  • "Index Futures" is the total for TOPIX Futures, mini-TOPIX futures, TOPIX Core30 Index futures, TSE REIT Index futures, TOPIX Sector Index Futures and Dividend Index Futures. (The amounts of transfer trades from NYSE Liffe to TSE and Delta Neutral Strategy trading are also included in "Auction Trades".)
  • "JGB Futures" is the total for 5-year JGB Futures and 10-year JGB Futures.
  • "Index Options" is for TOPIX Options.
  • "Options on JGB Futures" is for Options on 10-year JGB Futures.

2. Stocks, Bonds, and Derivatives

(1)Stocks

  • Data is for the trading day (including transactions made on that day for correcting errors). VWAP is calculated based on trading value and trading volume in auction trading.
  • When extremely large single-issue trades (ToSTNeT) whose value is greater than or equal to 5 billion yen (except those where both sale and purchase are based on customer's orders) are executed, information such as capital amount and trading volume including the relevant large-scale trade will be available on the business day following the trading day in the daily report.
  • From July 2, 2012 (Mon.) to July 12, 2013 (Fri.), the “Mothers” column includes issues from TOKYO PRO Market.
  • Accompanying the cash equity market integration, issues listed from Osaka Securities Exchange to Tokyo Stock Exchange shall be included from July 16, 2013 (Tues.). On such date, the "Net Change" for such issues will be denoted as "-".

(2)Bonds

  • Data is for the trading day.
  • Only Issues traded on that specific day will be listed in "JGB Conditional Transactions".
  • Interest rate shows the coupon rate for the relevant issue.
  • The "issue price" field shows the average subscription price of the relevant issue for those issued through public tender.
  • Since special quotations was abolished for Bonds (Straight Bonds) trading on November 21, 2011, "-" are indicated in "Final special quote" columns.
  • "Total Listed Market Value" of convertible bonds depends on reported value from issuing companies, etc., and displays the total listed value as understood by the TSE as of the relevant trading day.

(3)Derivatives

  • The trading volume, trading value, and open interest listed on "Index Futures Quotations" and "JGB Futures Quotations" include transfer trades from NYSE Liffe to TSE and Delta Neutral Strategy trading. However, the four prices (Open, High, Low, and Close) listed in "Index Futures Quotations" and "JGB Futures Quotations" do not include them.
  • Only issues traded on that day will be listed in "Index Futures Quotations (ToSTNeT)","JGB Futures Quotations (ToSTNeT)", "Index Options Quotations (ToSTNeT)", "Options on JGB Futures Quotations (ToSTNeT)",and "Individual Options Quotations (ToSTNeT).
  • Only issues that have been traded in the past will be listed in "Individual Options Quotations (Auction) ".
  • The value that appears in each "Settlement Price" field for "Options on JGB Futures Quotations" and "Individual Options Quotations" on the last trading day is, in principle, the intrinsic value for that particular issue.
  • TSE has changed the Daily Report format since April 22, 2013. Accordingly, the sections of “Last Quotation”, “VWAP”, and “Except Spread Trading” and the whole pages of “Index Futures Inter-month Spread Trading Quotations” and “JGB Futures Inter-month Spread Trading Quotations” are deleted from "Index Futures Quotations” and “JGB Futures Quotation”.

3. Other information (news, correction of errors, and so on)

  • In case of error correction, the TSE will replace the incorrect PDF file with the correct one with the message "correction on (date)".

"Tokyo Stock Exchange Daily Report".

  • The TSE began publishing the "Tokyo Stock Exchange Daily Report" on October 3, 2006. "Estimated," "Stocks," "Bonds," and "Derivatives" include values for Oct. 2, 2006, and "Settled" includes values for Sep. 26, 2006.

Announcement Regarding the Revision of Daily Report (November 21, 2011 and November 22, 2011)

"Settlement Price (Price, Net Change)" of TOPIX Dividend Index futures on Index Futures Quotations (Auction) has been revised as follows;

(Note) There is no correction on 2011.12 (166120008) and 2018.12 (163120008).

Date Contract Month (Code) Incorrect Correct
Nov. 21, 2011 2012.12 (167120008)
2013.12 (168120008)
2014.12 (169120008)
2015.12 (160120008)
2016.12 (161120008)
2017.12 (162120008)
(Price)18.58 (Net Change)1.52
(Price)17.06 (Net Change)1.47
(Price)15.57 (Net Change)0.89
(Price)14.65 (Net Change)-1.86
(Price)16.51 (Net Change)0.10
(Price)16.41 (Net Change)0.10
(Price)17.06 (Net Change)0.00
(Price)15.57 (Net Change)-0.02
(Price)14.65 (Net Change)-0.03
(Price)16.51 (Net Change)0.00
(Price)16.41 (Net Change)0.00
(Price)16.31 (Net Change)0.00
Nov. 22, 2011 2012.12 (167120008)
2013.12 (168120008)
2014.12 (169120008)
2015.12 (160120008)
2016.12 (161120008)
2017.12 (162120008)
(Net Change)-1.52
(Net Change)-1.49
(Net Change)-0.92
(Net Change)1.86
(Net Change)-0.10
(Net Change)-0.10
(Net Change)0.00
(Net Change)0.00
(Net Change)0.00
(Net Change)0.00
(Net Change)0.00
(Net Change)0.00

Description regarding Evening Session for Futures and Option Quotations Daily Reports as of November 21, 2011

In conjunction with the implementation of the Next Generation Tdex+ System on November 21, 2011, TSE temporarily suspended evening session for JGB Futures, Options on JGB Futures, Index Futures and TOPIX Options on November 18, 2011. Therefore "-" are indicated in all evening session columns regarding the daily report of each contract as of November 21, 2011.

Announcement Regarding the Revision over "Settlement Price" of mini-10-year JGB Futures in Daily Report

"Settlement Price" of mini-10-year JGB Futures in JGB Futures Quotations (Auction) has been revised as follows:

Date Contract Month Incorrect Correct
Aug. 5, 2009 2009.12 (Price)137.170 (Net Change)0.090 (Price)137.140 (Net Change)0.060
Aug. 6, 2009 2009.12 (Net Change)-0.100 (Net Change)-0.070

Description regarding Evening Session for Option Quotations Daily Reports as of October 5, 2009

TSE launched a new options trading platform called "Tdex+ system" on October 5th, 2009.

In order to migrate over to the Tdex+ system, TSE temporarily suspended evening session for Options on JGB futures and index options contracts on October 2nd.

Therefore "-" are indicated in all evening session columns regarding the daily report of "Index Options Quotations (Auction)" and "Options on JGB Futures Quotations (Auction)"as of October 5, 2009.

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