It has been accounted that domestic investors invested more than 1 trillion won in the 'double inverse' product that tracks the daily decline rate of the Nikkei average stock price (Nikkei 225 index) at double the rate, but this has been confirmed as an optical illusion due to the time lag in reflecting the number of shares after the consolidation.

According to the Korea Securities Depository's securities information portal (Saveuro) on the 19th, the most held Japanese stock by domestic investors was the 'Nikkei 225 Double Inverse Index ETF (Nomura NF Nikkei 225 Double Inverse Index ETF)' as of the 17th. The holding amount was $719.53 million (about 1 trillion 423 billion won).

Illustration = ChatGPT DALL-E 3

However, the total market capitalization of the Nikkei 225 Double Inverse Index ETF is in the 900 billion won range. According to Saveuro, this means that domestic investors hold an amount that exceeds the market capitalization. This has been confirmed as a result of the time lag due to the consolidation that took place on the 16th at a ratio of 100 to 1, which takes two trading days for settlement. In reality, domestic investors' investment in the Nikkei 225 Double Inverse Index ETF is at a level of about 10 billion won.

A representative of the Korea Securities Depository noted, "There may be delays in reflecting information on Saveuro, depending on the processing and notification timing of local settlement institutions and foreign custodians," adding, "Information on the 18th's holding and settlement amount will be normally reflected starting from the 20th."

The reason the Nikkei 225 Double Inverse Index ETF underwent a consolidation was that the Japanese Nikkei 225 index, which it inversely tracks, has long been on the rise, resulting in stock prices shrinking down to the 100 yen level. The Japanese Nikkei 225 index has risen by 16.18% this year and has increased by nearly 40% over the past three years.

There are several factors behind the booming Japanese stock market. First, the government and the Tokyo Stock Exchange have strengthened plans to enhance corporate value for nearly a decade. Since last March, they have accelerated market revitalization by introducing a value-up policy focused on 'capital efficiency and stock price management.'

Kazuo Ueda, the Governor of the Bank of Japan, attends a press conference in October. /Courtesy of Reuters and Yonhap News

Above all, the effect of the yen depreciation is significant. The 'yen carry trade' (borrowing funds with low-interest yen to invest in high-interest assets) has gained traction, leading to large amounts of funds flowing into the Japanese stock market.

Considering the monetary policies of the U.S. Federal Reserve (Fed) and the Bank of Japan (BOJ), there is a strong outlook that the yen depreciation will continue for the time being. On this day, the Fed adjusted the pace of interest rate cuts for 2025, and the BOJ maintained its key interest rate for the third consecutive time, considering the inflation trend. With the interest rate gap between the two countries not narrowing, the yen exchange rate against the U.S. dollar exceeded 155 yen for the first time in a month.

In the securities market, it is expected that the Bank of Japan will adjust the pace of interest rate hikes while being cautious of a rapid yen appreciation. There is a precedent for experiencing the so-called 'Black Friday and Monday' due to the liquidation of yen carry trades caused by yen appreciation in August.

Jeon Byeong-ha, a researcher at NH Investment & Securities, stated, "A rapid yen appreciation can lead to lower import prices and decreased revenues for export corporations, so the Bank of Japan is very cautious about interest rate hikes," and predicted that considering the external environment's hawkish stance of the Fed (preference for monetary tightening), the Bank of Japan is expected to implement gradual interest rate hikes up to a maximum of three times within 2025.

Kang Hyo-joo, a researcher at KB Securities, also mentioned, "In order for Japan to escape from the long-standing deflation, a gradual yen appreciation that stimulates domestic demand is necessary," adding, "However, there seems to be little likelihood of a rapid appreciation of the yen at the moment."