December U.S. ETP Monthly Flash

Transcription

1 December 2015 U.S. ETP Monthly Flash

2 NYSE Arca U.S. Exchange Traded Products (ETP) Highlights from December 2015 In December, 11 new ETPs listed on NYSE Arca At the end of December, 1,574 ETPs were listed on NYSE Arca US ETP notional volume represented 31.10% of all CTA issues in December US ETP daily average turnover was approximately $98.08 billion in December 2015 NYSE Arca was at the NBBO 90.65% of the time, leading all US exchanges NYSE Arca had 21.10% of all US ETP trading volume, leading all US exchanges 2

3 NYSE Arca U.S. Exchange Traded Products (ETP) Symbol Top 10 Most Actively Traded Securities in the U.S (by Turnover Volume) December Name Product Type Consolidated Trading Volume Consolidated Turnover Volume ($) Average Daily Trading Volume Average Daily Turnover Volume ($) SPY SPDR S&P 500 ETF Trust ETF 2,990,436,978 $614,123,315, ,928,954 $30,706,165,789 AAPL Apple Inc. Stock 984,941,276 $109,993,263,094 44,770,058 $5,499,663,155 IWM ishares Russell 2000 ETF ETF 767,216,906 $87,636,471,054 34,873,496 $4,381,823,553 QQQ PowerShares QQQ Trust, Series 1 ETF 757,509,404 $85,433,760,779 34,432,246 $4,271,688,039 AMZN Amazon.Com Inc Stock 90,221,004 $60,419,904,136 4,100,955 $3,020,995,207 EEM ishares MSCI Emerging Markets ETF ETF 1,497,338,736 $49,152,692,249 68,060,852 $2,457,634,612 MSFT Microsoft Corp Stock 876,407,688 $48,460,715,372 39,836,713 $2,423,035,769 FB Facebook, Inc. Class A Stock 453,503,817 $47,766,495,483 20,613,810 $2,388,324,774 EFA ishares MSCI EAFE ETF ETF 681,720,791 $40,442,101,786 30,987,309 $2,022,105,089 NFLX NetFlix Inc Stock 321,037,959 $39,469,170,683 14,592,635 $1,973,458,534 Top 10 Most Actively Traded ETPs in the U.S. (by Turnover Volume) in December SPY SPDR S&P 500 ETF Trust ETF 2,990,436,978 $614,123,315, ,521,849 $30,706,165,789 IWM ishares Russell 2000 ETF ETF 767,216,906 $87,636,471,054 38,360,845 $4,381,823,553 QQQ PowerShares QQQ Trust, Series 1 ETF 757,509,404 $85,433,760,779 37,875,470 $4,271,688,039 EEM ishares MSCI Emerging Markets ETF ETF 1,497,338,736 $49,152,692,249 74,866,937 $2,457,634,612 EFA ishares MSCI EAFE ETF ETF 681,720,791 $40,442,101,786 34,086,040 $2,022,105,089 XLE Energy Select Sector SPDR Fund ETF 574,648,174 $35,595,167,612 28,732,409 $1,779,758,381 HYG VXX DIA ishares iboxx $ High Yield Corporate Bond ETF ipath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 SPDR Dow Jones Industrial Average ETF Trust ETF 408,289,201 $32,863,157,387 20,414,460 $1,643,157,869 ETN 1,499,965,516 $30,386,125,871 74,998,276 $1,519,306,294 ETF 154,430,953 $27,066,918,755 7,721,548 $1,353,345,938 TLT ishares 20+ Year Treasury Bond ETF ETF 211,330,944 $25,720,433,673 10,566,547 $1,286,021,684 3

4 NYSE Arca U.S. Exchange Traded Products (ETP) New ETPs Launched on NYSE Arca in December Symbol Listing Date Name Product Type Consolidated Trading Volume Consolidated Turnover Volume ($) Average Daily Trading Volume Average Daily Turnover Volume ($) JPEU 12/21/2015 DJD 12/16/2015 NANR 12/16/2015 JPMorgan Diversified Return Europe Equity ETF Guggenheim Dow Jones Industrial Average Dividend ETF SPDR S&P North American Natural Resources ETF ETF 2,000 $102, $12,825 ETF 27,238 $688,048 2,476 $62,550 ETF 27,762,042 $688,407,620 2,523,822 $62,582,511 SICK 12/3/2015 Direxion Daily Healthcare Bear 3X Shares ETF 83,691 $3,475,497 4,185 $173,775 GASX 12/3/2015 LABS 12/3/2015 Direxion Daily Natural Gas Bear 3X Shares Direxion Daily S&P Biotech Bear 1X Shares ETF 155,794 $10,322,120 7,790 $516,106 ETF 16,625 $707, $35,383 LARE 12/3/2015 Tierra XP Latin America Real Estate ETF ETF 6,200 $156, $7,807 ONEY 12/3/2015 SPDR Russell 1000 Yield Focus ETF ETF 5,729,837 $342,966, ,492 $17,148,317 ONEO 12/3/2015 ONEV 12/3/2015 SPDR Russell 1000 Momentum Focus ETF SPDR Russell 1000 Low Volatility Focus ETF ETF 5,738,032 $343,644, ,902 $17,182,240 ETF 5,734,602 $345,031, ,730 $17,251,576 SPYX 12/1/2015 SPDR S&P 500 Fossil Fuel Free ETF ETF 1,348,508 $67,053,769 61,296 $3,047,899 4

5 # of Products NYSE Arca U.S. Exchange Traded Products (ETP) Ma y- 13 Jun- 13 Jul- 13 Aug -13 Ma Sep Oct- Nov Dec Jan- Feb Mar Apry Jun- 14 Jul- 14 Aug -14 Ma Sep Oct- Nov Dec Jan- Feb Mar Apry Jun- 15 Jul- 15 Aug -15 Sep Oct- Nov Dec ETF ETV ETN AUM ($ trillion) In 2015, 284 ETPs have been listed in the US, 221 of which were listed on NYSE Arca NYSE Arca listed ETPs have a total AUM of approx. $2 trillion 5

6 NYSE Arca ETPs (By Issuer) Issuer # of ETPs New in December New YTD Turnover Academy Funds 1 1 $23,029,305 AdvisorShares 19 1 $231,575,522 AlphaClone 2 1 $42,406,078 ALPS 16 3 $6,407,995,544 ARK 4 $3,608,590 ArrowShares 2 1 $89,134,209 Barclays 70 $32,465,944,028 Cambria 6 1 $42,664,954 Charles Schwab 21 $7,478,895,868 Citigroup 3 $9,560,062 Columbia Management 5 $4,234,768 Credit Suisse 10 1 $361,754,692 CSOP 3 3 $29,456,369 Deutsche Bank 29 $3,100,004,267 db X-trackers $7,421,525,186 Diamond Hill 1 1 $4,565,862 Direxion Shares 78 3(SICK,GASX,LABS) 26 $39,056,747,336 Emerging Global 9 1 $421,336,145 ETF Managers Group 7 1(LARE) 5 $259,001,275 ETF Securities 10 4 $302,163,934 Exchange Traded Concepts 10 4 $436,578,374 Fidelity 14 1 $890,850,156 FirstTrust 44 1 $7,519,740,007 6

7 NYSE Arca ETPs (By Issuer) Issuer # of ETPs New in December New YTD Turnover FlexShares 17 2 $810,224,517 Franklin Templeton 1 $712,257 Global X 41 6 $664,709,184 Goldman Sachs 2 $32,537,974 Goldman Sachs Asset Management 3 3 $171,572,450 Guggenheim 74 1(DJD) 5 $5,663,731,905 Highland Funds 4 3 $39,748,806 Horizons 2 $1,566,863 HSBC 1 $609,392 Huntington 2 $653,675 IndexIQ 17 6 $200,289,359 Invesco PowerShares $69,622,205,967 ishares $366,359,806,186 Jefferies 1 $13,819,187 John Hancock 6 6 $39,518,822 JPMorgan Chase & Co. 1 $14,128,981 JP Morgan ETFs 5 1(JPEU) 3 $1,965,020,816 Krane Shares 3 $172,418,385 Lattice 4 4 $23,406,324 LocalShares 1 $290,106 Market Vectors 54 3 $33,374,255,744 Merk 1 $7,742,566 Morgan Stanley 5 $16,803,122 7

8 NYSE Arca ETPs (By Issuer) Issuer # of ETPs New in December New YTD Turnover O'Shares 5 5 $13,609,388 PIMCO 14 $2,728,974,037 Precidian Funds 1 $18,290,845 Principal 1 1 $3,666,207 ProShares $83,501,237,263 QuantShares 5 1 $8,610,698 RealityShares 1 $12,845,002 Renaissance Capital 2 $3,024,363 RevenueShares 8 1 $103,396,374 Royal Bank of Canada 1 $5,448,369 SPDR ETFs 157 5(NANR,ONEY, ONEO,ONEV,SPYX) 15 $877,741,698,710 Sprott Asset Management 5 1 $275,917,079 Swedish Export Credit (SEK) 7 $218,724,278 Teucrium 5 $29,889,859 Tortoise 1 1 $5,277,878 TrimTabs 1 1 $118,520 UBS $2,487,428,688 United States Commodity Funds LLC 12 $10,588,731,577 U.S. Global Investors 1 1 $27,407,926 Vanguard 49 1 $105,484,048,952 VelocityShares 6 $33,957,956,141 Virtus ETF Solutions 2 1 $27,955,376 WBI 10 $100,552,371 WisdomTree $21,548,762,224 8

9 Dec 2008 Feb 2009 Apr 2009 Jun 2009 Aug 2009 Oct 2009 Dec 2009 Feb 2010 Apr 2010 Jun 2010 Aug 2010 Oct 2010 Dec 2010 Feb 2011 Apr 2011 Jun 2011 Aug 2011 Oct 2011 Dec 2011 Feb 2012 Apr 2012 June 2012 Aug 2012 Oct 2012 Dec 2012 Feb 2013 Apr 2013 June 2013 Aug 2013 Oct 2013 Dec 2013 Feb 2014 April 2014 June 2014 Aug 2014 Oct 2014 Dec 2014 Feb 2015 April 2015 June 2015 August 2015 Oct 2015 Dec 2015 U.S. ETP Consolidated Volumes 45.00% 40.00% 35.00% 30.00% 25.00% 31.10% 21.63% 20.00% 15.00% 10.00% 5.00% 0.00% During the month of December, US ETP CADV was 1.55 billion and daily notional value was $93.08 billion By the end of December, US ETP share and notional volume represented 21.63% and 31.10%, respectively of all CTA issues

10 U.S. ETP Market Share by Trading Venue 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% TRF (Off- Exchange) NYSE Arca NASDAQ BATS Direct Edge Other 5.00% 0.00% In December 2015, NYSE Arca led all exchanges with an ETP trading market share of 21.10% ETP trades occurring off-exchange in December 2015 represented 37.80% 10

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