July U.S. ETP Monthly Flash

Transcription

1 July 2014 U.S. ETP Monthly Flash

2 NYSE Arca U.S. Exchange Traded Products (ETP) Highlights from July 2014 In July, 10 new ETPs listed on NYSE Arca At the end of July, 1,471 ETPs were listed on NYSE Arca US ETP notional volume represented 24.17% of all CTA issues in July This is down from 26.68% in July 2013 US ETP daily average turnover was approximately $56.68 billion in July 2014, up 8.09% from $ billion in June 2014 NYSE Arca was at the NBBO 90.63% of the time, leading all US exchanges NYSE Arca had 21.5% of all US ETP trading volume, leading all US exchanges 2

3 NYSE Arca U.S. Exchange Traded Products (ETP) Top 10 Most Actively Traded Securities in the U.S (by Turnover Volume) July Symbol 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 1,938,696,942 $381,836,945,347 88,122,588 $17,356,224,789 IWM ishares Russell 2000 ETF ETF 907,901,020 $104,510,464,820 41,268,228 $4,750,475,674 AAPL Apple Inc. Stock 1,080,001,640 $103,433,630,791 49,090,984 $4,701,528,672 FB Facebook, Inc. Class A Stock 1,033,478,061 $71,870,136,800 46,976,276 $3,266,824,400 QQQ PowerShares QQQ Trust, Series 1 ETF 666,967,270 $63,832,177,666 30,316,694 $2,901,462,621 EEM ishares MSCI Emerging Markets ETF ETF 940,688,770 $41,583,092,281 42,758,580 $1,890,140,558 CBS CBS Corporation Class B Stock 552,510,956 $34,234,182,424 25,114,134 $1,556,099,201 MSFT Microsoft Corp Stock 780,144,241 $34,001,873,137 35,461,102 $1,545,539,688 AMZN Amazon.Com Inc Stock 99,490,741 $33,487,519,960 4,522,306 $1,522,159,998 INTC Intel Corp Stock 878,294,119 $29,022,943,934 39,922,460 $1,319,224,724 Top 10 Most Actively Traded ETPs in the U.S. (by Turnover Volume) in July SPY SPDR S&P 500 ETF Trust ETF 1,938,696,942 $381,836,945,347 88,122,588 $17,356,224,789 IWM ishares Russell 2000 ETF ETF 907,901,020 $104,510,464,820 41,268,228 $4,750,475,674 QQQ PowerShares QQQ Trust, Series 1 ETF 666,967,270 $63,832,177,666 30,316,694 $2,901,462,621 EEM ishares MSCI Emerging Markets ETF ETF 940,688,770 $41,583,092,281 42,758,580 $1,890,140,558 GDX Market Vectors Gold Miners ETF ETF 899,073,261 $23,876,044,746 40,866,966 $1,085,274,761 VXX ipath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 ETN 718,657,357 $20,460,323,159 32,666,244 $930,014,689 TLT ishares 20+ Year Treasury Bond ETF ETF 171,221,370 $19,472,919,074 7,782,790 $885,132,685 XLE ENERGY SEL SECT SPDR FD ETF 193,055,944 $19,157,877,467 8,775,270 $870,812,612 GLD SPDR Gold Trust, SPDR Gold Shares ETV 146,675,550 $18,496,208,059 6,667,070 $840,736,730 EFA ishares MSCI EAFE ETF ETF 264,167,683 $17,932,171,917 12,007,622 $815,098,724 3

4 NYSE Arca U.S. Exchange Traded Products (ETP) Symbol Listing Date DIVI 7/30/2014 SYTL 7/29/2014 Name AdvisorShares Athena High Dividend ETF Direxion Daily 7-10 Year Treasury Bull 2X Shares New ETPs Launched on NYSE Arca in July Product Type Consolidated Trading Volume Consolidated Turnover Volume ($) Average Daily Trading Volume Average Daily Turnover Volume ($) ETF 12,148 $300, $9,046 ETF 56,002 $2,212,079 4,049 $100,183 MDLL 7/29/2014 Direxion Daily Mid Cap Bull 2X Shares ETF 450 $18,092 18,667 $737,360 SMLL 7/29/2014 Direxion Daily Small Cap Bull 2X Shares Royal Bank of Canada Exchange YGRO Traded Notes due July 19, 2034 Linked 7/29/2014 to the Yorkville MLP Distribution Growth Leaders Liquid PR Index CNXT 7/24/2014 Market Vectors ChinaAMC SME- ChiNext ETF ETF 1,300 $52,754 2,684 $53,281 ETN 8,051 $159,843 8,113 $209,500 ETF 24,338 $628, $8,792 SGDM 7/15/2014 Sprott Gold Miners ETF ETF 948,248 $23,778,761 1,218 $61,053 REET 7/10/2014 ishares Global REIT ETF ETF 28,833 $730,817 1,802 $45,676 HEZU 7/10/2014 ishares Currency Hedged MSCI EMU ETF ETF 0 $0 0 $0 WIL 7/10/2014 Barclays Women in Leadership ETN ETN 15,836 $793,690 1,802 $45,676 4

5 # of Products AUM ($ trillion) NYSE Arca U.S. Exchange Traded Products (ETP) $2.0 $1.8 $1.6 $1.4 $1.2 $1.0 $0.8 $0.6 $0.4 $0.2 0 May-13 Jun-13 Jul-13 Aug-13 Sep-13 Oct-13 Nov-13 Dec-13 Jan-14 Feb-14 Mar-14 Apr-14 May-14 Jun-14 Jul-14 ETF ETV ETN Certificate AUM ($ trillion) $0.0 At the end of July 2014, 118 ETPs have been listed in the US, 98 which were listed on NYSE Arca NYSE Arca listed ETPs have a total AUM of approx. $1.77 trillion 5

6 NYSE Arca ETPs (By Issuer) Issuer # of ETPs New in July New YTD Turnover AdvisorShares 24 1(DIVI) 6 822,343,827 ALPS 16 1(SGDM) 3 1,359,627,606 ArrowShares 1 48,602,363 Bank of America Corp. 8 12,758,125 Barclays 81 1(WIL) 2 22,021,276,843 Cambria ,687,068 Charles Schwab 21 2,352,268,491 Citigroup 7 14,986,935 Columbia Management 5 10,748,267 Credit Suisse ,637,973 Deutsche Bank ,751,598,091 db X-trackers ,372,216 Direxion Shares 61 3(STYL,MDLL,SMLL) 9 43,861,189,947 Emerging Global ,746,072 ETF Securities 7 307,063,987 Exchange Traded Concepts 5 129,155,630 FactorShares 1 9,239,294 Fidelity ,276,554 FirstTrust 60 6,745,639,341 6

7 NYSE Arca ETPs (By Issuer) Issuer # of ETPs New in July New YTD Turnover FlexShares ,237,837 Franklin Templeton 1 371,422 Global X ,062,248,818 Goldman Sachs 2 12,089,660 GreenHaven 1 44,731,463 Guggenheim 68 5,309,903,052 Horizons ,393,157 HSBC 1 365,792 Huntington 2 2,656,547 IndexIQ ,893,993 Invesco PowerShares ,725,532,558 ishares 260 2(REET,HEZU) ,275,766,092 Jefferies 1 5,446,414 JPMorgan Chase & Co. 1 4,061,279 JP Morgan ETFs ,955,063 Krane Shares ,127,394 LocalShares 1 1,109,572 Market Vectors 60 1(CNXT) 6 46,281,401,727 Merk ,751,272 7

8 NYSE Arca ETPs (By Issuer) Issuer # of ETPs New in July New YTD Turnover Morgan Stanley 5 15,736,655 PIMCO ,228,409,627 Precidian Funds 1 76,869,060 ProShares ,466,431,507 Pyxis Funds 1 28,641,875 QuantShares 4 13,391,453 Renaissance Capital 1 6,195,903 RevenueShares 7 81,005,306 Royal Bank of Canada 1 1(YGRO) 1 159,843 Royal Bank of Scotland 13 93,627,768 Russell ETFs 1 35,046,645 SPDR ETFs ,344,166,509 Sprott Asset Management 3 218,373,748 Swedish Export Credit (SEK) 7 139,429,626 Teucrium 7 137,685,806 UBS ,022,664,762 United States Commodity Funds LLC 12 6,235,145,527 Vanguard 48 50,253,555,443 VelocityShares 6 11,249,628,328 WisdomTree ,293,357,413 8

9 U.S. ETP Consolidated Volumes 45.00% 40.00% 35.00% 30.00% 24.17% 25.00% 20.00% 15.00% 10.00% 14.89% 5.00% 0.00% During the month of July, US ETP CADV was million and daily notional value was $56.68 billion By the end of July, US ETP share and notional volume represented 14.89% and 24.17%, respectively of all CTA issues

10 U.S. ETP Market Share by Trading Venue 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% TRF (Off- Exchange) NYSE Arca NASDAQ BATS Direct Edge Other 0.00% 10 In July 2014, NYSE Arca led all exchanges with an ETP trading market share of 21.50% ETP trades occurring off-exchange in July 2014 represented 34.20%, a rise from 32.90% in June 2013

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