U.S. ETP Monthly Flash

October 2014

› In October, 14 new ETPs listed on NYSE Arca

At the end of September, 1,478 ETPs were listed on NYSE Arca

› US ETP notional volume represented 31.19% of all CTA issues in October

2014. This is up from 27.19% in September 2014

› US ETP daily average turnover was approximately $101.67 billion in October

2014

› NYSE Arca was at the NBBO 89.05% of the time, leading all US exchanges

› NYSE Arca had 23% of all US ETP trading volume, leading all US exchanges

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NYSE Arca U.S. Exchange Traded Products (ETP)

Highlights from October 2014

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NYSE Arca U.S. Exchange Traded Products (ETP)

Top 10 Most Actively Traded Securities in the U.S (by Turnover Volume) October

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 4,014,810,595 $772,577,447,838 174,556,982 $33,590,323,819

IWM iShares Russell 2000 ETF ETF 1,439,756,075 $156,838,772,401 62,598,090 $6,819,077,061

AAPL Apple Inc. Stock 1,418,696,741 $143,907,731,043 61,682,467 $6,256,857,871

QQQ PowerShares QQQ Trust, Series 1 ETF 1,287,602,698 $123,613,639,647 55,982,726 $5,374,506,072

FB Facebook, Inc. Class A Stock 1,110,664,887 $84,458,645,116 48,289,778 $3,672,115,005

EEM iShares MSCI Emerging Markets ETF ETF 1,824,995,111 $75,085,049,091 79,347,614 $3,264,567,352

XLE ENERGY SEL SECT SPDR FD ETF 788,889,901 $66,444,929,489 34,299,561 $2,888,909,978

VXX iPath S&P 500 VIX Short-Term Futures ETN

due 1/30/2019 ETN 1,718,904,791 $60,064,121,050 74,734,991 $2,611,483,524

EWZ iShares MSCI Brazil Capped ETF ETF 1,051,375,986 $45,598,881,358 45,711,999 $1,982,560,059

MSFT Microsoft Corp Stock 914,203,885 $41,138,000,020 39,747,995 $1,788,608,697

Top 10 Most Actively Traded ETPs in the U.S. (by Turnover Volume) in October

SPY SPDR S&P 500 ETF Trust ETF 4,014,810,595 $772,577,447,838 174,556,982 $33,590,323,819

IWM iShares Russell 2000 ETF ETF 1,439,756,075 $156,838,772,401 62,598,090 $6,819,077,061

QQQ PowerShares QQQ Trust, Series 1 ETF 1,287,602,698 $123,613,639,647 55,982,726 $5,374,506,072

EEM iShares MSCI Emerging Markets ETF ETF 1,824,995,111 $75,085,049,091 79,347,614 $3,264,567,352

XLE ENERGY SEL SECT SPDR FD ETF 788,889,901 $66,444,929,489 34,299,561 $2,888,909,978

VXX iPath S&P 500 VIX Short-Term Futures ETN

due 1/30/2019 ETN 1,718,904,791 $60,064,121,050 74,734,991 $2,611,483,524

EWZ iShares MSCI Brazil Capped ETF ETF 1,051,375,986 $45,598,881,358 45,711,999 $1,982,560,059

DIA SPDR Dow Jones Industrial Average ETF

Trust ETF 227,028,005 $37,609,351,386 9,870,783 $1,635,189,191

EFA iShares MSCI EAFE ETF ETF 504,687,705 $31,061,845,601 21,942,944 $1,350,515,026

TLT iShares 20+ Year Treasury Bond ETF ETF 243,285,134 $29,298,538,240 10,577,615 $1,273,849,489

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NYSE Arca U.S. Exchange Traded Products (ETP)

New ETPs Launched on NYSE Arca in October

Symbol Listing

Date Name

Product

Type

Consolidated

Trading

Volume

Consolidated

Turnover

Volume ($)

Average

Daily

Trading

Volume

Average Daily

Turnover

Volume ($)

STXX 10/31/2014 ALPS STOXX Europe 600 ETF ETF 4,104 104,324 4,104 104,324

ARKK 10/31/2014 ARK Innovation ETF ETF 2,762 56,392 2,762 56,392

ARKG 10/31/2014 ARK Genomic Revolution Multi-Sector

ETF ETF 5,961 120,967 5,961 120,967

EFFE 10/23/2014 Global X | JPMorgan Efficiente Index ETF ETF 100,919 2,549,778 14,417 364,254

SCTO 10/23/2014 Global X | JPMorgan US Sector Rotator

Index ETF ETF 42,251 1,067,658 6,036 152,523

ALTS 10/9/2014 ProShares Morningstar Alternatives

Solution ETF ETF 128,371 5,128,876 18,339 732,697

FCOR 10/9/2014 Fidelity Corporate Bond ETF ETF 125,250 6,343,569 7,368 373,151

FLTB 10/9/2014 Fidelity Limited Term Bond ETF ETF 263,885 13,297,833 15,523 782,225

FBND 10/9/2014 Fidelity Total Bond ETF ETF 289,202 14,585,062 17,012 857,945

IPOS 10/7/2014 Renaissance International IPO ETF ETF 77,868 1,529,685 4,580 89,981

FIA 10/2/2014 Falah Russell-IdealRatings U.S. Large

Cap ETF ETF 9,397 230,905 495 12,153

FUTS 10/2/2014 ProShares Managed Futures Strategy ETV 130,053 2,593,578 5,912 117,890

AMZA 10/2/2014 InfraCap MLP ETF ETF 491,028 11,883,836 22,319 540,174

HDLV 10/1/2014 ETRACS Monthly Pay 2xLeveraged US

High Dividend Low Volatility ETN ETN 706,784 18,184,141 32,127 826,552

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NYSE Arca U.S. Exchange Traded Products (ETP)

› At the end of October 2014, 174 ETPs have been listed in the US, 139 which

were listed on NYSE Arca

› NYSE Arca listed ETPs have a total AUM of approx. $1.8 trillion

$0.0

$0.2

$0.4

$0.6

$0.8

$1.0

$1.2

$1.4

$1.6

$1.8

$2.0

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200

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600

800

1000

1200

1400

AU

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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 Aug-14 Sep-14 Oct-14

ETF 1063 1072 1083 1092 1094 1106 1113 1114 1135 1146 1142 1150 1158 1176 1184 1192 1196 1192

ETV 80 80 80 81 81 81 76 76 74 74 74 76 79 79 79 79 79 80

ETN 208 203 203 203 205 204 205 192 192 190 191 191 189 193 195 195 196 197

Certificate 30 30 28 28 27 25 25 25 25 24 20 18 16 15 13 11 10 9

AUM ($ trillion) 1.43 1.39 1.44 1.43 1.47 1.54 1.57 1.6 1.56 1.6 1.63 1.66 1.69 1.75 1.77 1.79 1.78 1.8

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NYSE Arca ETPs (By Issuer)

Issuer # of ETPs New in October New YTD Turnover

AdvisorShares 24 6 781,626,807

ALPS 13 1(STXX) 4 3,114,162,917

ARK 4 2(ARKK,ARKG) 4 7,067,250

ArrowShares 1 73,514,305

Bank of America Corp. 8 7,565,869

Barclays 82 3 62,075,827,949

Cambria 3 1 78,535,159

Charles Schwab 21 4,880,944,083

Citigroup 4 1 29,228,573

Columbia Management 5 4,975,341

Credit Suisse 10 1 233,193,733

Deutsche Bank 42 3 3,807,526,970

db X-trackers 22 3 1,103,616,301

Direxion Shares 57 9 63,388,493,094

Emerging Global 12 1 304,237,789

ETF Issuer Solutions 1 1(AMZA) 1

ETF Securities 7 357,587,470

Exchange Traded Concepts 7 1(FIA) 2 320,609,626

FactorShares 1 3,752,829

Fidelity 13 3(FCOR,FLTB,FBND) 3 1,305,464,949

FirstTrust 61 1 12,104,351,940

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NYSE Arca ETPs (By Issuer)

Issuer # of ETPs New in October New YTD Turnover

FlexShares 15 1,006,328,404

Franklin Templeton 1 5,472,673

Global X 38 2(SCTO,EFFE) 4 1,163,038,784

Goldman Sachs 2 90,284,958

GreenHaven 1 42,155,684

Guggenheim 73 5 10,229,191,149

Horizons 3 1 4,977,929

HSBC 1 253,789

Huntington 2 4,829,618

IndexIQ 11 192,349,125

Invesco PowerShares 104 2 135,755,559,439

iShares 247 23 620,106,984,115

Jefferies 1 6,265,831

JPMorgan Chase & Co. 1 6,541,000

JP Morgan ETFs 1 1 2,304,417,320

Krane Shares 2 1 75,958,862

LocalShares 1 447,418

Market Vectors 60 6 64,544,655,782

Merk 1 1 13,269,472

Morgan Stanley 5 26,756,686

PIMCO 17 2 5,619,458,708

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NYSE Arca ETPs (By Issuer)

Issuer # of ETPs New in October New YTD Turnover

Precidian Funds 1 115,928,797

ProShares 139 2(ALTS,FUTS) 4 125,066,471,271

Pyxis Funds 1 163,304,766

QuantShares 4 7,628,687

Renaissance Capital 2 1(IPOS) 1 13,921,734

RevenueShares 7 150,696,553

Royal Bank of Canada 1 1 872,813

Royal Bank of Scotland 13 5,331,258

Russell ETFs 1 332,667,726

Source 1 1 5,331,258

SPDR ETFs 144 19 176,257,386

Sprott Asset Management 3 187,483,595

Swedish Export Credit (SEK) 7 1,396,039,134

Teucrium 7 9,515,688,413

UBS 33 1(HDLV) 5 92,479,793,925

United States Commodity Funds LLC 13 1 29,230,063,130

Vanguard 48 38,489,942

VelocityShares 6 16,561,588,724

WBI 10 10 16,561,588,724

WisdomTree 52 8 16,561,588,724

U.S. ETP Consolidated Volumes

› During the month of October, US ETP CADV was 1.57 billion and daily notional

value was $101.67 billion

› By the end of October, US ETP share and notional volume represented 20.06%

and 31.19%, respectively of all CTA issues

31.19%

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5.00%

10.00%

15.00%

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U.S. ETP Market Share by Trading Venue

› In October 2014, NYSE Arca led all exchanges with an ETP trading market share

of 23%

› ETP trades occurring off-exchange in September 2014 represented 30.40%, a

decline from 31.40% in October 2013

0.00%

5.00%

10.00%

15.00%

20.00%

25.00%

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35.00%

40.00%

TRF (Off-Exchange)

NYSE Arca

NASDAQ

BATS

Direct Edge

Other

Disclaimer

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any representation as to possible benefits from any securities or investments, or third-

party products or services. Investors should undertake their own due diligence

regarding their securities and investment practices.

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About Us

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