U.S. ETP Monthly Flash - NYSE...U.S. ETP MONTHLY FLASH February 2014 Source: NYSE Arca ETP Database...
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U.S. ETP MONTHLY FLASH February 2014 Source: NYSE Arca ETP Database and ArcaVision. Statistics include only NYSE Arca listed ETPs which are derivatively priced securities that can trade intraday on a securities exchange. ETPs are typically benchmarked to indices or static baskets of stocks, futures, swap and commodities or may be actively managed. Products that fall under the ETP umbrella include Exchange Traded Funds (ETFs), Exchange Traded Vehicles (ETVs), Exchange Traded Notes (ETNs) and Certificates. ©2014 NYSE Euronext. All rights reserved. No part of this material may be copied, photocopied or duplicated in any form by any means or redistributed without the prior written consent of NYSE Euronext. NYSE Euronext and its affiliates do not recommend or make 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 securities and investment practices. This publication is intended solely for informational purposes, and, while believed correct, no warranty is made of the accuracy of the data herein.
Transcript of U.S. ETP Monthly Flash - NYSE...U.S. ETP MONTHLY FLASH February 2014 Source: NYSE Arca ETP Database...
U.S. ETP MONTHLY FLASH February 2014
Source: NYSE Arca ETP Database and ArcaVision. Statistics include only NYSE Arca listed ETPs which are derivatively priced securities that can trade intraday on a securities exchange. ETPs are typically benchmarked to indices or static baskets of stocks, futures, swap and commodities or may be actively managed. Products that fall under the ETP umbrella include Exchange Traded Funds (ETFs), Exchange Traded Vehicles (ETVs), Exchange Traded Notes (ETNs) and Certificates. ©2014 NYSE Euronext. All rights reserved. No part of this material may be copied, photocopied or duplicated in any form by any means or redistributed without the prior written consent of NYSE Euronext. NYSE Euronext and its affiliates do not recommend or make 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 securities and investment practices. This publication is intended solely for informational purposes, and, while believed correct, no warranty is made of the accuracy of the data herein.
In February, 14 new ETPs listed on NYSE Arca
At the end of February , 1,434 ETPs were listed on NYSE Arca
US ETP notional volume represented 26.31% of all CTA issues in February 2014. This is up from 25.90% from February 2013
US ETP daily average turnover was approximately $75.28 billion in February 2014, up 7.7% from $ 69.9 billion in January 2014
NYSE Arca was at the NBBO 88.93% of the time, leading all US exchanges
NYSE Arca had 20.20% of all US ETP trading volume, leading all US exchanges
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NYSE ARCA US EXCHANGE TRADED PRODUCTS (ETP)
Highlights from February 2014
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NYSE ARCA US EXCHANGE TRADED PRODUCTS (ETP)
Top 10 Most Actively Traded Securities in the U.S (by Turnover Volume) February
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 2,438,546,792 $441,438,643,306 128,344,568 $23,233,612,806
AAPL Apple Inc. Stock 210,086,758 $110,502,049,768 11,057,198 $5,815,897,356
IWM iShares Russell 2000 ETF ETF 884,349,069 $99,792,983,149 46,544,688 $5,252,262,271
FB Facebook, Inc. Class A Stock 1,126,098,477 $75,007,018,883 59,268,341 $3,947,737,836
VZ Verizon Communications Stock 1,455,270,795 $68,195,245,051 76,593,200 $3,589,223,424
QQQ PowerShares QQQ Trust, Series 1 ETF 717,917,192 $63,449,156,590 37,785,115 $3,339,429,294
EEM iShares MSCI Emerging Markets ETF ETF 1,612,176,927 $62,538,242,409 84,851,417 $3,291,486,443
TSLA Tesla Motors, Inc. Stock 226,584,988 $49,544,127,948 11,925,526 $2,607,585,681
GOOG Google, Inc. Stock 40,531,341 $48,050,860,104 2,133,228 $2,528,992,637
BAC Bank of America Corp. Stock 2,102,732,853 $34,757,850,790 110,670,150 $1,829,360,568
Top 10 Most Actively Traded ETPs in the U.S. (by Turnover Volume) in February
SPY SPDR S&P 500 ETF Trust ETF 2,438,546,792 $441,438,643,306 128,344,568 $23,233,612,806
IWM iShares Russell 2000 ETF ETF 884,349,069 $99,792,983,149 46,544,688 $5,252,262,271
QQQ PowerShares QQQ Trust, Series 1 ETF 717,917,192 $63,449,156,590 37,785,115 $3,339,429,294
EEM iShares MSCI Emerging Markets ETF ETF 1,612,176,927 $62,538,242,409 84,851,417 $3,291,486,443
VXX iPath S&P 500 VIX Short-Term Futures ETN due
1/30/2019 ETN 750,119,986 $34,499,897,395 39,479,999 $1,815,784,073
EFA iShares MSCI EAFE ETF ETF 406,711,772 $26,712,738,168 21,405,883 $1,405,933,588
DIA SPDR Dow Jones Industrial Average ETF Trust ETF 154,684,815 $24,520,659,572 8,141,306 $1,290,561,030
XLE ENERGY SEL SECT SPDR FD ETF 273,396,826 $23,240,041,656 14,389,307 $1,223,160,087
GDX Market Vectors Gold Miners ETF ETF 837,692,570 $21,314,903,675 44,089,083 $1,121,837,036
IVV iShares Core S&P 500 ETF ETF 116,380,142 $21,009,391,223 6,125,271 $1,105,757,433
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NYSE ARCA US EXCHANGE TRADED PRODUCTS (ETP)
New ETPs Launched on NYSE Arca in February
Symbol Listing Date
Name Product
Type Consolidated
Trading Volume Consolidated
Turnover Volume ($) Average Daily Trading
Volume Average Daily
Turnover Volume ($)
IEIL 2/27/2014 iShares Enhanced International Large-Cap ETF ETF 4,216 104,329 2,108 52,165
IEIS 2/27/2014 iShares Enhanced International Small-Cap ETF ETF 3,570 88,690 1,785 44,345
SIPE 2/27/2014 SPDR Barclays 0-5 Year TIPS ETF ETF 1,200 24,037 600 12,019
EQLT 2/25/2014 Workplace Equality Portfolio ETF 173,522 4,351,851 43,381 1,087,963
GLDE 2/12/2014 AdvisorShares International Gold ETF ETF 37,378 485,259 3,115 40,438
GYEN 2/12/2014 AdvisorShares Gartman Gold/Yen ETF ETF 303,817 3,951,114 25,318 329,260
GEUR 2/12/2014 AdvisorShares Gartman Gold/Euro ETF ETF 98,520 1,278,952 8,210 106,579
GGBP 2/12/2014 AdvisorShares Gartman Gold/British Pound
ETF ETF 36,920 470,969 3,077 39,247
MUAH 2/5/2014 iShares 2019 AMT-Free Muni Term ETF ETF 200,156 5,046,660 11,774 296,862
HEWJ 2/4/2014 iShares Currency Hedged MSCI Japan ETF ETF 44,770 1,061,465 2,487 58,970
HEWG 2/4/2014 iShares Currency Hedged MSCI Germany ETF ETF 7,660 189,317 426 10,518
HEFA 2/4/2014 iShares Currency Hedged MSCI EAFE ETF ETF 7,588 187,659 422 10,426
TFLO 2/4/2014 iShares Treasury Floating Rate Bond ETF ETF 102,697 5,145,402 5,705 285,856
USFR 2/4/2014 WisdomTree Bloomberg Floating Rate
Treasury Fund ETF 77,575 1,941,407 4,310 107,856
NYSE ARCA US EXCHANGE TRADED PRODUCTS (ETP)
YTD 2014, 40 ETPs have listed in the US, 35 of which were listed on NYSE Arca In February, 14 ETPs listed on Arca NYSE Arca ETPs have a total AUM of approx $1.6 trillion
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ETF 1019 1041 1047 1056 1062 1069 1076 1062 1057 1044 1045 1048 1047 1046 1040 1057 1063 1072 1083 1092 1094 1106 1113 1114 1135 1146
ETV 76 76 74 75 75 78 80 80 80 80 80 81 81 82 82 81 80 80 80 81 81 81 76 76 74 74
ETN 203 211 212 214 216 217 218 218 204 205 210 208 207 205 206 206 208 203 203 203 205 204 205 192 192 190
Certificate 54 52 49 48 47 43 39 38 37 37 35 33 33 32 32 32 30 30 28 28 27 25 25 25 25 24
AUM ($ trillion) 1.08 1.16 1.21 1.21 1.19 1.15 1.2 1.22 1.28 1.3 1.31 1.34 1.33 1.36 1.39 1.41 1.43 1.39 1.44 1.43 1.47 1.54 1.57 1.6 1.56 1.6
Issuer # of ETPs New in February New YTD Turnover
AdvisorShares 23 4(GLDE,GYEN,GEUR,GGBP) 5 $464,420,661
ALPS 14 1(EQLT) 1 $1,356,827,616
ArrowShares 1 $28,692,018
Bank of America 10 $13,358,991
Barclays Bank PLC 80 $36,548,830,805
Cambria 2 $51,076,426
Charles Schwab 21 $2,894,922,901
Citigroup 16 $18,593,688
Columbia Management 5 $8,722,258
Credit Suisse 9 $104,852,573
Deutsche Bank 45 $2,658,807,151
db X-trackers 20 3 $301,310,998
Direxion Shares 55 3 $46,772,219,032
Emerging Global 15 3 $303,284,243
ETF Securities 7 $400,800,865
Exchange Traded Concepts
5 $148,535,403
FactorShares 1 $8,967,959
Fidelity 10 $312,443,553
FirstTrust 60 $7,743,592,255
NYSE ARCA ETPS BY ISSUER
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Issuer # of ETPs New in February New YTD Turnover
FlexShares 15 $682,299,463
Franklin Templeton 1 $20,098
Global X 36 $917,488,281
Goldman Sachs 2 $6,838,306
GreenHaven 1 $52,899,083
Guggenheim 69 $6,247,412,192
Horizons ETFs 2 $8,804,028
HSBC 1 $235,476
Huntington 2 $463,728,692
Index IQ 11 $149,193,362
Invesco PowerShares 99 1 $71,840,642,334
iShares 255 7(TFLO,HEFA,HEWG,HEWJ,MUAH,
IEIL,IEIS) 7 $418,318,571,013
Jefferies 1 $3,767,176
JPMorgan Chase & Co. 1 $509,078,794
Krane Shares 1 $48,012,759
LocalShares 1 $7,805,811
Market Vectors 58 5 $33,127,105,466
Morgan Stanley 6 $17,510,295
NYSE ARCA ETPS BY ISSUER
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Issuer # of ETPs New in February New YTD Turnover
Pax ETFs 1 $6,969,660
PIMCO 22 2 $3,251,508,034
Precidian Funds 1 $252,108,477
ProShares 135 $86,112,351,754
Pyxis Funds 1 $23,868,731
QuantShares 4 $1,767,084
Renaissance Capital 1 $12,280,232
RevenueShares 7 $101,837,183
Royal Bank of Scotland 13 $79,232,097
Russell ETFs 1 $2,055,655
SPDR ETFs 129 1(SIPE) 4 $640,123,499,868
Sprott Asset Management 3 $316,100,153
Swedish Export Credit (SEK) 7 182468762
Teucrium 7 $171,230,479
UBS 30 $643,346,873
United States Commodity Funds LLC
12 $15,795,079,444
Vanguard 48 $63,007,562,857
VelocityShares 6 $16,594,928,153
WisdomTree 45 1(USFR) 1 $10,345,285,000
NYSE ARCA ETPS BY ISSUER
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U.S. ETP CONSOLIDATED VOLUMES
During the month of February, US ETP CADV was 1.18 billion and daily notional value was $75.3 billion By the end of February, US ETP share and notional volume represented 16.84% and 26.31%,
respectively of all CTA issues
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26.31%
16.84%
U.S. ETP MARKET SHARE BY TRADING VENUE
In February 2014, NYSE Arca led all exchanges with an ETP trading market share of 20.20% ETP trades occurring off-exchange in February 2014 represented 32.50%
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TRF (Off-Exchange)
NYSE Arca
NASDAQ
BATS
Direct Edge
Other
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NYSE ARCA ETP OPENING & CLOSING AUCTION M
on
thly
Sh
are
Vo
lum
e A
uctio
n M
arket Share
96.0%
97.0%
98.0%
99.0%
100.0%
-
100,000,000
200,000,000
300,000,000
400,000,000
500,000,000
600,000,000
700,000,000
Opening Auction Volume Closing Auction Volume
NYSE Arca Opening Auction Market Share NYSE Arca Closing Auction Market Share
DISCLAIMER
©2014 NYSE Euronext. All rights reserved. NYSE Euronext and its affiliates do not recommend or make 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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