July U.S. ETP Monthly Flash

Transcription

1 July 2015 U.S. ETP Monthly Flash

2 NYSE Arca U.S. Exchange Traded Products (ETP) Highlights from July 2015 In July, 32 new ETPs listed on NYSE Arca At the end of July, 1,527 ETPs were listed on NYSE Arca US ETP notional volume represented 26.30% of all CTA issues in July US ETP daily average turnover was approximately $72.17 billion in July 2015 NYSE Arca was at the NBBO 89.64% of the time, leading all US exchanges NYSE Arca had 20.30% 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) July 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 2,559,824,542 $534,369,202, ,355,661 $24,289,509,191 AAPL Apple Inc. Stock 1,101,021,032 $137,998,417,587 50,046,411 $6,272,655,345 IWM ishares Russell 2000 ETF ETF 722,851,990 $89,276,534,359 32,856,909 $4,058,024,289 FB Facebook, Inc. Class A Stock 793,532,109 $73,766,449,354 36,069,641 $3,353,020,425 QQQ PowerShares QQQ Trust, Series 1 ETF 644,885,755 $71,132,106,639 29,312,989 $3,233,277,575 AMZN Amazon.Com Inc Stock 102,069,942 $50,941,078,838 4,639,543 $2,315,503,584 EEM ishares MSCI Emerging Markets ETF ETF 1,281,532,585 $48,467,344,000 58,251,481 $2,203,061,091 GOOGL Google, Inc. Class A Stock 68,543,766 $43,982,867,345 3,115,626 $1,999,221,243 NFLX NetFlix Inc Stock 266,271,630 $42,540,112,582 12,103,256 $1,933,641,481 GOOG Google Inc. Class C Capital Stock Stock 63,319,457 $38,714,022,693 2,878,157 $1,759,728,304 Top 10 Most Actively Traded ETPs in the U.S. (by Turnover Volume) in July SPY SPDR S&P 500 ETF Trust ETF 2,559,824,542 $534,369,202, ,355,661 $24,289,509,191 IWM ishares Russell 2000 ETF ETF 722,851,990 $89,276,534,359 32,856,909 $4,058,024,289 QQQ PowerShares QQQ Trust, Series 1 ETF 644,885,755 $71,132,106,639 29,312,989 $3,233,277,575 EEM ishares MSCI Emerging Markets ETF ETF 1,281,532,585 $48,467,344,000 58,251,481 $2,203,061,091 FXI ishares China Large-Cap ETF ETF 774,281,132 $32,237,272,520 35,194,597 $1,465,330,569 EFA ishares MSCI EAFE ETF ETF 442,383,050 $28,251,207,406 20,108,320 $1,284,145,791 TLT ishares 20+ Year Treasury Bond ETF ETF 208,795,766 $24,809,255,102 9,490,717 $1,127,693,414 XLE Energy Select Sector SPDR Fund ETF 337,010,173 $24,304,112,650 15,318,644 $1,104,732,393 VXX ipath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 ETN 1,325,394,479 $24,204,482,465 60,245,204 $1,100,203,748 GDX Market Vectors Gold Miners ETF ETF 1,571,435,351 $23,334,072,288 71,428,880 $1,060,639,649 3

4 NYSE Arca U.S. Exchange Traded Products (ETP) New ETPs Launched on NYSE Arca in July Symbol Listing Date Name Product Type Consolidated Trading Volume Consolidated Turnover Volume ($) Average Daily Trading Volume Average Daily Turnover Volume ($) HHYX 7/30/2015 CLYH 7/23/2015 EMBH 7/23/2015 ishares Currency Hedged Global ex USD High Yield Bond ETF ishares Interest Rate Hedged 10+ Year Credit Bond ETF ishares Interest Rate Hedged Emerging Markets Bond ETF ETF 300 $7, $3,736 ETF 4 $101 1 $14 ETF 100 $2, $355 HFXI 7/22/2015 IQ 50 Percent Hedged FTSE International ETF ETF 862,303 $17,009, ,788 $2,126,168 HFXE 7/22/2015 IQ 50 Percent Hedged FTSE Europe ETF ETF 874,477 $17,188, ,310 $2,148,538 HFXJ 7/22/2015 IQ 50 Percent Hedged FTSE Japan ETF ETF 844,862 $16,831, ,608 $2,103,979 USSD 7/21/2015 WisdomTree Strong Dollar U.S. Equity Fund ETF 9,902 $247,618 1,100 $27,513 USWD 7/21/2015 WisdomTree Weak Dollar U.S. Equity Fund ETF 1,120 $27, $3,100 BDAT 7/16/2015 PureFunds ISE Big Data ETF ETF 56,358 $1,432,550 4,697 $119,379 IPAY 7/16/2015 PureFunds ISE Mobile Payments ETF ETF 139,232 $3,519,738 11,603 $293,312 MLPV 7/15/2015 MOTI 7/14/2015 ETRACS 2xMonthly Leveraged S&P MLP Index ETN Market Vectors Morningstar International Moat ETF ETN 12,377 $271, $20,898 ETF 564,072 $17,131,014 40,291 $1,223,644 OUSA 7/14/2015 O Shares FTSE U.S. Quality Dividend ETF ETF 1,585,907 $39,641, ,279 $2,831,545 YLD 7/9/2015 Principal EDGE Active Income ETF ETF 18,069 $722,976 1,063 $42,528 AGGY 7/9/2015 WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund ETF 13,983 $697, $41,002 HDWM 7/9/2015 WisdomTree International Hedged Equity Fund ETF 138,532 $3,611,688 8,149 $212,452 4

5 NYSE Arca U.S. Exchange Traded Products (ETP) New ETPs Launched on NYSE Arca in July(cont.) Symbol Listing Date Name Product Type Consolidated Trading Volume Consolidated Turnover Volume ($) Average Daily Trading Volume Average Daily Turnover Volume ($) KLDW 7/8/2015 KLEM 7/8/2015 GaveKal Knowledge Leaders Developed World ETF GaveKal Knowledge Leaders Emerging Markets ETF ETF 175,693 $4,467,664 9,761 $248,204 ETF 99,109 $2,460,121 5,506 $136,673 PUTX 7/7/2015 ALPS Enhanced Put Write Strategy ETF ETF 14,426 $364, $19,186 HAUD 7/1/2015 ishares Currency Hedged MSCI Australia ETF ETF 24,388 $627,044 1,109 $28,502 HEWC 7/1/2015 ishares Currency Hedged MSCI Canada ETF ETF 3,234 $79, $3,598 HEWI 7/1/2015 ishares Currency Hedged MSCI Italy ETF ETF 83,901 $2,125,068 3,814 $96,594 HEWW 7/1/2015 ishares Currency Hedged MSCI Mexico ETF ETF 10,400 $242, $11,025 HEWY 7/1/2015 ishares Currency Hedged MSCI South Korea ETF ETF 4,900 $123, $5,634 HEWP 7/1/2015 ishares Currency Hedged MSCI Spain ETF ETF 113,662 $2,897,288 5,166 $131,695 HEWL 7/1/2015 HEWU 7/1/2015 ishares Currency Hedged MSCI Switzerland ETF ishares Currency Hedged MSCI United Kingdom ETF ETF 8,673 $228, $10,372 ETF 9,154 $223, $10,154 HACW 7/1/2015 ishares Currency Hedged MSCI ACWI ETF ETF 100 $2,528 5 $115 HAWX 7/1/2015 HSCZ 7/1/2015 ishares Currency Hedged MSCI ACWI ex U.S. ETF ishares Currency Hedged MSCI EAFE Small- Cap ETF ETF 19,106 $470, $21,404 ETF 6,756 $169, $7,724 SLDR 7/1/2015 ALPS Sector Leaders ETF ETF 3,768 $95, $4,321 SLOW 7/1/2015 ALPS Sector Low Volatility ETF ETF 11,278 $286, $13,032 5

6 # of Products AUM ($ trillion) NYSE Arca U.S. Exchange Traded Products (ETP) 1400 $ $ $ $ $0.5 0 May- Jun- Jul- Aug- Sep- Oct- Nov- Dec- Jan- Feb- Mar- Apr- May- Jun- Jul- Aug- Sep- Oct- Nov- Dec- Jan- Feb- Mar- Apr- May- Jun- Jul ETF ETV ETN Certificate AUM ($ trillion) $0.0 YTD 2015, 160 ETPs have been listed in the US, 135 of which were listed on NYSE Arca NYSE Arca listed ETPs have a total AUM of approx. $2.1 trillion 6

7 NYSE Arca ETPs (By Issuer) Issuer # of ETPs New in July New YTD Turnover Academy Funds ,146,181 AdvisorShares ,023,200 ALPS 16 3(SLDR,SLOW,PUTX) 3 2,331,582,154 ARK 4 4,404,402 ArrowShares ,571,795 Barclays 70 26,098,846,656 Cambria 5 48,112,818 Charles Schwab 21 5,430,834,117 Citigroup 3 17,301,881 Columbia Management 5 8,830,896 Credit Suisse 9 155,622,379 CSOP ,970,933 Diamond Hill 1 1 2,993,852,580 Deutsche Bank 29 10,074,611,368 db X-trackers ,476,121 Direxion Shares ,516,487,314 Emerging Global ,045,001 ETF Issuer Solutions 1 10,693,427 ETF Managers Group 5 2(IPAY,BDAT) 3 891,590,247 ETF Securities ,171,744 Exchange Traded Concepts 11 2(KLDW,KLEM) 4 234,728,480 Fidelity ,177,503,096 FirstTrust 49 10,268,945,813 7

8 NYSE Arca ETPs (By Issuer) Issuer # of ETPs New in July New YTD Turnover FlexShares ,615,896 Franklin Templeton 1 65,880,545 Global X ,255,171,778 Goldman Sachs 2 6,715,158 GreenHaven ,188,169 Guggenheim ,900,534,306 Highland Funds ,718,338 Horizons 2 4,487,454 HSBC 1 256,546 Huntington 2 730,053 IndexIQ 13 3(HFXI,HFXE,HFXJ) 2 199,244,749 Invesco PowerShares ,272,122,520 ishares (HHYX,CLYH,EMBH,HAUD, HEWC,HEWI,HEWW,HEWY,H EWP,HEWL,HEWU,HACW,HA WX,HSCZ) ,773,114,338 Jefferies 1 3,823,308 JPMorgan Chase & Co. 1 1,973,340,976 JP Morgan ETFs ,675,446 Krane Shares 3 226,612,725 Lattice 4 4 1,063,364 LocalShares 1 818,094 Market Vectors 57 1(MOTI) 2 50,571,158,690 Merk 1 14,808,307 Morgan Stanley 5 13,943,167 8 O'Shares 1 1(OUSA) 1 39,641,636

9 NYSE Arca ETPs (By Issuer) Issuer # of ETPs New in July New YTD Turnover PIMCO 17 2,756,086,850 Precidian Funds 1 26,194,031 Principal 1 1(YLD) 1 722,976 ProShares ,004,720,482 QuantShares 5 1 4,946,863 RealityShares 1 7,022,267 Renaissance Capital 2 3,187,381 RevenueShares ,968,321 Royal Bank of Canada 1 8,153,296 SPDR ETFs ,627,708,629 Sprott Asset Management ,371,630 Swedish Export Credit (SEK) 7 84,118,375 Teucrium 5 122,766,016 Tortoise 1 1 6,472,610 TrimTabs 1 1 5,913,280 UBS 39 1(MLPV) 5 27,162,057 United States Commodity Funds LLC 12 1,133,998,516 U.S. Global Investors ,190,957,831 Vanguard 48 76,705,085,258 VelocityShares 6 32,365,866,744 WBI 10 83,502,059 WisdomTree 61 4(AGGY,HDWM,USSD, USWD) 9 18,127,067,092 9

10 Jul 2008 Sep 2008 Nov 2008 Jan 2009 Mar 2009 May 2009 Jul 2009 Sep 2009 Nov 2009 Jan 2010 Mar 2010 May 2010 Jul 2010 Sep 2010 Nov 2010 Jan 2011 Mar 2011 May 2011 Jul 2011 Sept 2011 Nov 2011 Jan 2012 Mar 2012 May 2012 July 2012 Sept 2012 Nov 2012 Jan 2013 Mar 2013 May 2013 July 2013 Sep 2013 Nov 2013 Jan 2014 March 2014 May 2014 July 2014 Sept 2014 Nov 2014 Jan 2015 March 2015 May 2015 July 2015 U.S. ETP Consolidated Volumes 45.00% 40.00% 35.00% 30.00% 26.30% 25.00% 20.00% 15.00% 20.01% 10.00% 5.00% 0.00% During the month of July, US ETP CADV was 1.35 billion and daily notional value was $72.17 billion By the end of July, US ETP share and notional volume represented 20.01% and 26.30%, respectively of all CTA issues

11 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 July 2015, NYSE Arca led all exchanges with an ETP trading market share of 20.30% ETP trades occurring off-exchange in July 2015 represented 38.70%, an increase from 34.20% from July

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