August U.S. ETP Monthly Flash

Transcription

1 August 2014 U.S. ETP Monthly Flash

2 NYSE Arca U.S. Exchange Traded Products (ETP) Highlights from August 2014 In August, 13 new ETPs listed on NYSE Arca At the end of August, 1,477 ETPs were listed on NYSE Arca US ETP notional volume represented 26.34% of all CTA issues in August This is down from 27.53% in August 2013 US ETP daily average turnover was approximately $ billion in August 2014 NYSE Arca was at the NBBO 91.18% 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) August 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 1,866,400,266 $364,565,066,977 88,876,203 $17,360,241,285 AAPL Apple Inc. Stock 981,010,187 $96,700,354,488 46,714,771 $4,604,778,785 IWM ishares Russell 2000 ETF ETF 713,243,211 $80,939,564,370 33,963,962 $3,854,264,970 QQQ PowerShares QQQ Trust, Series 1 ETF 646,988,853 $62,512,801,370 30,808,993 $2,976,800,065 EEM ishares MSCI Emerging Markets ETF ETF 1,079,739,694 $47,936,106,702 51,416,176 $2,282,671,748 FB Facebook, Inc. Class A Stock 598,800,297 $44,225,650,636 28,514,300 $2,105,983,364 TSLA Tesla Motors, Inc. Stock 114,906,948 $29,148,486,259 5,471,759 $1,388,023,155 VXX ipath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 ETN 898,167,379 $27,675,848,113 42,769,875 $1,317,897,529 GILD Gilead Sciences Inc Stock 275,509,198 $27,429,525,224 13,119,486 $1,306,167,868 MSFT Microsoft Corp Stock 559,654,959 $24,697,290,759 26,650,236 $1,176,061,465 Top 10 Most Actively Traded ETPs in the U.S. (by Turnover Volume) in August SPY SPDR S&P 500 ETF Trust ETF 1,866,400,266 $364,565,066,977 88,876,203 $17,360,241,285 IWM ishares Russell 2000 ETF ETF 713,243,211 $80,939,564,370 33,963,962 $3,854,264,970 QQQ PowerShares QQQ Trust, Series 1 ETF 646,988,853 $62,512,801,370 30,808,993 $2,976,800,065 EEM ishares MSCI Emerging Markets ETF ETF 1,079,739,694 $47,936,106,702 51,416,176 $2,282,671,748 VXX ipath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 ETN 898,167,379 $27,675,848,113 42,769,875 $1,317,897,529 TLT ishares 20+ Year Treasury Bond ETF ETF 189,955,968 $22,093,950,236 9,045,522 $1,052,092,868 EFA ishares MSCI EAFE ETF ETF 325,944,000 $21,568,407,211 15,521,143 $1,027,067,010 EWZ ishares MSCI Brazil Capped ETF ETF 404,615,771 $20,218,276,236 19,267,418 $962,775,059 XLE ENERGY SEL SECT SPDR FD ETF 202,656,588 $19,553,145,929 9,650,314 $931,102,187 3 DIA SPDR Dow Jones Industrial Average ETF Trust ETF 93,148,983 $15,551,168,608 4,435,666 $740,531,838

4 NYSE Arca U.S. Exchange Traded Products (ETP) New ETPs Launched on NYSE Arca in August Symbol Listing Date Name Product Type Consolidated Trading Volume Consolidated Turnover Volume ($) Average Daily Trading Volume Average Daily Turnover Volume ($) WBIA 8/27/2014 WBI SMID Tactical Growth Shares ETF 134,648 $3,388,196 44,883 $1,129,399 WBIB 8/27/2014 WBI SMID Tactical Value Shares ETF 3,056,423 $76,719,940 1,018,808 $25,573,313 WBIC 8/27/2014 WBI SMID Tactical Yield Shares ETF 83,889 $2,114,906 27,963 $704,969 WBID 8/27/2014 WBI SMID Tactical Select Shares ETF 79,042 $1,986,201 26,347 $662,067 WBIE 8/27/2014 WBI Large Cap Tactical Growth Shares ETF 4,463,628 $159,843 8,113 $209,500 WBIF 8/27/2014 WBI Large Cap Tactical Value Shares ETF 3,665,120 $628, $8,792 WBIG 8/27/2014 WBI Large Cap Tactical Yield Shares ETF 90,107 $23,778,761 1,218 $61,053 WBIL 8/27/2014 WBI Large Cap Tactical Select Shares ETF 122,032 $3,057,901 40,677 $1,019,300 WBII 8/27/2014 WBI Tactical Income Shares ETF 117,325 $2,946,891 39,108 $982,297 WBIH 8/27/2014 WBI Tactical High Income Shares ETF 110,208 $2,767,223 36,736 $922,408 EFAD 8/21/2014 IBMI 8/14/2014 ProShares MSCI EAFE Dividend Growers ETF ishares ibonds Sep 2020 AMT-Free Muni Bond ETF ETF 42,372 $1,697,276 6,053 $242,468 ETF 254,465 $6,404,526 12,117 $304,977 IBLN 8/1/2014 Direxion ibillionaire Index ETF ETF 1,943,697 $49,489, ,975 $4,124,119 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 $0.2 0 May-13 Jun-13 Jul-13 Aug-13 Sep-13 Oct-13 Nov-13 Dec-13 Jan-14 Feb-14 Mar-14 Apr-14 May-14 Jun-14 Jul-14 Aug-14 ETF ETV ETN Certificate AUM ($ trillion) $0.0 At the end of August 2014, 136 ETPs have been listed in the US, 111 which were listed on NYSE Arca NYSE Arca listed ETPs have a total AUM of approx. $1.79 trillion 5

6 NYSE Arca ETPs (By Issuer) Issuer # of ETPs New in August New YTD Turnover AdvisorShares ,548,412 ALPS ,505,866,617 ArrowShares 1 42,578,484 Bank of America Corp. 8 12,389,505 Barclays ,013,750,693 Cambria ,298,442 Charles Schwab 21 2,347,412,840 Citigroup 5 15,408,578 Columbia Management 5 6,071,009 Credit Suisse ,663,926 Deutsche Bank ,007,458,959 db X-trackers ,442,982 Direxion Shares 62 1(IBLN) 10 34,585,241,765 Emerging Global ,845,607 ETF Securities 7 301,667,128 Exchange Traded Concepts 5 143,846,929 FactorShares 1 4,158,171 Fidelity ,256,750 FirstTrust 60 6,792,991,144 FlexShares ,910,215 6

7 NYSE Arca ETPs (By Issuer) Issuer # of ETPs New in August New YTD Turnover Franklin Templeton 1 272,452 Global X ,039,253,067 Goldman Sachs 2 20,358,926 GreenHaven 1 26,757,754 Guggenheim 68 5,194,936,128 Horizons 3 1 3,944,340 HSBC 1 402,470 Huntington 2 3,214,333 IndexIQ ,251,896 Invesco PowerShares ,287,813,351 ishares 260 1(IBMI) ,739,840,521 Jefferies 1 1,906,578 JPMorgan Chase & Co. 1 2,115,745 JP Morgan ETFs ,264,410 Krane Shares ,330,664 LocalShares 1 1,420,925 Market Vectors ,778,562,970 Merk ,445,913 Morgan Stanley 5 20,028,540 7 PIMCO ,269,214,520

8 NYSE Arca ETPs (By Issuer) Issuer # of ETPs New in August New YTD Turnover Precidian Funds 1 61,848,341 ProShares 137 1(EFAD) 2 60,261,872,097 Pyxis Funds 1 36,761,652 QuantShares 4 3,520,044 Renaissance Capital 1 3,239,349 RevenueShares 7 74,033,933 Royal Bank of Canada ,798,790 Royal Bank of Scotland 13 1,946,429 Russell ETFs 1 530,652,345,839 SPDR ETFs ,796,103 Sprott Asset Management 3 98,459,262 Swedish Export Credit (SEK) 7 147,243,821 Teucrium 7 766,258,607 UBS ,621,267,359 United States Commodity Funds LLC 12 55,723,817,554 Vanguard 48 14,102,602,606 VelocityShares 6 298,388,218 WBI 10 10(WBIA, WBIB, WBIC, WBID, WBIE, WBIF, WBIG, WBIL, WBII, WBIH) ,388,218 WisdomTree ,381,706,396 8

9 Aug 2007 Oct 2007 Dec 2007 Feb 2008 Apr 2008 Jun 2008 Aug 2008 Oct 2008 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 U.S. ETP Consolidated Volumes 45.00% 40.00% 35.00% 30.00% 26.34% 25.00% 20.00% 15.00% 10.00% 16.67% 5.00% 0.00% During the month of August, US ETP CADV was million and daily notional value was $56.86 billion By the end of August, US ETP share and notional volume represented 16.67% and 26.34%, 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% TRF (Off- Exchange) NYSE Arca NASDAQ BATS Direct Edge Other 5.00% 0.00% 10 In August 2014, NYSE Arca led all exchanges with an ETP trading market share of 21.50% ETP trades occurring off-exchange in August 2014 represented 34.20%, a rise from 32.40% in August 2013

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