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U.S. ETP MONTHLY FLASH April 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 April, 11 new ETPs listed on NYSE Arca
At the end of April , 1,435 ETPs were listed on NYSE Arca
US ETP notional volume represented 25.63% of all CTA issues in April 2014. This is down from 28.72% from April 2013
US ETP daily average turnover was approximately $70.09 billion in April 2014, down 5.49% from $ 73.93 billion in March 2014
NYSE Arca was at the NBBO 88.36% of the time, leading all US exchanges
NYSE Arca had 21% of all US ETP trading volume, leading all US exchanges
2
NYSE ARCA US EXCHANGE TRADED PRODUCTS (ETP)
Highlights from April 2014
3
NYSE ARCA US EXCHANGE TRADED PRODUCTS (ETP)
Top 10 Most Actively Traded Securities in the U.S (by Turnover Volume) April
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 2,393,724,275 $445,019,996,100 113,986,870 $21,191,428,386
IWM iShares Russell 2000 ETF ETF 1,148,078,571 $129,810,581,312 54,670,408 $6,181,456,253
AAPL Apple Inc. Stock 232,634,477 $127,680,749,719 11,077,832 $6,080,035,701
FB Facebook, Inc. Class A Stock 1,896,731,372 $112,765,750,076 90,320,542 $5,369,797,623
QQQ PowerShares QQQ Trust, Series 1 ETF 1,142,640,896 $98,739,080,225 54,411,471 $4,701,860,963
EEM iShares MSCI Emerging Markets ETF ETF 1,542,455,734 $64,010,374,159 73,450,273 $3,048,113,055
AMZN Amazon.Com Inc Stock 138,318,902 $43,926,473,732 6,586,614 $2,091,736,844
GOOG Google Inc. Class C Capital Stock Stock 71,354,756 $41,101,239,917 3,397,846 $1,957,201,901
BAC Bank of America Corp. Stock 2,245,079,842 $35,974,235,753 106,908,564 $1,713,058,845
TSLA Tesla Motors, Inc. Stock 165,259,304 $34,399,256,126 7,869,491 $1,638,059,816
Top 10 Most Actively Traded ETPs in the U.S. (by Turnover Volume) in April
SPY SPDR S&P 500 ETF Trust ETF 2,393,724,275 $445,019,996,100 113,986,870 $21,191,428,386
IWM iShares Russell 2000 ETF ETF 1,148,078,571 $129,810,581,312 54,670,408 $6,181,456,253
QQQ PowerShares QQQ Trust, Series 1 ETF 1,142,640,896 $98,739,080,225 54,411,471 $4,701,860,963
EEM iShares MSCI Emerging Markets ETF ETF 1,542,455,734 $64,010,374,159 73,450,273 $3,048,113,055
VXX iPath S&P 500 VIX Short-Term Futures ETN due
1/30/2019 ETN 710,773,132 $30,084,929,299 33,846,340 $1,432,615,681
EFA iShares MSCI EAFE ETF ETF 398,292,743 $26,840,301,017 18,966,321 $1,278,109,572
XLE ENERGY SEL SECT SPDR FD ETF 252,498,760 $23,031,960,541 12,023,750 $1,096,760,026
XLF FINANCIAL SEL SECT SPDR FD ETF 990,261,872 $21,645,188,485 47,155,327 $1,030,723,261
DIA SPDR Dow Jones Industrial Average ETF Trust ETF 131,854,009 $21,541,494,250 6,278,762 $1,025,785,440
EWZ iShares MSCI Brazil Capped ETF ETF 436,967,805 $20,453,890,739 20,807,991 $973,994,797
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NYSE ARCA US EXCHANGE TRADED PRODUCTS (ETP)
New ETPs Launched on NYSE Arca in April
Symbol Listing Date
Name Product
Type Consolidated
Trading Volume Consolidated
Turnover Volume ($) Average Daily Trading
Volume Average Daily
Turnover Volume ($)
CN 4/30/2014 db X-trackers Harvest MSCI All China Equity
Fund ETF
100,300 2,507,500 100,300 2,507,500
BYLD 4/24/2014 iShares Yield Optimized Bond ETF ETF 20,600 516,856 4,120 103,371
OSMS 4/24/2014 Barclays OFI SteelPath MLP ETN ETN 675 16,808 135 3,362
BCHP 4/23/2014 EGShares Blue Chip ETF ETF 39,847 799,972 6,641 133,329
GLDL 4/10/2014 Direxion Daily Gold Bull 3X Shares ETV 46,928 1,835,299 3,129 122,353
GLDS 4/10/2014 Direxion Daily Gold Bear 3X Shares ETV 6,134 244,541 409 16,303
DXJF 4/8/2014 WisdomTree Japan Hedged Financials Fund ETF 184,580 4,317,642 10,858 253,979
DXJR 4/8/2014 WisdomTree Japan Hedged Real Estate Fund ETF 8,032 192,890 472 11,346
DXJC 4/8/2014 WisdomTree Japan Hedged Capital Goods
Fund ETF
7,296 173,166 429 10,186
DXJH 4/8/2014 WisdomTree Japan Hedged Health Care Fund ETF 2,180 52,254 128 3,074
DXJT 4/8/2014 WisdomTree Japan Hedged Tech, Media &
Telecom Fund ETF
3,500 83,363 206 4,904
NYSE ARCA US EXCHANGE TRADED PRODUCTS (ETP)
YTD 2014, 64 ETPs have listed in the US, 55 of which were listed on NYSE Arca In April, 11 ETPs listed on Arca NYSE Arca ETPs have a total AUM of approx $1.66 trillion
AU
M ($
Trillion
)
5
$0.0
$0.2
$0.4
$0.6
$0.8
$1.0
$1.2
$1.4
$1.6
$1.8
0
200
400
600
800
1000
1200
1400
# o
f P
rod
uct
s
Jan-12
Feb-12
Mar-12
Apr-12
May-12
Jun-12
Jul-12
Aug-12
Sep-12
Oct-12
Nov-12
Dec-12
Jan-13
Feb-13
Mar-13
Apr-13
May-13
Jun-13
Jul-13
Aug-13
Sep-13
Oct-13
Nov-13
Dec-13
Jan-14
Feb-14
Mar-14
Apr-14
ETF 1019 1041 1047 1056 1062 1069 1076 1062 1057 1044 1045 1048 1047 1046 1040 1057 1063 1072 1083 1092 1094 1106 1113 1114 1135 1146 1142 1150
ETV 76 76 74 75 75 78 80 80 80 80 80 81 81 82 82 81 80 80 80 81 81 81 76 76 74 74 74 76
ETN 203 211 212 214 216 217 218 218 204 205 210 208 207 205 206 206 208 203 203 203 205 204 205 192 192 190 191 191
Certificate 54 52 49 48 47 43 39 38 37 37 35 33 33 32 32 32 30 30 28 28 27 25 25 25 25 24 20 18
AUM ($ 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 1.63 1.66
Issuer # of ETPs New in April New YTD Turnover
AdvisorShares 23 5 $17,166,079
ALPS 15 2 $85,199,902
ArrowShares 1 $952,607
Bank of America 8 $817,299
Barclays Bank PLC 80 1(OSMS) 1 $770,110,194
Cambria 3 1 $2,784,499
Charles Schwab 21 $73,888,187
Citigroup 12 $2,389,705
Columbia Management 5 $407,971
Credit Suisse 9 $4,655,512
Deutsche Bank 46 1(CN) 1 $86,306,011
db X-trackers 20 3 $14,539,023
Direxion Shares 57 2(GLDL,GLDS) 5 $1,403,592,417
Emerging Global 16 1(BCHP) 4 $13,648,306
ETF Securities 7 $5,344,230
Exchange Traded Concepts
5 $6,451,190
FactorShares 1
$379,380
Fidelity 10 $15,347,765
FirstTrust 60
$174,598,569
NYSE ARCA ETPS BY ISSUER
6
Issuer # of ETPs New in April New YTD Turnover
FlexShares 15 $10,754,853
Franklin Templeton 1 $1,428
Global X 38 2 $58,242,572
Goldman Sachs 2 $282,391
GreenHaven 1 $1,169,652
Guggenheim 68 $129,133,723
Horizons ETFs 3 1 $667,049
HSBC 1 $160,936
Huntington 2 $2,217,557
Index IQ 11 $6,085,930
Invesco PowerShares 99 1 $1,434,003,090
iShares 247 1 (BYLD) 8 $7,407,742,004
Jefferies 1 $84,208
JPMorgan Chase & Co. 1 $11,056,454
Krane Shares 2 1 $1,630,310
LocalShares 1 $215,346
Market Vectors 58 5 $1,235,333,354
Morgan Stanley 6 $884,856
NYSE ARCA ETPS BY ISSUER
7
Issuer # of ETPs New in April New YTD Turnover
PIMCO 21 2 $24,826,665
Precidian Funds 1 $4,389,783
ProShares 136 1 $1,625,776,285
Pyxis Funds 1 $1,961,038
QuantShares 4 $888,761
Renaissance Capital 1 $400,481
RevenueShares 7 $2,395,317
Royal Bank of Scotland 13 $3,275,916
Russell ETFs 1 $251,268
SPDR ETFs 130 5 $6,061,129,939
Sprott Asset Management 3 $21,598,625
Swedish Export Credit (SEK) 7 13352026
Teucrium 7 $6,242,497
UBS 31 1 $31,707,603
United States Commodity Funds LLC
12 $219,474,423
Vanguard 48 $962,140,622
VelocityShares 6 $711,351,066
WisdomTree 50 5(DXJF,DXJR,DXJC,DXJH,DXJT) 6 $256,243,549
NYSE ARCA ETPS BY ISSUER
8
U.S. ETP CONSOLIDATED VOLUMES
During the month of April, US ETP CADV was 1.1 billion and daily notional value was $70.1 billion By the end of April, US ETP share and notional volume represented 16.04% and 25.63%, respectively
of all CTA issues
9
0.00%
5.00%
10.00%
15.00%
20.00%
25.00%
30.00%
35.00%
40.00%
45.00%M
ay 2
00
7
Jul 2
00
7
Sep
20
07
No
v 2
00
7
Jan
20
08
Mar
20
08
May
20
08
Jul 2
00
8
Sep
20
08
No
v 2
00
8
Jan
20
09
Mar
20
09
May
20
09
Jul 2
00
9
Sep
20
09
No
v 2
00
9
Jan
20
10
Mar
20
10
May
20
10
Jul 2
01
0
Sep
20
10
No
v 2
01
0
Jan
20
11
Mar
20
11
May
20
11
Jul 2
01
1
Sep
t 2
01
1
No
v 2
01
1
Jan
20
12
Mar
20
12
May
20
12
July
20
12
Sep
t 2
01
2
No
v 2
01
2
Jan
20
13
Mar
20
13
May
20
13
July
20
13
Sep
20
13
No
v 2
01
3
Jan
20
14
Mar
ch 2
01
4
25.63%
16.04%
U.S. ETP MARKET SHARE BY TRADING VENUE
In April 2014, NYSE Arca led all exchanges with an ETP trading market share of 21% ETP trades occurring off-exchange in April 2014 represented 31.40%
10
0.00%
5.00%
10.00%
15.00%
20.00%
25.00%
30.00%
35.00%
40.00%
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
De
c-1
2
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
De
c-1
3
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
TRF (Off-Exchange)
NYSE Arca
NASDAQ
BATS
DirectEdge
Other
11
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.
12
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