Market Structure Reports

Back To List
EU LTBL
US LTBL
Canadian Trading Monthly
Monthly ETP Review
Digest
EU Digest
Trading Talk
EU Volumes
US Securities Volumes

Monthly ETP Review

February 5, 2020
  • Exchange-traded-product ADV jumped 19.61% m/m (-12.31% y/y), to 1.47 bn, compared with a 11.14% gain in total equity ADV. The VIX average daily close edged up 1.34% m/m (-28.77% y/y), to 13.94.
  • Average daily value traded climbed 22.94% m/m (-8.06% y/y), to $98.9 bn.
  • ETPs accounted for 19.30% of equity ADV (+137 bps m/m) and 26.80% of equity ADVT (+110 bps m/m).
  • The 20-most-active ETPs accounted for 42.27% of total ETP volume and 8.16% of all equity volume.
  • Off-exchange venues (+94 bps m/m) gained the most market share; Nasdaq BX (-48 bps m/m) declined the most.
  • ETP fund flows started 2020 on a positive note (+$36.01 b), logging a fifth consecutive month of positive net inflows, with all fund groups gaining assets. US corporate-fixed-income funds ($9.30 bn) led the way, followed by US equity funds ($8.40 bn) and US government-fixed-income funds ($4.54 bn).
     
Continue Reading

Recent Posts

Back To List