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Monthly ETP Review

April 7, 2020
  • Average daily volume surged 104.65% m/m (177.90% y/y), to a record high 4.14 bn, as the VIX average daily close soared 194.14% m/m (298.59% y/y), to 57.74.
  • Average daily value traded jumped 76.15% m/m (158.61% y/y), to $248.4 bn.
  • ETPs accounted for 26.48% of equity ADV (+461 bps m/m) and 37.31% of ADVT (+735 bps m/m), both record highs.
  • The 20-most-active ETPs accounted for 41.78% of total ETP volume and 11.06% of all equity volume.
  • Off-exchange venues (+350 bps m/m), Cboe BZX (+88 bps m/m) and Cboe EDGX (+53 bps m/m) gained the most market share, while NYSE Arca (-122 bps m/m) and NYSE (-107 bps m/m) lost the most.
  • ETP fund flows were positive for a seventh consecutive month, at $10.24 bn. US equity funds ($33.25 bn) led the way, followed by US government fixed-income funds ($6.85 bn) and commodity funds ($5.56 bn). US corporate fixed-income funds (-$18.89 bn) suffered the greatest outflows.

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