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

September 13, 2018

Some highlights:
• Exchange-traded-product ADV fell 1.04% m/m (+4.47% y/y), to 1.12 bn, compared with a 1.10% increase in total equity ADV.
• Average daily value traded dropped 4.91% m/m (+7.79% y/y), to $70.7 bn.
• ETPs accounted for 18.28% of equity ADV (-40 bps m/m) and 23.91% of equity ADVT (-50 bps m/m), as the VIX average daily close declined 4.57% m/m (+4.77% y/y), to 12.55.
• NYSE National (+70 bps) saw the highest m/m market-share gain; EDGX (-64 bps) had the biggest loss.
• Fund flows were positive for a second consecutive month, with net inflows of $20.99 bn. US equity funds outpaced all other groups, with net inflows of $16.4 bn. Government-fixed-income products were a distant second, with $3.2 bn. Foreign-developed-market (-$3.5 bn), commodity (-$2.4 bn) and currency (-$14mn) funds were the only groups to experience net outflows.

Continue Reading

Recent Posts

Back To List