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

October 9, 2018

• Exchange-traded-product ADV rose 5.51% m/m (+14.69% y/y), to 1.18 bn, compared with a 12.23% increase in total equity ADV.
• Average daily value traded climbed 10.06% m/m (+17.28% y/y), to $77.8 bn.
• ETPs accounted for 17.18% of equity ADV (-109 bps m/m) and 23.41% of equity ADVT (-49 bps m/m), as the VIX average daily close increased 2.90% m/m (+23.69% y/y), to 12.91.
• NYSE National (+40 bps), which was re-launched in May, reaped the highest m/m market-share gain for a second consecutive month; EDGX (-37 bps) had the biggest loss.
• Fund flows were positive for a third consecutive month, with net inflows of $34.18 bn. US equity funds outpaced all other groups once again, with net inflows of $27.6 bn. Government-fixed-income products were a distant second, with $2.4 bn. Foreign-developed-market (-$1.3 bn), commodity (-$40mn) and currency (-$23mn) funds were the only groups to experience net outflows.

Continue Reading

Recent Posts

Back To List