U.S. EXCHANGE TRADED FUNDS MONTHLY FLASH

[Pages:10]U.S. EXCHANGE TRADED FUNDS MONTHLY FLASH

MAY 2017

NYSE ARCA U.S. EXCHANGE TRADED FUNDS (ETFs)

HIGHLIGHTS FROM MAY 2017

? In May, 8 new ETFs1 listed on NYSE Arca

? At the end of May, 1,517 ETFs were listed on NYSE Arca

? US ETP notional volume represented 24.74% of all CTA issues in May 2017

? US ETP daily average turnover was approximately $66.39 billion in May 2017

? NYSE Arca was at the NBBO 91.45% of the time, leading all US exchanges

? NYSE Arca had 23.70 % of all US ETP trading volume, leading all US exchanges

1ETFs include all exchange traded products

NEW YORK STOCK EXCHANGE

2

NYSE ARCA U.S. EXCHANGE TRADED FUNDS (ETFs)

Top 10 Most Actively Traded Securities in the U.S (by Turnover Volume) May

Symbol

Name

Product Type

Consolidated Trading Volume

Consolidated Turnover Volume ($)

Average Daily Trading Volume

SPY AAPL IWM QQQ AMZN NVDA

FB EEM TSLA BAC

SPY IWM QQQ EEM XLF EFA GDX XLE XIV EWZ

SPDR S&P 500 ETF Trust

ETF

1,494,800,517 $357,432,197,679

67,945,478

Apple Inc.

Stock

654,022,901

$99,210,632,031

29,728,314

iShares Russell 2000 ETF

ETF

579,449,173

$79,571,167,984

26,338,599

PowerShares QQQ Trust, Series 1

ETF

534,921,503

$74,057,181,544

24,314,614

Inc

Stock

76,219,049

$73,296,614,434

3,464,502

Nvidia Corp

Stock

480,270,766

$61,634,296,246

21,830,489

Facebook, Inc. Class A

Stock

403,664,237

$60,646,991,549

18,348,374

iShares MSCI Emerging Markets ETF

ETF

1,209,241,246

$49,402,365,306

54,965,511

Tesla, Inc. Common Stock

Stock

148,054,655

$46,769,549,599

6,729,757

Bank of America Corporation

Stock

1,637,491,338

$38,215,067,200

74,431,424

Top 10 Most Actively Traded ETFs in the U.S. (by Turnover Volume) in May

SPDR S&P 500 ETF Trust

ETF

1,494,800,517 $357,432,197,679

67,945,478

iShares Russell 2000 ETF

ETF

579,449,173

$79,571,167,984

26,338,599

PowerShares QQQ Trust, Series 1 iShares MSCI Emerging Markets ETF

ETF

534,921,503

$74,057,181,544

ETF

1,209,241,246

$49,402,365,306

24,314,614 54,965,511

Financial Select Sector SPDR Fund

ETF

1,506,492,899

$35,451,343,891

68,476,950

iShares MSCI EAFE ETF VanEck Vectors Gold Miners ETF

ETF

460,286,704

$30,094,239,138

ETF

1,101,032,045

$24,614,542,425

20,922,123 50,046,911

Energy Select Sector SPDR Fund

VelocityShares Daily Inverse VIX Short Term ETN

iShares MSCI Brazil Capped ETF

ETF ETN ETF

336,497,640 283,037,942 582,916,935

$22,639,431,941 $21,683,468,222 $20,780,170,206

15,295,347 12,865,361 26,496,224

NEW YORK STOCK EXCHANGE

Average Daily Turnover Volume ($)

$16,246,918,076 $4,509,574,183 $3,616,871,272 $3,366,235,525 $3,331,664,292 $2,801,558,920 $2,756,681,434 $2,245,562,059 $2,125,888,618 $1,737,048,509

$16,246,918,076 $3,616,871,272 $3,366,235,525 $2,245,562,059 $1,611,424,722 $1,367,919,961 $1,118,842,838 $1,029,065,088 $985,612,192 $944,553,191

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NYSE ARCA U.S. EXCHANGE TRADED FUNDS (ETFs)

New ETPs Launched on NYSE Arca in May

Symbol

CCOR COMB COMG MEXX UTSL DUSL TPOR DFEN

Listing Date

Name

Product Type

Consolidated Trading Volume

Consolidated Turnover Volume ($)

Average Daily Trading

Volume

Average Daily Turnover Volume ($)

5/24/2017

Cambria Core Equity ETF

ETF

5/22/2017

GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF

ETF

5/22/2017

GraniteShares S&P GSCI Commodity Broad Strategy No K-1 ETF

ETF

5/3/2017

Direxion Daily MSCI Mexico Bull 3X Shares

ETF

5/3/2017 Direxion Daily Utilities Bull 3X Shares

ETF

5/3/2017

Direxion Daily Industrials Bull 3X Shares

ETF

5/3/2017

Direxion Daily Transportation Bull 3X Shares

ETF

5/3/2017

Direxion Daily Aerospace & Defense Bull 3X Shares

ETF

3,831,782 1,399 200 10,151 39,973 6,858 6,090

350,952

$96,107,684 $34,538 $4,924 $245,651

$1,047,204 $173,699 $149,267 $9,081,862

766,356 200 29 508 1,999 327 290

16,712

$19,221,537 $4,934 $703 $12,283 $52,360 $8,271 $7,108

$432,470

NEW YORK STOCK EXCHANGE

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# of Products

NYSE ARCA U.S. EXCHANGE TRADED FUNDS (ETFs)

1400

1200

1000

800

600

400

200

0

Mar-15 Apr-15 May-15 Jun-15 Jul-15 Aug-15 Sep-15 Oct-15 Nov-15 Dec-15 Jan-16 Feb-16 Mar-16 Apr-16 May-16 Jun-16 Jul-16 Aug-16 Sep-16 Oct-16 Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17

ETF

1221 1234 1240 1262 1281 1296 1311 1314 1317 1322 1322 1309 1305 1301 1302 1315 1318 1297 1304 1309 1308 1275 1270 1274 1275 1274 1278

ETV

78

78

78

76

76

75

75

75

75

75

75

75

73

73

73

73

73

71

70

70

70

70

71

71

73

73

73

ETN

183 183 184 184 170 170 171 177 177 177 175 180 180 179 179 177 181 173 165 164 165 165 167 166 167 167 166

AUM ($ trillion) 1.98 2.02 2.03 2 2.14 2.07 1.98 1.975 2.02 2.001 1.9 1.88 1.98 2.052 1.97 2.06 2.17 2.2 2.42 2.21 2.28 2.35 2.43 2.52 2.55 2.63 2.67

? As of May, 2,020 ETFs were listed in the U.S., 1,517 of which were listed on NYSE Arca ? NYSE Arca listed ETFs have a total AUM of approximately $2.67 trillion

NEW YORK STOCK EXCHANGE

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NYSE ARCA ETFs (BY ISSUER)

Issuer Academy Funds AdvisorShares

AlphaClone ALPS ARK

ArrowShares Barclays Cambria

Charles Schwab

Citigroup Columbia Management

Credit Suisse CSOP

Deutsche Bank db X-trackers Diamond Hill

# of ETFs 1 18 2 18 4 2 72 4

21

3 14 9 3 28 16 1

New in May 1(CCOR)

Direxion Shares

85

5(MEXX,UTSL,DUSL,TPOR,DFEN)

ETF Managers Group

4

ETF Securities

8

Exchange Traded Concepts

7

Fidelity

20

FirstTrust

36

FlexShares

18

Franklin Templeton

8

Global X

40

Goldman Sachs

2

Goldman Sachs Asset Management

7

GraniteShares

2

Guggenheim

76

Hartford Funds

7

Horizons

2

IndexIQ

20

Inspire Investing

2

Invesco PowerShares

88

iShares

259

Janus

3

NEW YORK STOCK EXCHANGE

2(COMB,COMG)

New YTD

1 1

8 3 1 2 1

2 2 1 2 1 1

Turnover $8,382,622 $124,628,567 $1,604,076 $2,720,134,321 $106,083,738 $27,748,784 $20,600,574,226 $137,263,526

$7,214,593,635

$1,392,096 $155,767,224 $65,854,073

$1,906,884 $1,812,257,155 $2,585,972,699

$3,611,320

$48,948,754,403

$6,706,742 $318,112,464 $375,460,267 $1,148,486,600 $6,163,567,146 $892,232,223 $135,493,255 $1,380,809,876

$2,516,185

$282,137,749

$39,462

$5,803,699,560 $28,286,233 $16,990,739 $281,579,732 $9,561,865

$84,574,459,198 $438,582,381,348

$40,346,880 6

NYSE ARCA ETFs (BY ISSUER)

Issuer John Hancock JPMorgan Chase & Co. JP Morgan ETFs Krane Shares LocalShares

Merk Morgan Stanley

Natixis Nuveen Oppenheimer O'Shares PIMCO Principal ProShares PureFunds QuantShares RealityShares Reaves Renaissance Capital RexShares SerenityShares SPDR ETFs Sprott Asset Management Strategy Shares Swedish Export Credit (SEK) Teucrium Tortoise

UBS United States Commodity Funds

LLC

U.S. Global Investors

VanEck Vectors Vanguard

VelocityShares Virtus ETF Solutions

WBI WisdomTree

NEW YORK STOCK EXCHANGE

# of ETFs 12 1 10 3 1 1 5 1 2 7 7 12 1 122 6 5 1 1 2 2 1 147 6 2 7 5 1 41

13

1

54 49 7 5 12 54

New in May

New YTD

1 1 2

1 1

2 1 2 1

Turnover $46,193,684 $1,145,999,295 $311,732,469 $445,013,182

$113,287 $6,867,419 $4,199,028 $685,549 $6,449,182 $216,834,648 $72,129,982 $2,400,495,426 $1,854,297 $54,905,505,139 $414,315,205 $1,649,690 $10,861,801 $461,377 $2,941,481 $30,164,213 $2,707,109 $581,464,705,758 $211,969,133 $3,744,997 $35,678,337 $67,795,643 $8,679,728 $23,872,123

$604,548,514

$8,498,618,575

$51,526,698,763 $85,615,685,207 $37,634,811,856

$212,989,472 $56,186,848 $9,294,682,016

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U.S. ETF CONSOLIDATED VOLUMES

40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00%

5.00% 0.00%

? During the month of May, U.S. ETF CADV was 1.16 billion and daily notional value was $66.39 billion ? By the end of May, U.S. ETF share and notional volume represented 17.20% and 24.74%, respectively of

all CTA issues

NEW YORK STOCK EXCHANGE

Apr 2010 Jun 2010 Aug 2010 Oct 2010 Dec 2010 Feb 2011 Apr 2011 Jun 2011 Aug 2011 Oct 2011 Dec 2011 Feb 2012 Apr 2012 June 2012 Aug 2012 Oct 2012 Dec 2012 Feb 2013 Apr 2013 June 2013 Aug 2013 Oct 2013 Dec 2013 Feb 2014 April 2014 June 2014 Aug 2014 Oct 2014 Dec 2014 Feb 2015 April 2015 June 2015 Aug 2015 Oct 2015 Dec 2015 Feb 2016 April 2016 June 2016

Aug-16 Oct 2016 Dec 2016 Feb 2017 April 2017

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