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   Monthly ETP Market Quality & Trading Statistics Report  

This report provides comprehensive market quality and trading statistics on all Exchange Traded Products (ETPs). The file is available on the 15th of every month with a two month lag. For example, January data is available on March 15th and February data is available on April 15th.

The ETP Market Quality & Trading Statistics report is available in CSV format and is delivered via FTP. Data is available as March, 2008 to present

Instruments Covered
ETFs

Markets Covered
NYSE Arca, NYSE
 
Included Data
History: 1 Mar 2008 - present

The report covers all Exchange Traded Products (ETPs) from the following four product categories:


Exchange Traded Fund (ETF)
An Exchange Traded Fund is an open-ended registered investment companies under the Investment Company Act of 1940, which have received certain exemptive relief from the SEC to allow secondary market trading in the ETF shares. ETFs are generally index-based products, in that each ETF holds a portfolio of securities that is intended to provide investment results that, before fees and expenses, generally correspond to the price and yield performance of the underlying benchmark index.  Examples of these include iShares MSCI Emerging Markets Index Fund issued by fund manager BlackRock Fund Advisors, Financial Select Sector SPDR Fund issued by fund manager State Street Global Advisors and Direxion Daily Financial Bull 3X Shares issued by fund manager Direxion Shares.  

Exchange Traded Vehicle (ETV)
An Exchange Traded Vehicle (ETV) tracks the underlying performance of an asset or index allowing investors exposure to underlying assets such as futures contracts, commodities, and currency without actually trading futures or taking physical delivery of the underlying asset. An Exchange Traded Vehicle is traded intraday like an Exchange Traded Fund. An ETV is an open-ended trust or partnership unit that is registered under the Investment Company Act of 1933.  Examples of these include United States Oil Fund LP issued by fund manager United States Commodity Fund, CurrencyShares Euro Trust issued by fund manager Rydex and SPDR Gold Trust issued by fund manager World Gold Counsel.

Exchange Traded Note (ETN)
An Exchange Traded Note (ETN) is a senior unsecured debt obligation designed to track the total return of a underlying index, benchmark or strategy, minus investor fees. Exchange Traded Notes are registered under the Securities Act of 1933 and are redeemable to the issuer.  Examples of these include iPATH S&P 500 VIX Short-Term Futures ETN issued by fund manager Barclays Bank PLC, UBS E-TRACS S&P 500 Gold Hedged ETN issued by fund manager UBS, and PowerShares DB Commodity Double Long ETN issued by fund manager Deutsche Bank.

Certificate
A certificate is an unsecured, unsubordinated debt security where returns are based upon the performance of a market index minus applicable fees.  Investors can hold the debt security until maturity. The value of the notes may drop without changes in the underlying index due to a downgrade in the issuer's credit rating. Examples of these include Nikkei 225 Index MITTS issued by fund manager AIG, Select 10 Index SRN issued by fund manager Merrill Lynch & Co. and Nikkei 225 Index Protected Certificates issued by fund manager Citigroup.

 

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