NYSE Euronext Monthly ETF Activity Report – July 2013

Listings: In July 2013, EasyETF listed one new share class on NYSE Euronext Paris…

Sign up for our weekly Newsletter and receive the latest ETF and ETC news.
Click here to register for your free copy

At the end of July, NYSE Euronext’s European markets had 674 listings of 584 ETFs from 17 issuers.

Trading activity
Average daily value traded on-book in July of €217.5 million, a  decrease of 7.0% vs June 2013, and down 9.3% vs July 2012.
Total value traded on-book amounted to €5.0 billion, a decrease of 13.8% vs June 2013, and down 5.1% vs July 2012.
Average of 6,418 on-book trades (single-counted) executed daily last month, a decrease of 15.4% vs June 2013, and up 3.4% vs July 2012.
Total of €364.4 million  exchanged in block trades in July, down 81.0% from the €1.9 billion in June and down 50.9% vs July 2012.
Overall, block trade volume represented 7.3% of the total regulated market ETF trading activity on NYSE Euronext.

Assets Under Management (AUM)
At the end of July 2013, the combined AUM of all ETFs listed on the NYSE Euronext European markets totalled €156.6 billion.

Market Quality
In July, we welcomed Virtu Financial as a new LP to our markets. Virtu took on responsibilities for a total of 32 ETFs: 19 Lyxor ETFs, 11 iShares ETFs, and 2 db  x-trackers.  
In addition, 3 LPs took on liquidity responsibilities for 6 new LP contracts on 6 different ETFs:
Timber Hill expanded their activity by including 3 new iShares ETFs.
Commerzbank continued expanding their activity by adding 2 Lyxor ETFs to their list.
BNP Paribas Arbitrage took the lead on the new EasyETF share class.
Median spread for all listed ETFs of 41.0 bps, an improvement of 6% vs June 2013 and up 45% vs July 2012.
23 Liquidity Providers currently active on ETFs.

Source: ETFWorld – NYSE Euronext

WMCR
Wilshire Micro-Cap ETF (based on the Wilshire US Micro-Cap Index)