Analyses ETP (Engels)
Typography

ETF total traded volume : Total traded volume on the Tradeweb European ETF marketplace reached €13.2 billion in September, up 12% from August....

Adriano Pace, managing director for equity derivatives at Tradeweb


The end of September also marked the platform’s third best performing quarter since its launch in October 2012, as Q3 2017 activity touched €38.3 billion. 

Adriano Pace, managing director for equity derivatives at Tradeweb, said: “As the ETF industry is bracing itself for the new regulatory landscape, both our monthly and quarterly numbers evidence the efficiencies of RFQ trading on a regulated platform like the Tradeweb MTF. Benefits are not limited to achieving best price, but also extend to speed and likelihood of execution, ultimately enabling market participants to comply with strengthened best execution obligations under MiFID II.”

ETF volume breakdown

September’s activity in equity-based ETFs amounted to 61% of the overall notional volume, mirroring the previous 12-month rolling average. ‘Buys’ in the asset class surpassed ‘sells’ by seven percentage points, while fixed income ETFs saw net buying for the fifth consecutive month. There was an equal split between “buys” and “sells” for commodity ETFs; their total traded volume decreased by one percentage point to 6% of the overall platform flow, compared to the previous 12 months.

Nearly €2 billion in notional was executed in European Equity ETFs, the most actively-traded category in September, while Government Bonds proved to be the most heavily-traded ETF segment.

09 10 2017 TW 

Top ten ETFs by traded volume

Three products offering exposure to US equities were among September’s top ten list by traded volume, with the Vanguard S&P 500 UCITS ETF ranked first. In eighth place, the db x-trackers MSCI World Index UCITS ETF was the most heavily-traded fund in the third quarter.

09 10 2017 2TW 

DataPoints Market Insight from Tradeweb

Data derived from trading activity on the Tradeweb European-listed ETF platform.

Source: ETFWorld

This site uses cookies. Cookies help us know you better and improve your navigation experience. By continuing to browse the site you are agreeing to our use of cookies.

logo

Professional investors
Important legal information

Before accessing this website you must read and accept the following terms and legal notices. If you are not able to access the website according to these terms or do not understand their meaning you must not proceed any further and should decline to accept them.

This website includes information about financial products that are not registered for sale in the Netherlands. This information is therefore made available solely to persons meeting the below criteria. These persons must not pass on any information to third parties with whom it would not be lawful to do so according to local legislation and regulation.

Persons accessing this website must be 'Qualified investors'.

'Qualified investor' means:

Legal entities which are authorised or regulated to operate in the financial markets, including: credit institutions, investment firms, other authorised or regulated financial institutions, insurance companies, collective investment schemes and their management companies, pension funds and their management companies, commodity dealers, as well as entities not so authorised or regulated whose corporate purpose is solely to invest in securities;

National and regional governments, central banks, international and supranational institutions such as the International Monetary Fund, the European Central Bank, the European Investment Bank and other similar international organisations.

Persons who do not meet these criteria cannot proceed any further and must leave the website.