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Daily ETF Flows

Daily ETF Flows: SPY Loses $864M
By Olly Ludwig | November 13, 2012

 

Top 10 Creations (All ETFs)

Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
XLF Financial Select SPDR 114.85 8,407.18 1.38%
VOO Vanguard S&P 500 69.62 5,698.00 1.24%
IWF iShares Russell 1000 Growth 60.57 16,226.92 0.37%
BIL SPDR Barclays 1-3 Month T-Bill 54.97 1,259.78 4.56%
EPP iShares MSCI Pacific ex-Japan 54.64 3,469.39 1.60%
DLN WisdomTree LargeCap Dividend 52.73 1,281.34 4.29%
IYR iShares Dow Jones U.S. Real Estate 44.02 4,836.24 0.92%
XLV Health Care Select SPDR 43.30 5,410.82 0.81%
VT Vanguard Total World Stock 37.53 1,474.38 2.61%
DEM WisdomTree Emerging Markets Equity Income 36.68 4,485.44 0.82%


Top 10 Redemptions (All ETFs)

Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
SPY SPDR S&P 500 -864.31 104,260.98 -0.82%
VWO Vanguard MSCI Emerging Markets -439.48 56,128.96 -0.78%
GSC GS Connect S&P GSCI Enhanced Commodity Total Return Strategy ETN -119.31 126.39 -48.56%
IWM iShares Russell 2000 -106.93 15,137.03 -0.70%
XHB SPDR S&P Homebuilders -87.32 1,991.90 -4.20%
QQQ PowerShares QQQ -85.63 29,789.90 -0.29%
JNK SPDR Barclays High Yield Bond -75.96 11,870.86 -0.64%
EZU iShares MSCI EMU -65.71 1,520.38 -4.14%
XLY Consumer Discretionary Select SPDR -56.84 3,301.12 -1.69%
XLI Industrial Select SPDR -56.42 3,389.93 -1.64%


ETF Daily Flows By Asset Class

Net Flows ($, mm) AUM ($, mm) % of AUM
U.S. Equity -817.23 563,619.40 -0.14%
International Equity -273.75 299,235.10 -0.09%
U.S. Fixed Income -22.82 226,956.04 -0.01%
International Fixed Income 36.56 23,942.85 0.15%
Commodities -142.21 121,333.18 -0.12%
Currency 12.36 2,833.38 0.44%
Leveraged 67.33 12,825.45 0.52%
Inverse -173.99 18,734.64 -0.93%
Asset Allocation 1.76 2,262.13 0.08%
Alternatives -52.80 3,854.80 -1.37%
Total: -1,364.78 1,275,596.96 -0.11%


Top 10 Volume Surprises, Funds >$50 mm AUM

Ticker Name Average Volume
(30 Day)		 1-Day Volume % of Average
GCC GreenHaven Continuous Commodity 104,027 752,484 723.35%
ITF iShares S&P/TOPIX 150 4,094 28,815 703.80%
FEZ SPDR Euro STOXX 50 632,743 3,932,114 621.44%
SLYV SPDR S&P SmallCap 600 Value 7,865 45,840 582.82%
FTY iShares FTSE NAREIT Real Estate 50 10,255 57,788 563.50%
JKI iShares Morningstar Mid Value 2,515 12,780 508.07%
AGOL ETFS Physical Asian Gold 208 937 450.55%
IWW iShares Russell 3000 Value 27,783 122,991 442.69%
EQL ALPS Equal Weight 7,504 33,102 441.12%
DEF Guggenheim Defensive Equity 23,256 98,095 421.80%


Top 10 1-Day Performers, Excluding Leverage/Inverse Funds and <1,000 Shares Traded

Ticker Name 1-Day Performance 1-Day Volume AUM ($, mm)
GAZ iPath Dow Jones-UBS Natural Gas Total Return ETN 2.19% 61,258 41.13
INCO EGShares India Consumer 2.17% 2,500 2.24
REMX Market Vectors Rare Earth/Strategic Metals 2.16% 82,108 163.59
JO iPath Dow Jones-UBS Coffee Total Return ETN 1.94% 108,970 42.47
UNG United States Natural Gas 1.91% 4,025,733 1,192.74
IBB iShares NASDAQ Biotechnology 1.75% 1,029,667 2,043.57
CAFE iPath Pure Beta Coffee ETN 1.70% 2,110 1.87
DBB PowerShares DB Base Metals 1.63% 39,202 305.59
SGG iPath Dow Jones-UBS Sugar Total Return ETN 1.62% 26,577 35.57
UNL United States 12 Month Natural Gas 1.59% 11,251 48.02

Bottom 10 1-Day Performers, Excluding Leverage/Inverse Funds and <1,000 Shares Traded

Ticker Name 1-Day Performance 1-Day Volume AUM ($, mm)
VIIX VelocityShares VIX Short Term ETN -6.84% 438,759 12.78
VIXY ProShares VIX Short-Term -6.84% 681,416 162.20
VXX iPath S&P 500 VIX Short-Term Futures ETN -6.84% 23,188,252 1,508.67
GREK Global X FTSE Greece 20 -4.76% 41,014 20.28
WEAT Teucrium Wheat -3.20% 10,856 3.08
JJG iPath Dow Jones UBS Grains Total Return ETN -3.15% 82,856 114.68
VIIZ VelocityShares VIX Mid Term ETN -3.05% 6,325 5.60
VIXM ProShares VIX Mid-term -3.05% 58,034 100.97
VXZ iPath S&P 500 VIX Mid-Term Futures ETN -3.05% 1,380,562 111.47
SOYB Teucrium Soybeans -3.05% 25,241 7.91

Disclaimer: All data as of 6 a.m. Eastern time the date the article is published. Data is believed to be accurate; however, transient market data is often subject to subsequent revision and correction by the exchanges.