WallachBeth ETF Desk Notes July 20

Today’s WallachBeth action:
Despite early and large selling in EFA, our blotter evened out with some steady 2-way flow of smaller notional sizes in emerging market funds. We also had large inflows into Sweden and the UK (EWD and EWU).

Away, we noticed heavy price pressure on Spain and Italy ETFs (EQP and EWI)

Re: Fixed Income: the steady and large inflows we have been handling all week lightend up considerably today, although direction remained on the buy-side.

Commodities: Natural Gas and CORN displayed some wild price action once again; today’s action was on the upside.

Some of you might be shocked to discover that I’ll be taking next week off (for a well-deserved summer vacation!); our entire trade desk team will be operating in full force and end-of-day updates will be produced by our able team here at WB.

Chris Hempstead

Director of ETF Execution Services

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WallachBeth ETF Desk Notes Tues Jul 17

WallachBeth action:
Active seller in Gold today. GLD
We had buying into BulletShare Target Date 2013,2014 and 2015 (BSJE, BSJD, BSJF).record volume in each.
Late day buyer in Emerging markets VWO- 2.5mm shares.
Buyer of India today, finally- EPI 500k shares
Away:
Witnessed some good sized sellers in EPP (MSCI Pacific ex Japan) and EWQ (France) with proceeds into HYG (Ishares High Yield corp bond) and LQD (Ishares Investment grade).
Drought conditions are apparently getting worse. I will be putting out a short and sweet little info sheet on commodity ETFs on my radar as this unfortunate weather pattern evolves.
Good news to sleep on: Volumes were 20% higher today than yesterday. Bad news to sleep on: Volumes were 20% lower than the 1 year average today.
Have a great night.
Hempstead

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ETF Market Summary Monday July 16

Some flows that grabbed our attention during first half of this wonderful July of 2012.
IEI-IShares 3-7 Year Treasury ETF–>25% less shares on outflow of $850mm
UST-Proshares Ultra 7-10 year ETF–>95% less shares on outflow of $685mm
OEF-IShares S&P 100 ETF–>20% increase in shares on inflow of $750mm
XLI-Industrials Select Sector ETF–>13% decrease in shares on outflow of $400mm

Another light day in outlier activity however it was interesting to observe the increases on volumes in 3 different small cap equity ETFs-SCZ, IJT and VB.
UNG took a breath today and finished flat today and up only a half a percent from Monday.  All that after having and 8% roller coaster range all week long.
SPY, QQQ and IWM all traded well under their 5D volume average as did most sector and index based funds today.
Please,  go home and have a great weekend.
Best
Hempstead

 Winners WALLACHBETH ETF TRADING AND MARKET SUMMARY
RANK % MOVE TICKER PRICE SECTOR REGION NAME VOLUME VOL_AVG_30D X ADV
1 2.83% KBE $22.15 Financials  / Equity U.S. SPDR S&P Bank 1,858,424 2,315,252 80%
2 2.80% XLF $14.71 Financials  / Equity U.S. Financial Select SPDR 77,678,666 71,413,968 109%
3 2.33% KRE $27.74 Financials  / Equity U.S. SPDR S&P Regional Banking 1,425,431 2,077,296 69%
4 2.27% GDXJ $18.49 Basic Materials  / Equity Global Market Vectors Junior Gold Miners 1,809,226 3,714,000 49%
5 2.19% EWY $52.86 Total Market  / Equity South Korea iShares MSCI South Korea 1,594,119 1,902,553 84%
6 2.18% IYT $92.93 Industrials  / Equity U.S. iShares Dow Jones Transport Avg 357,011 533,773 67%
7 1.99% ILF $41.60 Large Cap  / Equity Latin America iShares S&P Latin America 40 895,945 810,182 111%
8 1.98% EWG $19.55 Total Market  / Equity Germany iShares MSCI Germany 2,829,423 4,744,911 60%
9 1.96% XOP $49.81 Energy  / Equity U.S. SPDR S&P Oil & Gas Expl & Prod 3,588,743 5,472,013 66%
10 1.92% VWO $39.35 Total Market  / Equity Emerging Markets Vanguard MSCI EMG Markets 20,157,667 23,287,868 87%
11 1.88% EEM $38.47 Total Market  / Equity Emerging Markets iShares MSCI EMG Markets 37,078,127 48,286,188 77%
12 1.84% XLI $34.84 Industrials  / Equity U.S. Industrial Select SPDR 23,737,230 17,656,804 134%
13 1.81% IVE $61.79 Large Cap  / Equity U.S. iShares S&P 500 Value 465,914 383,777 121%
14 1.81% EWZ $51.33 Total Market  / Equity Brazil iShares MSCI Brazil 10,546,320 18,642,432 57%
15 1.81% EPI $17.22 Total Market  / Equity India WisdomTree India Earnings 2,677,399 2,678,593 100%
ETF LOSERS SUMMARY
RANK % MOVE TICKER SECTOR REGION NAME VOLUME VOL_AVG_30D X ADV
1 -0.2% TLT $129.28 Treasury  / Fixed Income U.S. iShares Barclays 20+ Year Treas Bond 4,174,573 10,069,510 41%
2 0.0% IEF $109.15 Treasury  / Fixed Income U.S. iShares Barclays 7-10 Yr Treas Bond 307,570 1,192,848 26%
3 0.0% BIV $89.63 Broad Market  / Fixed Income U.S. Vanguard Intermed-Term Bond 225,303 278,395 81%
4 0.0% MBB $108.84 Agency MBS  / Fixed Income U.S. iShares Barclays MBS Bond 289,969 393,524 74%
5 0.0% LQD $119.37 Inv.Grade  / Fixed Income U.S. iShares iBoxx $ Inv Grade Corp Bond 1,464,591 1,959,644 75%
6 0.0% BND $84.86 Broad Market  / Fixed Income U.S. Vanguard Total Bond Market 701,868 1,390,197 50%
7 0.0% BSV $81.24 Broad Market  / Fixed Income U.S. Vanguard Short-Term Bond 319,174 731,360 44%
8 0.0% AGG $112.08 Broad Market  / Fixed Income U.S. iShares Barclays Aggregate Bond 432,924 1,153,103 38%
9 0.0% SHY $84.48 Treasury  / Fixed Income U.S. iShares Barclays 1-3 Yr Treas Bond 633,676 2,212,477 29%
10 0.1% TIP $120.97 TIPS  / Fixed Income U.S. iShares Barclays TIPS Bond 427,782 1,228,709 35%
11 0.1% CSJ $104.80 Inv.Grade  / Fixed Income U.S. iShares Barclays 1-3 Yr Credit Bond 425,413 462,942 92%
12 0.1% BOND $106.73 Broad Market  / Fixed Income Global PIMCO Total Return 509,006 506,651 100%
13 0.1% UNG $19.61 Natural Gas  / Commodities Global United States Natural Gas 8,567,466 13,445,873 64%
14 0.2% HYG $91.01 High Yield  / Fixed Income U.S. iShares iBoxx $ Hi Yld Corp. Bond 2,228,527 3,505,625 64%
15 0.3% PFF $39.20 Preferred Stock  / Fixed Income U.S. iShares S&P U.S. Prefrd Stock 1,669,926 1,950,358 86%
MOST ACTIVE $ VOL
RANK % MOVE TICKER $ VOLUME NAME
1 1.7% SPY $16,685,568,097 SPDR S&P 500
2 1.4% IWM $3,075,988,762 iShares Russell 2000
3 1.5% QQQ $2,039,231,559 PowerShares QQQ
4 1.9% EEM $1,426,395,546 iShares MSCI Emerging Markets
5 2.8% XLF $1,142,653,177 Financial Select SPDR
6 1.8% XLI $827,005,093 Industrial Select SPDR
7 1.9% VWO $793,204,196 Vanguard MSCI Emerging Markets
8 1.0% GLD $781,126,582 SPDR Gold
9 1.7% XLE $679,186,949 Energy Select SPDR
10 6.8% FAS $658,264,161 Direxion Daily Financial Bull 3x
11 1.4% EFA $611,539,943 iShares MSCI EAFE
12 -5.7% VXX $585,276,465 iPath S&P 500 VIX Short-Term Futures ETN
13 1.2% GDX $570,526,249 Market Vectors Gold Miners
14 1.8% EWZ $541,342,606 iShares MSCI Brazil
15 -0.2% TLT $539,688,797 iShares Barclays 20+ Year Treasury Bond
16 1.7% IVV $515,955,712 iShares S&P 500
17 4.4% TNA $505,945,598 Direxion Daily Small Cap Bull 3x
18 1.6% DIA $501,955,560 SPDR Dow Jones Industrial Average Trust
19 1.7% FXI $436,797,971 iShares FTSE China 25
20 -6.9% FAZ $336,288,224 Direxion Daily Financial Bear 3x
21 1.1% IYR $327,960,074 iShares Dow Jones U.S. Real Estate
22 3.2% SSO $304,601,394 ProShares Ultra S&P 500
23 1.7% XLB $298,691,944 Materials Select SPDR
24 -4.3% TZA $291,498,888 Direxion Daily Small Cap Bear 3x
25 -3.4% SDS $279,790,169 ProShares UltraShort S&P 500
26 0.9% XLU $263,085,542 Utilities Select SPDR
27 1.7% XLY $262,977,195 Consumer Discretionary Select SPDR
28 1.5% XRT $216,779,607 SPDR S&P Retail
29 0.2% HYG $202,823,368 iShares iBoxx $ High Yield Corporate Bond
30 1.6% MDY $195,899,655 SPDR S&P MidCap 400
ETFs WITH SIGNIFICANT AND RELEVANT INCREASE IN VOL
RANK VOLUME % + TICKER $ VOLUME TODAY SECTOR NAME
1 902% SCZ $40,095,832 Small Cap iShares MSCI EAFE Small Cap
2 405% IJT $41,567,370 Small Cap iShares S&P SmallCap 600 Growth
3 292% VB $39,893,531 Small Cap Vanguard Small-Cap
4 260% IVW $80,118,319 Large Cap iShares S&P 500 Growth
5 182% MOO $36,098,503 Theme Market Vectors Agribusiness
6 179% DEM $31,969,565 High Dividend Yield WisdomTree Emerging Markets Equity Income
7 172% EWM $28,491,992 Total Market iShares MSCI Malaysia
8 165% VTI $155,454,200 Total Market Vanguard Total Stock Market
9 164% ILF $37,271,312 Large Cap iShares S&P Latin America 40
10 163% IWV $31,137,390 Total Market iShares Russell 3000
11 151% AMLP $44,083,577 Energy Alerian MLP
12 150% XHB $162,949,162 Consumer Cyclicals SPDR S&P Homebuilders
13 149% VOO $59,683,950 Large Cap Vanguard S&P 500
14 144% IJH $77,058,103 Mid Cap iShares S&P 400 MidCap
15 143% IVE $28,788,826 Large Cap iShares S&P 500 Value
16 140% XLF $1,142,653,177 Financials Financial Select SPDR
17 133% IWP $35,596,573 Mid Cap iShares Russell Mid Cap Growth
18 131% VGK $76,768,467 Total Market Vanguard European
19 129% XLU $263,085,542 Utilities Utilities Select SPDR
20 124% IWR $26,630,218 Mid Cap iShares Russell Midcap

The information contained herein is NOT a recommendation to buy or sell any securities, nor is it a solicitation to buy or sell securities.  NO Warranty is extended with regard to the timeliness or accuracy of this data.This information is provided as a courtesy only to clients of WallachBeth Capital LLC. For additional information, please contact the ETF Trading Desk at WallachBeth Capital

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WBC ETF Desk Notes 11-11-12

 

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