Tuesday, October 9, 2007

ETFs Volume >1M

Ticker Volume Vol 3M Avg %Chg
QQQQ 94,210,279 136,009,000 -31%
SPY 94,054,252 205,751,000 -54%
IWM 57,973,988 109,689,000 -47%
XLF 32,186,200 60,913,900 -47%
QID 19,136,875 25,750,500 -26%
XLE 17,952,328 23,686,000 -24%
EWJ 14,942,450 22,580,300 -34%
EWZ 12,653,555 13,627,900 -7%
EWT 11,987,500 9,885,280 21%
EEM 10,048,374 15,601,100 -36%
DIA 9,071,800 17,105,200 -47%
SDS 8,013,533 14,054,800 -43%
GLD 7,416,400 6,640,520 12%
SMH 7,125,000 11,497,800 -38%
OIH 6,096,400 9,170,090 -34%
EWH 5,260,127 5,193,650 1%
XLB 4,813,400 8,211,330 -41%
EFA 4,796,160 7,427,330 -35%
MDY 4,475,400 6,498,770 -31%
XLP 4,467,400 2,377,100 88%
XLU 4,087,782 7,951,540 -49%
IYR 3,913,300 6,845,010 -43%
FXI 3,683,430 3,571,960 3%
XLY 3,549,300 3,874,460 -8%
RTH 3,120,600 5,440,520 -43%
USO 3,109,500 2,561,740 21%
EWS 3,056,200 3,646,870 -16%
EWW 2,890,684 3,824,360 -24%
EWY 2,859,413 2,723,120 5%
IWO 2,792,207 3,992,440 -30%
XLK 2,707,500 2,967,760 -9%
XRT 2,583,200 1,776,140 45%
IVV 2,505,800 2,992,460 -16%
EWM 2,450,100 2,970,400 -18%
TWM 2,280,682 2,993,050 -24%
EWP 2,227,800 357,645 523%
XHB 1,991,850 5,183,650 -62%
XLI 1,840,900 5,348,290 -66%
EWA 1,839,154 1,873,820 -2%
DXD 1,776,412 3,412,520 -48%
RSX 1,759,400 192,700 813%
IWF 1,626,022 2,440,050 -33%
IWN 1,568,000 2,560,790 -39%
QLD 1,552,632 2,057,850 -25%
FVL 1,399,130 89,848.50 1457%
IBB 1,346,000 1,551,250 -13%
SHY 1,313,863 970,138 35%
UNG 1,295,743 1,433,360 -10%
IJR 1,133,900 1,982,620 -43%
GDX 1,120,591 1,775,350 -37%
IWD 1,107,000 1,710,930 -35%

Comments:
FVL - All I could find on the sudden appearance of FVL on the volume spike is this article talking about it being a Closed End Fund that is has converted to ETF.

RSX - This is the Ryder Russian ETF. It has spiked over 1M shares only one other time, that being Oct. 2 This could be correlated to its large holdings in Gazprom, Lukoil and other commodity plays. Since Aug. 21 RSX is up nearly 27% Daily trading volumes typically range from 50,000 shares to 200,000, but since Oct.1 there has been a large spike in daily volume. RSX is up 6.5% since Oct. 1

EWP - This is the iShares Spain ETF. Here is an article that might answer the question of why volume is spiking.

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