The New York Stock Exchange today released its weekly program-trading data submitted by its member firms. The report includes trading in all markets as reported to the NYSE for June 2-6.
The data indicated that during June 2-6, program trading amounted to 22.8 percent of NYSE average daily volume of 4,023.2 million shares1, or 915.3 million program shares traded per day.
Program trading encompasses a wide range of portfolio-trading strategies involving the purchase or sale of a basket of at least 15 stocks with a total value of $1 million or more.
In all markets, program trading by member firms averaged 2,632.3 million shares a day during June 2-6. About 34.8 percent of program trading took place on the NYSE, 0.6 percent in non-U.S. markets and 64.6 percent in other domestic markets, including Nasdaq, the American Stock Exchange and regional markets.
View the Top 15 Most Active (pdf format)
1