Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Program Trading Averaged 28.2 Percent Of NYSE Volume During Nov. 9-13

Date 19/11/2009

The New York Stock Exchange, a subsidiary of NYSE Euronext (NYX), today released its weekly program-trading data compiled from member firms’ executed volume from NYSE’s orders database.  The report includes trading on the NYSE for Nov. 9-13.

The data indicated that during Nov. 9-13, program trading amounted to 28.2 percent of NYSE average daily volume of 2,251.6 million shares1, or 635.6 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. 

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