Program Trading Averaged 29.5 Percent Of NYSE Volume During Apr. 27-May 1

The New York Stock Exchange, a subsidiary of NYSE Euronext (NYX), 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 Apr. 27-May 1.

The data indicated that during Apr. 27-May 1, program trading amounted to 29.5 percent of NYSE average daily volume of 2,979.1 million shares¹, or 877.6 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. 

In all markets, program trading by member firms averaged 3,158.2 million shares a day during Apr. 27-May 1.  About 27.8 percent of program trading took place on the NYSE, 1.0 percent in non-U.S. markets and 71.2 percent in other domestic markets, including Nasdaq, NYSE Amex and regional markets.

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