Program Trading Averaged 28.2 Percent Of NYSE Volume During Oct. 29-Nov. 2

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 Oct. 29-Nov. 2.

The data indicated that during Oct. 29-Nov. 2, program trading amounted to 28.2 percent of NYSE average daily volume of 3,866.9 million shares1, or 1,088.8 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 2,521.3 million shares a day during Oct. 29-Nov. 2. About 43.2 percent of program trading took place on the NYSE, 0.8 percent in non-U.S. markets and 56.0 percent in other domestic markets, including Nasdaq, the American Stock Exchange and regional markets.

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