Program Trading Averaged 32.6 Percent Of NYSE Volume During Mar. 30-Apr. 3

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 Mar. 30-Apr. 3.

The data indicated that during Mar. 30-Apr. 3, program trading amounted to 32.6 percent of NYSE average daily volume of 3,343.7 million shares¹, or 1,089.0 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 3,389.9 million shares a day during Mar. 30-Apr. 3.  About 32.1 percent of program trading took place on the NYSE, 0.8 percent in non-U.S. markets and 67.1 percent in other domestic markets, including Nasdaq, NYSE Amex and regional markets.

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