The New York Stock Exchange, a subsidiary of NYSE Euronext (NYX), introduces its weekly program-trading data submitted by its member firms. The report encompasses trading in all markets.
During the period mentioned program trading amounted to 33.4% of NYSE average daily volume of 3,034.1 million shares1, or 1,013.9 million program shares traded per day. This included program trading associated with the 16 January monthly expiration of stock-index options and futures.
In all markets, program trading by member firms averaged 3,212.4 million shares a day during 12-16 January. About 31.6% of program trading took place on the NYSE, 2.4% in non-U.S. markets and 66.0% in other domestic markets, including Nasdaq, the American Stock Exchange and regional markets.
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