Program Trading Averaged 46.0 Percent of NYSE Volume during June 18-22 |
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NEW YORK, June 28, 2012 -- 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 June 18-22.
The data indicated that during June 18-22, program trading amounted to 46.0 percent of NYSE average daily volume of 2,043.4 million shares1, or 940.2 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.
1 The NYSE calculates program trading as the sum of shares
bought, sold and sold short in program trades.The total of
these shares is divided by the sum of shares bought, sold and
sold short on the NYSE including its crossing sessions.
The data contained in this press release are owned by NYSE
Euronext, its affiliated companies and other disseminating
parties, as applicable, and are protected by U.S. and
international copyright and other laws.NYSE Euronext grants
the recipient of this press release the non-exclusive limited
right to use, distribute or reproduce the data contained
herein in connection with news reporting and related
endeavors. Any other use of the data is expressly prohibited
without the express written permission of NYSE Euronext.
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