The FINANCIAL — The New York Stock Exchange, a subsidiary of NYSE Euronext released its weekly program-trading data compiled from member firms’ executed volume from NYSE’s orders database.
As NYSE Euronext said, the report includes trading on the NYSE for Feb. 11-15.
The data indicated that during Feb. 11-15, program trading amounted to 27.4 percent of NYSE average daily volume of 1,445.4 million shares1, or 396.6 million program shares traded per day. This included program trading associated with the February 15 monthly expiration of stock-index options and futures.
Program trading encompasses a wide range of portfolio-trading strategies involving the purchase or sale of a basket of at least 15 stocks.
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