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NEW YORK, Aug. 7, 2008 -- 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 July 28-Aug. 1.
The data indicated that during July 28-Aug. 1, program trading amounted to 22.7 percent of NYSE average daily volume of 4,403.2 million shares1, or 997.4 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 3,011.8 million shares a day during July 28-Aug. 1. About 33.1 percent of program trading took place on the NYSE, 0.4 percent in non-U.S. markets and 66.5 percent in other domestic markets, including Nasdaq, the American Stock Exchange and regional markets.