The NYSE Options Open-Close Volume Summary will be a volume summary of trading activity on the Exchange at the option level by origin (Customer, Professional Customer, Firm, Broker-Dealer, and Market Maker ), side of the market (buy or sell), contract volume, and transaction type (opening or closing). The Customer, Professional Customer, Firm, Broker-Dealer, and Market Maker volume will be further broken down into trade size buckets (less than 100 contracts, 100-199 contracts, greater than 199 contracts).

The NYSE Options Open-Close Volume Summary will include the following data: total number of buy and sell transactions in the affected series; total volume traded on the Exchange in the affected series; total number of trades effected on the Exchange to open a position; total number of trades effected on the Exchange to close a position; and origin of the orders and quotes involved in trades on the Exchange in the affected series during a particular trading session, specifically aggregated in the following categories of participants: Customer, Professional Customer, Firm, Broker-Dealer, and Market Maker.

The Exchange will offer two versions of the NYSE Options Open-Close Volume Summary:

The End of Day Volume Summary will contain historical data from the previous trading day and would be available after the end of each trading day, on a T+1 basis. The Intra-Day Volume Summary would include “snapshots” taken every 10 minutes throughout the trading day and would be available within five minutes of the conclusion of each 10-minute period. Each update would represent combined data captured from the current “snapshot” and all previous “snapshots” and thus would provide open-close data on an aggregate basis.