Program trading 31.9% of NYSE volume Oct. 10-14

NEW YORK, Oct. 20, 2011 -- 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 Oct. 10-14.

The data indicated that during Oct. 10-14, program trading amounted to 31.9 percent of NYSE average daily volume of 1,896.2 million shares1, or 605.4 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.

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