NEW YORK, June 21, 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 11-15.
The data indicated that during June 11-15, program
trading amounted to 39.3 percent of NYSE average daily volume
of 1,840.3 million shares1, or 723.5 million program shares
traded per day. This included program trading associated
with the June 15 quarterly expiration of stock-index options,
futures and options on index futures.
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.