Unless a trade is simply reported late(rare these days), including T-trade volume in those meaningless daily reg sho percentages is simply wrong... those trades actually executed and were marked during the trading session---your inclusion of them essentially double marks them... understanding the reason for the MM settlement prints AH might help--and it ain't to dilute some misunderstood reg sho stat.. almost as bad as making all the daily reg sho #'s cumulative to the tune of a 100M short or so--but that's another never-ending story...