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Greybeard

08/28/06 10:38 AM

#15600 RE: Bullwinkle #15560

Hi Bullwinkle

I see you are still gathering up the best financial data on ihub, many thanks.

I also see that the NSYE is now doctoring the Program Trading stats. Have you noticed that no data is available for any dates before June of this year? Clicking on former years brings up the notice

There are no entries listed for this page

I have sent the NYSE an email requesting information on what changes were made to the calculation of the program trading stats and when the historical data is going to be available. It will be interesting to see if I get a reply...

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Bullwinkle

09/03/06 12:50 AM

#15692 RE: Bullwinkle #15560

Program Trade 29.8% NYSE Volume for Aug 21-25
http://www.nyse.com/Frameset.html?displayPage=%2Fmarketinfo%2FProgramTrading.html

View the Top 15 Most Active
http://www.nyse.com/pdfs/PT82106.pdf

Top 3 Active Member Firms
Lehman Brothers, Inc.
Morgan Stanley & Co. Inc.
Goldman, Sachs & Co.
Aug 21-25            29.8%  
Aug 14-18 29.1%
Aug 7-11 29.2%
Jul 31-4 30.4%
--------------------------
4-Wks Rolling Avg 29.6%

NOTE: Data presented is current method
2x presented data equals original method