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Bullwinkle

09/09/06 2:18 AM

#15804 RE: Bullwinkle #15692

Program Trade 31.3% NYSE Volume for Aug 28-1
http://www.nyse.com/Frameset.html?displayPage=%2Fmarketinfo%2FProgramTrading.html

View the Top 15 Most Active
http://www.nyse.com/pdfs/PT82806.pdf

Top 3 Active Member Firms
Lehman Brothers, Inc.
Morgan Stanley & Co. Inc.
Merrill Lynch, Pierce, Fenner, & Smith, Inc.
Aug 28-1             31.3%  
Aug 21-25 29.8%
Aug 14-18 29.1%
Aug 7-11 29.2%
--------------------------
4-Wks Rolling Avg 29.9%

NOTE: 2x presented data equals original method