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FinancialAdvisor

11/19/06 3:33 AM

#17024 RE: Bullwinkle #17022

Markets been going crazy while the programs have been turned off, coincidence? I remember usually the program volume was much much higher, usually over half, sometimes even much higher...
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Bullwinkle

11/24/06 2:14 PM

#17167 RE: Bullwinkle #17022

Program Trade 28.9% NYSE Volume for Nov 13-17
http://www.nyse.com/Frameset.html?displayPage=%2Fmarketinfo%2FProgramTrading.html

View the Top 15 Most Active
http://www.nyse.com/pdfs/PT111306.pdf

Top 3 Active Firms
Lehman Brothers, Inc.
Morgan Stanley & Co. Inc.
Goldman, Sachs & Co.
November 13-17       28.9%  
November 6-10 29.3%
October 30-3 31.7%
October 23-27 28.9%
--------------------------
4-Wks Rolling Avg 29.7%

NOTE: 2x presented data equals original method