The New York Stock Exchange today released its weekly program-trading data submitted by its member firms. The report includes trading in all markets as reported to the NYSE for Oct. 30-Nov.3.

The data indicated that during Oct. 30-Nov. 3, program trading amounted to 31.7 percent of NYSE average daily volume of 3,452.3 million shares1, or 1,096.0 million program shares traded per day.

Program trading encompasses a wide range of portfolio-trading strategies involving the purchase or sale of a basket of at least 15 stocks with a total value of $1 million or more.

For the fourth quarter of 2006, the NYSE’s program-trading report includes profiles of program trading whenever the New York Stock Exchange Composite Index (NYA) moves 160 points or more in a single direction during any one-hour period. During Oct. 30-Nov. 3, there were no such periods.

In all markets, program trading by member firms averaged 2,250.4 million shares a day during Oct. 30-Nov. 3. About 48.7 percent of program trading took place on the NYSE, 8.1 percent in non-U.S. markets and 43.2 percent in other domestic markets, including Nasdaq, the American Stock Exchange and regional markets.