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 Feb. 26-Mar. 2.

The data indicated that during Feb. 26-Mar. 2, program trading amounted to 32.0 percent of NYSE average daily volume of 4,308.8 million shares, or 1,380.1 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 first quarter of 2007, the NYSE’s program-trading report includes profiles of program trading whenever the New York Stock Exchange Composite Index (NYA) moves 180 points or more in a single direction during any one-hour period. During Feb. 26-Mar. 2, there were no such periods.

In all markets, program trading by member firms averaged 2,988.6 million shares a day during Feb. 26-Mar. 2. About 46.2 percent of program trading took place on the NYSE, 6.7 percent in non-U.S. markets and 47.2 percent in other domestic markets, including Nasdaq, the American Stock Exchange and regional markets.