Program Trading Weekly Report

Program Trading Weekly Report

For the Week of June 14, 2010 to June 18, 2010

Program Trading Averaged 68.50 Percent of the Volume from June 14 to June 18, 2010
Buy programs were 51.53 of the total program trading volume. That is up from the previous week. Sell programs were 44.47%. That is up from the previous week.

Pure index arbitrage was so low for the week that the NYSE did not even report it. Index arbitrage is only a very small part of program trading and is not relevant for the great majority of traders. Instead, you should be concentrating on the other 99.00% of program trading that is very important and very predictable.

If you would like to know who is doing all of this program trading click here.

If you would like to know which stocks they were trading this past week click here.

Monday's Programs
OEX stocks that were bought the most during buy programs executed by program trading firms:
TWX, MRK, ETR, COF, EXC, UTX, SO, ABT, BMY.
OEX stocks that were sold the most during sell programs executed by program trading firms:
MO, DOW, GS, GE, JPM, USB, WFC, DOW, CSCO, KO, QCOM.

Tuesday's Programs
OEX stocks that were bought the most during buy programs executed by program trading firms:
TXN*, ETR, HON, SO, NYX, AAPL, LMT, UTX, XRX, MRK, TWX, BAX, VZ, GILD, CAT, COF, ABT, FCX, ORCL, FDX, NKE, AMGN, INTC, ALL.
OEX stocks that were sold the most during sell programs executed by program trading firms:
CVS, HD, MO, USB, WY, SLE, WFC, MS, DOW, MON.

Wednesday's Programs
OEX stocks that were bought the most during buy programs executed by program trading firms:
BMY, BRKB, CAT, AAPL, VZ, ABT, HNZ, UTX, EXC, KFT, C, MMM, BAX, AEP, CPB, COF, IBM, ORCL, MRK, MDT, AXP, ETR.
OEX stocks that were sold the most during sell programs executed by program trading firms:
LOW, WAG, FDX, WY, CVS, MET, WMT, S, QCOM, MO, AA, PG, MON, HD, USB, ALL.

Thursday's Programs
OEX stocks that were bought the most during buy programs executed by program trading firms:
CAT, KFT, NKE, IBM, CPB, T, COP, HNZ, ETR, AMGN, DELL, EMC, XOM, SO, GILD, BMY, UTX, TWX, CL, HPQ, MMM, SLB, UNH.
OEX stocks that were sold the most during sell programs executed by program trading firms:
WY, AA, FDX, S, LOW, WAG, MS, ALL, RF, MET, HD, F, MON, NOV.

Friday's Programs
OEX stocks that were bought the most during buy programs executed by program trading firms:
COP, HAL, CAT, MMM, UTX, ETR, AEP, SO, JPM, NSC, XOM.
OEX stocks that were sold the most during sell programs executed by program trading firms:
PFE, S, WY, AA, LOW, F, TGT, BAX, MRK.

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