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Program Trading Weekly Report for Last Week
Program Trading
Weekly Report
For the Week of
January 17, 2012 to
January 20, 2012
What the NYSE does not want you to know.
The New York Stock Exchange quietly moved the Program Trading goals posts a few years ago and not one trader in a thousand even noticed. Did you?
Program Trading
Averaged 61.80% of the Volume from January 17 to January 20, 2012
Buy programs
were 52.51% of the total
program trading volume. That is down from the previous
week. Sell programs
were 47.49%.
That is up from the previous week.
Pure
index arbitrage
was 4.90%
of the total program trading volume. That is normal and up
from the previous week. 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 95.10%
of program trading that week 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.
Tuesday's Programs
OEX stocks that were bought the most during buy
programs executed by program trading firms:
CL, GILD, AXP, CVS.
OEX stocks that were sold the most
during sell programs executed by program trading firms:
SLB, INTC, EXC, HAL, C, BHI, BAC, BMY, ETR, S, MS.
Wednesday's Programs
OEX stocks that were bought the most during buy
programs executed by program trading firms:
COST, CVS, GILD, XOM, DD.
OEX stocks that were sold the most
during sell programs executed by program trading firms:
BK, BMY, PM, EXC, NSC, C.
Thursday's Programs
OEX stocks that were bought the most during buy
programs executed by program trading firms:
LMT, BRKB, CAT, HD, TGT, NWSA, RTN.
OEX stocks that were sold the most
during sell programs executed by program trading firms:
BMY, MSFT, MO, EXC, PM, AEP.
Friday's Programs
OEX stocks that were bought the most during buy
programs executed by program trading firms:
XOM, BRKB, JPM, T, HPQ.
OEX stocks that were sold the most
during sell programs executed by program trading firms:
BMY, GOOG, EXC, COF, AAPL, AEP.
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