Program Trading Averaged 70.5 Percent of NYSE Volume during June 21-25 http://www.nyse.com/press/1088675982795.html
交易策略各种类型的比例: index arbitrage: 4.8% derivative product-related strategies (besides index arbitrage) that are subject to Rule 80A: 0.1% customer facilitations(客户便利), index substitutions(指数置换), liquidation of error accounts(错误帐户的清算), risk modifications/hedge(风险的减小或对冲), and liquidation of exchange-for-physicals stock positions(期货换现货的股票头寸的清算), etc.: 95.2%