Daily Volume Report for Thursday, Nov 27, 2008

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Symbol Notional Value Matched Market Match % Routed Market Touch %
1 BPl €8,925,739 €8,925,739 0.0 €0 0.0
2 GSKl €8,605,038 €8,605,038 0.0 €0 0.0
3 BLTl €6,455,782 €6,455,782 0.0 €0 0.0
4 RIOl €6,450,541 €6,450,541 0.0 €0 0.0
5 AZNl €5,606,121 €5,606,121 0.0 €0 0.0
6 BGl €3,663,362 €3,663,362 0.0 €0 0.0
7 FPp €3,576,446 €3,576,446 0.0 €0 0.0
8 VODl €3,545,374 €3,545,374 0.0 €0 0.0
9 HSBAl €3,279,051 €3,279,051 0.0 €0 0.0
10 DGEl €3,080,508 €3,080,508 0.0 €0 0.0
11 RDSBl €2,539,065 €2,539,065 0.0 €0 0.0
12 BATSl €2,533,559 €2,533,559 0.0 €0 0.0
13 CNAl €2,381,109 €2,381,109 0.0 €0 0.0
14 MRWl €2,371,530 €2,371,530 0.0 €0 0.0
15 RBl €2,337,560 €2,337,560 0.0 €0 0.0
16 AALl €2,298,157 €2,298,157 0.0 €0 0.0
17 UUl €2,029,151 €2,029,151 0.0 €0 0.0
18 CSp €1,879,118 €1,879,118 0.0 €0 0.0
19 WPPl €1,587,567 €1,587,567 0.0 €0 0.0
20 RBSl €1,552,615 €1,552,615 0.0 €0 0.0
21 NGl €1,543,757 €1,543,757 0.0 €0 0.0
22 EOANd €1,521,579 €1,521,579 0.0 €0 0.0
23 DGp €1,337,305 €1,337,305 0.0 €0 0.0
24 BTl €1,284,865 €1,284,865 0.0 €0 0.0
25 UNAa €1,282,301 €1,282,301 0.0 €0 0.0
26 SUp €1,230,813 €1,230,813 0.0 €0 0.0
27 IMTl €1,154,150 €1,154,150 0.0 €0 0.0
28 CAp €1,057,815 €1,057,815 0.0 €0 0.0
29 SABl €1,043,781 €1,043,781 0.0 €0 0.0
30 SANp €1,040,565 €1,040,565 0.0 €0 0.0
31 RDSAl €1,026,704 €1,026,704 0.0 €0 0.0
32 EDFp €1,003,536 €1,003,536 0.0 €0 0.0
33 BASd €991,430 €991,430 0.0 €0 0.0
34 BNPp €978,784 €978,784 0.0 €0 0.0
35 GSZp €977,837 €977,837 0.0 €0 0.0
36 RDSAa €972,589 €972,589 0.0 €0 0.0
37 XTAl €966,112 €966,112 0.0 €0 0.0
38 MTa €934,264 €934,264 0.0 €0 0.0
39 BAl €894,991 €894,991 0.0 €0 0.0
40 SNl €839,786 €839,786 0.0 €0 0.0
41 WOSl €809,354 €809,354 0.0 €0 0.0
42 TKAd €783,630 €783,630 0.0 €0 0.0
43 MLp €776,744 €776,744 0.0 €0 0.0
44 PRUl €713,451 €713,451 0.0 €0 0.0
45 STANl €686,696 €686,696 0.0 €0 0.0
46 ULVRl €672,880 €672,880 0.0 €0 0.0
47 IPRl €671,571 €671,571 0.0 €0 0.0
48 MKSl €670,875 €670,875 0.0 €0 0.0
49 DAId €654,914 €654,914 0.0 €0 0.0
50 BNp €632,511 €632,511 0.0 €0 0.0
51 MCp €627,992 €627,992 0.0 €0 0.0
52 SVTl €611,986 €611,986 0.0 €0 0.0
53 INGAa €602,049 €602,049 0.0 €0 0.0
54 SGOp €555,248 €555,248 0.0 €0 0.0
55 PHIAa €545,461 €545,461 0.0 €0 0.0
56 ORp €535,345 €535,345 0.0 €0 0.0
57 PSONl €531,527 €531,527 0.0 €0 0.0
58 GLEp €482,359 €482,359 0.0 €0 0.0
59 BARCl €468,995 €468,995 0.0 €0 0.0
60 FTEp €464,781 €464,781 0.0 €0 0.0
61 ALOp €428,181 €428,181 0.0 €0 0.0
62 LGp €423,949 €423,949 0.0 €0 0.0
63 LANDl €422,878 €422,878 0.0 €0 0.0
64 SBRYl €416,657 €416,657 0.0 €0 0.0
65 RELl €402,006 €402,006 0.0 €0 0.0
66 DPWd €371,312 €371,312 0.0 €0 0.0
67 CPGl €364,474 €364,474 0.0 €0 0.0
68 KGFl €362,231 €362,231 0.0 €0 0.0
69 ITVl €359,103 €359,103 0.0 €0 0.0
70 RNOp €353,277 €353,277 0.0 €0 0.0
71 MANd €343,558 €343,558 0.0 €0 0.0
72 BSYl €342,374 €342,374 0.0 €0 0.0
73 RRl €341,002 €341,002 0.0 €0 0.0
74 JMATl €332,987 €332,987 0.0 €0 0.0
75 BGYl €328,580 €328,580 0.0 €0 0.0
76 CPIl €327,624 €327,624 0.0 €0 0.0
77 CWl €321,393 €321,393 0.0 €0 0.0
78 ALUp €316,666 €316,666 0.0 €0 0.0
79 WKLa €314,441 €314,441 0.0 €0 0.0
80 HEIAa €313,875 €313,875 0.0 €0 0.0
81 RIp €312,607 €312,607 0.0 €0 0.0
82 MUV2d €312,123 €312,123 0.0 €0 0.0
83 CBRYl €302,746 €302,746 0.0 €0 0.0
84 AIp €299,073 €299,073 0.0 €0 0.0
85 FGPl €293,772 €293,772 0.0 €0 0.0
86 TTl €292,406 €292,406 0.0 €0 0.0
87 SSEl €286,177 €286,177 0.0 €0 0.0
88 ACAp €285,337 €285,337 0.0 €0 0.0
89 LINd €280,657 €280,657 0.0 €0 0.0
90 VIVp €271,375 €271,375 0.0 €0 0.0
91 AFp €265,920 €265,920 0.0 €0 0.0
92 LLOYl €261,857 €261,857 0.0 €0 0.0
93 UGp €250,934 €250,934 0.0 €0 0.0
94 BAYl €239,237 €239,237 0.0 €0 0.0
95 CAPp €233,190 €233,190 0.0 €0 0.0
96 TSCOl €230,560 €230,560 0.0 €0 0.0
97 SBMOa €226,402 €226,402 0.0 €0 0.0
98 DBKd €224,672 €224,672 0.0 €0 0.0
99 SIEd €224,285 €224,285 0.0 €0 0.0
100 CCLl €222,043 €222,043 0.0 €0 0.0
101 ULp €216,206 €216,206 0.0 €0 0.0
102 HEN3d €213,352 €213,352 0.0 €0 0.0
103 EADp €212,314 €212,314 0.0 €0 0.0
104 NXTl €208,955 €208,955 0.0 €0 0.0
105 TLWl €207,684 €207,684 0.0 €0 0.0
106 MRKd €207,443 €207,443 0.0 €0 0.0
107 RWEd €202,954 €202,954 0.0 €0 0.0
108 BLNDl €190,516 €190,516 0.0 €0 0.0
109 VEDl €186,749 €186,749 0.0 €0 0.0
110 PNNl €183,831 €183,831 0.0 €0 0.0
111 ALVd €182,210 €182,210 0.0 €0 0.0
112 AVl €179,539 €179,539 0.0 €0 0.0
113 ADSd €176,543 €176,543 0.0 €0 0.0
114 LHAd €173,898 €173,898 0.0 €0 0.0
115 CBKd €171,143 €171,143 0.0 €0 0.0
116 FMEd €170,741 €170,741 0.0 €0 0.0
117 ENp €170,058 €170,058 0.0 €0 0.0
118 WTBl €169,051 €169,051 0.0 €0 0.0
119 SAPd €163,735 €163,735 0.0 €0 0.0
120 ASMLa €156,436 €156,436 0.0 €0 0.0
121 PPp €145,416 €145,416 0.0 €0 0.0
122 SGEl €133,327 €133,327 0.0 €0 0.0
123 EMGl €127,708 €127,708 0.0 €0 0.0
124 ACp €126,948 €126,948 0.0 €0 0.0
125 MEOd €126,179 €126,179 0.0 €0 0.0
126 LADl €122,130 €122,130 0.0 €0 0.0
127 VIEp €121,587 €121,587 0.0 €0 0.0
128 TUI1d €120,100 €120,100 0.0 €0 0.0
129 BNZLl €118,087 €118,087 0.0 €0 0.0
130 LGENl €117,239 €117,239 0.0 €0 0.0
131 TRILl €116,845 €116,845 0.0 €0 0.0
132 RENa €114,491 €114,491 0.0 €0 0.0
133 SDFd €112,039 €112,039 0.0 €0 0.0
134 RSAl €111,571 €111,571 0.0 €0 0.0
135 BRBYl €105,954 €105,954 0.0 €0 0.0
136 EFp €100,686 €100,686 0.0 €0 0.0
137 IIIl €93,015 €93,015 0.0 €0 0.0
138 LOGl €92,179 €92,179 0.0 €0 0.0
139 LMIl €90,557 €90,557 0.0 €0 0.0
140 ANTOl €89,530 €89,530 0.0 €0 0.0
141 PUBp €89,467 €89,467 0.0 €0 0.0
142 SMINl €87,360 €87,360 0.0 €0 0.0
143 HBOSl €85,375 €85,375 0.0 €0 0.0
144 AHa €83,913 €83,913 0.0 €0 0.0
145 DB1d €83,211 €83,211 0.0 €0 0.0
146 DSMa €82,176 €82,176 0.0 €0 0.0
147 MMBp €81,675 €81,675 0.0 €0 0.0
148 DLARl €78,324 €78,324 0.0 €0 0.0
149 GKNl €76,004 €76,004 0.0 €0 0.0
150 SWp €74,736 €74,736 0.0 €0 0.0
151 BMWd €73,870 €73,870 0.0 €0 0.0
152 ITRKl €73,452 €73,452 0.0 €0 0.0
153 WMHl €71,345 €71,345 0.0 €0 0.0
154 HOTd €69,080 €69,080 0.0 €0 0.0
155 AMECl €68,415 €68,415 0.0 €0 0.0
156 CONd €65,464 €65,464 0.0 €0 0.0
157 FURa €65,187 €65,187 0.0 €0 0.0
158 WEIRl €65,057 €65,057 0.0 €0 0.0
159 HMSOl €63,122 €63,122 0.0 €0 0.0
160 SLl €63,078 €63,078 0.0 €0 0.0
161 ABFl €59,114 €59,114 0.0 €0 0.0
162 DSGIl €58,976 €58,976 0.0 €0 0.0
163 BBYl €58,749 €58,749 0.0 €0 0.0
164 ABIb €58,472 €58,472 0.0 €0 0.0
165 RTOl €55,472 €55,472 0.0 €0 0.0
166 SGCl €55,112 €55,112 0.0 €0 0.0
167 AKZAa €54,258 €54,258 0.0 €0 0.0
168 LIIl €51,798 €51,798 0.0 €0 0.0
169 CNEl €49,438 €49,438 0.0 €0 0.0
170 AGNa €49,327 €49,327 0.0 €0 0.0
171 IAPl €46,827 €46,827 0.0 €0 0.0
172 KAZl €45,651 €45,651 0.0 €0 0.0
173 VKp €45,022 €45,022 0.0 €0 0.0
174 BWYl €43,895 €43,895 0.0 €0 0.0
175 TOMKl €43,248 €43,248 0.0 €0 0.0
176 SESGp €43,186 €43,186 0.0 €0 0.0
177 EZJl €42,627 €42,627 0.0 €0 0.0
178 ADNl €42,414 €42,414 0.0 €0 0.0
179 IFXd €41,674 €41,674 0.0 €0 0.0
180 DLNl €41,438 €41,438 0.0 €0 0.0
181 MGGTl €41,224 €41,224 0.0 €0 0.0
182 IHGl €41,051 €41,051 0.0 €0 0.0
183 DSYp €38,764 €38,764 0.0 €0 0.0
184 USGa €38,285 €38,285 0.0 €0 0.0
185 MABl €37,945 €37,945 0.0 €0 0.0
186 STMp €37,488 €37,488 0.0 €0 0.0
187 PSNl €36,256 €36,256 0.0 €0 0.0
188 HMVl €34,547 €34,547 0.0 €0 0.0
189 NEXl €34,246 €34,246 0.0 €0 0.0
190 ETIl €33,901 €33,901 0.0 €0 0.0
191 GFSl €33,217 €33,217 0.0 €0 0.0
192 AGSl €32,608 €32,608 0.0 €0 0.0
193 SRPl €30,728 €30,728 0.0 €0 0.0
194 OMLl €30,535 €30,535 0.0 €0 0.0
195 UCBb €30,452 €30,452 0.0 €0 0.0
196 TOM2a €30,200 €30,200 0.0 €0 0.0
197 REXl €30,185 €30,185 0.0 €0 0.0
198 DMGTl €28,878 €28,878 0.0 €0 0.0
199 BABl €28,682 €28,682 0.0 €0 0.0
200 AMLl €28,553 €28,553 0.0 €0 0.0
201 ISATl €28,516 €28,516 0.0 €0 0.0
202 MNDIl €28,190 €28,190 0.0 €0 0.0
203 BAYd €27,021 €27,021 0.0 €0 0.0
204 PFCl €26,802 €26,802 0.0 €0 0.0
205 HOMEl €26,440 €26,440 0.0 €0 0.0
206 ARIl €26,302 €26,302 0.0 €0 0.0
207 CLLNl €26,080 €26,080 0.0 €0 0.0
208 COp €25,306 €25,306 0.0 €0 0.0
209 VOWd €24,921 €24,921 0.0 €0 0.0
210 DRXl €24,521 €24,521 0.0 €0 0.0
211 CPWl €23,981 €23,981 0.0 €0 0.0
212 ECMl €23,930 €23,930 0.0 €0 0.0
213 INCHl €23,766 €23,766 0.0 €0 0.0
214 IGGl €23,755 €23,755 0.0 €0 0.0
215 WSMl €23,420 €23,420 0.0 €0 0.0
216 DTEd €23,077 €23,077 0.0 €0 0.0
217 DPBd €21,365 €21,365 0.0 €0 0.0
218 BOKAa €20,337 €20,337 0.0 €0 0.0
219 FORAa €20,093 €20,093 0.0 €0 0.0
220 PVCSl €19,198 €19,198 0.0 €0 0.0
221 KESAl €17,964 €17,964 0.0 €0 0.0
222 ADMl €17,864 €17,864 0.0 €0 0.0
223 CHGl €16,439 €16,439 0.0 €0 0.0
224 DXp €16,102 €16,102 0.0 €0 0.0
225 BKGl €15,954 €15,954 0.0 €0 0.0
226 ATOp €15,511 €15,511 0.0 €0 0.0
227 VPKa €15,344 €15,344 0.0 €0 0.0
228 FPl €15,046 €15,046 0.0 €0 0.0
229 CSRl €14,505 €14,505 0.0 €0 0.0
230 TLPRl €13,956 €13,956 0.0 €0 0.0
231 SEVp €13,782 €13,782 0.0 €0 0.0
232 NEXp €13,752 €13,752 0.0 €0 0.0
233 TCGl €13,564 €13,564 0.0 €0 0.0
234 GMGl €12,858 €12,858 0.0 €0 0.0
235 MARSl €12,384 €12,384 0.0 €0 0.0
236 LSEl €11,849 €11,849 0.0 €0 0.0
237 CKSNl €10,506 €10,506 0.0 €0 0.0
238 AUl €10,003 €10,003 0.0 €0 0.0
239 G1Ad €9,736 €9,736 0.0 €0 0.0
240 SSLl €9,684 €9,684 0.0 €0 0.0
241 BAMNBa €9,644 €9,644 0.0 €0 0.0
242 COBl €9,100 €9,100 0.0 €0 0.0
243 SDRl €8,946 €8,946 0.0 €0 0.0
244 AGFBb €8,930 €8,930 0.0 €0 0.0
245 IECl €8,748 €8,748 0.0 €0 0.0
246 AQPl €8,212 €8,212 0.0 €0 0.0
247 INVPl €8,201 €8,201 0.0 €0 0.0
248 NWGl €7,401 €7,401 0.0 €0 0.0
249 ALTd €7,003 €7,003 0.0 €0 0.0
250 CORAa €6,767 €6,767 0.0 €0 0.0
251 TATEl €6,608 €6,608 0.0 €0 0.0
252 JLTl €6,238 €6,238 0.0 €0 0.0
253 HASl €6,144 €6,144 0.0 €0 0.0
254 HOp €6,136 €6,136 0.0 €0 0.0
255 IMIl €5,202 €5,202 0.0 €0 0.0
256 ENRCl €4,824 €4,824 0.0 €0 0.0
257 YELLl €4,465 €4,465 0.0 €0 0.0
258 BXTNl €4,438 €4,438 0.0 €0 0.0
259 BVSl €4,319 €4,319 0.0 €0 0.0
260 TECp €4,288 €4,288 0.0 €0 0.0
261 ADPp €4,202 €4,202 0.0 €0 0.0
262 SAFp €4,060 €4,060 0.0 €0 0.0
263 HSVl €3,971 €3,971 0.0 €0 0.0
264 FPTl €3,841 €3,841 0.0 €0 0.0
265 BOYl €3,733 €3,733 0.0 €0 0.0
266 WGl €3,680 €3,680 0.0 €0 0.0
267 SHPl €3,044 €3,044 0.0 €0 0.0
268 SPXl €2,978 €2,978 0.0 €0 0.0
269 ATKl €2,918 €2,918 0.0 €0 0.0
270 PFLl €2,822 €2,822 0.0 €0 0.0
271 XCHl €2,820 €2,820 0.0 €0 0.0
272 MSYl €2,788 €2,788 0.0 €0 0.0
273 BREl €2,699 €2,699 0.0 €0 0.0
274 PFGl €2,613 €2,613 0.0 €0 0.0
275 BDEVl €2,520 €2,520 0.0 €0 0.0
276 JKXl €2,446 €2,446 0.0 €0 0.0
277 GNKl €2,191 €2,191 0.0 €0 0.0
278 KPNa €2,159 €2,159 0.0 €0 0.0
279 TWl €2,093 €2,093 0.0 €0 0.0
280 DNXl €2,065 €2,065 0.0 €0 0.0
281 SHIl €1,877 €1,877 0.0 €0 0.0
282 ISYSl €1,851 €1,851 0.0 €0 0.0
283 CRDAl €1,810 €1,810 0.0 €0 0.0
284 ASHMl €1,733 €1,733 0.0 €0 0.0
285 MTOl €1,646 €1,646 0.0 €0 0.0
286 CBGl €1,594 €1,594 0.0 €0 0.0
287 INFl €1,462 €1,462 0.0 €0 0.0
288 RANDa €1,426 €1,426 0.0 €0 0.0
289 PFDl €1,402 €1,402 0.0 €0 0.0
290 TPKl €1,355 €1,355 0.0 €0 0.0
291 RORl €1,015 €1,015 0.0 €0 0.0
292 SKSl €971 €971 0.0 €0 0.0
293 STJl €966 €966 0.0 €0 0.0
294 SMWHl €913 €913 0.0 €0 0.0
295 LRDl €656 €656 0.0 €0 0.0
296 CGLl €634 €634 0.0 €0 0.0
297 HFDl €496 €496 0.0 €0 0.0
298 JPRl €455 €455 0.0 €0 0.0
299 RNKl €410 €410 0.0 €0 0.0
300 RMVl €89 €89 0.0 €0 0.0
301 ATSTl €21 €21 0.0 €0 0.0
302 BVICl €13 €13 0.0 €0 0.0
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