Daily Volume Report for Friday, Nov 28, 2008

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Symbol Notional Value Matched Market Match % Routed Market Touch %
1 FPp €6,219,428 €6,219,428 0.0 €0 0.0
2 BLTl €5,894,151 €5,894,151 0.0 €0 0.0
3 AZNl €4,685,854 €4,685,854 0.0 €0 0.0
4 RDSBl €4,473,367 €4,473,367 0.0 €0 0.0
5 BPl €4,036,663 €4,036,663 0.0 €0 0.0
6 BATSl €3,952,505 €3,952,505 0.0 €0 0.0
7 DGEl €3,809,882 €3,809,882 0.0 €0 0.0
8 RIOl €2,833,301 €2,833,301 0.0 €0 0.0
9 NGl €2,762,491 €2,762,491 0.0 €0 0.0
10 BGl €2,723,885 €2,723,885 0.0 €0 0.0
11 VODl €2,598,126 €2,598,126 0.0 €0 0.0
12 UNAa €2,567,449 €2,567,449 0.0 €0 0.0
13 RDSAa €2,546,570 €2,546,570 0.0 €0 0.0
14 ORp €2,439,339 €2,439,339 0.0 €0 0.0
15 FTEp €2,371,953 €2,371,953 0.0 €0 0.0
16 CNAl €2,325,189 €2,325,189 0.0 €0 0.0
17 EOANd €2,315,501 €2,315,501 0.0 €0 0.0
18 RBl €2,263,885 €2,263,885 0.0 €0 0.0
19 IMTl €2,212,897 €2,212,897 0.0 €0 0.0
20 BNp €2,162,184 €2,162,184 0.0 €0 0.0
21 ULVRl €1,890,646 €1,890,646 0.0 €0 0.0
22 GSKl €1,840,131 €1,840,131 0.0 €0 0.0
23 RBSl €1,794,337 €1,794,337 0.0 €0 0.0
24 AALl €1,744,242 €1,744,242 0.0 €0 0.0
25 SANp €1,732,799 €1,732,799 0.0 €0 0.0
26 SGOp €1,679,063 €1,679,063 0.0 €0 0.0
27 HSBAl €1,645,226 €1,645,226 0.0 €0 0.0
28 BNPp €1,597,483 €1,597,483 0.0 €0 0.0
29 BASd €1,583,178 €1,583,178 0.0 €0 0.0
30 BSYl €1,557,370 €1,557,370 0.0 €0 0.0
31 SIEd €1,549,929 €1,549,929 0.0 €0 0.0
32 ENp €1,449,708 €1,449,708 0.0 €0 0.0
33 DGp €1,430,911 €1,430,911 0.0 €0 0.0
34 MCp €1,418,104 €1,418,104 0.0 €0 0.0
35 UUl €1,291,356 €1,291,356 0.0 €0 0.0
36 BAl €1,281,976 €1,281,976 0.0 €0 0.0
37 BTl €1,198,409 €1,198,409 0.0 €0 0.0
38 STANl €1,193,483 €1,193,483 0.0 €0 0.0
39 LGp €1,146,236 €1,146,236 0.0 €0 0.0
40 BARCl €1,119,795 €1,119,795 0.0 €0 0.0
41 TSCOl €1,116,567 €1,116,567 0.0 €0 0.0
42 STMp €979,229 €979,229 0.0 €0 0.0
43 VIVp €964,277 €964,277 0.0 €0 0.0
44 EDFp €857,876 €857,876 0.0 €0 0.0
45 AKZAa €852,534 €852,534 0.0 €0 0.0
46 CAp €844,570 €844,570 0.0 €0 0.0
47 RDSAl €837,666 €837,666 0.0 €0 0.0
48 AIp €827,951 €827,951 0.0 €0 0.0
49 CSp €805,656 €805,656 0.0 €0 0.0
50 SVTl €797,093 €797,093 0.0 €0 0.0
51 SABl €791,986 €791,986 0.0 €0 0.0
52 CWl €787,440 €787,440 0.0 €0 0.0
53 NXTl €776,841 €776,841 0.0 €0 0.0
54 SUp €776,761 €776,761 0.0 €0 0.0
55 RELl €746,158 €746,158 0.0 €0 0.0
56 WPPl €743,245 €743,245 0.0 €0 0.0
57 CBKd €738,105 €738,105 0.0 €0 0.0
58 CPIl €699,536 €699,536 0.0 €0 0.0
59 CPGl €681,902 €681,902 0.0 €0 0.0
60 CAPp €664,203 €664,203 0.0 €0 0.0
61 SSEl €657,890 €657,890 0.0 €0 0.0
62 MLp €654,154 €654,154 0.0 €0 0.0
63 TKAd €630,316 €630,316 0.0 €0 0.0
64 AFp €625,607 €625,607 0.0 €0 0.0
65 INGAa €617,516 €617,516 0.0 €0 0.0
66 XTAl €590,443 €590,443 0.0 €0 0.0
67 IPRl €571,103 €571,103 0.0 €0 0.0
68 GLEp €569,656 €569,656 0.0 €0 0.0
69 PSONl €554,127 €554,127 0.0 €0 0.0
70 MTa €550,386 €550,386 0.0 €0 0.0
71 MUV2d €507,089 €507,089 0.0 €0 0.0
72 PHIAa €494,271 €494,271 0.0 €0 0.0
73 RRl €479,475 €479,475 0.0 €0 0.0
74 GSZp €477,865 €477,865 0.0 €0 0.0
75 WKLa €467,854 €467,854 0.0 €0 0.0
76 ALUp €457,927 €457,927 0.0 €0 0.0
77 PPp €455,746 €455,746 0.0 €0 0.0
78 LLOYl €453,844 €453,844 0.0 €0 0.0
79 HEN3d €452,734 €452,734 0.0 €0 0.0
80 VIEp €443,131 €443,131 0.0 €0 0.0
81 BGYl €435,328 €435,328 0.0 €0 0.0
82 SBRYl €427,852 €427,852 0.0 €0 0.0
83 ALVd €426,471 €426,471 0.0 €0 0.0
84 LINd €424,246 €424,246 0.0 €0 0.0
85 WTBl €422,646 €422,646 0.0 €0 0.0
86 TRILl €403,537 €403,537 0.0 €0 0.0
87 RENa €395,453 €395,453 0.0 €0 0.0
88 ACp €386,119 €386,119 0.0 €0 0.0
89 WOSl €385,090 €385,090 0.0 €0 0.0
90 ASMLa €373,756 €373,756 0.0 €0 0.0
91 ALOp €369,605 €369,605 0.0 €0 0.0
92 ITVl €361,168 €361,168 0.0 €0 0.0
93 ULp €359,087 €359,087 0.0 €0 0.0
94 PRUl €356,121 €356,121 0.0 €0 0.0
95 RWEd €353,477 €353,477 0.0 €0 0.0
96 VOWd €341,750 €341,750 0.0 €0 0.0
97 ACAp €336,331 €336,331 0.0 €0 0.0
98 CBRYl €321,774 €321,774 0.0 €0 0.0
99 CCLl €318,001 €318,001 0.0 €0 0.0
100 BAYl €311,086 €311,086 0.0 €0 0.0
101 TTl €305,438 €305,438 0.0 €0 0.0
102 RSAl €302,227 €302,227 0.0 €0 0.0
103 ADMl €300,257 €300,257 0.0 €0 0.0
104 EADp €299,558 €299,558 0.0 €0 0.0
105 LANDl €299,259 €299,259 0.0 €0 0.0
106 SNl €298,289 €298,289 0.0 €0 0.0
107 DAId €298,020 €298,020 0.0 €0 0.0
108 SLl €290,910 €290,910 0.0 €0 0.0
109 FGPl €286,984 €286,984 0.0 €0 0.0
110 MRWl €282,601 €282,601 0.0 €0 0.0
111 MANd €279,864 €279,864 0.0 €0 0.0
112 AHa €267,402 €267,402 0.0 €0 0.0
113 CNEl €267,061 €267,061 0.0 €0 0.0
114 TLWl €264,167 €264,167 0.0 €0 0.0
115 MKSl €263,053 €263,053 0.0 €0 0.0
116 SGEl €253,426 €253,426 0.0 €0 0.0
117 AGSl €252,621 €252,621 0.0 €0 0.0
118 VEDl €247,705 €247,705 0.0 €0 0.0
119 ADSd €244,252 €244,252 0.0 €0 0.0
120 BRBYl €243,421 €243,421 0.0 €0 0.0
121 RNOp €241,092 €241,092 0.0 €0 0.0
122 MEOd €239,903 €239,903 0.0 €0 0.0
123 ANTOl €238,434 €238,434 0.0 €0 0.0
124 HOMEl €224,826 €224,826 0.0 €0 0.0
125 HMSOl €219,538 €219,538 0.0 €0 0.0
126 KPNa €216,371 €216,371 0.0 €0 0.0
127 DPWd €213,788 €213,788 0.0 €0 0.0
128 KGFl €212,282 €212,282 0.0 €0 0.0
129 DBKd €209,770 €209,770 0.0 €0 0.0
130 PSNl €206,613 €206,613 0.0 €0 0.0
131 IAPl €201,552 €201,552 0.0 €0 0.0
132 BLNDl €198,449 €198,449 0.0 €0 0.0
133 REXl €194,624 €194,624 0.0 €0 0.0
134 GFSl €194,527 €194,527 0.0 €0 0.0
135 DSGIl €194,520 €194,520 0.0 €0 0.0
136 RIp €190,532 €190,532 0.0 €0 0.0
137 MRKd €188,140 €188,140 0.0 €0 0.0
138 AVl €186,665 €186,665 0.0 €0 0.0
139 OMLl €184,521 €184,521 0.0 €0 0.0
140 HBOSl €181,139 €181,139 0.0 €0 0.0
141 LADl €173,134 €173,134 0.0 €0 0.0
142 SMINl €172,222 €172,222 0.0 €0 0.0
143 UGp €170,603 €170,603 0.0 €0 0.0
144 HEIAa €168,275 €168,275 0.0 €0 0.0
145 FMEd €167,849 €167,849 0.0 €0 0.0
146 IIIl €166,286 €166,286 0.0 €0 0.0
147 AMECl €159,708 €159,708 0.0 €0 0.0
148 LHAd €156,639 €156,639 0.0 €0 0.0
149 EMGl €152,524 €152,524 0.0 €0 0.0
150 LGENl €148,926 €148,926 0.0 €0 0.0
151 RRSl €145,883 €145,883 0.0 €0 0.0
152 COBl €142,837 €142,837 0.0 €0 0.0
153 SDFd €136,323 €136,323 0.0 €0 0.0
154 TCGl €133,763 €133,763 0.0 €0 0.0
155 SAPd €130,841 €130,841 0.0 €0 0.0
156 JMATl €129,742 €129,742 0.0 €0 0.0
157 BAYd €129,255 €129,255 0.0 €0 0.0
158 EFp €128,196 €128,196 0.0 €0 0.0
159 LIIl €126,849 €126,849 0.0 €0 0.0
160 FURa €126,496 €126,496 0.0 €0 0.0
161 ISATl €122,113 €122,113 0.0 €0 0.0
162 TNTa €121,832 €121,832 0.0 €0 0.0
163 DLARl €118,338 €118,338 0.0 €0 0.0
164 DTEd €114,012 €114,012 0.0 €0 0.0
165 MNDIl €112,307 €112,307 0.0 €0 0.0
166 ISYSl €108,892 €108,892 0.0 €0 0.0
167 IFXd €101,724 €101,724 0.0 €0 0.0
168 BABl €101,233 €101,233 0.0 €0 0.0
169 RTOl €99,226 €99,226 0.0 €0 0.0
170 TUI1d €98,722 €98,722 0.0 €0 0.0
171 LMIl €98,168 €98,168 0.0 €0 0.0
172 ETIl €98,112 €98,112 0.0 €0 0.0
173 VKp €97,432 €97,432 0.0 €0 0.0
174 DRXl €93,730 €93,730 0.0 €0 0.0
175 RANDa €92,517 €92,517 0.0 €0 0.0
176 AGNa €90,860 €90,860 0.0 €0 0.0
177 DPBd €89,613 €89,613 0.0 €0 0.0
178 DLNl €88,682 €88,682 0.0 €0 0.0
179 MABl €87,303 €87,303 0.0 €0 0.0
180 LSEl €81,032 €81,032 0.0 €0 0.0
181 BMWd €80,444 €80,444 0.0 €0 0.0
182 ABFl €80,216 €80,216 0.0 €0 0.0
183 HMVl €79,638 €79,638 0.0 €0 0.0
184 BNZLl €78,924 €78,924 0.0 €0 0.0
185 FPl €77,926 €77,926 0.0 €0 0.0
186 DSMa €76,373 €76,373 0.0 €0 0.0
187 SBMOa €74,468 €74,468 0.0 €0 0.0
188 MMBp €73,893 €73,893 0.0 €0 0.0
189 KAZl €72,490 €72,490 0.0 €0 0.0
190 VPKa €69,257 €69,257 0.0 €0 0.0
191 CONd €68,156 €68,156 0.0 €0 0.0
192 ITRKl €66,337 €66,337 0.0 €0 0.0
193 DMGTl €65,483 €65,483 0.0 €0 0.0
194 SGCl €65,177 €65,177 0.0 €0 0.0
195 TATEl €64,548 €64,548 0.0 €0 0.0
196 CKSNl €62,180 €62,180 0.0 €0 0.0
197 WMHl €60,145 €60,145 0.0 €0 0.0
198 PNNl €59,978 €59,978 0.0 €0 0.0
199 TECp €58,915 €58,915 0.0 €0 0.0
200 BKGl €58,822 €58,822 0.0 €0 0.0
201 DB1d €55,825 €55,825 0.0 €0 0.0
202 IHGl €55,718 €55,718 0.0 €0 0.0
203 TOMKl €55,148 €55,148 0.0 €0 0.0
204 WEIRl €55,058 €55,058 0.0 €0 0.0
205 EZJl €54,614 €54,614 0.0 €0 0.0
206 YELLl €54,440 €54,440 0.0 €0 0.0
207 AQPl €50,944 €50,944 0.0 €0 0.0
208 BBYl €50,482 €50,482 0.0 €0 0.0
209 GKNl €49,673 €49,673 0.0 €0 0.0
210 COp €48,642 €48,642 0.0 €0 0.0
211 ENRCl €44,994 €44,994 0.0 €0 0.0
212 SWp €43,538 €43,538 0.0 €0 0.0
213 INVPl €43,353 €43,353 0.0 €0 0.0
214 PFCl €39,266 €39,266 0.0 €0 0.0
215 HOTd €38,952 €38,952 0.0 €0 0.0
216 NWGl €38,608 €38,608 0.0 €0 0.0
217 SAFp €37,947 €37,947 0.0 €0 0.0
218 ADPp €36,497 €36,497 0.0 €0 0.0
219 SGROl €36,322 €36,322 0.0 €0 0.0
220 IECl €35,944 €35,944 0.0 €0 0.0
221 MGGTl €35,900 €35,900 0.0 €0 0.0
222 ICPl €34,968 €34,968 0.0 €0 0.0
223 SSLl €33,027 €33,027 0.0 €0 0.0
224 GNKl €32,338 €32,338 0.0 €0 0.0
225 EXPNl €31,726 €31,726 0.0 €0 0.0
226 AUl €30,228 €30,228 0.0 €0 0.0
227 MPIl €28,142 €28,142 0.0 €0 0.0
228 BWYl €28,050 €28,050 0.0 €0 0.0
229 CLLNl €27,823 €27,823 0.0 €0 0.0
230 GAp €27,384 €27,384 0.0 €0 0.0
231 HOp €25,057 €25,057 0.0 €0 0.0
232 WGl €24,410 €24,410 0.0 €0 0.0
233 BVSl €24,132 €24,132 0.0 €0 0.0
234 SXSl €24,124 €24,124 0.0 €0 0.0
235 MTOl €24,071 €24,071 0.0 €0 0.0
236 SEVp €23,186 €23,186 0.0 €0 0.0
237 FORAa €23,173 €23,173 0.0 €0 0.0
238 IGGl €22,241 €22,241 0.0 €0 0.0
239 ALTd €21,423 €21,423 0.0 €0 0.0
240 GPORl €21,006 €21,006 0.0 €0 0.0
241 NEXl €20,601 €20,601 0.0 €0 0.0
242 BREl €20,600 €20,600 0.0 €0 0.0
243 HASl €19,200 €19,200 0.0 €0 0.0
244 RORl €18,900 €18,900 0.0 €0 0.0
245 G1Ad €18,719 €18,719 0.0 €0 0.0
246 ENELm €18,494 €18,494 0.0 €0 0.0
247 INCHl €18,033 €18,033 0.0 €0 0.0
248 VPCl €17,660 €17,660 0.0 €0 0.0
249 ADNl €17,482 €17,482 0.0 €0 0.0
250 WSMl €17,029 €17,029 0.0 €0 0.0
251 PFLl €16,611 €16,611 0.0 €0 0.0
252 SDRl €16,351 €16,351 0.0 €0 0.0
253 ABIb €16,053 €16,053 0.0 €0 0.0
254 JLTl €15,952 €15,952 0.0 €0 0.0
255 CRDAl €15,783 €15,783 0.0 €0 0.0
256 BBAl €15,756 €15,756 0.0 €0 0.0
257 ATOp €15,149 €15,149 0.0 €0 0.0
258 Fm €14,531 €14,531 0.0 €0 0.0
259 CPWl €14,370 €14,370 0.0 €0 0.0
260 LOGl €14,138 €14,138 0.0 €0 0.0
261 JDWl €13,638 €13,638 0.0 €0 0.0
262 MSYl €12,484 €12,484 0.0 €0 0.0
263 INFl €10,764 €10,764 0.0 €0 0.0
264 SRPl €10,723 €10,723 0.0 €0 0.0
265 SHPl €10,719 €10,719 0.0 €0 0.0
266 ENIm €10,390 €10,390 0.0 €0 0.0
267 AGKl €10,062 €10,062 0.0 €0 0.0
268 PVCSl €9,732 €9,732 0.0 €0 0.0
269 TWl €9,311 €9,311 0.0 €0 0.0
270 SESGp €8,992 €8,992 0.0 €0 0.0
271 SHIl €8,934 €8,934 0.0 €0 0.0
272 USGa €8,738 €8,738 0.0 €0 0.0
273 TOM2a €8,648 €8,648 0.0 €0 0.0
274 DCGl €7,873 €7,873 0.0 €0 0.0
275 ATKl €7,866 €7,866 0.0 €0 0.0
276 ASHMl €7,829 €7,829 0.0 €0 0.0
277 BOYl €7,759 €7,759 0.0 €0 0.0
278 SMWHl €7,626 €7,626 0.0 €0 0.0
279 BVICl €7,433 €7,433 0.0 €0 0.0
280 IMIl €7,400 €7,400 0.0 €0 0.0
281 UBIm €6,895 €6,895 0.0 €0 0.0
282 NYRb €6,873 €6,873 0.0 €0 0.0
283 CSRl €6,587 €6,587 0.0 €0 0.0
284 GMGl €6,433 €6,433 0.0 €0 0.0
285 SIAl €6,351 €6,351 0.0 €0 0.0
286 MSm €6,244 €6,244 0.0 €0 0.0
287 STJl €6,172 €6,172 0.0 €0 0.0
288 ATSTl €5,988 €5,988 0.0 €0 0.0
289 DSYp €5,938 €5,938 0.0 €0 0.0
290 DDTl €5,924 €5,924 0.0 €0 0.0
291 TPKl €5,795 €5,795 0.0 €0 0.0
292 JKXl €5,766 €5,766 0.0 €0 0.0
293 NESNz €5,532 €5,532 0.0 €0 0.0
294 VTGl €5,490 €5,490 0.0 €0 0.0
295 GOGl €5,479 €5,479 0.0 €0 0.0
296 HTGl €5,189 €5,189 0.0 €0 0.0
297 HIKl €5,161 €5,161 0.0 €0 0.0
298 DNXl €5,023 €5,023 0.0 €0 0.0
299 DXp €4,970 €4,970 0.0 €0 0.0
300 UCGm €4,881 €4,881 0.0 €0 0.0
301 FPTl €4,703 €4,703 0.0 €0 0.0
302 QQl €4,550 €4,550 0.0 €0 0.0
303 MOBBb €4,505 €4,505 0.0 €0 0.0
304 AGFBb €4,407 €4,407 0.0 €0 0.0
305 BDEVl €4,282 €4,282 0.0 €0 0.0
306 CHGl €3,847 €3,847 0.0 €0 0.0
307 DVSGl €3,738 €3,738 0.0 €0 0.0
308 MEDm €3,729 €3,729 0.0 €0 0.0
309 AMLl €3,635 €3,635 0.0 €0 0.0
310 CORAa €3,451 €3,451 0.0 €0 0.0
311 ATLm €3,133 €3,133 0.0 €0 0.0
312 SPMm €3,035 €3,035 0.0 €0 0.0
313 BAMNBa €3,020 €3,020 0.0 €0 0.0
314 MARSl €2,888 €2,888 0.0 €0 0.0
315 HSVl €2,694 €2,694 0.0 €0 0.0
316 TLPRl €2,666 €2,666 0.0 €0 0.0
317 SMTl €2,496 €2,496 0.0 €0 0.0
318 ARIl €2,375 €2,375 0.0 €0 0.0
319 PFGl €2,299 €2,299 0.0 €0 0.0
320 ECMl €2,245 €2,245 0.0 €0 0.0
321 FSAm €2,115 €2,115 0.0 €0 0.0
322 KESAl €2,109 €2,109 0.0 €0 0.0
323 AVVl €2,028 €2,028 0.0 €0 0.0
324 HFDl €1,939 €1,939 0.0 €0 0.0
325 LTOm €1,821 €1,821 0.0 €0 0.0
326 PMOl €1,591 €1,591 0.0 €0 0.0
327 SCHEl €1,449 €1,449 0.0 €0 0.0
328 CHLDl €1,419 €1,419 0.0 €0 0.0
329 BXTNl €1,404 €1,404 0.0 €0 0.0
330 ULEl €1,342 €1,342 0.0 €0 0.0
331 ARMl €1,227 €1,227 0.0 €0 0.0
332 UKCl €893 €893 0.0 €0 0.0
333 IFLl €611 €611 0.0 €0 0.0
334 KLRl €377 €377 0.0 €0 0.0
335 SPXl €320 €320 0.0 €0 0.0
336 RMVl €309 €309 0.0 €0 0.0
337 SDRCl €178 €178 0.0 €0 0.0
338 PUBl €140 €140 0.0 €0 0.0
339 RPSl €104 €104 0.0 €0 0.0
340 BEKBb €102 €102 0.0 €0 0.0
341 JPRl €36 €36 0.0 €0 0.0
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