Daily Volume Report for Monday, Dec 29, 2008

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Symbol Notional Value Matched Market Match % Routed Market Touch %
1 RDSBl €5,793,956 €5,793,956 0.0 €0 0.0
2 BPl €3,808,371 €3,808,371 0.0 €0 0.0
3 FPp €3,184,082 €3,184,082 0.0 €0 0.0
4 GSKl €3,137,807 €3,137,807 0.0 €0 0.0
5 RDSAa €2,990,728 €2,990,728 0.0 €0 0.0
6 EOANd €2,955,212 €2,955,212 0.0 €0 0.0
7 BAYd €2,949,450 €2,949,450 0.0 €0 0.0
8 BLTl €2,741,655 €2,741,655 0.0 €0 0.0
9 FTEp €2,606,836 €2,606,836 0.0 €0 0.0
10 VODl €2,582,708 €2,582,708 0.0 €0 0.0
11 BGl €2,487,248 €2,487,248 0.0 €0 0.0
12 RDSAl €2,390,470 €2,390,470 0.0 €0 0.0
13 HSBAl €2,385,635 €2,385,635 0.0 €0 0.0
14 UNAa €2,173,423 €2,173,423 0.0 €0 0.0
15 SIEd €2,142,727 €2,142,727 0.0 €0 0.0
16 CBKd €2,132,122 €2,132,122 0.0 €0 0.0
17 CAp €2,100,442 €2,100,442 0.0 €0 0.0
18 ALVd €2,066,854 €2,066,854 0.0 €0 0.0
19 CNAl €1,843,832 €1,843,832 0.0 €0 0.0
20 BARCl €1,774,014 €1,774,014 0.0 €0 0.0
21 XTAl €1,727,783 €1,727,783 0.0 €0 0.0
22 DTEd €1,695,299 €1,695,299 0.0 €0 0.0
23 WPPl €1,649,635 €1,649,635 0.0 €0 0.0
24 KPNa €1,409,428 €1,409,428 0.0 €0 0.0
25 DBKd €1,339,866 €1,339,866 0.0 €0 0.0
26 BATSl €1,312,190 €1,312,190 0.0 €0 0.0
27 RWEd €1,298,464 €1,298,464 0.0 €0 0.0
28 AZNl €1,291,219 €1,291,219 0.0 €0 0.0
29 GSZp €1,187,058 €1,187,058 0.0 €0 0.0
30 DGEl €1,172,336 €1,172,336 0.0 €0 0.0
31 CBRYl €1,140,331 €1,140,331 0.0 €0 0.0
32 SABl €1,128,943 €1,128,943 0.0 €0 0.0
33 BASd €1,117,623 €1,117,623 0.0 €0 0.0
34 RBl €1,004,253 €1,004,253 0.0 €0 0.0
35 RBSl €1,002,879 €1,002,879 0.0 €0 0.0
36 NGl €964,411 €964,411 0.0 €0 0.0
37 PHIAa €931,917 €931,917 0.0 €0 0.0
38 MUV2d €870,279 €870,279 0.0 €0 0.0
39 AIp €850,316 €850,316 0.0 €0 0.0
40 BSYl €828,965 €828,965 0.0 €0 0.0
41 BAl €798,101 €798,101 0.0 €0 0.0
42 ENIm €786,490 €786,490 0.0 €0 0.0
43 SANp €784,521 €784,521 0.0 €0 0.0
44 BNPp €764,769 €764,769 0.0 €0 0.0
45 IMTl €746,928 €746,928 0.0 €0 0.0
46 TKAd €742,958 €742,958 0.0 €0 0.0
47 ULVRl €723,329 €723,329 0.0 €0 0.0
48 RIOl €671,393 €671,393 0.0 €0 0.0
49 INGAa €661,416 €661,416 0.0 €0 0.0
50 SBRYl €655,031 €655,031 0.0 €0 0.0
51 BNp €631,824 €631,824 0.0 €0 0.0
52 MCp €582,112 €582,112 0.0 €0 0.0
53 VIVp €573,238 €573,238 0.0 €0 0.0
54 CSp €534,530 €534,530 0.0 €0 0.0
55 LINd €521,531 €521,531 0.0 €0 0.0
56 SDFd €514,966 €514,966 0.0 €0 0.0
57 VOWd €508,441 €508,441 0.0 €0 0.0
58 SGOp €476,758 €476,758 0.0 €0 0.0
59 SUp €468,842 €468,842 0.0 €0 0.0
60 STANl €461,704 €461,704 0.0 €0 0.0
61 EDFp €460,277 €460,277 0.0 €0 0.0
62 RELl €458,588 €458,588 0.0 €0 0.0
63 TSCOl €456,724 €456,724 0.0 €0 0.0
64 SSEl €449,664 €449,664 0.0 €0 0.0
65 AALl €442,293 €442,293 0.0 €0 0.0
66 PSONl €416,830 €416,830 0.0 €0 0.0
67 AKZAa €374,221 €374,221 0.0 €0 0.0
68 DAId €357,913 €357,913 0.0 €0 0.0
69 AVl €347,193 €347,193 0.0 €0 0.0
70 HBOSl €343,826 €343,826 0.0 €0 0.0
71 RIp €335,311 €335,311 0.0 €0 0.0
72 GLEp €333,120 €333,120 0.0 €0 0.0
73 NXTl €327,693 €327,693 0.0 €0 0.0
74 ADSd €318,106 €318,106 0.0 €0 0.0
75 CCLl €309,785 €309,785 0.0 €0 0.0
76 CPIl €309,194 €309,194 0.0 €0 0.0
77 TRILl €307,599 €307,599 0.0 €0 0.0
78 ORp €306,469 €306,469 0.0 €0 0.0
79 MTa €305,667 €305,667 0.0 €0 0.0
80 HEIAa €303,027 €303,027 0.0 €0 0.0
81 ENp €298,581 €298,581 0.0 €0 0.0
82 HOTd €287,591 €287,591 0.0 €0 0.0
83 VIEp €286,121 €286,121 0.0 €0 0.0
84 ASMLa €273,681 €273,681 0.0 €0 0.0
85 IPRl €272,404 €272,404 0.0 €0 0.0
86 EMGl €270,340 €270,340 0.0 €0 0.0
87 DGp €261,639 €261,639 0.0 €0 0.0
88 SGEl €260,844 €260,844 0.0 €0 0.0
89 SNl €252,466 €252,466 0.0 €0 0.0
90 LANDl €252,119 €252,119 0.0 €0 0.0
91 MRWl €251,594 €251,594 0.0 €0 0.0
92 LLOYl €250,889 €250,889 0.0 €0 0.0
93 HEN3d €247,275 €247,275 0.0 €0 0.0
94 MRKd €225,714 €225,714 0.0 €0 0.0
95 BTl €225,703 €225,703 0.0 €0 0.0
96 SAPd €218,184 €218,184 0.0 €0 0.0
97 DPWd €211,824 €211,824 0.0 €0 0.0
98 ATLm €210,889 €210,889 0.0 €0 0.0
99 FMEd €203,160 €203,160 0.0 €0 0.0
100 RRl €202,371 €202,371 0.0 €0 0.0
101 PRUl €196,279 €196,279 0.0 €0 0.0
102 CPGl €194,083 €194,083 0.0 €0 0.0
103 AHa €193,253 €193,253 0.0 €0 0.0
104 EADp €191,568 €191,568 0.0 €0 0.0
105 MKSl €190,064 €190,064 0.0 €0 0.0
106 BLNDl €189,031 €189,031 0.0 €0 0.0
107 MANd €183,918 €183,918 0.0 €0 0.0
108 TTl €179,971 €179,971 0.0 €0 0.0
109 ALUp €177,922 €177,922 0.0 €0 0.0
110 LMIl €170,150 €170,150 0.0 €0 0.0
111 RENa €168,604 €168,604 0.0 €0 0.0
112 SEVp €167,499 €167,499 0.0 €0 0.0
113 TLWl €164,510 €164,510 0.0 €0 0.0
114 ACp €161,800 €161,800 0.0 €0 0.0
115 SMINl €159,238 €159,238 0.0 €0 0.0
116 HOp €159,148 €159,148 0.0 €0 0.0
117 LGp €158,986 €158,986 0.0 €0 0.0
118 GAp €157,558 €157,558 0.0 €0 0.0
119 Gm €157,105 €157,105 0.0 €0 0.0
120 ACAp €154,251 €154,251 0.0 €0 0.0
121 RNOp €149,404 €149,404 0.0 €0 0.0
122 IHGl €147,270 €147,270 0.0 €0 0.0
123 LOGl €147,245 €147,245 0.0 €0 0.0
124 UGp €146,557 €146,557 0.0 €0 0.0
125 COp €145,691 €145,691 0.0 €0 0.0
126 BGYl €144,464 €144,464 0.0 €0 0.0
127 MLp €142,786 €142,786 0.0 €0 0.0
128 ULp €141,920 €141,920 0.0 €0 0.0
129 TNTa €141,557 €141,557 0.0 €0 0.0
130 RTOl €141,262 €141,262 0.0 €0 0.0
131 DB1d €139,300 €139,300 0.0 €0 0.0
132 WOSl €137,639 €137,639 0.0 €0 0.0
133 VEDl €137,356 €137,356 0.0 €0 0.0
134 PPp €137,323 €137,323 0.0 €0 0.0
135 MMBp €136,524 €136,524 0.0 €0 0.0
136 IAPl €133,220 €133,220 0.0 €0 0.0
137 NOVNz €132,698 €132,698 0.0 €0 0.0
138 CWl €124,423 €124,423 0.0 €0 0.0
139 RSAl €124,258 €124,258 0.0 €0 0.0
140 ENELm €119,397 €119,397 0.0 €0 0.0
141 JMATl €104,748 €104,748 0.0 €0 0.0
142 EFp €103,989 €103,989 0.0 €0 0.0
143 BMWd €101,857 €101,857 0.0 €0 0.0
144 UCGm €101,784 €101,784 0.0 €0 0.0
145 SHPl €100,490 €100,490 0.0 €0 0.0
146 HMSOl €99,354 €99,354 0.0 €0 0.0
147 EXPNl €95,933 €95,933 0.0 €0 0.0
148 TCGl €95,421 €95,421 0.0 €0 0.0
149 LHAd €93,776 €93,776 0.0 €0 0.0
150 AMECl €92,372 €92,372 0.0 €0 0.0
151 UCBb €89,040 €89,040 0.0 €0 0.0
152 LGENl €88,552 €88,552 0.0 €0 0.0
153 LADl €87,095 €87,095 0.0 €0 0.0
154 VKp €86,298 €86,298 0.0 €0 0.0
155 AFp €85,825 €85,825 0.0 €0 0.0
156 SYNNz €84,890 €84,890 0.0 €0 0.0
157 TUI1d €83,020 €83,020 0.0 €0 0.0
158 MEOd €82,973 €82,973 0.0 €0 0.0
159 TATEl €81,653 €81,653 0.0 €0 0.0
160 ARMl €81,342 €81,342 0.0 €0 0.0
161 ALOp €81,174 €81,174 0.0 €0 0.0
162 GFSl €80,155 €80,155 0.0 €0 0.0
163 UHRz €79,877 €79,877 0.0 €0 0.0
164 BNZLl €78,884 €78,884 0.0 €0 0.0
165 RRSl €77,617 €77,617 0.0 €0 0.0
166 WTBl €75,451 €75,451 0.0 €0 0.0
167 DSMa €75,382 €75,382 0.0 €0 0.0
168 MTXd €74,702 €74,702 0.0 €0 0.0
169 BOKAa €74,417 €74,417 0.0 €0 0.0
170 CNEl €73,240 €73,240 0.0 €0 0.0
171 SAFp €72,641 €72,641 0.0 €0 0.0
172 SPMm €72,078 €72,078 0.0 €0 0.0
173 UUl €71,942 €71,942 0.0 €0 0.0
174 KGFl €71,125 €71,125 0.0 €0 0.0
175 ENRCl €70,264 €70,264 0.0 €0 0.0
176 PRYm €67,112 €67,112 0.0 €0 0.0
177 FURa €66,634 €66,634 0.0 €0 0.0
178 SAZd €65,783 €65,783 0.0 €0 0.0
179 WKLa €65,576 €65,576 0.0 €0 0.0
180 HMVl €64,424 €64,424 0.0 €0 0.0
181 SESGp €60,938 €60,938 0.0 €0 0.0
182 LUXm €60,428 €60,428 0.0 €0 0.0
183 NOK1Vh €59,668 €59,668 0.0 €0 0.0
184 AUl €59,634 €59,634 0.0 €0 0.0
185 SVTl €58,839 €58,839 0.0 €0 0.0
186 ABIb €58,491 €58,491 0.0 €0 0.0
187 FPl €56,882 €56,882 0.0 €0 0.0
188 ISPm €55,907 €55,907 0.0 €0 0.0
189 ANTOl €55,391 €55,391 0.0 €0 0.0
190 WCHd €53,904 €53,904 0.0 €0 0.0
191 AGNa €53,593 €53,593 0.0 €0 0.0
192 YELLl €53,312 €53,312 0.0 €0 0.0
193 ITVl €52,236 €52,236 0.0 €0 0.0
194 ISYSl €50,664 €50,664 0.0 €0 0.0
195 HASl €50,081 €50,081 0.0 €0 0.0
196 FORAa €49,410 €49,410 0.0 €0 0.0
197 BAYl €48,636 €48,636 0.0 €0 0.0
198 TOMKl €47,044 €47,044 0.0 €0 0.0
199 COBl €46,486 €46,486 0.0 €0 0.0
200 NEXl €45,678 €45,678 0.0 €0 0.0
201 ISATl €44,436 €44,436 0.0 €0 0.0
202 SBMOa €43,484 €43,484 0.0 €0 0.0
203 DRXl €43,318 €43,318 0.0 €0 0.0
204 TRNm €42,426 €42,426 0.0 €0 0.0
205 REXl €42,183 €42,183 0.0 €0 0.0
206 LTOm €41,867 €41,867 0.0 €0 0.0
207 OMLl €40,983 €40,983 0.0 €0 0.0
208 SWp €40,854 €40,854 0.0 €0 0.0
209 ATLNz €39,065 €39,065 0.0 €0 0.0
210 FNCm €37,446 €37,446 0.0 €0 0.0
211 BPm €37,213 €37,213 0.0 €0 0.0
212 DPBd €36,814 €36,814 0.0 €0 0.0
213 Fm €36,626 €36,626 0.0 €0 0.0
214 CAPp €35,951 €35,951 0.0 €0 0.0
215 IGGl €35,163 €35,163 0.0 €0 0.0
216 ROGz €34,984 €34,984 0.0 €0 0.0
217 BAMNBa €34,962 €34,962 0.0 €0 0.0
218 ETIl €34,747 €34,747 0.0 €0 0.0
219 FGPl €34,511 €34,511 0.0 €0 0.0
220 SGROl €34,142 €34,142 0.0 €0 0.0
221 NDAd €33,618 €33,618 0.0 €0 0.0
222 NEXp €33,035 €33,035 0.0 €0 0.0
223 SZGd €32,986 €32,986 0.0 €0 0.0
224 ERICBs €32,758 €32,758 0.0 €0 0.0
225 EZJl €32,494 €32,494 0.0 €0 0.0
226 LSEl €32,337 €32,337 0.0 €0 0.0
227 CLS1d €32,059 €32,059 0.0 €0 0.0
228 AGSl €30,885 €30,885 0.0 €0 0.0
229 CPWl €30,850 €30,850 0.0 €0 0.0
230 AGLm €30,455 €30,455 0.0 €0 0.0
231 CONd €29,818 €29,818 0.0 €0 0.0
232 IECl €28,940 €28,940 0.0 €0 0.0
233 CORAa €28,811 €28,811 0.0 €0 0.0
234 BEId €28,637 €28,637 0.0 €0 0.0
235 IFXd €28,419 €28,419 0.0 €0 0.0
236 MSm €26,080 €26,080 0.0 €0 0.0
237 HHFAd €26,054 €26,054 0.0 €0 0.0
238 TGMd €25,561 €25,561 0.0 €0 0.0
239 NOBNz €24,993 €24,993 0.0 €0 0.0
240 DSYp €24,612 €24,612 0.0 €0 0.0
241 TOM2a €24,496 €24,496 0.0 €0 0.0
242 ADMl €23,836 €23,836 0.0 €0 0.0
243 USGa €23,690 €23,690 0.0 €0 0.0
244 ABFl €22,468 €22,468 0.0 €0 0.0
245 BEKBb €21,139 €21,139 0.0 €0 0.0
246 SOLBb €21,009 €21,009 0.0 €0 0.0
247 ALm €20,817 €20,817 0.0 €0 0.0
248 UBIm €20,238 €20,238 0.0 €0 0.0
249 DMGTl €19,324 €19,324 0.0 €0 0.0
250 SGCl €19,078 €19,078 0.0 €0 0.0
251 G1Ad €18,792 €18,792 0.0 €0 0.0
252 ALTd €18,731 €18,731 0.0 €0 0.0
253 AQPl €18,197 €18,197 0.0 €0 0.0
254 FWBm €17,449 €17,449 0.0 €0 0.0
255 BAERz €17,304 €17,304 0.0 €0 0.0
256 BREl €17,278 €17,278 0.0 €0 0.0
257 RHMd €17,187 €17,187 0.0 €0 0.0
258 SY1d €16,139 €16,139 0.0 €0 0.0
259 SMWHl €15,714 €15,714 0.0 €0 0.0
260 PAH3d €14,338 €14,338 0.0 €0 0.0
261 BBYl €13,929 €13,929 0.0 €0 0.0
262 ECMl €13,903 €13,903 0.0 €0 0.0
263 KAZl €13,858 €13,858 0.0 €0 0.0
264 TECp €13,604 €13,604 0.0 €0 0.0
265 TITm €13,284 €13,284 0.0 €0 0.0
266 PSNl €13,244 €13,244 0.0 €0 0.0
267 IPFl €12,228 €12,228 0.0 €0 0.0
268 ADNl €12,182 €12,182 0.0 €0 0.0
269 PUBp €11,926 €11,926 0.0 €0 0.0
270 PUBl €11,669 €11,669 0.0 €0 0.0
271 LIIl €11,600 €11,600 0.0 €0 0.0
272 MBm €11,399 €11,399 0.0 €0 0.0
273 TWl €11,295 €11,295 0.0 €0 0.0
274 CLNz €10,715 €10,715 0.0 €0 0.0
275 MABl €9,743 €9,743 0.0 €0 0.0
276 TENm €9,423 €9,423 0.0 €0 0.0
277 SDRLo €9,315 €9,315 0.0 €0 0.0
278 DSGIl €9,284 €9,284 0.0 €0 0.0
279 GBFd €8,928 €8,928 0.0 €0 0.0
280 WGl €8,689 €8,689 0.0 €0 0.0
281 NHYo €8,551 €8,551 0.0 €0 0.0
282 CSGNz €8,537 €8,537 0.0 €0 0.0
283 SLl €8,281 €8,281 0.0 €0 0.0
284 PFCl €8,175 €8,175 0.0 €0 0.0
285 HOLNz €7,943 €7,943 0.0 €0 0.0
286 FRAd €7,900 €7,900 0.0 €0 0.0
287 AGFBb €7,855 €7,855 0.0 €0 0.0
288 ABBNz €7,669 €7,669 0.0 €0 0.0
289 TMSp €7,602 €7,602 0.0 €0 0.0
290 ITm €7,419 €7,419 0.0 €0 0.0
291 ITRKl €7,056 €7,056 0.0 €0 0.0
292 ATOp €6,954 €6,954 0.0 €0 0.0
293 SHIl €6,594 €6,594 0.0 €0 0.0
294 FSAm €6,484 €6,484 0.0 €0 0.0
295 AKSOo €6,437 €6,437 0.0 €0 0.0
296 FLTRl €6,142 €6,142 0.0 €0 0.0
297 DELBb €6,100 €6,100 0.0 €0 0.0
298 WMHl €5,903 €5,903 0.0 €0 0.0
299 WINd €5,856 €5,856 0.0 €0 0.0
300 IIIl €5,783 €5,783 0.0 €0 0.0
301 FRE3d €5,603 €5,603 0.0 €0 0.0
302 KNEBVh €5,572 €5,572 0.0 €0 0.0
303 JDWl €5,402 €5,402 0.0 €0 0.0
304 BXTNl €5,190 €5,190 0.0 €0 0.0
305 SDRl €5,063 €5,063 0.0 €0 0.0
306 RANDa €4,889 €4,889 0.0 €0 0.0
307 SIGl €4,847 €4,847 0.0 €0 0.0
308 D9Cd €4,783 €4,783 0.0 €0 0.0
309 WSMl €4,743 €4,743 0.0 €0 0.0
310 ADPp €4,565 €4,565 0.0 €0 0.0
311 NYRb €4,548 €4,548 0.0 €0 0.0
312 CBGl €4,539 €4,539 0.0 €0 0.0
313 CLLNl €4,530 €4,530 0.0 €0 0.0
314 INFl €4,211 €4,211 0.0 €0 0.0
315 VPKa €4,160 €4,160 0.0 €0 0.0
316 SZUd €4,069 €4,069 0.0 €0 0.0
317 IPGm €3,600 €3,600 0.0 €0 0.0
318 SPXl €3,559 €3,559 0.0 €0 0.0
319 MCROl €3,486 €3,486 0.0 €0 0.0
320 TIE1Vh €3,456 €3,456 0.0 €0 0.0
321 GRGl €3,167 €3,167 0.0 €0 0.0
322 TNIl €2,965 €2,965 0.0 €0 0.0
323 BULm €2,843 €2,843 0.0 €0 0.0
324 BBAl €2,750 €2,750 0.0 €0 0.0
325 PLTm €2,707 €2,707 0.0 €0 0.0
326 A2Am €2,540 €2,540 0.0 €0 0.0
327 OCEa €2,465 €2,465 0.0 €0 0.0
328 MGNSl €2,464 €2,464 0.0 €0 0.0
329 GEOm €2,406 €2,406 0.0 €0 0.0
330 PFDl €2,312 €2,312 0.0 €0 0.0
331 HSXl €2,234 €2,234 0.0 €0 0.0
332 STMp €2,211 €2,211 0.0 €0 0.0
333 CNPp €2,190 €2,190 0.0 €0 0.0
334 SRGm €2,184 €2,184 0.0 €0 0.0
335 FRESl €2,153 €2,153 0.0 €0 0.0
336 DOMl €2,006 €2,006 0.0 €0 0.0
337 HDDd €1,990 €1,990 0.0 €0 0.0
338 SMPl €1,844 €1,844 0.0 €0 0.0
339 IFLl €1,549 €1,549 0.0 €0 0.0
340 MROl €1,548 €1,548 0.0 €0 0.0
341 BBAYl €1,412 €1,412 0.0 €0 0.0
342 UBMl €1,327 €1,327 0.0 €0 0.0
343 SRPl €1,309 €1,309 0.0 €0 0.0
344 CTTl €1,069 €1,069 0.0 €0 0.0
345 WESa €1,006 €1,006 0.0 €0 0.0
346 ASHMl €997 €997 0.0 €0 0.0
347 BDEVl €915 €915 0.0 €0 0.0
348 UMIb €881 €881 0.0 €0 0.0
349 QQl €838 €838 0.0 €0 0.0
350 SDRCl €833 €833 0.0 €0 0.0
351 HNR1d €823 €823 0.0 €0 0.0
352 PZCl €701 €701 0.0 €0 0.0
353 DVSGl €698 €698 0.0 €0 0.0
354 INVPl €695 €695 0.0 €0 0.0
355 RPSl €678 €678 0.0 €0 0.0
356 BKGl €664 €664 0.0 €0 0.0
357 ESm €663 €663 0.0 €0 0.0
358 DNXl €646 €646 0.0 €0 0.0
359 UTGl €591 €591 0.0 €0 0.0
360 STLo €568 €568 0.0 €0 0.0
361 SKSl €525 €525 0.0 €0 0.0
362 KBCb €441 €441 0.0 €0 0.0
363 KNp €413 €413 0.0 €0 0.0
364 CKSNl €358 €358 0.0 €0 0.0
365 HOMEl €253 €253 0.0 €0 0.0
366 BBPPl €223 €223 0.0 €0 0.0
367 PMIm €206 €206 0.0 €0 0.0
368 888l €184 €184 0.0 €0 0.0
369 HLMAl €174 €174 0.0 €0 0.0
370 BRBYl €167 €167 0.0 €0 0.0
371 WINl €147 €147 0.0 €0 0.0
372 BVICl €141 €141 0.0 €0 0.0
373 FPTl €116 €116 0.0 €0 0.0
374 IMIl €95 €95 0.0 €0 0.0
375 AMLl €83 €83 0.0 €0 0.0
376 SCHEl €63 €63 0.0 €0 0.0
377 PVCSl €52 €52 0.0 €0 0.0
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