Daily Volume Report for Friday, Jan 02, 2009

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Symbol Notional Value Matched Market Match % Routed Market Touch %
1 RDSAa €1,619,340 €1,619,340 1.15 €0 1.15
2 FPp €1,564,084 €1,564,084 0.67 €0 0.67
3 DTEd €1,491,411 €1,491,411 0.76 €0 0.76
4 BPl €1,271,915 €1,271,915 0.74 €0 0.74
5 BLTl €1,088,334 €1,088,334 0.93 €0 0.93
6 MTa €1,052,927 €1,052,927 1.61 €0 1.61
7 VODl €1,034,832 €1,034,832 0.86 €0 0.86
8 RDSBl €913,696 €913,696 1.16 €0 1.16
9 SIEd €889,181 €889,181 0.32 €0 0.32
10 EOANd €827,352 €827,352 0.41 €0 0.41
11 BNp €770,338 €770,338 1.33 €0 1.33
12 GSKl €753,466 €753,466 0.87 €0 0.87
13 RDSAl €730,181 €730,181 1.11 €0 1.11
14 SSEl €709,524 €709,524 3.41 €0 3.41
15 FTEp €655,822 €655,822 0.53 €0 0.53
16 CSp €624,756 €624,756 0.68 €0 0.68
17 DPWd €619,187 €619,187 0.86 €0 0.86
18 BASd €618,309 €618,309 0.5 €0 0.5
19 MUV2d €617,256 €617,256 0.62 €0 0.62
20 RIOl €602,601 €602,601 0.85 €0 0.85
21 VOWd €552,026 €552,026 0.59 €0 0.59
22 DGEl €547,009 €547,009 1.45 €0 1.45
23 INGAa €545,184 €545,184 0.94 €0 0.94
24 AHa €536,269 €536,269 1.46 €0 1.46
25 GSZp €527,665 €527,665 0.51 €0 0.51
26 DAId €521,452 €521,452 0.4 €0 0.4
27 DBKd €500,577 €500,577 0.41 €0 0.41
28 VIVp €458,098 €458,098 0.61 €0 0.61
29 AZNl €438,040 €438,040 0.52 €0 0.52
30 ULVRl €430,117 €430,117 1.52 €0 1.52
31 AFp €429,518 €429,518 2.58 €0 2.58
32 MCp €425,958 €425,958 0.92 €0 0.92
33 UNAa €425,588 €425,588 0.46 €0 0.46
34 ALVd €414,399 €414,399 0.34 €0 0.34
35 NGl €399,334 €399,334 1.45 €0 1.45
36 BATSl €393,739 €393,739 0.73 €0 0.73
37 SABl €390,978 €390,978 1.27 €0 1.27
38 PHIAa €378,661 €378,661 0.6 €0 0.6
39 HEIAa €366,885 €366,885 1.75 €0 1.75
40 ORp €339,812 €339,812 0.61 €0 0.61
41 XTAl €324,736 €324,736 0.68 €0 0.68
42 GLEp €298,181 €298,181 0.54 €0 0.54
43 BAYd €290,174 €290,174 0.19 €0 0.19
44 MANd €285,322 €285,322 0.71 €0 0.71
45 SAPd €279,481 €279,481 0.19 €0 0.19
46 BNPp €278,797 €278,797 0.17 €0 0.17
47 AIp €277,608 €277,608 0.56 €0 0.56
48 SANp €275,020 €275,020 0.23 €0 0.23
49 BGl €268,195 €268,195 0.56 €0 0.56
50 IMTl €251,485 €251,485 0.59 €0 0.59
51 BAl €244,214 €244,214 0.68 €0 0.68
52 TSCOl €237,977 €237,977 0.55 €0 0.55
53 AALl €207,817 €207,817 0.27 €0 0.27
54 MLp €202,768 €202,768 1.1 €0 1.1
55 Gm €195,068 €195,068 0.35 €0 0.35
56 MRWl €193,652 €193,652 1.0 €0 1.0
57 CAp €183,930 €183,930 0.21 €0 0.21
58 PAH3d €182,161 €182,161 0.63 €0 0.63
59 LGp €181,387 €181,387 0.52 €0 0.52
60 CBKd €177,398 €177,398 0.96 €0 0.96
61 RWEd €171,445 €171,445 0.11 €0 0.11
62 NXTl €169,204 €169,204 1.32 €0 1.32
63 RELl €165,601 €165,601 1.37 €0 1.37
64 RBSl €161,214 €161,214 1.08 €0 1.08
65 ENIm €156,120 €156,120 0.09 €0 0.09
66 BMWd €152,625 €152,625 0.32 €0 0.32
67 SGOp €150,216 €150,216 0.32 €0 0.32
68 RRl €140,127 €140,127 0.85 €0 0.85
69 PSONl €138,437 €138,437 0.8 €0 0.8
70 TRILl €137,567 €137,567 0.64 €0 0.64
71 MEOd €131,939 €131,939 0.94 €0 0.94
72 ENELm €131,486 €131,486 0.13 €0 0.13
73 CCLl €130,713 €130,713 1.02 €0 1.02
74 BSYl €129,977 €129,977 0.68 €0 0.68
75 ENp €127,874 €127,874 0.44 €0 0.44
76 LINd €124,657 €124,657 0.28 €0 0.28
77 ASMLa €124,628 €124,628 0.38 €0 0.38
78 SDFd €117,660 €117,660 0.36 €0 0.36
79 TKAd €117,587 €117,587 0.17 €0 0.17
80 LOGl €114,819 €114,819 1.25 €0 1.25
81 DGp €110,881 €110,881 0.25 €0 0.25
82 AKZAa €109,427 €109,427 0.47 €0 0.47
83 ACAp €108,939 €108,939 0.35 €0 0.35
84 LANDl €106,434 €106,434 0.49 €0 0.49
85 GAp €100,265 €100,265 0.6 €0 0.6
86 EXPNl €98,714 €98,714 0.8 €0 0.8
87 WINd €97,028 €97,028 3.65 €0 3.65
88 CAPp €96,648 €96,648 0.81 €0 0.81
89 HSBAl €93,582 €93,582 0.09 €0 0.09
90 EADp €92,923 €92,923 0.37 €0 0.37
91 BGYl €92,208 €92,208 0.76 €0 0.76
92 ACp €91,840 €91,840 0.27 €0 0.27
93 SUp €89,222 €89,222 0.22 €0 0.22
94 AUl €89,000 €89,000 1.06 €0 1.06
95 TNTa €85,092 €85,092 0.36 €0 0.36
96 RIp €81,523 €81,523 0.24 €0 0.24
97 RBl €80,946 €80,946 0.25 €0 0.25
98 MRKd €79,829 €79,829 0.38 €0 0.38
99 ULp €79,737 €79,737 0.33 €0 0.33
100 WKLa €77,864 €77,864 0.52 €0 0.52
101 SESGp €77,237 €77,237 1.16 €0 1.16
102 CBRYl €77,080 €77,080 0.54 €0 0.54
103 BNZLl €73,087 €73,087 1.48 €0 1.48
104 NOVOBc €69,813 €69,813 0.24 €0 0.24
105 BARCl €68,619 €68,619 0.24 €0 0.24
106 SNl €67,757 €67,757 0.5 €0 0.5
107 HEN3d €67,432 €67,432 0.26 €0 0.26
108 WCHd €66,772 €66,772 0.87 €0 0.87
109 LLOYl €65,549 €65,549 0.42 €0 0.42
110 LHAd €65,325 €65,325 0.19 €0 0.19
111 PRYm €65,316 €65,316 0.33 €0 0.33
112 VIEp €65,058 €65,058 0.21 €0 0.21
113 LADl €64,603 €64,603 1.97 €0 1.97
114 BBYl €60,820 €60,820 1.46 €0 1.46
115 TUI1d €59,663 €59,663 1.06 €0 1.06
116 CWl €59,461 €59,461 0.51 €0 0.51
117 UUl €57,264 €57,264 0.33 €0 0.33
118 BTl €56,058 €56,058 0.18 €0 0.18
119 IFXd €52,871 €52,871 0.26 €0 0.26
120 EDFp €52,104 €52,104 0.14 €0 0.14
121 STMp €50,585 €50,585 0.3 €0 0.3
122 PPp €50,474 €50,474 0.12 €0 0.12
123 IHGl €49,617 €49,617 0.62 €0 0.62
124 WPPl €48,775 €48,775 0.39 €0 0.39
125 KPNa €48,435 €48,435 0.13 €0 0.13
126 RNOp €48,303 €48,303 0.11 €0 0.11
127 FNCm €46,202 €46,202 0.36 €0 0.36
128 HOTd €46,133 €46,133 0.42 €0 0.42
129 DSMa €45,990 €45,990 0.2 €0 0.2
130 UCBb €45,805 €45,805 0.62 €0 0.62
131 NOK1Vh €45,025 €45,025 0.03 €0 0.03
132 ADSd €43,751 €43,751 0.22 €0 0.22
133 DSGIl €42,424 €42,424 3.05 €0 3.05
134 CPGl €42,016 €42,016 0.28 €0 0.28
135 ISPm €41,836 €41,836 0.05 €0 0.05
136 HMVl €41,590 €41,590 2.44 €0 2.44
137 CNAl €38,894 €38,894 0.17 €0 0.17
138 GBFd €38,886 €38,886 0.4 €0 0.4
139 SBMOa €38,362 €38,362 0.49 €0 0.49
140 SGEl €37,191 €37,191 0.59 €0 0.59
141 UGp €36,500 €36,500 0.18 €0 0.18
142 AGSl €36,259 €36,259 2.51 €0 2.51
143 CLS1d €35,551 €35,551 0.59 €0 0.59
144 DPBd €35,235 €35,235 0.27 €0 0.27
145 AGNa €34,168 €34,168 0.13 €0 0.13
146 AVl €33,068 €33,068 0.34 €0 0.34
147 FORAa €33,047 €33,047 0.25 €0 0.25
148 VKp €32,353 €32,353 0.13 €0 0.13
149 EFp €31,537 €31,537 0.17 €0 0.17
150 HHFAd €30,585 €30,585 2.03 €0 2.03
151 SZUd €28,973 €28,973 0.46 €0 0.46
152 PUMd €28,597 €28,597 0.72 €0 0.72
153 MTXd €28,545 €28,545 0.66 €0 0.66
154 LXSd €28,502 €28,502 0.67 €0 0.67
155 D9Cd €28,336 €28,336 1.52 €0 1.52
156 CNEl €28,138 €28,138 0.3 €0 0.3
157 TTl €27,532 €27,532 0.96 €0 0.96
158 KCOd €26,749 €26,749 0.68 €0 0.68
159 GILd €26,699 €26,699 0.88 €0 0.88
160 OMEb €26,588 €26,588 1.84 €0 1.84
161 REXl €26,472 €26,472 0.43 €0 0.43
162 SBRYl €26,449 €26,449 0.25 €0 0.25
163 ALUp €26,436 €26,436 0.15 €0 0.15
164 SAMASh €26,204 €26,204 0.24 €0 0.24
165 EZJl €25,732 €25,732 0.93 €0 0.93
166 CPIl €25,035 €25,035 0.3 €0 0.3
167 PFDl €24,983 €24,983 4.04 €0 4.04
168 NEXp €24,797 €24,797 0.36 €0 0.36
169 ATOp €23,877 €23,877 1.12 €0 1.12
170 AQPl €23,835 €23,835 0.79 €0 0.79
171 MBm €23,733 €23,733 0.31 €0 0.31
172 KNEBVh €23,532 €23,532 0.42 €0 0.42
173 BEId €23,437 €23,437 0.14 €0 0.14
174 TECp €23,298 €23,298 0.19 €0 0.19
175 VEDl €23,089 €23,089 0.22 €0 0.22
176 RTOl €22,865 €22,865 1.61 €0 1.61
177 PUBp €22,802 €22,802 0.39 €0 0.39
178 FWBm €22,368 €22,368 1.2 €0 1.2
179 DSYp €22,121 €22,121 0.36 €0 0.36
180 MOBBb €21,766 €21,766 0.39 €0 0.39
181 ABIb €21,421 €21,421 0.05 €0 0.05
182 DMGTl €20,960 €20,960 0.52 €0 0.52
183 ITVl €20,918 €20,918 0.43 €0 0.43
184 VPKa €20,600 €20,600 0.46 €0 0.46
185 SY1d €20,568 €20,568 0.56 €0 0.56
186 PFCl €20,338 €20,338 0.36 €0 0.36
187 IMa €19,524 €19,524 0.74 €0 0.74
188 IPRl €19,499 €19,499 0.26 €0 0.26
189 RRSl €19,308 €19,308 0.36 €0 0.36
190 ANTOl €18,799 €18,799 0.13 €0 0.13
191 ERAp €18,748 €18,748 0.12 €0 0.12
192 ASSABs €17,327 €17,327 0.16 €0 0.16
193 UBIm €17,137 €17,137 0.2 €0 0.2
194 BPm €17,010 €17,010 0.19 €0 0.19
195 UCGm €16,928 €16,928 0.01 €0 0.01
196 MPIl €16,782 €16,782 0.7 €0 0.7
197 UMIb €16,736 €16,736 0.36 €0 0.36
198 TOMKl €16,574 €16,574 0.25 €0 0.25
199 TWl €16,480 €16,480 1.7 €0 1.7
200 G1Ad €16,163 €16,163 0.27 €0 0.27
201 FMEd €16,000 €16,000 0.05 €0 0.05
202 ATLm €15,937 €15,937 0.14 €0 0.14
203 NDAd €15,479 €15,479 0.62 €0 0.62
204 HOp €15,260 €15,260 0.1 €0 0.1
205 B5Ad €14,925 €14,925 0.76 €0 0.76
206 ENRCl €14,876 €14,876 0.45 €0 0.45
207 OUT1Vh €14,863 €14,863 0.18 €0 0.18
208 SAZd €14,821 €14,821 0.37 €0 0.37
209 SAFp €14,777 €14,777 0.15 €0 0.15
210 ABFl €14,603 €14,603 0.15 €0 0.15
211 RHKd €14,523 €14,523 0.62 €0 0.62
212 TATEl €14,385 €14,385 0.16 €0 0.16
213 OPGa €14,178 €14,178 2.12 €0 2.12
214 KGFl €14,078 €14,078 0.15 €0 0.15
215 CLLNl €13,962 €13,962 0.78 €0 0.78
216 CKSNl €13,750 €13,750 0.97 €0 0.97
217 IMIl €13,694 €13,694 0.46 €0 0.46
218 HASl €13,507 €13,507 0.76 €0 0.76
219 SRPl €13,045 €13,045 0.21 €0 0.21
220 SPMm €12,809 €12,809 0.08 €0 0.08
221 LMIl €11,918 €11,918 0.11 €0 0.11
222 BDEVl €11,699 €11,699 1.08 €0 1.08
223 AGLm €11,538 €11,538 0.77 €0 0.77
224 MGGTl €11,314 €11,314 0.43 €0 0.43
225 GOGl €11,235 €11,235 1.16 €0 1.16
226 ECMl €11,192 €11,192 0.92 €0 0.92
227 SZGd €11,191 €11,191 0.04 €0 0.04
228 MABl €11,161 €11,161 0.62 €0 0.62
229 MKSl €10,825 €10,825 0.11 €0 0.11
230 SGROl €10,759 €10,759 0.22 €0 0.22
231 RENa €10,619 €10,619 0.06 €0 0.06
232 KAZl €10,396 €10,396 0.19 €0 0.19
233 MMBp €10,380 €10,380 0.08 €0 0.08
234 COp €10,346 €10,346 0.07 €0 0.07
235 SOLBb €10,345 €10,345 0.09 €0 0.09
236 DELBb €10,013 €10,013 0.06 €0 0.06
237 SRGm €10,003 €10,003 0.15 €0 0.15
238 IIIl €9,952 €9,952 0.17 €0 0.17
239 DNXl €9,702 €9,702 0.39 €0 0.39
240 YELLl €9,668 €9,668 1.54 €0 1.54
241 FRE3d €9,563 €9,563 0.08 €0 0.08
242 LTOm €9,474 €9,474 0.51 €0 0.51
243 SIGl €9,184 €9,184 0.56 €0 0.56
244 WMHl €9,056 €9,056 0.43 €0 0.43
245 HNR1d €8,825 €8,825 0.13 €0 0.13
246 RHMd €8,584 €8,584 0.33 €0 0.33
247 TCGl €8,497 €8,497 0.21 €0 0.21
248 SEVp €8,159 €8,159 0.09 €0 0.09
249 ALOp €7,665 €7,665 0.02 €0 0.02
250 AHTl €7,650 €7,650 2.49 €0 2.49
251 BBAl €7,633 €7,633 1.62 €0 1.62
252 STANl €7,590 €7,590 0.03 €0 0.03
253 NEXl €7,467 €7,467 0.32 €0 0.32
254 PRUl €7,377 €7,377 0.06 €0 0.06
255 TENm €7,370 €7,370 0.03 €0 0.03
256 SDRl €7,299 €7,299 1.26 €0 1.26
257 FURa €7,297 €7,297 0.06 €0 0.06
258 SGCl €7,285 €7,285 0.26 €0 0.26
259 AMGa €7,212 €7,212 0.39 €0 0.39
260 LUXm €7,182 €7,182 0.07 €0 0.07
261 JMATl €7,166 €7,166 0.11 €0 0.11
262 GKNl €7,126 €7,126 0.17 €0 0.17
263 TPKl €7,087 €7,087 0.6 €0 0.6
264 BWYl €7,029 €7,029 0.24 €0 0.24
265 SHIl €7,024 €7,024 0.59 €0 0.59
266 PFGl €6,972 €6,972 0.53 €0 0.53
267 RANDa €6,884 €6,884 0.11 €0 0.11
268 FSAm €6,871 €6,871 0.14 €0 0.14
269 ORDIa €6,317 €6,317 0.52 €0 0.52
270 BLNDl €6,256 €6,256 0.05 €0 0.05
271 TFIp €6,250 €6,250 0.11 €0 0.11
272 AKSOo €6,160 €6,160 0.12 €0 0.12
273 NUOa €6,095 €6,095 0.16 €0 0.16
274 UPM1Vh €5,897 €5,897 0.06 €0 0.06
275 KNp €5,752 €5,752 0.12 €0 0.12
276 TGMd €5,676 €5,676 0.26 €0 0.26
277 SWp €5,669 €5,669 0.04 €0 0.04
278 COLRb €5,656 €5,656 0.12 €0 0.12
279 TAAo €5,655 €5,655 0.17 €0 0.17
280 ASHMl €5,462 €5,462 0.97 €0 0.97
281 KTCa €5,212 €5,212 0.39 €0 0.39
282 JDWl €5,028 €5,028 0.51 €0 0.51
283 PSMd €4,918 €4,918 0.35 €0 0.35
284 CARLBc €4,869 €4,869 0.02 €0 0.02
285 DVSGl €4,847 €4,847 0.73 €0 0.73
286 BAYl €4,838 €4,838 0.07 €0 0.07
287 FPl €4,665 €4,665 0.36 €0 0.36
288 CPWl €4,483 €4,483 0.37 €0 0.37
289 CHGl €4,334 €4,334 0.38 €0 0.38
290 SMTl €4,295 €4,295 0.4 €0 0.4
291 AALBa €4,155 €4,155 0.46 €0 0.46
292 ADNl €4,136 €4,136 0.19 €0 0.19
293 BREl €4,061 €4,061 0.55 €0 0.55
294 SPXl €3,838 €3,838 0.54 €0 0.54
295 TOMo €3,829 €3,829 1.23 €0 1.23
296 PRAd €3,787 €3,787 0.38 €0 0.38
297 LIIl €3,729 €3,729 0.05 €0 0.05
298 ETIl €3,637 €3,637 0.47 €0 0.47
299 SMWHl €3,471 €3,471 0.46 €0 0.46
300 LIp €3,418 €3,418 0.07 €0 0.07
301 BABl €3,413 €3,413 0.13 €0 0.13
302 SLl €3,331 €3,331 0.04 €0 0.04
303 LRDl €3,318 €3,318 1.08 €0 1.08
304 WTBl €3,302 €3,302 0.05 €0 0.05
305 LUNc €3,150 €3,150 0.08 €0 0.08
306 EMGl €3,112 €3,112 0.03 €0 0.03
307 WESa €3,072 €3,072 0.07 €0 0.07
308 OMLl €3,027 €3,027 0.07 €0 0.07
309 NZYMBc €2,905 €2,905 0.06 €0 0.06
310 NSGo €2,843 €2,843 0.16 €0 0.16
311 SIAl €2,717 €2,717 0.14 €0 0.14
312 BOKAa €2,704 €2,704 0.13 €0 0.13
313 HMSOl €2,398 €2,398 0.02 €0 0.02
314 IPGm €2,352 €2,352 0.06 €0 0.06
315 TRNm €2,237 €2,237 0.04 €0 0.04
316 WGl €2,235 €2,235 0.07 €0 0.07
317 AVVl €2,174 €2,174 0.35 €0 0.35
318 CGLl €2,172 €2,172 0.13 €0 0.13
319 GFRMl €2,165 €2,165 1.46 €0 1.46
320 GFJd €2,096 €2,096 0.12 €0 0.12
321 MTCl €2,025 €2,025 0.36 €0 0.36
322 ISYSl €2,021 €2,021 0.04 €0 0.04
323 HBOSl €1,974 €1,974 0.05 €0 0.05
324 FRESl €1,967 €1,967 0.08 €0 0.08
325 CBGl €1,938 €1,938 0.43 €0 0.43
326 JPRl €1,887 €1,887 5.58 €0 5.58
327 MEDm €1,857 €1,857 0.12 €0 0.12
328 ATSTl €1,792 €1,792 0.27 €0 0.27
329 PSNl €1,557 €1,557 0.05 €0 0.05
330 SVTl €1,545 €1,545 0.02 €0 0.02
331 MNm €1,450 €1,450 0.19 €0 0.19
332 QQl €1,431 €1,431 0.07 €0 0.07
333 FRAd €1,413 €1,413 0.04 €0 0.04
334 BYGl €1,353 €1,353 0.45 €0 0.45
335 COBl €1,248 €1,248 0.02 €0 0.02
336 ARMl €1,237 €1,237 0.07 €0 0.07
337 RSAl €1,213 €1,213 0.02 €0 0.02
338 PREd €1,191 €1,191 0.08 €0 0.08
339 PRTYl €1,117 €1,117 0.14 €0 0.14
340 AGFBb €1,091 €1,091 0.1 €0 0.1
341 SPTl €1,026 €1,026 0.54 €0 0.54
342 CTTl €1,017 €1,017 0.1 €0 0.1
343 UKCl €1,016 €1,016 0.19 €0 0.19
344 STJl €697 €697 0.4 €0 0.4
345 HRXd €499 €499 0.05 €0 0.05
346 MSYl €487 €487 0.05 €0 0.05
347 HOMEl €441 €441 0.01 €0 0.01
348 PFD4d €438 €438 0.03 €0 0.03
349 SVSl €403 €403 0.15 €0 0.15
350 AMECl €343 €343 0.01 €0 0.01
351 ULEl €342 €342 0.07 €0 0.07
352 DLNl €327 €327 0.01 €0 0.01
353 IPFl €281 €281 0.08 €0 0.08
354 ADMl €270 €270 0.02 €0 0.02
355 CPRl €208 €208 0.12 €0 0.12
356 ITEl €208 €208 0.11 €0 0.11
357 SYRl €186 €186 0.25 €0 0.25
358 BVICl €138 €138 0.03 €0 0.03
359 GPORl €136 €136 0.01 €0 0.01
360 INCHl €126 €126 0.03 €0 0.03
361 IAPl €97 €97 0.0 €0 0.0
362 MSm €90 €90 0.0 €0 0.0
363 TITm €40 €40 0.0 €0 0.0
364 SDRCl €29 €29 0.07 €0 0.07
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