Beginning tomorrow, Friday, January 29, 2009, the following NYSE & NYSE Alternext US securities will be enabled to provide the new sub-penny reports for away market executions. As additional securities are enabled with this new feature this rollout list will be updated. Please check the NYSE Equities References Page to follow the updates.
For additional information about the features of the sub-penny reports for away markets see:
Update on Sub-penny reports for Away market executions
Category: Operations, Securities
Effective for Trade Date January 22, 2009, the securities listed in the document provided below will be moved to different Liquidity Replenishment Points (LRPs) volume/price groups. This move is based on closing price and quarterly average daily volume calculations.
LRP Moves for 1st Qtr 09
LRP Effective Parameter Ranges & Buckets
Category: Operations, Securities
Beginning on Monday January, 26 2009, as previously mentioned in several client communication throughout the month of October (please reference notices linked below), the NYSE will begin passing sub-penny execution reports from away markets back to firms and will no longer truncate buy reports or round up sell reports as we have done in the past. Firms will begin to receive sub-penny prices via CCG as well as CCG and CMS Drop Copy Services on execution reports from away markets that provide mid point matches as well as on Odd Lots that are priced off an away market quote.
more »
Category: Operations, Securities