BOX Daily Market Share

The top ten symbols ranked by daily trading volume on BOX are provided below; an estimate of the BOX market share of total OCC cleared volume for each class for the day is also provided. Note that the weekly recap data are expressed in average daily volume (ADV).

Week of March 8 to 12, 2010

Symbol
Volume (ADV)
Market Share

Mar. 8, 2010 C 31,739 3.0% SPY 15,448 1.6% QQQQ 14,306 2.7% IWM 10,468 2.6% BAC 8,448 4.2% INTC 4,333 8.1% CSCO 4,320 1.3% AAPL 4,001 1.9% EEM 3,368 2.8% RIMM 3,253 1.6%

Mar. 9, 2010 C 82,460 4.3% SPY 26,387 2.1% QQQQ 21,903 3.0% AAPL 5,796 1.2% BAC 5,646 1.7% IWM 5,575 1.0% T 4,282 5.1% CSCO 4,132 1.1% XLF 3,608 1.1% INTC 3,339 2.3%

Mar. 10, 2010 C 122,472 5.5% QQQQ 23,719 2.7% SPY 18,200 1.3% IWM 16,067 2.0% BAC 9,843 2.0% XLF 4,362 0.9% GOOG 3,364 2.1% AAPL 3,221 1.1% GLD 2,942 1.1% EWZ 2,901 3.4%

Mar. 11, 2010

Mar. 12, 2010

Week of March 1 to 5, 2010

Symbol	SPY	C	QQQQ	IWM	F	BAC	AAPL	EEM	GS	MU
Volume (ADV)	19,570	8,287	8,129	7,374	6,148	5,768	4,419	2,646	2,556	2,362
Market Share	1.7%	3.3%	1.7%	1.6%	3.0%	2.0%	1.9%	1.4%	2.7%	7.3%

Mar. 1, 2010 SPY 24,522 2.0% QQQQ 21,139 3.1% C 12,259 5.2% IWM 7,374 1.5% WLP 4,552 20.5% F 4,240 1.3% QCOM 3,411 1.9% AAPL 3,356 1.6% UNH 3,151 7.5% BAC 2,308 1.0%

Mar. 2, 2010 F 17,539 6.7% SPY 12,148 1.0% IWM 11,129 2.2% C 10,216 7.2% MU 9,372 12.7% DNDN 6,005 4.0% QQQQ 4,639 0.9% QCOM 4,151 1.8% BAC 3,820 1.2% EEM 3,334 2.2%

Mar. 3, 2010 SPY 13,083 1.4% BAC 10,544 2.9% MDVN 6,421 3.5% IWM 6,020 1.9% QQQQ 3,410 1.6% PEP 3,165 7.0% C 2,710 1.5% AAPL 2,702 2.4% XLE 2,646 5.3% EWZ 2,335 2.1%

Mar. 4, 2010 SPY 10,177 1.4% C 8,249 2.0% TIVO 7,799 2.5% BAC 6,547 2.2% IWM 5,374 1.5% QQQQ 4,604 1.4% AKS 3,798 4.4% GS 3,690 2.7% HD 2,860 8.5% AAPL 2,795 2.3%

Mar. 5, 2010 SPY 37,921 2.4% AAPL 10,943 2.2% C 8,005 2.7% IWM 6,975 1.1% QQQQ 6,855 1.2% F 6,640 3.8% BAC 5,622 2.5% VPHM 5,603 88.6% GS 4,677 3.6% EEM 4,157 1.2%

Week of February 22 to 26, 2010

Symbol	SPY	C	IWM	BAC	QQQQ	AAPL	XLF	JPM	GLD	WFC
Volume (ADV)	32,084	13,349	6,245	5,708	5,423	3,033	2,905	2,280	2,218	2,030
Market Share	2.7%	5.7%	1.8%	1.7%	1.8%	1.6%	1.4%	1.7%	1.4%	3.5%

Feb. 22, 2010 C 28,166 8.7% SPY 25,269 2.5% BAC 8,054 1.6% QQQQ 7,209 2.2% XLF 5,031 2.5% IWM 4,695 1.7% GOOG 2,928 6.7% JPM 2,867 2.0% PEP 2,844 8.3% CMC 2,838 5.6%

Feb. 23, 2010 SPY 27,332 1.8% C 10,350 3.6% IWM 6,856 1.8% BAC 6,761 2.0% XLF 4,478 1.4% AAPL 3,767 1.6% ADSK 3,538 8.7% QQQQ 3,131 0.9% GS 2,994 3.0% DIA 2,812 3.5%

Feb. 24, 2010 SPY 37,028 3.5% IWM 7,665 1.9% C 7,485 3.8% NFLX 5,312 10.8% QQQQ 5,272 2.0% BAC 4,654 1.7% SQNM 3,495 14.1% ADSK 3,158 6.2% AAPL 2,940 1.9% GLD 2,812 1.4%

Feb. 25, 2010 SPY 42,534 3.1% QQQQ 6,731 1.7% WDC 6,369 27.7% IWM 6,256 1.4% C 5,310 2.7% EEM 3,471 1.8% GLD 3,329 1.9% AAPL 2,783 1.6% SLB 2,704 3.8% POT 2,485 4.6%

Feb. 26, 2010 SPY 28,257 2.5% C 15,438 9.7% BAC 7,242 1.9% IWM 5,754 2.2% QQQQ 4,772 2.1% AAPL 3,751 2.0% JPM 3,577 1.9% EWZ 3,505 5.1% XLF 3,502 2.1% MSFT 2,486 3.9%

Week of February 15 to 19, 2010

Symbol	SPY	C	QQQQ	BAC	IWM	GOOG	XLNX	X	EEM	CSCO
Volume (ADV)	24,698	13,096	8,441	7,779	5,819	2,529	2,386	2,243	2,204	2,104
Market Share	1.5%	3.9%	1.5%	1.4%	1.4%	3.8%	45.7%	2.0%	1.0%	2.9%

Feb. 15, 2010

Feb. 16, 2010 SPY 25,366 1.7% BAC 7,420 1.6% IWM 6,323 1.9% C 5,244 2.7% QQQQ 4,084 1.4% AET 3,998 39.1% MOS 2,848 15.0% AAPL 2,337 0.8% DIA 2,244 2.6% PG 2,155 6.4%

Feb. 17, 2010 C 25,751 4.4% SPY 18,840 1.3% QQQQ 12,022 2.1% BAC 8,907 1.6% IWM 6,225 1.6% EEM 6,163 3.4% XLNX 4,107 80.8% WMT 3,097 3.3% XLF 2,828 1.3% JASO 2,563 16.4%

Feb. 18, 2010 SPY 25,655 1.5% C 12,496 4.8% QQQQ 7,578 1.2% BAC 7,371 1.1% CSCO 5,668 3.9% IWM 5,666 1.1% XLNX 5,207 47.0% GOOG 3,400 4.5% PG 3,013 7.1% DELL 2,985 1.7%

Feb. 19, 2010 SPY 28,932 1.5% QQQQ 10,081 1.4% C 8,896 3.0% BAC 7,420 1.2% IWM 5,064 1.2% GOOG 3,240 4.3% X 3,165 2.3% JBLU 2,940 70.8% XLK 2,417 8.3% SLB 2,400 4.6%

Week of February 8 to 12, 2010

Symbol	SPY	QQQQ	C	EEM	BAC	IWM	DIA	XLF	WFC	GS
Volume (ADV)	26,104	7,825	5,706	4,634	3,995	3,368	3,132	3,075	2,806	2,603
Market Share	1.7%	1.8%	2.6%	2.3%	1.3%	0.8%	3.6%	1.2%	3.2%	3.0%

Feb. 8, 2010 SPY 19,580 1.4% QQQQ 8,198 1.9% C 7,476 5.2% XLF 5,502 2.3% WFC 4,100 4.4% IWM 3,850 1.5% BAC 3,756 1.2% BTU 3,683 19.2% X 2,595 4.9% GOOG 2,426 6.1%

Feb. 9, 2010 SPY 39,361 2.1% QQQQ 12,452 2.3% C 7,640 2.8% BAC 6,135 1.5% EEM 5,920 2.3% DIA 4,261 3.5% IYR 4,144 9.0% XLF 4,099 1.5% WFC 3,503 4.4% IWM 3,452 0.4%

Feb. 10, 2010 SPY 24,404 1.7% EEM 6,811 2.6% QQQQ 6,420 1.4% CERN 5,619 42.3% IWM 4,971 2.6% C 4,657 1.4% BIDU 3,552 4.1% GE 3,465 2.8% DIA 3,136 3.8% BAC 2,402 0.9%

Feb. 11, 2010 SPY 20,781 1.4% C 5,978 4.0% QQQQ 4,814 1.2% AMZN 4,053 5.0% GS 4,033 5.5% BAC 3,382 1.3% X 3,049 2.3% POT 2,771 4.5% AAPL 2,754 1.2% DIA 2,579 3.3%

Feb. 12, 2010 SPY 26,394 1.7% EEM 8,185 6.0% QQQQ 7,241 1.9% BAC 4,300 1.4% DIA 3,966 3.9% INTC 3,914 3.2% X 3,085 2.0% RIMM 2,812 1.9% C 2,779 1.5% AAPL 2,610 1.2%

Week of February 1 to 5, 2010

Symbol	SPY	QQQQ	BAC	C	AAPL	CSCO	IWM	XLF	AMZN	EEM
Volume (ADV)	30,060	10,097	5,790	4,372	3,645	3,633	3,576	3,490	3,050	3,046
Market Share	1.7%	1.7%	1.6%	1.6%	1.5%	1.9%	0.8%	1.1%	2.1%	1.1%

Feb. 1, 2010 SPY 24,390 1.9% QQQQ 8,112 1.7% PEP 6,877 26.1% AMZN 4,758 1.8% AAPL 3,937 1.6% MSFT 3,768 1.9% DOW 3,146 7.0% DIA 3,054 4.4% IWM 2,993 1.1% QCOM 2,978 2.6%

Feb. 2, 2010 SPY 26,390 2.2% QQQQ 8,532 2.0% GIGM 5,226 10.9% BAC 4,680 1.4% AMZN 4,220 2.6% IWM 3,682 1.3% GLD 3,527 1.4% TLB 3,417 6.2% CSCO 3,127 1.6% EWZ 3,046 3.7%

Feb. 3, 2010 SPY 12,158 1.4% CSCO 5,600 1.7% PXP 5,527 28.2% QQQQ 4,824 1.5% BAC 4,602 2.1% MCD 2,750 4.6% POT 2,635 3.6% EEM 2,630 1.0% VRSN 2,546 14.4% C 2,475 1.6%

Feb. 4, 2010 SPY 44,969 2.0% QQQQ 16,022 2.1% BAC 9,004 1.8% EEM 8,901 2.5% C 8,736 2.5% IWM 5,611 0.9% AAPL 4,940 2.0% XLF 4,446 1.1% CY 4,141 42.6% CSCO 4,062 2.2%

Feb. 5, 2010 SPY 42,394 1.4% QQQQ 12,998 1.3% NOK 8,738 7.4% XLF 8,550 1.7% RSX 7,749 41.2% BAC 7,719 1.6% C 7,585 1.9% AET 6,106 10.6% MOT 5,481 27.4% AAPL 5,369 2.2%

Week of January 25 to 29, 2010

Symbol	SPY	QQQQ	IWM	C	AAPL	MSFT	QCOM	AMZN	PG	BAC
Volume (ADV)	26,303	16,952	10,090	8,920	6,847	5,429	5,297	4,814	3,414	3,265
Market Share	1.8%	2.5%	2.9%	2.5%	1.5%	2.0%	2.5%	3.3%	7.0%	0.9%

Jan. 25, 2010 SPY 20,845 1.9% QQQQ 13,185 2.1% HAL 6,580 9.3% C 5,241 2.0% OIH 4,952 15.9% IWM 3,655 1.2% AMZN 3,539 3.5% GOOG 2,961 3.3% JPM 2,899 2.0% XOM 2,888 3.5%

Jan. 26, 2010 SPY 31,029 1.8% IWM 18,318 3.8% C 16,936 3.0% QQQQ 11,537 2.5% AAPL 4,199 0.7% BAC 3,936 1.0% CAL 3,551 6.0% X 3,415 2.2% XLF 3,359 1.3% WFC 2,993 2.7%

Jan. 27, 2010 SPY 22,429 1.6% C 10,062 2.8% QQQQ 9,251 1.9% EEM 8,757 2.9% UHS 5,633 46.3% AAPL 4,855 0.9% PG 4,541 7.4% XLF 4,511 0.7% X 4,503 2.2% IWM 4,414 1.5%

Jan. 28, 2010 SPY 28,813 1.9% QQQQ 14,389 1.5% QCOM 14,363 3.0% IWM 11,512 4.3% MSFT 6,139 1.3% C 5,920 2.1% PG 5,374 6.2% WFC 4,992 3.5% BAC 4,258 1.2% XLF 3,778 0.9%

Jan. 29, 2010 QQQQ 36,402 4.3% SPY 28,402 1.9% AAPL 19,267 4.4% MSFT 13,136 2.6% IWM 12,553 3.3% AMZN 11,277 4.7% MU 8,008 8.6% QCOM 7,853 2.5% C 6,445 1.9% GS 4,646 3.4%

Week of January 18 to 22, 2010

Symbol	SPY	C	QQQQ	BAC	XLF	GS	WFC	AAPL	AA	INTC
Volume (ADV)	34,873	24,173	18,580	7,345	5,666	5,412	4,750	4,110	4,100	3,872
Market Share	2.1%	3.3%	2.8%	1.1%	1.5%	2.5%	3.2%	1.4%	4.3%	2.3%

Jan. 18, 2010

Jan. 19, 2010 C 29,840 2.8% SPY 24,792 1.8% QQQQ 15,195 2.6% PFE 8,307 8.3% EP 7,675 10.7% WFC 7,494 4.4% YRCW 6,475 3.4% DIA 5,270 6.1% INTC 5,089 3.5% AMZN 4,919 5.7%

Jan. 20, 2010 SPY 22,923 2.0% C 15,650 3.0% QQQQ 11,437 1.9% IWM 4,649 1.6% XLF 4,146 2.5% INTC 3,700 2.6% XLB 3,485 18.2% BAC 3,104 0.6% LLY 3,067 14.2% AAPL 2,968 1.4%

Jan. 21, 2010 SPY 41,137 2.3% C 34,015 4.0% BAC 14,809 1.4% QQQQ 14,768 2.2% GS 8,450 1.9% JPM 6,691 1.6% XLF 6,629 1.6% FAS 6,430 7.8% XRX 4,886 19.9% WFC 4,475 3.3%

Jan. 22, 2010 SPY 50,643 2.1% QQQQ 32,920 4.1% C 17,188 3.3% AA 12,258 9.0% XLF 8,744 1.1% BAC 7,804 1.1% GS 7,680 3.6% ALL 6,545 38.4% EEM 6,245 2.2% GOOG 6,195 4.2%

Week of January 11 to 15, 2010

Symbol	C	SPY	QQQQ	GLD	BAC	AAPL	IWM	XLF	GOOG	WFC
Volume (ADV)	24,561	14,222	10,106	4,854	3,969	3,711	3,656	3,340	3,098	3,095
Market Share	3.0%	1.7%	2.5%	2.0%	0.8%	1.4%	1.4%	0.9%	3.1%	2.2%

Jan. 11, 2010 C 13,402 3.0% SPY 13,277 1.3% F 5,515 1.8% AA 4,811 1.6% QQQQ 4,264 1.1% IWM 3,478 1.9% BAC 3,386 1.0% DIA 3,123 4.9% INTC 3,003 1.4% GS 2,898 2.5%

Jan. 12, 2010 SPY 14,088 1.2% C 11,779 1.9% YRCW 9,914 3.1% JPM 5,369 2.2% QQQQ 4,634 0.8% AET 4,513 7.0% AA 3,880 1.3% INTC 3,703 1.6% IWM 3,500 1.3% GOOG 3,296 3.0%

Jan. 13, 2010 SPY 23,413 1.7% C 7,951 2.3% QQQQ 7,231 1.1% BIDU 6,756 4.3% AMR 6,492 19.5% INTC 4,701 1.8% GOOG 4,669 2.8% POT 4,315 6.4% EWZ 3,862 5.0% AAPL 3,267 1.2%

Jan. 14, 2010 SPY 20,398 1.6% QQQQ 15,265 3.9% INTC 7,945 1.0% BIDU 6,120 4.2% BAC 5,886 1.8% SMH 5,868 11.0% C 5,837 1.3% IWM 4,115 1.5% MSFT 4,020 1.8% YRCW 3,968 4.1%

Jan. 15, 2010 SPY 31,267 2.0% QQQQ 13,733 1.9% C 11,178 1.8% INTC 6,626 1.3% GOOG 4,880 2.4% BIDU 4,716 3.9% IWM 4,702 1.2% TZA 4,128 9.2% XLF 3,894 0.9% EEM 3,790 0.9%

Week of January 4 to 8, 2010

Symbol	C	SPY	QQQQ	GLD	BAC	AAPL	IWM	XLF	GOOG	WFC
Volume (ADV)	24,561	14,222	10,106	4,854	3,969	3,711	3,656	3,340	3,098	3,095
Market Share	3.0%	1.7%	2.5%	2.0%	0.8%	1.4%	1.4%	0.9%	3.1%	2.2%

Jan. 4, 2010 C 16,854 3.4% SPY 13,762 1.7% QQQQ 12,310 2.3% PFE 4,441 10.2% XLF 3,533 1.8% BAC 3,470 0.8% AAPL 3,384 1.5% INTC 2,976 2.2% YRCW 2,907 5.0% CSCO 2,653 2.4%

Jan. 5, 2010 C 15,194 1.6% SPY 11,345 1.9% QQQQ 7,355 2.0% WFC 5,841 2.0% SNDK 4,438 13.4% LVS 4,006 2.7% YRCW 3,746 7.6% IWM 3,471 1.5% AAPL 3,160 0.9% MU 3,020 11.3%

Jan. 6, 2010 C 32,234 3.6% GLD 20,856 4.9% SPY 17,960 1.8% QQQQ 10,493 3.5% GOOG 4,082 3.5% GILD 4,046 7.1% IWM 3,873 1.3% AAPL 3,872 1.3% BAC 3,284 0.8% OIH 3,057 7.5%

Jan. 7, 2010 C 35,097 3.5% SPY 14,265 1.6% QQQQ 11,414 3.0% BAC 7,207 0.8% IWM 5,518 1.6% GOOG 5,421 3.4% XLF 5,019 0.6% AAPL 4,871 2.1% UNM 4,591 43.1% IYR 3,931 7.0%

Jan. 8, 2010 C 23,430 3.1% SPY 13,781 1.5% QQQQ 8,960 2.0% EP 7,822 51.0% PFE 4,303 12.7% XLF 3,946 2.2% ADSK 3,906 8.9% X 3,550 1.9% DIA 3,433 7.6% WFT 3,299 4.0%