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 January 30 to February 3, 2012

Symbol
Volume (ADV)
Market Share

Jan. 30, 2012 SPY 37,239 2.3% BAC 21,801 4.9% QQQ 18,555 4.5% AAPL 16,344 3.5% IWM 12,006 3.0% SLV 9,490 11.1% T 8,413 14.3% C 7,920 7.4% GLD 7,818 6.5% XOM 6,863 5.1%

Jan. 31, 2012 SPY 37,468 2.4% QQQ 17,221 3.9% AAPL 12,844 2.8% BAC 12,804 4.4% IWM 11,603 3.0% SLV 10,621 10.4% GLD 9,173 4.9% AMZN 7,935 2.6% UNG 7,674 8.8% YHOO 6,839 9.2%

Feb. 1, 2012 SPY 65,458 3.1% WDC 27,283 63.3% BAC 25,415 4.9% QQQ 21,083 3.7% IWM 18,541 4.4% MS 14,095 9.8% UNG 12,499 11.7% MSFT 10,633 3.9% S 10,201 24.3% LVS 9,054 5.2%

Feb. 2, 2012 SPY 40,489 2.8% QQQ 20,428 4.2% IWM 16,875 2.8% BAC 15,633 5.0% SLV 13,450 9.9% LVS 10,519 7.9% GLD 8,956 3.1% VXX 7,215 6.6% UNG 7,192 8.1% QCOM 6,989 3.5%

Feb. 3, 2012

Week of January 23 to 27, 2012

Symbol	SPY	BAC	AAPL	QQQ	IWM	SLV	GLD	F	C	EEM
Volume (ADV)	330,728	144,322	95,027	82,740	74,377	70,294	59,343	44,089	37,406	34,090
Market Share	0.0%	0.1%	0.0%	0.0%	0.0%	0.1%	0.0%	0.0%	0.1%	0.0%

Jan. 23, 2012 SPY 67,629 3.4% BAC 41,168 6.8% IWM 18,205 3.3% SLV 17,149 11.9% QQQ 15,008 3.3% AAPL 11,912 3.5% INTC 9,450 5.0% RIMM 8,015 4.0% GLD 7,764 5.1% YHOO 7,589 4.5%

Jan. 24, 2012 SPY 47,126 2.8% BAC 31,919 10.5% AAPL 18,625 3.0% QQQ 12,569 3.4% IWM 12,312 4.3% GLD 8,478 7.2% WFC 8,080 6.4% SLV 7,370 13.7% RIMM 6,856 6.7% YHOO 6,114 2.6%

Jan. 25, 2012 SPY 76,526 3.7% AAPL 33,394 3.0% QQQ 24,627 4.8% BAC 21,434 8.3% SLV 20,242 9.2% GLD 19,733 5.0% DELL 17,614 29.2% IWM 16,506 2.9% MSFT 9,516 6.8% LVS 8,618 9.9%

Jan. 26, 2012 SPY 77,825 3.6% BAC 31,627 9.6% QQQ 17,322 4.3% ETFC 15,998 33.9% AAPL 15,338 3.3% GLD 14,072 3.7% SLV 14,001 9.0% EEM 13,550 4.0% IWM 13,455 3.0% F 12,691 4.0%

Jan. 27, 2012 SPY 61,622 3.0% BAC 18,174 6.5% C 17,244 12.2% F 15,843 4.0% AAPL 15,758 3.6% IWM 13,899 3.2% QQQ 13,214 4.5% SLV 11,532 8.6% WFC 9,734 14.2% GLD 9,296 2.9%

Week of January 16 to 20, 2012

Symbol	SPY	BAC	QQQ	XLF	AAPL	INTC	SLV	IWM	C	MSFT
Volume (ADV)	196,966	61,567	57,976	57,368	39,870	37,748	37,721	37,095	35,688	29,375
Market Share	3.2%	5.3%	3.6%	5.8%	3.0%	5.3%	6.3%	3.3%	4.9%	2.7%

Jan. 16, 2012

Jan. 17, 2012 SPY 77,375 4.0% BAC 26,092 6.3% QQQ 16,325 3.6% AAPL 12,553 3.8% C 11,344 3.9% IWM 9,717 4.1% GLD 9,700 5.8% INTC 9,107 6.9% SLV 8,418 5.9% RIMM 8,355 3.2%

Jan. 18, 2012 SPY 70,633 4.0% QQQ 28,254 4.1% BAC 27,038 6.3% C 18,843 8.4% IWM 10,709 2.7% INTC 10,568 4.5% AAPL 10,482 2.8% SLV 10,275 8.0% CMCSA 9,759 55.4% EUO 8,613 47.5%

Jan. 19, 2012 SPY 73,831 3.0% BAC 42,940 4.6% INTC 23,202 6.0% QQQ 20,178 3.6% MSFT 17,542 4.9% IWM 15,185 3.1% MS 12,610 9.4% AAPL 12,147 3.0% UNG 10,411 5.9% MAR 9,258 44.8%

Jan. 20, 2012 XLF 51,810 10.5% SPY 48,958 2.0% SLV 19,028 5.9% INTC 18,073 5.2% AAPL 16,835 2.7% IWM 16,669 3.4% QQQ 13,397 3.0% MSFT 13,220 2.6% GE 10,652 4.2% GOOG 10,355 3.1%

Week of January 9 to 13, 2012

Symbol	SPY	BAC	QQQ	IWM	AAPL	SLV	GLD	C	AA	INTC
Volume (ADV)	272,442	159,059	66,899	64,538	52,613	50,343	39,561	37,734	33,904	30,226
Market Share	3.0%	6.5%	4.7%	3.2%	3.2%	9.8%	3.9%	3.6%	6.2%	5.3%

Jan. 9, 2012 SPY 37,731 2.9% BAC 28,828 8.4% AAPL 15,799 3.3% AA 13,748 5.9% CMCSA 12,083 42.7% QQQ 11,786 4.4% IWM 10,449 2.9% GLD 8,075 3.0% NFLX 8,063 3.1% MSFT 8,044 4.0%

Jan. 10, 2012 SPY 99,804 4.3% BAC 41,422 6.4% IWM 16,721 3.2% QQQ 15,458 4.3% SLV 14,471 9.8% AAPL 11,766 4.1% XHB 11,028 37.4% F 9,513 5.0% JPM 8,922 5.3% GM 7,879 18.5%

Jan. 11, 2012 BAC 31,457 5.8% SPY 25,919 1.9% IWM 10,340 4.2% C 9,095 3.4% QQQ 7,899 3.6% AAPL 7,796 3.2% GLD 6,875 4.2% MSFT 6,400 3.3% SLV 6,038 7.8% INTC 5,447 4.1%

Jan. 12, 2012 SPY 44,952 2.8% BAC 34,889 5.8% IWM 12,323 2.6% EFA 11,889 19.4% SLV 11,005 9.4% QQQ 10,728 4.6% EEM 9,480 5.6% UNG 7,982 6.9% JPM 7,972 3.2% AAPL 7,771 2.6%

Jan. 13, 2012 SPY 64,036 2.6% BAC 22,463 6.9% QQQ 21,028 6.0% IWM 14,705 3.4% C 12,849 6.1% SLV 11,265 12.5% SIRI 11,168 18.4% GLD 10,312 5.9% AAPL 9,481 2.7% INTC 7,479 7.1%

Week of January 2 to 6, 2012

Symbol	SPY	BAC	QQQ	SLV	AAPL	IWM	EEM	T	MSFT	GLD
Volume (ADV)	257,838	161,976	74,809	63,300	62,233	55,468	41,502	37,999	35,727	35,670
Market Share	3.9%	4.8%	6.3%	10.9%	3.4%	3.3%	4.6%	0.7%	3.6%	3.6%

Jan. 2, 2012

Jan. 3, 2012 SPY 72,038 4.1% BAC 30,331 2.7% T 25,897 22.8% EEM 23,654 12.3% SLV 21,702 10.4% QQQ 17,778 6.2% IWM 15,053 2.7% MSFT 12,040 6.3% C 11,982 5.8% AAPL 10,972 3.5%

Jan. 4, 2012 SPY 49,780 3.6% BAC 20,740 3.4% AAPL 14,988 3.6% QQQ 14,262 6.8% SLV 13,784 10.1% IAG 12,620 14.7% USO 10,291 9.4% IWM 9,734 3.9% MSFT 8,071 2.8% GLD 7,327 4.0%

Jan. 5, 2012 SPY 70,297 4.3% BAC 61,607 5.2% QQQ 21,868 5.8% AAPL 18,356 3.6% IWM 15,780 3.7% SLV 12,475 12.5% INTC 12,110 8.1% GLD 11,587 2.7% C 8,080 3.3% SIRI 7,105 11.4%

Jan. 6, 2012 SPY 65,723 3.6% BAC 49,298 10.6% QQQ 20,901 6.7% AAPL 17,917 3.0% SLV 15,339 11.4% IWM 14,901 3.5% MSFT 9,590 3.0% NFLX 8,455 4.5% EEM 7,978 3.3% GLD 7,441 5.1%