The NYSE Options Open-Close Volume Summary will be a volume summary of trading activity on the Exchange at the option level by origin (Customer, Professional Customer, Firm, Broker-Dealer, and Market Maker ), side of the market (buy or sell), contract volume, and transaction type (opening or closing). The Customer, Professional Customer, Firm, Broker-Dealer, and Market Maker volume will be further broken down into trade size buckets (less than 100 contracts, 100-199 contracts, greater than 199 contracts).

The NYSE Options Open-Close Volume Summary will include the following data: total number of buy and sell transactions in the affected series; total volume traded on the Exchange in the affected series; total number of trades effected on the Exchange to open a position; total number of trades effected on the Exchange to close a position; and origin of the orders and quotes involved in trades on the Exchange in the affected series during a particular trading session, specifically aggregated in the following categories of participants: Customer, Professional Customer, Firm, Broker-Dealer, and Market Maker.

The Exchange will offer three versions of the NYSE Options Open-Close Volume Summary:

• 1-minute Intra-Day Volume Summary
• 10-minute Intra-Day Volume Summary
• End of Day Volume Summary

The End of Day Volume Summary will contain historical data from the previous trading day and would be available after the end of each trading day, on a T+1 basis. The Intra-Day Volume Summary would include “snapshots” taken either every 1 or 10 minutes throughout the trading day and would be available within five minutes of the conclusion of each period. Each update would represent combined data captured from the current “snapshot” and all previous “snapshots” and thus would provide open-close data on an aggregate basis.