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that divergence is what stock index traders seek
when it occurs the traders place orders via computers to buy the basket of stocks such as the N stocks that constitute the standard & poor 's N stock index in whichever market is cheaper and sell them in the more expensive market they lock in the difference in price as profit
such program trades which can involve the purchase or sale of millions of dollars of stock occur in a matter of seconds
a program trade of $ N million of stock typically earns a <unk> profit of $ N
to keep program-trading units profitable in the eyes of senior brokerage executives traders must seize every opportunity their computers find
the speed with which such program trades take place and the volatile price movements they can cause are what program trading critics <unk> to <unk>
if you continue to do this the investor becomes frightened any investor the odd <unk> mutual funds and pension funds says larry <unk> managing partner at neuberger & <unk>
but many experts and traders say that program trading is n't the main reason for stock-market gyrations
i have not seen one <unk> of evidence to support restrictions on program trading says a <unk> university finance professor <unk> stoll an authority on the subject
says the big board 's mr. phelan volatility is greater than program trading
the oct. N plunge was triggered not by program traders but by news of the <unk> of the $ N billion buy-out of ual corp
unable to unload ual and other airline shares takeover-stock speculators or risk arbitragers dumped every blue-chip stock they had
while program trades swiftly kicked in a circuit breaker that halted trading in stock futures in chicago made some program trading impossible
susan del <unk> head trader at travelers investment management co. says critics are ignoring the role the takeover stock <unk> is taking in the market as a source of volatility
many <unk> are <unk> she says and they have to sell when things look like they fall apart
like virtually everything on wall street the program-trading battle is over money and the <unk> have been losing out on <unk> of it to the new guard in recent years
take the traditional money managers or stock pickers as they are <unk> known among the computer <unk>
traditional stock managers like to charge N cents to N cents for every $ N they manage for big institutional investors and higher fees for smaller investors
yet many such managers consistently fail to even keep up with much less beat the returns of standard <unk> like the s&p
not surprisingly <unk> money managers have been losing clients to giant stock-index funds that use computers to <unk> portfolios so they mirror the s&p N
the <unk> charge only a few pennies per $ N managed
today about $ N billion or N N of all <unk> stock investments is held by index funds
the new wall street of computers and automated trading threatens to make <unk> of the N big board <unk> firms
these small but influential floor brokers long have earned fat returns of N N to N N a year on their capital by virtue of their monopoly in making markets in individual stocks
the specialists see any step to electronic trading as a death <unk>
and they believe the big board under mr. phelan has abandoned their interest
the son of a specialist and once one himself mr. phelan has nonetheless been <unk> with products like the new stock basket that his former colleagues dislike so much to keep index funds and other program traders from taking their business to overseas markets
meanwhile specialists ' trading risks have skyrocketed as a result of stock-market volatility
when the sell programs hit you can hear the order printers start to go on the big board trading floor says one specialist there
the buyers walk away and the specialist is left alone as the buyer of last resort for his stable of stocks he contends
no one is more unhappy with program trading than the nation 's stockbrokers
they are still trying to lure back small investors spooked by the N stock-market crash and the market 's swings since then
small investors are absolutely <unk> that wall street is <unk> the deck against them and these wide swings are scaring them to death says raymond a. mason chairman of regional broker legg mason inc. in baltimore
stockbrokers ' business and pay has been falling
last year the average broker earned $ N N N lower than in N
corporate executives <unk> that their company 's stock has been transformed into a <unk> piece of a stock-index basket
index traders who buy all N stocks in the s&p N often do n't even know what the companies they own actually do complains andrew <unk> chairman of champion international corp
do you make <unk> or <unk>
oh you 're in the paper business is one reaction mr. <unk> says he 's gotten from his big institutional shareholders
by this september program traders were doing a record N N of the big board 's average daily trading volume
among the top practitioners were wall street blue <unk> morgan stanley & co. kidder peabody merrill lynch salomon brothers inc. and painewebber group inc
but then came oct. N and the negative publicity <unk> by the old guard particularly against index arbitrage
the <unk> ' strategy for the moment is to <unk> down and let the furor die
there 's a <unk> psychology right now says the top program-trading official at a wall street firm
wall street 's cash <unk> has been <unk> but i do n't think anyone has proven that index arbitrage is the problem
too much money is at stake for program traders to give up
for example stock-index futures began trading in chicago in N and within two years they were the fastest-growing futures contract ever launched
stock futures trading has <unk> dozens of <unk> in their <unk> and <unk>
now on a good day chicago 's stock-index traders trade more dollars worth of stock futures than the big board trades in stock
now the stage is set for the battle to play out
the <unk> are getting some helpful <unk> from congress
program traders ' power to create total panic is so great that they ca n't be allowed to have their way says rep. edward markey a massachusetts democrat
we have to have a system that says to those largest investors
sit down
you will not panic
you will not put the financial system in jeopardy
but the prospects for legislation that targets program trading is unlikely anytime soon
many people including the big board think that it 's too late to put the <unk> back in the bottle
the big board 's directors meet today to approve some program-trading restrictions but a total ban is n't being considered big board officials say
you 're not going to stop the idea of trading a basket of stocks says <unk> 's prof. stoll
program trading is here to stay and computers are here to stay and we just need to understand it
short of a total ban some <unk> have proposed several <unk> reforms which they say would take away certain advantages program traders currently enjoy in the marketplace that other investors do n't
one such proposal regarding stock-index futures is an increase in the margin requirement or the <unk> payment of cash needed to trade them to about the same level as the margin requirement for stocks
currently margins on stock futures purchases are much lower roughly N N compared with N N for stocks making the futures market much faster and potentially more speculative
program trading critics also want the federal reserve board rather than the futures industry to set such margins
futures traders respond that low margins help keep their markets active
higher margins would chase away dozens of smaller traders who help larger traders buy and sell they say
another proposed reform is to have program traders answer to an uptick rule a reform instituted after the great crash of N that protects against stocks being <unk> beaten downward by those seeking to profit from lower prices namely short sellers
the big board 's uptick rule prevents the short sale of a stock when the stock is falling in price
but in N program traders received what amounted to an exemption from the uptick rule in certain situations to make it easier to link the stock and futures markets
a <unk> of the uptick rule for program traders would slow their activity considerably
program traders argue that a <unk> of the rule would destroy the pricing efficiency of the futures and stock markets
james a. white contributed to this article
<unk> <unk>
big board chairman john phelan said yesterday that he could support letting federal regulators suspend program trading during wild <unk> swings
thus the <unk> psychology of recent days picks up new impetus
index arbitrage is a common form of program trading
as usually practiced it takes advantage of a rather basic concept two separate markets in different locations trading basically the same <unk> ca n't trade them for long at prices that are widely different
in index arbitrage the widget is the s&p N and its price is constantly compared between the futures market in chicago and the stock markets largely in new york
to profit from an index-arbitrage opportunity someone who owns the s&p N widget in new york must sell it and replace it with a cheaper s&p N widget in chicago
if the money manager performing this service is being paid by his clients to match or beat the return of the s&p N index he is likely to remain fully invested at all times
few if any <unk> managers will risk <unk> performance by owning more than N N exposure to stocks and equally few will want to own less than a N N position should stocks rise
by constantly seeking to own the cheapest widget index-arbitrage traders hope to add between N N and N N to the annual return of the s&p N
that represents a very thin excess return certainly far less than what most fundamental stock pickers claim to seek as their performance objective
the fact that a vast majority of <unk> money managers fail to beat the s&p N may contribute to the <unk> surrounding the issue
as more managers pursue the index-arbitrage strategy these small opportunities between markets will be reduced and eventually eliminated
the current opportunities arise because the process for executing a buy or sell order in the actual stocks that make up the s&p N is more <unk> than <unk> in the futures market
the new york stock exchange 's attempt to introduce a new portfolio basket is evidence of investors ' <unk> to make fast and easy transactions of large numbers of shares
so if index arbitrage is simply taking advantage of thin <unk> between two markets for the same widget how did program trading <unk> into the evil <unk> that is <unk> the <unk> of so many observers
all arguments against program trading even those pressed without fact conclude with three expected results after reforms are implemented N reduced volatility N a long-term investment focus and N a level playing field for the small investor
but many of these reforms are <unk> even harmful
reducing volatility
an index-arbitrage trade is never executed unless there is sufficient difference between the markets in new york and chicago to cover all transaction costs
arbitrage does n't cause volatility it <unk> to it
think about what causes the difference in prices between the two markets for s&p N stocks usually it is large investors <unk> a buy or sell in chicago
a large investor will likely cause the futures market to decline when he sells his futures
arbitrage simply transfers his selling pressure from chicago to new york while <unk> as a buyer in chicago
the start of the whole process is the key someone must fundamentally increase or decrease his ownership in <unk> to make widget prices move
why does this large hypothetical seller trade in chicago instead of new york
perhaps he is willing to sacrifice to the arbitrage trader some small profit in order to get quick and certain execution of his large trade