 |
|
The New York Stock Exchange | The Nasdaq Stock Market | The American Stock Exchange or Regional Exchanges | Exchange - Listed Options
Securities Listed on NYSE Euronext
| Summary Statistics: |
| Non-directed orders as percentage of total customer orders | 100.00% |
| Market orders as percentage of total non-directed orders | 87.29% |
| Limit orders as percentage of total non-directed orders | 10.34% |
| Other orders as percentage of total non-directed orders | 2.37% |
| Information Concerning Significant Venues | as percentage of total market orders |
| Non-directed orders | Market orders | Limit orders | Other orders |
| 1. | Knight Capital Markets, L.L.C. |
| 31.85% | 30.48% | 31.58% | 83.33% |
| 2. | Automated Trading Desk Financial Services, L.L.C. |
| 25.32% | 25.50% | 27.27% | 10.42% |
| 3. | Madoff (Bernard L.) Investment Securities, L.L.C. |
| 15.88% | 15.86% | 19.62% | 0.00% |
| 4. | Citadel Derivatives Group, L.L.C. |
| 14.69% | 15.98% | 7.18% | 0.00% |
|
| 6.43% | 6.63% | 4.78% | 6.25% |
|
| 3.76% | 3.34% | 8.13% | 0.00% |
| 7. | National Financial Services, L.L.C. |
| 2.03% | 2.15% | 1.44% | 0.00% |
| 8. | Park Avenue Securities, L.L.C. |
| 0.05% | 0.06% | 0.00% | 0.00% |
Securities Listed on The Nasdaq Stock Market
| Summary Statistics: |
| Non-directed orders as percentage of total customer orders | 100.00% |
| Market orders as percentage of total non-directed orders | 79.08% |
| Limit orders as percentage of total non-directed orders | 15.26% |
| Other orders as percentage of total non-directed orders | 5.66% |
| Information Concerning Significant Venues : | as percentage of total market orders |
| Non-directed orders | Market orders | Limit orders | Other orders |
| 1. | Citadel Derivatives Group, L.L.C. |
| 30.13% | 32.78% | 27.59% | 0.00% |
| 2. | Knight Equity Markets, L.P. |
| 26.97% | 22.30% | 33.62% | 74.42% |
| 3. | Automated Trading Desk Financial Services, L.L.C. |
| 16.58% | 18.64% | 5.17% | 18.60% |
|
| 14.74% | 13.14% | 25.86% | 6.98% |
| 5. | Madoff (Bernard L.) Investment Securities, L.L.C. |
| 8.55% | 10.15% | 3.45% | 0.00% |
| 6. | National Financial Services, L.L.C. |
| 1.58% | 1.83% | 0.86% | 0.00% |
|
| 0.66% | 0.83% | 0.00% | 0.00% |
| 8. | Nasdaq Execution Services, L.L.C. |
| 0.39% | 0.17% | 1.72% | 0.00% |
|
| 0.26% | 0.00% | 1.72% | 0.00% |
| 10. | Citigroup Global Markets, Inc. |
| 0.13% | 0.17% | 0.00% | 0.00% |
Securities Listed on The American Stock Exchange or Regional Exchanges
| Summary Statistics: |
| Non-directed orders as percentage of total customer orders | 100.00% |
| Market orders as percentage of total non-directed orders | 81.15% |
| Limit orders as percentage of total non-directed orders | 14.34% |
| Other orders as percentage of total non-directed orders | 4.51% |
| Information Concerning Significant Venues : | as percentage of total market orders |
| Non-directed orders | Market orders | Limit orders | Other orders |
| 1. | Knight Capital Markets, L.L.C. |
| 67.21% | 62.63% | 82.86% | 100.00% |
| 2. | Citadel Derivatives Group, L.L.C. |
| 13.11% | 15.66% | 2.86% | 0.00% |
| 3. | Archipelago Trading Services, Inc. |
| 11.07% | 13.13% | 2.86% | 0.00% |
|
| 2.46% | 2.53% | 2.86% | 0.00% |
| 5. | Automated Trading Desk Financial Services, L.L.C. |
| 2.05% | 2.02% | 2.86% | 0.00% |
| 6. | American Stock Exchange |
| 1.64% | 2.02% | 0.00% | 0.00% |
| 7. | Madoff (Bernard L.) Investment Securities, L.L.C. |
| 1.23% | 1.01% | 2.86% | 0.00% |
|
| 0.82% | 0.51% | 2.86% | 0.00% |
| 9. | National Financial Services, L.L.C. |
| 0.41% | 0.51% | 0.00% | 0.00% |
Exchange - Listed Options
| Summary Statistics: |
| Non-directed orders as percentage of total customer orders | 100.00% |
| Market orders as percentage of total non-directed orders | 50.00% |
| Limit orders as percentage of total non-directed orders | 50.00% |
| Other orders as percentage of total non-directed orders | 0.00% |
| Information Concerning Significant Venues : | as percentage of total market orders |
| Non-directed orders | Market orders | Limit orders | Other orders |
| 1. | The International Securities Exchange |
| 29.44% | 20.00% | 38.89% | 0.00% |
| 2. | The Philadelphia Stock Exchange |
| 25.00% | 28.89% | 21.11% | 0.00% |
| 3. | The Chicago Board Options Exchange |
| 21.67% | 25.56% | 17.78% | 0.00% |
| 4. | The Boston Option Exchange |
| 12.22% | 15.56% | 8.89% | 0.00% |
|
| 6.67% | 8.89% | 4.44% | 0.00% |
| 6. | American Stock Exchange |
| 5.00% | 1.11% | 8.89% | 0.00% |
....
| |
|
