 |
|
The New York Stock Exchange | The Nasdaq Stock Market | NYSE Alternext or Regional Exchanges | Exchange - Listed Options
Securities Listed on New York Stock Exchange
| Summary Statistics: |
| Non-directed orders as percentage of total customer orders | 100.00% |
| Market orders as percentage of total non-directed orders | 86.74% |
| Limit orders as percentage of total non-directed orders | 9.45% |
| Other orders as percentage of total non-directed orders | 3.81% |
| Information Concerning Significant Venues | as percentage of total market orders |
| Non-directed orders | Market orders | Limit orders | Other orders |
| 1. | Automated Trading Desk Financial Services, L.L.C. |
| 28.19% | 27.52% | 28.49% | 42.67% |
| 2. | Knight Capital Markets, L.L.C. |
| 28.19% | 27.11% | 27.96% | 53.33% |
| 3. | National Financial Services, L.L.C. |
| 17.57% | 20.08% | 1.08% | 1.33% |
| 4. | Citadel Derivatives Group, L.L.C. |
| 12.65% | 11.24% | 30.11% | 1.33% |
|
| 10.16% | 10.42% | 11.29% | 1.33% |
| 6. | Citigroup Global Markets, Inc. |
| 2.54% | 2.87% | 0.54% | 0.00% |
| 7. | AlterNet Securities Inc. |
| 0.25% | 0.29% | 0.00% | 0.00% |
| 8. | New York Stock Exchange |
| 0.25% | 0.29% | 0.00% | 0.00% |
|
| 0.05% | 0.06% | 0.00% | 0.00% |
| 10. | Direct Edge ECN L.L.C. |
| 0.05% | 0.00% | 0.54% | 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 | 80.24% |
| Limit orders as percentage of total non-directed orders | 14.03% |
| Other orders as percentage of total non-directed orders | 5.73% |
| Information Concerning Significant Venues : | as percentage of total market orders |
| Non-directed orders | Market orders | Limit orders | Other orders |
| 1. | Knight Equity Markets, L.P. |
| 32.13% | 29.51% | 39.78% | 50.00% |
|
| 20.06% | 21.99% | 7.53% | 23.68% |
| 3. | Citadel Derivatives Group, L.L.C. |
| 19.61% | 19.74% | 26.88% | 0.00% |
| 4. | Automated Trading Desk Financial Services, L.L.C. |
| 18.40% | 17.29% | 21.51% | 26.32% |
| 5. | National Financial Services, L.L.C. |
| 8.30% | 10.15% | 1.08% | 0.00% |
| 6. | Citigroup Global Markets, Inc. |
| 1.21% | 1.32% | 1.08% | 0.00% |
| 7. | Natixis Bleichroeder, Inc. |
| 0.15% | 0.00% | 1.08% | 0.00% |
| 8. | Park Avenue Securities, L.L.C. |
| 0.15% | 0.00% | 1.08% | 0.00% |
Securities Listed on NYSE Alternext 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 | 88.19% |
| Limit orders as percentage of total non-directed orders | 6.27% |
| Other orders as percentage of total non-directed orders | 5.54% |
| 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. |
| 35.24% | 34.52% | 38.24% | 43.33% |
|
| 21.77% | 22.38% | 20.59% | 13.33% |
| 3. | Automated Trading Desk Financial Services, L.L.C. |
| 21.40% | 20.50% | 20.59% | 36.67% |
| 4. | Citadel Derivatives Group L.L.C. |
| 13.84% | 14.02% | 17.65% | 6.67% |
| 5. | National Financial Services, L.L.C. |
| 7.20% | 7.95% | 2.94% | 0.00% |
| 6. | Domestic Securities, Inc. |
| 0.55% | 0.63% | 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 | 29.82% |
| Limit orders as percentage of total non-directed orders | 70.18% |
| 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 Chicago Board Options Exchange |
| 36.84% | 41.18% | 35.00% | 0.00% |
| 2. | The International Securities Exchange |
| 31.58% | 35.29% | 30.00% | 0.00% |
|
| 12.28% | 5.88% | 15.00% | 0.00% |
|
| 8.77% | 11.76% | 7.50% | 0.00% |
| 5. | The Boston Option Exchange |
| 3.51% | 0.00% | 5.00% | 0.00% |
|
| 3.51% | 0.00% | 5.00% | 0.00% |
| 7. | Nasdaq Execution Services, L.L.C. |
| 1.75% | 0.00% | 2.50% | 0.00% |
|
| 1.75% | 5.88% | 5.00% | 0.00% |
....
| |
|
