QUATTRO M SECURITIES
SEC Rule 606 Quarterly Report for the Quarter Ending September 30, 2011
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 24%
Limit orders as percentage of total non-directed orders 76%
Venues Receiving Significant Percentage of Total Non-Directed Orders :
1. New York Stock Exchange 86%
2. Knight Capital Markets 8%
3. INET 2%
4. Jefferies 2%
5. ARCA 1%
Information Concerning Significant Venues :
1. New York Stock Exchange
Market Orders 4%
Limit Orders 96%
2. Knight Capital Markets
Market Orders 81%
Limit Orders 19%
3. INET
Market Orders 3%
Limit Orders 97%
4. Jefferies
Market Orders 5%
Limit Orders 95%
5. ARCA
Market Orders 1%
Limit 99%
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