QUATTRO M. SECURITIES
SEC Rule 606 Quarterly Report for the Quarter Ending June 30, 2012
Summary Statistics :
Non-directed orders as percentage of total customer orders 100%
Market orders as percentage of total non-directed orders 68%
Limit orders as percentage of total non-directed orders 32%
Information Concerning Significant Venues :
New York Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
82
|
70
|
30
|
|
Knight Capital Markets
|
11
|
53
|
47
|
|
ARCA
|
3
|
55
|
45
|
|
NASDAQ
|
2
|
24
|
76
|
|
BATS
|
1
|
48
|
52
|
American Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
66
|
34
|
66
|
|
Knight Capital Markets
|
30
|
37
|
63
|
|
ARCA
|
2
|
39
|
61
|
|
EDGE
|
1
|
56
|
44
|
NASDAQ Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
Knight Capital Markets
|
69
|
56
|
44
|
|
ARCA
|
17
|
97
|
3
|
|
JEX
|
9
|
0
|
100
|
|
NYSE
|
4
|
38
|
62
|
Other and Regional Exchanges Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
Knight Capital Markets
|
75
|
0
|
100
|
|
NYSE
|
25
|
0
|
100
|
|