QUATTRO M. SECURITIES
SEC Rule 606 Quarterly Report for the Quarter Ending September 30, 2012
Summary Statistics :
Non-directed orders as percentage of total customer orders 100%
Market orders as percentage of total non-directed orders 60%
Limit orders as percentage of total non-directed orders 40%
Information Concerning Significant Venues :
New York Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
87
|
63
|
37
|
|
Knight Capital Markets
|
8
|
52
|
48
|
|
ARCA
|
2
|
54
|
46
|
|
NASDAQ
|
2
|
54
|
46
|
|
BATS
|
1
|
51
|
49
|
American Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
78
|
35
|
65
|
|
Knight Capital Markets
|
12
|
78
|
22
|
|
BATS
|
4
|
6
|
94
|
|
ARCA
|
2
|
24
|
76
|
|
NASDAQ
|
2
|
19
|
81
|
|
EDGE
|
1
|
22
|
78
|
NASDAQ Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
Knight Capital Markets
|
39
|
24
|
76
|
|
NYSE
|
29
|
60
|
40
|
|
NASDAQ
|
15
|
49
|
51
|
|
ARCA
|
12
|
43
|
57
|
|
BATS
|
4
|
61
|
39
|
|
EDGE
|
1
|
77
|
23
|
Other and Regional Exchanges Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
Knight Capital Markets
|
56
|
0
|
100
|
|
NYSE
|
43
|
0
|
100
|
|
JEFFERIES
|
1
|
0
|
100
|
|