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QUATTRO
M. SECURITIES
SEC Rule 606 Quarterly Report for the Quarter Ending March 31, 2013
Summary Statistics :
Non-directed orders as percentage of total customer orders
100%
Market orders as percentage of total non-directed orders 57%
Limit orders as percentage of total non-directed orders 43%
Information Concerning Significant Venues :
New York Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
83
|
58
|
42
|
|
KNIGHT
|
8
|
62
|
38
|
|
ARCA
|
3
|
60
|
40
|
|
BATS
|
2
|
65
|
35
|
|
NASDAQ
|
2
|
63
|
37
|
|
EDGE
|
1
|
61
|
39
|
|
MISMI
|
1
|
65
|
35
|
American Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
46
|
42
|
58
|
|
KNIGHT
|
35
|
40
|
60
|
|
MISMI
|
17
|
40
|
60
|
|
ARCA
|
1
|
17
|
83
|
|
NASDAQ
|
1
|
16
|
84
|
NASDAQ Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
KNIGHT
|
68
|
65
|
35
|
|
NYSE
|
13
|
11
|
89
|
|
MISMI
|
9
|
15
|
85
|
|
ARCA
|
5
|
60
|
40
|
|
GETCO
|
3
|
17
|
83
|
|
CITADEL
|
1
|
15
|
85
|
|
NASDAQ
|
1
|
63
|
37
|
Other and Regional Exchanges Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
KNIGHT
|
85
|
100
|
0
|
|
MISMI
|
14
|
100
|
0
|
|
NYSE
|
1
|
100
|
0
|
|