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QUATTRO
M. SECURITIES
SEC Rule 606 Quarterly Report for the Quarter Ending June 30, 2013
Summary Statistics :
Non-directed orders as percentage of total customer orders
100%
Market orders as percentage of total non-directed orders 56%
Limit orders as percentage of total non-directed orders 44%
Information Concerning Significant Venues :
New York Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
89
|
56
|
44
|
|
KNIGHT
|
6
|
60
|
40
|
|
ARCA
|
1
|
75
|
25
|
|
MISMI
|
1
|
71
|
29
|
|
NASDAQ
|
1
|
82
|
18
|
American Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
57
|
60
|
40
|
|
KNIGHT
|
22
|
60
|
40
|
|
CITADEL
|
10
|
80
|
20
|
|
ARCA
|
4
|
75
|
25
|
|
NASDAQ
|
3
|
55
|
45
|
|
MISMI
|
2
|
100
|
0
|
|
BATS
|
2
|
100
|
0
|
NASDAQ Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
KNIGHT
|
42
|
80
|
20
|
|
MISMI
|
29
|
75
|
25
|
|
CITADEL
|
11
|
77
|
23
|
|
NYSE
|
7
|
80
|
20
|
|
ARCA
|
4
|
90
|
10
|
|
BNY
|
3
|
100
|
0
|
|
NASDAQ
|
1
|
100
|
0
|
|
ETCC
|
1
|
100
|
0
|
|
BATS
|
1
|
100
|
0
|
Other and Regional Exchanges Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
75
|
77
|
23
|
|
KNIGHT
|
17
|
67
|
33
|
|
ETCC
|
6
|
100
|
0
|
|
ARCA
|
1
|
100
|
0
|
|
NASDAQ
|
1
|
100
|
0
|
|