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QUATTRO
M. SECURITIES
SEC Rule 606 Quarterly Report for the Quarter Ending September 30, 2013
Summary Statistics :
Non-directed orders as percentage of total customer orders
100%
Market orders as percentage of total non-directed orders 55%
Limit orders as percentage of total non-directed orders 45%
Information Concerning Significant Venues :
New York Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
91
|
60
|
40
|
|
KNIGHT
|
2
|
90
|
10
|
|
WDF
|
2
|
0
|
100
|
|
MISMI
|
1
|
0
|
100
|
|
ARCA
|
1
|
0
|
100
|
|
BNY
|
1
|
0
|
100
|
|
NASDAQ
|
1
|
0
|
100
|
|
CITADEL
|
1
|
0
|
100
|
|
ETCC
|
1
|
0
|
100
|
American Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
67
|
55
|
45
|
|
KNIGHT
|
13
|
85
|
15
|
|
BNY
|
7
|
25
|
75
|
|
MISMI
|
5
|
30
|
70
|
|
WDF
|
3
|
0
|
100
|
|
CITADEL
|
2
|
0
|
100
|
|
ARCA
|
1
|
0
|
100
|
|
EDGE
|
1
|
0
|
100
|
|
ETCC
|
1
|
0
|
100
|
|
NASDAQ
|
1
|
0
|
100
|
NASDAQ Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
32
|
70
|
30
|
|
CITADEL
|
17
|
2
|
98
|
|
BNY
|
12
|
10
|
90
|
|
KNIGHT
|
12
|
30
|
70
|
|
MISMI
|
10
|
0
|
100
|
|
ARCA
|
7
|
0
|
100
|
|
WDF
|
4
|
0
|
100
|
|
GLP
|
3
|
0
|
100
|
|
ETCC
|
2
|
0
|
100
|
|
NASDAQ
|
1
|
0
|
100
|
Other and Regional Exchanges Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
90
|
0
|
100
|
|
KNIGHT
|
6
|
0
|
100
|
|
ETCC
|
2
|
0
|
100
|
|
WDF
|
1
|
0
|
100
|
|