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QUATTRO
M. SECURITIES
SEC Rule 606 Quarterly Report for the Quarter Ending March 31, 2014
Summary Statistics :
Non-directed orders as percentage of total customer orders
100%
Market orders as percentage of total non-directed orders 52%
Limit orders as percentage of total non-directed orders 48%
Information Concerning Significant Venues :
New York Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
87
|
60
|
40
|
|
WDF
|
5
|
70
|
30
|
|
KNIGHT
|
3
|
50
|
50
|
|
GLP
|
1
|
90
|
10
|
|
BNY
|
1
|
80
|
20
|
|
NASDAQ
|
1
|
75
|
25
|
|
ARCA
|
1
|
100
|
0
|
|
CITADEL
|
1
|
100
|
0
|
American Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
51
|
60
|
40
|
|
BNY
|
24
|
50
|
50
|
|
WDF
|
8
|
0
|
100
|
|
GLP
|
6
|
0
|
100
|
|
KNIGHT
|
4
|
80
|
20
|
|
MISMI
|
2
|
70
|
30
|
|
CITADEL
|
2
|
60
|
40
|
|
EDGE
|
1
|
0
|
100
|
|
NATIONAL
|
1
|
0
|
100
|
|
NASDAQ
|
1
|
0
|
100
|
|
ARCA
|
1
|
0
|
100
|
|
BATS
|
1
|
0
|
100
|
NASDAQ Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
BNY
|
23
|
50
|
50
|
|
NYSE
|
16
|
60
|
40
|
|
GLP
|
15
|
70
|
30
|
|
ARCA
|
14
|
40
|
60
|
|
CITADEL
|
12
|
30
|
70
|
|
WDF
|
7
|
70
|
30
|
|
KNIGHT
|
6
|
75
|
25
|
|
MISMI
|
5
|
60
|
40
|
|
ETCC
|
1
|
100
|
0
|
Other and Regional Exchanges Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
64
|
55
|
45
|
|
KNIGHT
|
25
|
0
|
100
|
|
WDF
|
7
|
30
|
70
|
|
BNY
|
2
|
0
|
100
|
|
GLP
|
1
|
0
|
100
|
|
NASDAQ
|
1
|
0
|
100
|
|