|
QUATTRO
M. SECURITIES
SEC Rule 606 Quarterly Report for the Quarter Ending June 30, 2014
Summary Statistics :
Non-directed orders as percentage of total customer orders
100%
Market orders as percentage of total non-directed orders 50%
Limit orders as percentage of total non-directed orders 50%
Information Concerning Significant Venues :
New York Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
95
|
50
|
50
|
|
CONVERGEX
|
2
|
0
|
100
|
|
KNIGHT
|
1
|
0
|
100
|
|
GLP
|
1
|
0
|
100
|
American Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
93
|
60
|
40
|
|
KNIGHT
|
3
|
50
|
50
|
|
CONVERGEX
|
2
|
0
|
100
|
|
ETCC
|
1
|
0
|
100
|
NASDAQ Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
39
|
50
|
50
|
|
GLP
|
30
|
60
|
40
|
|
CONVERGEX
|
17
|
70
|
30
|
|
KNIGHT
|
3
|
40
|
60
|
|
MISMI
|
3
|
30
|
70
|
|
ARCA
|
3
|
70
|
30
|
|
RBC
|
2
|
75
|
25
|
|
CITADEL
|
1
|
60
|
40
|
|
ETCC
|
1
|
100
|
0
|
Other and Regional Exchanges Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
67
|
55
|
45
|
|
KNIGHT
|
9
|
0
|
100
|
|
GLP
|
9
|
30
|
70
|
|
CONVERGEX
|
8
|
0
|
100
|
|
RBC
|
4
|
0
|
100
|
|
CITADEL
|
3
|
0
|
100
|
|
ETCC
|
1
|
0
|
100
|
|