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QUATTRO
M. SECURITIES
SEC Rule 606 Quarterly Report for the Quarter Ending September 30, 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
|
94
|
50
|
50
|
|
KNIGHT
|
2
|
20
|
80
|
|
RBC
|
2
|
0
|
100
|
|
CONVERGEX
|
1
|
0
|
100
|
|
GLP
|
1
|
0
|
100
|
American Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
84
|
50
|
50
|
|
GLP
|
6
|
60
|
40
|
|
RBC
|
5
|
0
|
100
|
|
CONVERGEX
|
2
|
0
|
100
|
|
ARCA
|
1
|
0
|
100
|
NASDAQ Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
42
|
52
|
48
|
|
CONVERGEX
|
18
|
50
|
50
|
|
RBC
|
13
|
70
|
30
|
|
GLP
|
11
|
80
|
20
|
|
ARCA
|
9
|
60
|
40
|
|
KNIGHT
|
6
|
50
|
50
|
|
CITADEL
|
1
|
0
|
100
|
|
MISMI
|
1
|
0
|
100
|
Other and Regional Exchanges Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
KNIGHT
|
52
|
55
|
45
|
|
RBC
|
22
|
0
|
100
|
|
NYSE
|
13
|
40
|
60
|
|
CONVERGEX
|
7
|
0
|
100
|
|
GLP
|
5
|
0
|
100
|
|