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QUATTRO
M. SECURITIES
SEC Rule 606 Quarterly Report for the Quarter Ending December 31, 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
|
97
|
50
|
50
|
|
KNIGHT
|
1
|
60
|
40
|
|
GLP
|
1
|
50
|
50
|
American Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
96
|
50
|
50
|
|
KNIGHT
|
3
|
70
|
30
|
|
GLP
|
1
|
60
|
40
|
NASDAQ Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
56
|
50
|
50
|
|
ConverEx
|
12
|
55
|
45
|
|
GLP
|
10
|
50
|
50
|
|
RBC
|
7
|
60
|
40
|
|
KNIGHT
|
7
|
50
|
50
|
|
ARCA
|
7
|
50
|
50
|
Other and Regional Exchanges Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
RBC
|
57
|
60
|
40
|
|
ConverEx
|
23
|
50
|
50
|
|
GLP
|
11
|
70
|
30
|
|
NYSE
|
4
|
80
|
20
|
|
ARCA
|
2
|
100
|
0
|
|
KNIGHT
|
2
|
100
|
0
|
|