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QUATTRO
M. SECURITIES
SEC Rule 606 Quarterly Report for the Quarter Ending December 31, 2015
Summary Statistics :
Non-directed orders as percentage of total customer orders
100%
Market orders as percentage of total non-directed orders 60%
Limit orders as percentage of total non-directed orders 36%
Market on Close as percentage of total non-directed order
4%
Information Concerning Significant Venues :
New York Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
% of orders – MOC
|
|
NYSE
|
92
|
60
|
36
|
4
|
|
IBF
|
5
|
90
|
10
|
0
|
|
ConverEx
|
1
|
100
|
0
|
0
|
American Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
95
|
60
|
40
|
|
IBF
|
4
|
100
|
0
|
NASDAQ Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
60
|
70
|
30
|
|
CONVERGEX
|
21
|
100
|
0
|
|
GLP
|
11
|
100
|
0
|
|
IBF
|
5
|
100
|
0
|
|
KNIGHT
|
2
|
100
|
0
|
|
ARCA
|
1
|
100
|
0
|
Other and Regional Exchanges Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
CONVERGEX
|
69
|
100
|
0
|
|
GLP
|
27
|
100
|
0
|
|
ARCA
|
2
|
100
|
0
|
|
NYSE
|
2
|
100
|
0
|
|