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QUATTRO
M. SECURITIES
SEC Rule 606 Quarterly Report for the Quarter Ending June 30, 2016
Summary Statistics :
Non-directed orders as percentage of total customer orders
100%
Market orders as percentage of total non-directed orders 58%
Limit orders as percentage of total non-directed orders 38%
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
|
82
|
51
|
41
|
5
|
|
LEK
|
6
|
69
|
31
|
0
|
|
IBF
|
4
|
80
|
20
|
0
|
|
ETCC
|
4
|
77
|
23
|
0
|
|
KNIGHT
|
2
|
90
|
10
|
0
|
|
GLP
|
2
|
100
|
0
|
0
|
|
ICBC
|
1
|
100
|
0
|
0
|
|
ConverEx
|
1
|
100
|
0
|
0
|
American Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
% of orders - MOC
|
|
NYSE
|
87
|
67
|
30
|
22
|
|
LEK
|
9
|
77
|
23
|
0
|
|
IBF
|
2
|
90
|
10
|
0
|
NASDAQ Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
53
|
75
|
25
|
|
GLP
|
14
|
90
|
10
|
|
LEK
|
10
|
70
|
30
|
|
ConverEx
|
8
|
100
|
0
|
|
KNIGHT
|
6
|
95
|
5
|
|
ICBC
|
3
|
100
|
0
|
|
IBF
|
2
|
80
|
20
|
|
ETCC
|
2
|
50
|
50
|
Other and Regional Exchanges Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
KNIGHT
|
40
|
0
|
100
|
|
GLP
|
36
|
0
|
100
|
|
ConverEx
|
10
|
0
|
100
|
|
ARCA
|
7
|
0
|
100
|
|
ICNC
|
4
|
0
|
100
|
|
NYSE
|
2
|
0
|
100
|
|