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QUATTRO
M. SECURITIES
SEC Rule 606 Quarterly Report for the Quarter Ending December 31, 2016
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 35%
Market on Close as percentage of total non-directed order
5%
Information Concerning Significant Venues :
New York Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
% of orders – MOC
|
|
NYSE
|
77
|
60
|
35
|
5
|
|
IBF
|
7
|
90
|
10
|
0
|
|
ETCC
|
6
|
100
|
0
|
0
|
|
NASDAQ
|
5
|
100
|
0
|
0
|
|
LEK
|
3
|
100
|
0
|
0
|
American Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
% of orders - MOC
|
|
NYSE
|
58
|
70
|
15
|
5
|
|
IBF
|
25
|
70
|
30
|
0
|
|
ETCC
|
13
|
100
|
0
|
0
|
|
LEK
|
4
|
100
|
0
|
0
|
NASDAQ Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NASDAQ
|
31
|
90
|
10
|
|
NYSE
|
29
|
70
|
30
|
|
ICBC
|
12
|
100
|
0
|
|
CONVEREX
|
8
|
80
|
20
|
|
GLP
|
7
|
100
|
0
|
|
ETCC
|
5
|
100
|
0
|
|
IBF
|
5
|
100
|
0
|
|
LEK
|
2
|
100
|
0
|
Other and Regional Exchanges Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
ICBC
|
69
|
100
|
0
|
|
GLP
|
19
|
100
|
0
|
|
CONVEREX
|
5
|
90
|
10
|
|
NASDAQ
|
4
|
80
|
20
|
|
KCG
|
3
|
100
|
0
|
|