|
QUATTRO
M. SECURITIES
SEC Rule 606 Quarterly Report for the Quarter Ending March 31, 2017
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 29%
Market on Close as percentage of total non-directed order
11%
Information Concerning Significant Venues :
New York Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
% of orders – MOC
|
|
NYSE
|
80
|
61
|
26
|
13
|
|
LEK
|
5
|
79
|
21
|
0
|
|
IBF
|
5
|
48
|
52
|
0
|
|
ETCC
|
2
|
43
|
57
|
0
|
|
GLP
|
2
|
60
|
40
|
0
|
|
ICBC
|
2
|
50
|
50
|
0
|
|
NASDAQ
|
1
|
70
|
30
|
0
|
|
ConverEx
|
1
|
90
|
10
|
0
|
|
KNIGHT
|
1
|
74
|
26
|
0
|
American Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
% of orders - MOC
|
|
NYSE
|
68
|
70
|
30
|
0
|
|
LEK
|
13
|
58
|
42
|
0
|
|
ICBC
|
7
|
100
|
0
|
0
|
|
ETCC
|
5
|
8
|
92
|
0
|
|
KNIGHT
|
2
|
44
|
56
|
0
|
|
ConverEx
|
2
|
100
|
0
|
0
|
|
IBF
|
1
|
17
|
83
|
0
|
|
GLP
|
1
|
100
|
0
|
0
|
NASDAQ Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NYSE
|
24
|
47
|
53
|
|
NASDAQ
|
21
|
60
|
40
|
|
ICBC
|
18
|
60
|
40
|
|
GLP
|
17
|
70
|
30
|
|
ConverEx
|
10
|
100
|
0
|
|
LEK
|
4
|
34
|
66
|
|
ETCC
|
3
|
0
|
100
|
|
IBC
|
3
|
0
|
100
|
Other and Regional Exchanges Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
ICBC
|
46
|
100
|
0
|
|
GLP
|
41
|
100
|
0
|
|
ConverEx
|
10
|
100
|
0
|
|
NASDAQ
|
2
|
100
|
0
|
|