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QUATTRO
M. SECURITIES
SEC Rule 606 Quarterly Report for the Quarter Ending June 30, 2017
Summary Statistics :
Non-directed orders as percentage of total customer orders
100%
Market orders as percentage of total non-directed orders 53%
Limit orders as percentage of total non-directed orders 46%
Market on Close as percentage of total non-directed order
2%
Information Concerning Significant Venues :
New York Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
% of orders – MOC
|
|
NYSE
|
78
|
55
|
43
|
2
|
|
IBF
|
7
|
80
|
20
|
0
|
|
CITADEL
|
5
|
60
|
40
|
0
|
|
LEK
|
5
|
90
|
10
|
0
|
|
GLP
|
3
|
100
|
0
|
0
|
|
ICBC
|
1
|
90
|
10
|
0
|
American Stock Exchange Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
% of orders - MOC
|
|
NYSE
|
69
|
70
|
30
|
0
|
|
IBF
|
16
|
60
|
40
|
0
|
|
CITADEL
|
7
|
30
|
70
|
0
|
|
LEK
|
6
|
95
|
5
|
0
|
|
ICBC
|
2
|
100
|
0
|
0
|
NASDAQ Listed Symols
|
Venue
|
% of volume
|
% of orders - Market
|
% of orders - Limit
|
|
NASDAQ
|
60
|
90
|
10
|
|
SPDR
|
15
|
60
|
40
|
|
CONVEREX
|
9
|
100
|
0
|
|
GLP
|
9
|
90
|
10
|
|
ICBC
|
6
|
80
|
20
|
|