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The New York Stock Exchange | The Nasdaq Stock Market | NYSE Alternext or Regional Exchanges | Exchange - Listed Options
Securities Listed on New York Stock Exchange
| Summary Statistics: |
| Non-directed orders as percentage of total customer orders | 100.00% |
| Market orders as percentage of total non-directed orders | 89.96% |
| Limit orders as percentage of total non-directed orders | 5.65% |
| Other orders as percentage of total non-directed orders | 4.39% |
| Information Concerning Significant Venues | as percentage of total market orders |
| Non-directed orders | Market orders | Limit orders | Other orders |
| 1. | Knight Capital Markets, L.L.C. |
| 25.74% | 25.25% | 24.32% | 37.39% |
|
| 18.86% | 18.55% | 21.62% | 21.74% |
| 3. | Automated Trading Desk Financial Services, L.L.C. |
| 17.95% | 16.51% | 25.00% | 38.26% |
| 4. | National Financial Services, L.L.C. |
| 17.83% | 19.23% | 9.46% | 0.00% |
| 5. | Citadel Derivatives Group, L.L.C. |
| 11.84% | 12.27% | 12.16% | 2.61% |
| 6. | Citigroup Global Markets, Inc. |
| 5.88% | 6.49% | 0.68% | 0.00% |
|
| 1.41% | 1.49% | 1.35% | 0.00% |
|
| 0.15% | 0.04% | 2.03% | 0.00% |
| 9. | AlterNet Securities Inc. |
| 0.11% | 0.08% | 0.68% | 0.00% |
|
| 0.08% | 0.00% | 1.35% | 0.00% |
Securities Listed on The Nasdaq Stock Market
| Summary Statistics: |
| Non-directed orders as percentage of total customer orders | 100.00% |
| Market orders as percentage of total non-directed orders | 86.67% |
| Limit orders as percentage of total non-directed orders | 9.26% |
| Other orders as percentage of total non-directed orders | 4.07% |
| Information Concerning Significant Venues : | as percentage of total market orders |
| Non-directed orders | Market orders | Limit orders | Other orders |
|
| 27.47% | 26.76% | 35.16% | 25.00% |
| 2. | Knight Equity Markets, L.P. |
| 22.08% | 19.84% | 29.67% | 52.50% |
| 3. | Citadel Derivatives Group, L.L.C. |
| 20.65% | 22.07% | 14.29% | 5.00% |
| 4. | National Financial Services, L.L.C. |
| 12.21% | 13.38% | 6.59% | 0.00% |
| 5. | Automated Trading Desk Financial Services, L.L.C. |
| 11.29% | 11.27% | 8.79% | 17.50% |
| 6. | Citigroup Global Markets, Inc. |
| 4.27% | 4.93% | 0.00% | 0.00% |
|
| 1.32% | 1.53% | 0.00% | 0.00% |
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| 0.20% | 0.00% | 2.20% | 0.00% |
| 9. | Natixis Bleichroeder, Inc. |
| 0.10% | 0.00% | 1.10% | 0.00% |
| 10. | AlterNet Securities Inc. |
| 0.10% | 0.12% | 0.00% | 0.00% |
Securities Listed on NYSE Alternext or Regional Exchanges
| Summary Statistics: |
| Non-directed orders as percentage of total customer orders | 100.00% |
| Market orders as percentage of total non-directed orders | 91.50% |
| Limit orders as percentage of total non-directed orders | 6.25% |
| Other orders as percentage of total non-directed orders | 2.25% |
| Information Concerning Significant Venues : | as percentage of total market orders |
| Non-directed orders | Market orders | Limit orders | Other orders |
| 1. | Knight Capital Markets, L.L.C. |
| 31.50% | 31.69% | 32.00% | 22.22% |
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| 22.25% | 20.49% | 40.00% | 44.44% |
| 3. | Automated Trading Desk Financial Services, L.L.C. |
| 21.50% | 22.40% | 8.00% | 22.22% |
| 4. | Citadel Derivatives Group L.L.C. |
| 14.25% | 14.21% | 16.00% | 11.11% |
| 5. | National Financial Services, L.L.C. |
| 9.75% | 10.66% | 0.00% | 0.00% |
|
| 0.50% | 0.55% | 0.00% | 0.00% |
| 7. | Domestic Securities Inc. |
| 0.25% | 0.00% | 4.00% | 0.00% |
Exchange - Listed Options
| Summary Statistics: |
| Non-directed orders as percentage of total customer orders | 100.00% |
| Market orders as percentage of total non-directed orders | 9.09% |
| Limit orders as percentage of total non-directed orders | 90.91% |
| Other orders as percentage of total non-directed orders | 0.00% |
| Information Concerning Significant Venues : | as percentage of total market orders |
| Non-directed orders | Market orders | Limit orders | Other orders |
| 1. | The Chicago Board Options Exchange |
| 51.52% | 33.33% | 53.33% | 0.00% |
| 2. | The International Securities Exchange |
| 24.24% | 33.33% | 23.33% | 0.00% |
|
| 9.09% | 33.33% | 6.67% | 0.00% |
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| 9.09% | 0.00% | 10.00% | 0.00% |
| 5. | The Boston Option Exchange |
| 3.03% | 0.00% | 3.33% | 0.00% |
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| 3.03% | 0.00% | 3.33% | 0.00% |
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