WMC WHITE MOUNTAIN CAPITAL, LLC 65 BROADWAY SUITE 1807 NEW YORK, NY 10006

Transcription

1 Note: Broker-dealers are required to disclose any material arrangements with the venues listed in each section below, including, but not limited to, any internalization or payment for order flow arrangements. WMC WHITE MOUNTAIN CAPITAL, LLC 65 BROADWAY SUITE 1807 NEW YORK, NY SEC Rule 606 Quarterly Report for the Quarter Ending December 31, 2008 Securities Listed on New York Stock Exchange Non-directed orders as percentage of total customer orders % Market orders as percentage of total non-directed orders 65.66% Limit orders as percentage of total non-directed orders 34.34% Venues Receiving Significant Percentage of Total Non-Directed Orders : 1. Knight Capital Markets, L.L.C % 2. Citadel Derivatives Group LLC 31.85% 3. Automated Trading Desk Financial Services, L.L.C % 4. UBS Securities, L.L.C. 8.35% 5. Madoff (Bernard L.) Investment Securities, L.L.C. 2.04% 6. New York Stock Exchange LLC. 1.61% 7. National Financial Services Corporation 1.02% 8. Stock Clearing Corporation (LOC) 0.08% 9. NYSE ARCA 0.08% 10. Stock Clearing Corporation (TOD) 0.08% Information Concerning Significant Venues : 1. Knight Capital Markets, L.L.C. Market orders as percentage of total market orders 31.01% Limit orders as percentage of total limit orders 37.85% 2. Citadel Derivatives Group LLC Market orders as percentage of total market orders 33.75% Limit orders as percentage of total limit orders 28.22% Page 1 of 7

2 3. Automated Trading Desk Financial Services, L.L.C. Market orders as percentage of total market orders 20.48% Limit orders as percentage of total limit orders 23.29% 4. UBS Securities, L.L.C. Market orders as percentage of total market orders 8.89% Limit orders as percentage of total limit orders 7.31% 5. Madoff (Bernard L.) Investment Securities, L.L.C. Market orders as percentage of total market orders 2.52% Limit orders as percentage of total limit orders 1.13% 6. New York Stock Exchange LLC. Market orders as percentage of total market orders 1.65% Limit orders as percentage of total limit orders 1.54% 7. National Financial Services Corporation Market orders as percentage of total market orders 1.52% Limit orders as percentage of total limit orders 0.06% 8. Stock Clearing Corporation (LOC) 9. NYSE ARCA Limit orders as percentage of total limit orders 0.24% Limit orders as percentage of total limit orders 0.24% 10. Stock Clearing Corporation (TOD) Market orders as percentage of total market orders 0.12% Page 2 of 7

3 Securities Listed on The Nasdaq Stock Market Non-directed orders as percentage of total customer orders % Market orders as percentage of total non-directed orders 80.12% Limit orders as percentage of total non-directed orders 19.88% Venues Receiving Significant Percentage of Total Non-Directed Orders : 1. Knight Equity Markets, L.P % 2. Citadel Derivatives Group LLC 25.90% 3. Automated Trading Desk Financial Services, L.L.C % 4. UBS Securities, L.L.C. 9.64% 5. Madoff (Bernard L.) Investment Securities, L.L.C. 1.81% 6. National Financial Services Corporation 1.81% Information Concerning Significant Venues : 1. Knight Equity Markets, L.P. Market orders as percentage of total market orders 25.56% Limit orders as percentage of total limit orders 75.76% 2. Citadel Derivatives Group LLC Market orders as percentage of total market orders 32.33% 3. Automated Trading Desk Financial Services, L.L.C. Market orders as percentage of total market orders 27.07% Limit orders as percentage of total limit orders 18.18% 4. UBS Securities, L.L.C. Market orders as percentage of total market orders 10.53% Limit orders as percentage of total limit orders 6.06% 5. Madoff (Bernard L.) Investment Securities, L.L.C. Market orders as percentage of total market orders 2.26% Page 3 of 7

4 6. National Financial Services Corporation Market orders as percentage of total market orders 2.26% Page 4 of 7

5 Securities Listed on NYSE Alternext or Regional Exchanges Non-directed orders as percentage of total customer orders % Market orders as percentage of total non-directed orders 66.78% Limit orders as percentage of total non-directed orders 33.22% Venues Receiving Significant Percentage of Total Non-Directed Orders : 1. Knight Capital Markets, L.L.C % 2. Citadel Derivatives Group LLC 22.04% 3. Domestic Securities Inc % 4. UBS Securities, L.L.C. 3.01% 5. National Financial Services Corporation 1.50% 6. Madoff (Bernard L.) Investment Securities, L.L.C. 1.34% 7. Automated Trading Desk Financial Services, L.L.C. 1.00% 8. NYSE Alternext 0.33% 9. Archipelago Trading Services, Inc. 0.33% 10. NYSE ARCA 0.33% Information Concerning Significant Venues : 1. Knight Capital Markets, L.L.C. Market orders as percentage of total market orders 51.25% Limit orders as percentage of total limit orders 55.78% 2. Citadel Derivatives Group LLC Market orders as percentage of total market orders 26.00% Limit orders as percentage of total limit orders 14.07% 3. Domestic Securities Inc. Market orders as percentage of total market orders 13.75% Limit orders as percentage of total limit orders 24.12% 4. UBS Securities, L.L.C. Market orders as percentage of total market orders 4.50% 5. National Financial Services Corporation Market orders as percentage of total market orders 2.00% Limit orders as percentage of total limit orders 0.50% Page 5 of 7

6 6. Madoff (Bernard L.) Investment Securities, L.L.C. Market orders as percentage of total market orders 2.00% 7. Automated Trading Desk Financial Services, L.L.C. Market orders as percentage of total market orders 0.50% Limit orders as percentage of total limit orders 2.01% 8. NYSE Alternext Limit orders as percentage of total limit orders 1.01% 9. Archipelago Trading Services, Inc. 10. NYSE ARCA Limit orders as percentage of total limit orders 1.01% Limit orders as percentage of total limit orders 1.01% Page 6 of 7

7 Exchange - Listed Options Non-directed orders as percentage of total customer orders 0.00% Market orders as percentage of total non-directed orders 0.00% Limit orders as percentage of total non-directed orders 0.00% Page 7 of 7