PRUDENTIAL INVESTMENT MANAGEMENT SERVICES LLC PO BOX 5320 SCRANTON, PA SEC Rule 606 Quarterly Report for the Quarter Ending March 31, 2012

Transcription

1 PRUDENTIAL INVESTMENT MANAGEMENT SERVICES LLC PO BOX 5320 SCRANTON, PA SEC Rule 606 Quarterly Report for the Quarter Ending March 31, 2012 Summary Statistics : 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 74.12% Limit orders as percentage of total non-directed orders 21.70% Other orders as percentage of total non-directed orders 4.18% Venues Receiving Significant Percentage of Total Non-Directed Orders : 1. Knight Capital Markets, LLC 37.69% 2. Citadel Securities LLC 18.76% 3. UBS Securities, LLC 14.61% 4. National Financial Services LLC 9.44% 5. Two Sigma Securities, LLC 4.00% 6. Direct Edge Exchange 3.22% 7. BATS Exchange, Inc. 2.43% 8. NYSE ARCA 2.27% 9. Goldman, Sachs & Co. 2.13% 10. AlterNet Securities Inc. 1.73% Information Concerning Significant Venues : 1. Knight Capital Markets, LLC Market orders as percentage of total market 37.72% Limit orders as percentage of total limit orders 32.52% Other orders as percentage of total other orders 63.98% 2. Citadel Securities LLC Market orders as percentage of total market 21.57% Limit orders as percentage of total limit orders 10.10% Other orders as percentage of total other orders 13.79% Page 1 of 8

2 3. UBS Securities, LLC Market orders as percentage of total market 14.53% Limit orders as percentage of total limit orders 13.42% Other orders as percentage of total other orders 22.22% 4. National Financial Services LLC Market orders as percentage of total market 11.60% Limit orders as percentage of total limit orders 3.91% 5. Two Sigma Securities, LLC Market orders as percentage of total market 5.12% Limit orders as percentage of total limit orders 0.96% 6. Direct Edge Exchange Limit orders as percentage of total limit orders 14.82% 7. BATS Exchange, Inc. 8. NYSE ARCA Limit orders as percentage of total limit orders 11.21% Limit orders as percentage of total limit orders 10.47% 9. Goldman, Sachs & Co. Market orders as percentage of total market 2.59% Limit orders as percentage of total limit orders 0.96% 10. AlterNet Securities Inc. Market orders as percentage of total market 2.29% Limit orders as percentage of total limit orders 0.15% Page 2 of 8

3 Securities Listed on The Nasdaq Stock Market Summary Statistics : Non-directed orders as percentage of total customer orders % Market orders as percentage of total non-directed orders 75.07% Limit orders as percentage of total non-directed orders 21.70% Other orders as percentage of total non-directed orders 3.23% Venues Receiving Significant Percentage of Total Non-Directed Orders : 1. Knight Equity Markets, L.P % 2. Citadel Securities LLC 22.73% 3. UBS Securities, LLC 20.05% 4. National Financial Services LLC 7.56% 5. Two Sigma Securities, LLC 3.85% 6. Direct Edge Exchange 3.60% 7. Goldman, Sachs & Co. 2.95% 8. NYSE ARCA 2.68% 9. BATS Exchange, Inc. 2.20% 10. AlterNet Securities Inc. 1.78% Information Concerning Significant Venues : 1. Knight Equity Markets, L.P. Market orders as percentage of total market 28.64% Limit orders as percentage of total limit orders 19.95% Other orders as percentage of total other orders 68.99% 2. Citadel Securities LLC Market orders as percentage of total market 24.17% Limit orders as percentage of total limit orders 20.99% Other orders as percentage of total other orders 0.78% 3. UBS Securities, LLC Market orders as percentage of total market 21.87% Limit orders as percentage of total limit orders 12.23% Other orders as percentage of total other orders 30.23% 4. National Financial Services LLC Market orders as percentage of total market 9.04% Limit orders as percentage of total limit orders 3.58% 5. Two Sigma Securities, LLC Market orders as percentage of total market 4.63% Limit orders as percentage of total limit orders 1.73% Page 3 of 8

4 6. Direct Edge Exchange Limit orders as percentage of total limit orders 16.61% 7. Goldman, Sachs & Co. 8. NYSE ARCA Market orders as percentage of total market 3.70% Limit orders as percentage of total limit orders 0.81% Limit orders as percentage of total limit orders 12.34% 9. BATS Exchange, Inc. Limit orders as percentage of total limit orders 10.15% 10. AlterNet Securities Inc. Market orders as percentage of total market 2.27% Limit orders as percentage of total limit orders 0.35% Page 4 of 8

5 Securities Listed on NYSE Amex or Regional Exchanges Summary Statistics : Non-directed orders as percentage of total customer orders % Market orders as percentage of total non-directed orders 63.43% Limit orders as percentage of total non-directed orders 27.16% Other orders as percentage of total non-directed orders 9.41% Venues Receiving Significant Percentage of Total Non-Directed Orders : 1. Knight Capital Markets, LLC 46.85% 2. Citadel Securities LLC 15.29% 3. UBS Securities, LLC 13.05% 4. National Financial Services LLC 6.82% 5. Two Sigma Securities, LLC 4.29% 6. Direct Edge Exchange 3.88% 7. BATS Exchange, Inc. 2.94% 8. NYSE ARCA 2.70% 9. Citigroup Global Markets, Inc. 1.53% 10. Goldman, Sachs & Co. 0.71% Information Concerning Significant Venues : 1. Knight Capital Markets, LLC Market orders as percentage of total market 51.25% Limit orders as percentage of total limit orders 34.85% Other orders as percentage of total other orders 51.88% 2. Citadel Securities LLC Market orders as percentage of total market 17.42% Limit orders as percentage of total limit orders 6.28% Other orders as percentage of total other orders 26.88% 3. UBS Securities, LLC Market orders as percentage of total market 11.12% Limit orders as percentage of total limit orders 14.72% Other orders as percentage of total other orders 21.25% 4. National Financial Services LLC Market orders as percentage of total market 8.34% Limit orders as percentage of total limit orders 5.63% 5. Two Sigma Securities, LLC Market orders as percentage of total market 6.21% Limit orders as percentage of total limit orders 1.30% Page 5 of 8

6 6. Direct Edge Exchange Limit orders as percentage of total limit orders 14.29% 7. BATS Exchange, Inc. 8. NYSE ARCA Limit orders as percentage of total limit orders 10.82% Limit orders as percentage of total limit orders 9.96% 9. Citigroup Global Markets, Inc. Market orders as percentage of total market 2.32% Limit orders as percentage of total limit orders 0.22% 10. Goldman, Sachs & Co. Market orders as percentage of total market 1.02% Limit orders as percentage of total limit orders 0.22% Page 6 of 8

7 Exchange - Listed Options Summary Statistics : Non-directed orders as percentage of total customer orders % Market orders as percentage of total non-directed orders 73.05% Limit orders as percentage of total non-directed orders 26.95% Other orders as percentage of total non-directed orders 0.00% Venues Receiving Significant Percentage of Total Non-Directed Orders : 1. The Chicago Board Options Exchange 36.72% 2. NYSE AMEX Options 17.97% 3. The Boston Option Exchange 16.80% 4. NASDAQ OMX PHLX 11.33% 5. The International Securities Exchange 5.86% 6. NYSE ARCA Options 5.08% 7. BATS Options Exchange, Inc. 3.52% 8. Nasdaq Execution Services, LLC 2.73% Information Concerning Significant Venues : 1. The Chicago Board Options Exchange Market orders as percentage of total market 36.36% Limit orders as percentage of total limit orders 37.68% 2. NYSE AMEX Options Market orders as percentage of total market 20.86% Limit orders as percentage of total limit orders 10.14% 3. The Boston Option Exchange Market orders as percentage of total market 20.32% Limit orders as percentage of total limit orders 7.25% 4. NASDAQ OMX PHLX Market orders as percentage of total market 8.56% Limit orders as percentage of total limit orders 18.84% 5. The International Securities Exchange Market orders as percentage of total market 7.49% Limit orders as percentage of total limit orders 1.45% Page 7 of 8

8 6. NYSE ARCA Options Market orders as percentage of total market 1.07% Limit orders as percentage of total limit orders 15.94% 7. BATS Options Exchange, Inc. Market orders as percentage of total market 4.28% Limit orders as percentage of total limit orders 1.45% 8. Nasdaq Execution Services, LLC Market orders as percentage of total market 1.07% Limit orders as percentage of total limit orders 7.25% Page 8 of 8