SEC Rule 606 Quarterly Report for the Quarter Ending March 31, 2013

Transcription

1 Member: Finra and SIPC SEC Rule 606 Quarterly Report for the Quarter Ending March 31, 2013 Securities Listed on New York Stock Exchange Summary Statistics: Non-directed orders as percentage of total customer orders % Market orders as percentage of total non-directed orders 54.84% Limit orders as percentage of total non-directed orders 43.43% Other orders as percentage of total non-directed orders 1.72% Venues Receiving Significant Percentage of Total Non-Directed Orders: 1. UBS Securities, LLC 63.75% 2. Direct Edge Exchange 17.52% 3. National Financial Services LLC 8.45% 4. Knight Capital Markets, LLC 7.59% 5. NYSE Arca 1.05% 6. Citigroup Global Markets, Inc. 0.73% 7. Goldman, Sachs & Co. 0.32% 8. Two Sigma Securities, LLC 0.30% 9. LavaFlow, Inc. 0.19% 10. New York Stock Exchange 0.05% Information Concerning Significant Venues: 1. UBS Securities, LLC Market orders as percentage of total market orders 81.70% Limit orders as percentage of total limit orders 43.62% 2. Direct Edge Exchange Limit orders as percentage of total limit orders 40.33% Page 1 of 8

2 3. National Financial Services LLC Market orders as percentage of total market orders 11.38% Limit orders as percentage of total limit orders 5.08% 4. Knight Capital Markets, LLC Market orders as percentage of total market orders 5.30% Limit orders as percentage of total limit orders 6.82% Other orders as percentage of total other orders % 5. NYSE Arca Limit orders as percentage of total limit orders 2.42% 6. Citigroup Global Markets, Inc. Market orders as percentage of total market orders 0.44% Limit orders as percentage of total limit orders 1.12% 7. Goldman, Sachs & Co. Market orders as percentage of total market orders 0.49% Limit orders as percentage of total limit orders 0.12% 8. Two Sigma Securities, LLC Market orders as percentage of total market orders 0.49% Limit orders as percentage of total limit orders 0.06% 9. LavaFlow, Inc. Limit orders as percentage of total limit orders 0.43% 10. New York Stock Exchange Market orders as percentage of total market orders 0.10% Limit orders as percentage of total limit orders 0.00% 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 39.59% Limit orders as percentage of total non-directed orders 59.55% Other orders as percentage of total non-directed orders 0.86% Venues Receiving Significant Percentage of Total Non-Directed Orders: 1. UBS Securities, LLC 52.95% 2. Knight Equity Markets, L.P % 3. Direct Edge Exchange 13.29% 4. National Financial Services LLC 4.19% 5. NYSE Arca 0.98% 6. Nasdaq Execution Services, LLC 0.10% 7. Citigroup Global Markets, Inc. 0.03% Information Concerning Significant Venues: 1. UBS Securities, LLC Market orders as percentage of total market orders 68.19% Limit orders as percentage of total limit orders 43.58% 2. Knight Equity Markets, L.P. Market orders as percentage of total market orders 23.80% Limit orders as percentage of total limit orders 30.53% Other orders as percentage of total other orders % 3. Direct Edge Exchange Limit orders as percentage of total limit orders 22.32% 4. National Financial Services LLC Market orders as percentage of total market orders 7.93% Limit orders as percentage of total limit orders 1.76% 5. NYSE Arca Limit orders as percentage of total limit orders 1.65% Page 3 of 8

4 6. Nasdaq Execution Services, LLC Limit orders as percentage of total limit orders 0.16% 7. Citigroup Global Markets, Inc. Market orders as percentage of total market orders 0.08% Limit orders as percentage of total limit orders 0.00% Page 4 of 8

5 Securities Listed on NYSE MKT or Regional Exchanges Summary Statistics: Non-directed orders as percentage of total customer orders % Market orders as percentage of total non-directed orders 42.03% Limit orders as percentage of total non-directed orders 55.69% Other orders as percentage of total non-directed orders 2.28% Venues Receiving Significant Percentage of Total Non-Directed Orders: 1. UBS Securities, LLC 55.69% 2. Direct Edge Exchange 22.15% 3. Knight Capital Markets, LLC 10.62% 4. National Financial Services LLC 8.65% 5. NYSE Arca 2.58% 6. Interactive Brokers LLC 0.15% 7. New York Stock Exchange 0.15% Information Concerning Significant Venues: 1. UBS Securities, LLC Market orders as percentage of total market orders 76.90% Limit orders as percentage of total limit orders 41.96% 2. Direct Edge Exchange Limit orders as percentage of total limit orders 39.78% 3. Knight Capital Markets, LLC Market orders as percentage of total market orders 8.30% Limit orders as percentage of total limit orders 8.72% Other orders as percentage of total other orders % 4. National Financial Services LLC Market orders as percentage of total market orders 14.08% Limit orders as percentage of total limit orders 4.90% 5. NYSE Arca Limit orders as percentage of total limit orders 4.63% Page 5 of 8

6 6. Interactive Brokers LLC Market orders as percentage of total market orders 0.36% Limit orders as percentage of total limit orders 0.00% 7. New York Stock Exchange Market orders as percentage of total market orders 0.36% Limit orders as percentage of total limit orders 0.00% 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 12.52% Limit orders as percentage of total non-directed orders 87.48% Other orders as percentage of total non-directed orders 0.00% Venues Receiving Significant Percentage of Total Non-Directed Orders: 1. NYSE MKT LLC 20.64% 2. NYSE Arca Options 18.23% 3. The International Securities Exchange 15.10% 4. NASDAQ OMX PHLX 12.58% 5. The Chicago Board Options Stock Exchange 9.39% 6. Nasdaq Options Market 9.03% 7. National Financial Services LLC 5.35% 8. BATS Options Exchange, Inc. 5.17% 9. The Boston Option Exchange 3.97% 10. Nasdaq OMX BX, Inc. 0.30% Information Concerning Significant Venues: 1. NYSE MKT LLC Market orders as percentage of total market orders 11.06% Limit orders as percentage of total limit orders 22.01% 2. NYSE Arca Options Market orders as percentage of total market orders 2.88% Limit orders as percentage of total limit orders 20.43% 3. The International Securities Exchange Market orders as percentage of total market orders 2.40% Limit orders as percentage of total limit orders 16.92% 4. NASDAQ OMX PHLX Market orders as percentage of total market orders 21.63% Limit orders as percentage of total limit orders 11.28% Page 7 of 8

8 5. The Chicago Board Options Stock Exchange Market orders as percentage of total market orders 17.79% Limit orders as percentage of total limit orders 8.18% 6. Nasdaq Options Market Market orders as percentage of total market orders 11.06% Limit orders as percentage of total limit orders 8.73% 7. National Financial Services LLC Limit orders as percentage of total limit orders 6.12% 8. BATS Options Exchange, Inc. Market orders as percentage of total market orders 0.96% Limit orders as percentage of total limit orders 5.78% 9. The Boston Option Exchange Market orders as percentage of total market orders 28.37% Limit orders as percentage of total limit orders 0.48% 10. Nasdaq OMX BX, Inc. Market orders as percentage of total market orders 1.92% Limit orders as percentage of total limit orders 0.07% Page 8 of 8