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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
SEC RULE 606, QUARTERLY REPORT FOR THE QUARTER ENDING JUNE 30, 2007
SECURITIES LISTED ON THE 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 70.24%
LIMIT ORDERS AS PERCENTAGE OF TOTAL NON-DIRECTED ORDERS 22.17%
OTHER ORDERS AS PERCENTAGE OF TOTAL NON-DIRECTED ORDERS 7.59%
VENUES RECEIVING SIGNIFICANT PERCENTAGE OF TOTAL NON-DIRECTED ORDERS :
1. TRIM 27.29%
2. NFSC 19.33%
3. NYSE 12.30%
4. AUTO 10.63%
5. MADF 8.20%
6. UBSS 8.08%
7. CDRG 7.89%
8. ETMM 3.26%
9. LASS 2.39%
10. PCSE 0.37%
INFORMATION CONCERNING SIGNIFICANT VENUES :
1. TRIM
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 23.64%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 24.68%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 68.70%
2. NFSC
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 21.26%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 19.06%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 2.24%
3. NYSE
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 13.09%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 13.87%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.37%
4. AUTO
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 11.36%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 9.28%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 7.83%
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SEC RULE 606, QUARTERLY REPORT FOR THE QUARTER ENDING JUNE 30, 2007
5. MADF
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 9.28%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 6.55%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 2.98%
6. UBSS
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 6.76%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 12.98%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 6.09%
7. CDRG
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 8.03%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 6.94%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 9.32%
8. ETMM
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 2.93%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 4.60%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 2.48%
9. LASS
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 3.40%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.00%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
10. PCSE
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 0.01%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 1.62%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
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SEC RULE 606, QUARTERLY REPORT FOR THE QUARTER ENDING JUNE 30, 2007
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 54.60%
LIMIT ORDERS AS PERCENTAGE OF TOTAL NON-DIRECTED ORDERS 41.52%
OTHER ORDERS AS PERCENTAGE OF TOTAL NON-DIRECTED ORDERS 3.88%
VENUES RECEIVING SIGNIFICANT PERCENTAGE OF TOTAL NON-DIRECTED ORDERS :
1. NFSC 36.61%
2. NITE 24.22%
3. UBSS 13.61%
4. AUTO 7.21%
5. CDRG 5.59%
6. LASS 3.91%
7. PCSE 2.45%
8. KEXP 2.04%
9. LHMS 1.88%
10. MADF 0.96%
INFORMATION CONCERNING SIGNIFICANT VENUES :
1. NFSC
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 38.53%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 32.90%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 49.29%
2. NITE
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 23.06%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 25.81%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 23.40%
3. UBSS
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 12.63%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 14.98%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 12.77%
4. AUTO
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 7.66%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 6.39%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 9.57%
5. CDRG
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 4.26%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 7.39%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 4.96%
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SEC RULE 606, QUARTERLY REPORT FOR THE QUARTER ENDING JUNE 30, 2007
6. LASS
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 7.16%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.00%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
7. PCSE
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 0.00%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 5.90%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
8. KEXP
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 2.47%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 1.66%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
9. LHMS
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 1.89%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 2.05%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
10. MADF
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 1.31%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.60%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
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SEC RULE 606, QUARTERLY REPORT FOR THE QUARTER ENDING JUNE 30, 2007
SECURITIES LISTED ON THE AMERICAN STOCK EXCHANGE 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 57.53%
LIMIT ORDERS AS PERCENTAGE OF TOTAL NON-DIRECTED ORDERS 36.20%
OTHER ORDERS AS PERCENTAGE OF TOTAL NON-DIRECTED ORDERS 6.26%
VENUES RECEIVING SIGNIFICANT PERCENTAGE OF TOTAL NON-DIRECTED ORDERS :
1. TRIM 38.14%
2. AMEX 33.63%
3. CDRG 7.32%
4. UBSS 6.26%
5. NFSC 5.39%
6. LASS 4.10%
7. ETMM 2.35%
8. AUTO 2.16%
9. PCSE 0.41%
10. INET 0.14%
INFORMATION CONCERNING SIGNIFICANT VENUES :
1. TRIM
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 28.82%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 46.18%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 77.21%
2. AMEX
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 32.51%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 37.91%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 19.12%
3. CDRG
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 11.69%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 1.53%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.74%
4. UBSS
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 7.05%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 6.11%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
5. NFSC
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 6.57%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 4.45%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
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SEC RULE 606, QUARTERLY REPORT FOR THE QUARTER ENDING JUNE 30, 2007
6. LASS
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 7.13%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.00%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
7. ETMM
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 3.04%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 1.53%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.74%
8. AUTO
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 2.64%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 1.40%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 2.21%
9. PCSE
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 0.16%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.89%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
10. INET
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 0.24%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.00%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
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SEC RULE 606, QUARTERLY REPORT FOR THE QUARTER ENDING JUNE 30, 2007
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 13.91%
LIMIT ORDERS AS PERCENTAGE OF TOTAL NON-DIRECTED ORDERS 86.09%
OTHER ORDERS AS PERCENTAGE OF TOTAL NON-DIRECTED ORDERS 0.00%
VENUES RECEIVING SIGNIFICANT PERCENTAGE OF TOTAL NON-DIRECTED ORDERS :
1. CBOE 39.45%
2. ISE 26.19%
3. PHLX 17.22%
4. PCSE 8.47%
5. BOX 5.55%
6. AMEX 2.97%
7. NFSC 0.15%
INFORMATION CONCERNING SIGNIFICANT VENUES :
1. CBOE
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 19.11%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 42.73%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
2. ISE
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 15.24%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 27.96%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
3. PHLX
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 26.32%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 15.75%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
4. PCSE
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 19.39%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 6.71%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
5. BOX
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 12.19%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 4.47%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
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SEC RULE 606, QUARTERLY REPORT FOR THE QUARTER ENDING JUNE 30, 2007
6. AMEX
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 7.76%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 2.19%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
7. NFSC
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 0.00%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.18%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%