WSF3000KJ0KJ SUPER=0KJ BRANCH=0KJ DISTCODE=YY
0KJ PAGE : 1 PAGE 25.01
LASALLE ST. SECURITIES, L.L.C.
940 N. INDUSTRIAL DR.
ELMHURST, IL 60126-1131
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 MARCH 31, 2008
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 74.25%
LIMIT ORDERS AS PERCENTAGE OF TOTAL NON-DIRECTED ORDERS 23.40%
OTHER ORDERS AS PERCENTAGE OF TOTAL NON-DIRECTED ORDERS 2.34%
VENUES RECEIVING SIGNIFICANT PERCENTAGE OF TOTAL NON-DIRECTED ORDERS :
1. KNIGHT CAPITAL MARKETS, L.L.C. 30.86%
2. AUTOMATED TRADING DESK FINANCIAL SERVICES, L.L.C. 23.69%
3. CITADEL DERIVATIVES GROUP, L.L.C. 14.80%
4. MADOFF (BERNARD L.) INVESTMENT SECURITIES, L.L.C. 12.59%
5. UBS SECURITIES, L.L.C. 7.54%
6. NYSE EURONEXT 6.61%
7. LASALLE STREET SECURITIES, INC. 2.09%
8. NATIONAL FINANCIAL SERVICES L.L.C. 1.19%
9. NYSE ARCA 0.58%
10. THE CHICAGO BOARD OPTIONS EXCHANGE 0.05%
INFORMATION CONCERNING SIGNIFICANT VENUES :
1. KNIGHT CAPITAL MARKETS, L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 29.46%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 30.54%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 78.33%
2. AUTOMATED TRADING DESK FINANCIAL SERVICES, L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 24.11%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 24.22%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 4.94%
3. CITADEL DERIVATIVES GROUP, L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 14.78%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 15.99%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 3.80%
4. MADOFF (BERNARD L.) INVESTMENT SECURITIES, L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 13.28%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 11.58%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 1.14%
WSF3000KJ0KJ SUPER=0KJ BRANCH=0KJ DISTCODE=YY
0KJ PAGE : 2 PAGE 26.01
LASALLE ST. SECURITIES, L.L.C.
940 N. INDUSTRIAL DR.
ELMHURST, IL 60126-1131
SEC RULE 606, QUARTERLY REPORT FOR THE QUARTER ENDING MARCH 31, 2008
5. UBS SECURITIES, L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 7.61%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 6.89%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 11.79%
6. NYSE EURONEXT
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 6.39%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 8.00%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
7. LASALLE STREET SECURITIES, INC.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 2.81%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.00%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
8. NATIONAL FINANCIAL SERVICES L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 1.50%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.30%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
9. NYSE ARCA
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 0.00%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 2.48%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
10. THE CHICAGO BOARD OPTIONS EXCHANGE
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 0.07%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.00%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
WSF3000KJ0KJ SUPER=0KJ BRANCH=0KJ DISTCODE=YY
0KJ PAGE : 3 PAGE 27.01
LASALLE ST. SECURITIES, L.L.C.
940 N. INDUSTRIAL DR.
ELMHURST, IL 60126-1131
SEC RULE 606, QUARTERLY REPORT FOR THE QUARTER ENDING MARCH 31, 2008
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 63.19%
LIMIT ORDERS AS PERCENTAGE OF TOTAL NON-DIRECTED ORDERS 33.92%
OTHER ORDERS AS PERCENTAGE OF TOTAL NON-DIRECTED ORDERS 2.90%
VENUES RECEIVING SIGNIFICANT PERCENTAGE OF TOTAL NON-DIRECTED ORDERS :
1. KNIGHT EQUITY MARKETS, L.P. 30.15%
2. CITADEL DERIVATIVES GROUP, L.L.C. 22.20%
3. AUTOMATED TRADING DESK FINANCIAL SERVICES, L.L.C. 17.10%
4. UBS SECURITIES, L.L.C. 16.99%
5. MADOFF (BERNARD L.) INVESTMENT SECURITIES, L.L.C. 6.72%
6. LASALLE STREET SECURITIES, INC. 2.06%
7. NYSE ARCA 1.64%
8. NATIONAL FINANCIAL SERVICES L.L.C. 1.26%
9. LEHMAN BROTHERS, INC. 0.89%
10. BEAR, STEARNS & CO. INC. 0.36%
INFORMATION CONCERNING SIGNIFICANT VENUES :
1. KNIGHT EQUITY MARKETS, L.P.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 24.59%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 37.76%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 62.26%
2. CITADEL DERIVATIVES GROUP, L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 24.70%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 19.28%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 1.89%
3. AUTOMATED TRADING DESK FINANCIAL SERVICES, L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 19.26%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 13.37%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 13.84%
4. UBS SECURITIES, L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 16.11%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 18.37%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 20.13%
WSF3000KJ0KJ SUPER=0KJ BRANCH=0KJ DISTCODE=YY
0KJ PAGE : 4 PAGE 28.01
LASALLE ST. SECURITIES, L.L.C.
940 N. INDUSTRIAL DR.
ELMHURST, IL 60126-1131
SEC RULE 606, QUARTERLY REPORT FOR THE QUARTER ENDING MARCH 31, 2008
5. MADOFF (BERNARD L.) INVESTMENT SECURITIES, L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 8.45%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 3.92%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 1.89%
6. LASALLE STREET SECURITIES, INC.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 3.26%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.00%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
7. NYSE ARCA
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 0.00%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 4.83%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
8. NATIONAL FINANCIAL SERVICES L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 1.50%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.91%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
9. LEHMAN BROTHERS, INC.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 1.18%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.43%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
10. BEAR, STEARNS & CO. INC.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 0.43%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.27%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
WSF3000KJ0KJ SUPER=0KJ BRANCH=0KJ DISTCODE=YY
0KJ PAGE : 5 PAGE 29.01
LASALLE ST. SECURITIES, L.L.C.
940 N. INDUSTRIAL DR.
ELMHURST, IL 60126-1131
SEC RULE 606, QUARTERLY REPORT FOR THE QUARTER ENDING MARCH 31, 2008
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 76.50%
LIMIT ORDERS AS PERCENTAGE OF TOTAL NON-DIRECTED ORDERS 21.28%
OTHER ORDERS AS PERCENTAGE OF TOTAL NON-DIRECTED ORDERS 2.22%
VENUES RECEIVING SIGNIFICANT PERCENTAGE OF TOTAL NON-DIRECTED ORDERS :
1. KNIGHT CAPITAL MARKETS, L.L.C. 63.87%
2. CITADEL DERIVATIVES GROUP, L.L.C. 14.46%
3. UBS SECURITIES, L.L.C. 5.42%
4. ARCHIPELAGO TRADING SERVICES, INC. 5.03%
5. THE AMERICAN STOCK EXCHANGE 4.29%
6. AUTOMATED TRADING DESK FINANCIAL SERVICES, L.L.C. 3.16%
7. LASALLE STREET SECURITIES, INC. 2.57%
8. MADOFF (BERNARD L.) INVESTMENT SECURITIES, L.L.C. 0.58%
9. NYSE ARCA 0.35%
10. NATIONAL FINANCIAL SERVICES L.L.C. 0.23%
INFORMATION CONCERNING SIGNIFICANT VENUES :
1. KNIGHT CAPITAL MARKETS, L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 59.81%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 75.27%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 94.74%
2. CITADEL DERIVATIVES GROUP, L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 15.84%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 10.99%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
3. UBS SECURITIES, L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 6.16%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 3.11%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 1.75%
4. ARCHIPELAGO TRADING SERVICES, INC.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 6.47%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.37%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
WSF3000KJ0KJ SUPER=0KJ BRANCH=0KJ DISTCODE=YY
0KJ PAGE : 6 PAGE 30.01
LASALLE ST. SECURITIES, L.L.C.
940 N. INDUSTRIAL DR.
ELMHURST, IL 60126-1131
SEC RULE 606, QUARTERLY REPORT FOR THE QUARTER ENDING MARCH 31, 2008
5. THE AMERICAN STOCK EXCHANGE
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 4.64%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 3.11%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 3.51%
6. AUTOMATED TRADING DESK FINANCIAL SERVICES, L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 2.60%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 5.49%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
7. LASALLE STREET SECURITIES, INC.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 3.36%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.00%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
8. MADOFF (BERNARD L.) INVESTMENT SECURITIES, L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 0.71%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.18%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
9. NYSE ARCA
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 0.05%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 1.47%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
10. NATIONAL FINANCIAL SERVICES L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 0.31%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.00%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
WSF3000KJ0KJ SUPER=0KJ BRANCH=0KJ DISTCODE=YY
0KJ PAGE : 7 PAGE 31.01
LASALLE ST. SECURITIES, L.L.C.
940 N. INDUSTRIAL DR.
ELMHURST, IL 60126-1131
SEC RULE 606, QUARTERLY REPORT FOR THE QUARTER ENDING MARCH 31, 2008
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 15.04%
LIMIT ORDERS AS PERCENTAGE OF TOTAL NON-DIRECTED ORDERS 84.96%
OTHER ORDERS AS PERCENTAGE OF TOTAL NON-DIRECTED ORDERS 0.00%
VENUES RECEIVING SIGNIFICANT PERCENTAGE OF TOTAL NON-DIRECTED ORDERS :
1. THE PHILADELPHIA STOCK EXCHANGE 32.88%
2. THE CHICAGO BOARD OPTIONS EXCHANGE 31.92%
3. THE INTERNATIONAL SECURITIES EXCHANGE 19.87%
4. NYSE ARCA 9.68%
5. THE BOSTON OPTION EXCHANGE 3.42%
6. THE AMERICAN STOCK EXCHANGE 2.06%
7. NATIONAL FINANCIAL SERVICES L.L.C. 0.17%
INFORMATION CONCERNING SIGNIFICANT VENUES :
1. THE PHILADELPHIA STOCK EXCHANGE
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 33.77%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 32.72%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
2. THE CHICAGO BOARD OPTIONS EXCHANGE
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 19.32%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 34.15%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
3. THE INTERNATIONAL SECURITIES EXCHANGE
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 15.20%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 20.70%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
4. NYSE ARCA
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 17.07%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 8.37%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
5. THE BOSTON OPTION EXCHANGE
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 8.26%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 2.56%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
WSF3000KJ0KJ SUPER=0KJ BRANCH=0KJ DISTCODE=YY
0KJ PAGE : 8 PAGE 32.01
LASALLE ST. SECURITIES, L.L.C.
940 N. INDUSTRIAL DR.
ELMHURST, IL 60126-1131
SEC RULE 606, QUARTERLY REPORT FOR THE QUARTER ENDING MARCH 31, 2008
6. THE AMERICAN STOCK EXCHANGE
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 6.38%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 1.30%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%
7. NATIONAL FINANCIAL SERVICES L.L.C.
TYPES OF ORDERS ROUTED TO VENUE :
MARKET ORDERS AS PERCENTAGE OF TOTAL MARKET ORDERS 0.00%
LIMIT ORDERS AS PERCENTAGE OF TOTAL LIMIT ORDERS 0.20%
OTHER ORDERS AS PERCENTAGE OF TOTAL OTHER ORDERS 0.00%