SEC Rule 11Ac1-6 Report for the Quarter Ending June 30, 2008
Securities Listed on The New York Stock Exchange
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Summary Statistics: |
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Non-directed orders as percentage of total customer orders |
100.00% |
Market orders as percentage of total non-directed orders |
82.61% |
Limit orders as percentage of total non-directed orders |
17.39% |
Other orders as percentage of total non-directed orders |
0.00% |
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Venues Receiving Significant Percentage of Total Non-Directed Orders: |
1. National Financial Services Corporation |
8.70% |
2. Knight Capital Markets, L.L.C. |
13.04% |
3. Madoff (Bernard L.) Investment Securities, L.L.C. |
4.35% |
4. The New York Stock Exchange Euronext |
0.00% |
5. Automated Trading Desk Financial Services, L.L.C. |
47.83% |
6. The Chicago Stock Exchange |
0.00% |
7.Citadel Derivatives Group, L.L.C. |
21.74% |
8. UBS Securities, L.L.C. |
4.35% |
9. XPSE |
0.00% |
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Information Concerning Significant Venues: |
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1. National Financial Services Corporation |
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Types of Orders Routed to Venue: |
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Market orders as percentage of total market orders |
10.53% |
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Limit orders as percentage of total limit orders |
0.00% |
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Other orders as percentage of total other orders |
0.00% |
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2. Knight Capital Markets, L.L.C. |
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Types of Orders Routed to Venue: |
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Market orders as percentage of total market orders |
15.79% |
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Limit orders as percentage of total limit orders |
0.00% |
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Other orders as percentage of total other orders |
0.00% |
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3. Madoff (Bernard L.) Investment Securities, L.L.C. |
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Types of Orders Routed to Venue: |
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Market orders as percentage of total market orders |
5.26% |
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Limit orders as percentage of total limit orders |
0.00% |
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Other orders as percentage of total other orders |
0.00% |
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4. The New York Stock Exchange Euronext |
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Types of Orders Routed to Venue: |
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Market orders as percentage of total market orders |
0.00% |
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Limit orders as percentage of total limit orders |
0.00% |
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Other orders as percentage of total other orders |
0.00% |
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5. Automated Trading Desk Financial Services, L.L.C. |
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Types of Orders Routed to Venue: |
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Market orders as percentage of total market orders |
52.63% |
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Limit orders as percentage of total limit orders |
25.00% |
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Other orders as percentage of total other orders |
0.00% |
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6. Citadel Derivatives Group, L.L.C. |
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Types of Orders Routed to Venue: |
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Market orders as percentage of total market orders |
10.53% |
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Limit orders as percentage of total limit orders |
75.00% |
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Other orders as percentage of total other orders |
0.00% |
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7. The Chicago Stock Exchange |
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Types of Orders Routed to Venue: |
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Market orders as percentage of total market orders |
0.00% |
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Limit orders as percentage of total limit orders |
0.00% |
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Other orders as percentage of total other orders |
0.00% |
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8. UBS Securities, L.L.C. |
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Types of Orders Routed to Venue: |
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Market orders as percentage of total market orders |
5.26% |
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Limit orders as percentage of total limit orders |
0.00% |
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Other orders as percentage of total other orders |
0.00% |
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9. XPSE |
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Types of Orders Routed to Venue: |
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Market orders as percentage of total market orders |
0.00% |
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Limit orders as percentage of total limit orders |
0.00% |
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Other orders as percentage of total other orders |
0.00% |
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