SEC Rule 11Ac1-6 Report for the Quarter Ending March 31, 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 |
76.47% |
Limit orders as percentage of total non-directed orders |
20.59% |
Other orders as percentage of total non-directed orders |
2.94% |
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Venues Receiving Significant Percentage of Total Non-Directed Orders: |
1. National Financial Services Corporation |
5.88% |
2. Knight Capital Markets, L.L.C. |
17.65% |
3. Madoff (Bernard L.) Investment Securities, L.L.C. |
11.76% |
4. The New York Stock Exchange Euronext |
8.82% |
5. Automated Trading Desk Financial Services, L.L.C. |
41.18% |
6. The Chicago Stock Exchange |
0.00% |
7.Citadel Derivatives Group, L.L.C. |
14.71% |
8. UBS Securities, L.L.C. |
0.00% |
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 |
7.69% |
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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 |
23.08% |
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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 |
15.38% |
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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 |
7.69% |
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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 |
100.00% |
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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 |
30.77% |
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Limit orders as percentage of total limit orders |
85.71% |
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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 |
15.38% |
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Limit orders as percentage of total limit orders |
14.29% |
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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 |
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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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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