October 2022
S&P 500 Stocks
Summary
Non-Directed Orders as % of All Orders |
Market Orders as % of Non-Directed Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Other Orders as % of Non-Directed Orders |
100.00 |
99.27 |
0.00 |
0.33 |
0.40 |
Venues
Venue - Non-directed Order Flow |
Non-Directed Orders (%) |
Market Orders (%) |
Marketable Limit Orders (%) |
Non-Marketable Limit Orders (%) |
Other Orders (%) |
Net Payment Paid/Received for Market Orders(USD) |
Net Payment Paid/Received for Market Orders(cents per hundred shares) |
Net Payment Paid/Received for Marketable Limit Orders(USD) |
Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Non-Marketable Limit Orders(USD) |
Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Other Orders(USD) |
Net Payment Paid/Received for Other Orders(cents per hundred shares) |
Citadel Securities (CDRG) |
33.27 |
33.37 |
0.00 |
37.50 |
5.26 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Virtu Americas, LLC (NITE) |
14.20 |
14.22 |
0.00 |
0.00 |
21.05 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Two Sigma Securities (SOHO) |
13.66 |
13.44 |
0.00 |
6.25 |
73.68 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
G1 Execution Services, LLC (ETMM) |
13.55 |
13.63 |
0.00 |
6.25 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Jane Street Capital, LLC (JNST) |
12.72 |
12.79 |
0.00 |
6.25 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
UBS Securities LLC (UBSS) |
12.28 |
12.24 |
0.00 |
37.50 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
INTL FCStone Securities Inc (INTL) |
0.31 |
0.29 |
0.00 |
6.25 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Material Aspects:
INTL FCStone Securities Inc (INTL):
[Insert discussion of the material aspects of the relationship with this venue pursuant to rule 606(a)(1)(iv).]
October 2022
Non-S&P 500 Stocks
Summary
Non-Directed Orders as % of All Orders |
Market Orders as % of Non-Directed Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Other Orders as % of Non-Directed Orders |
100.00 |
98.91 |
0.16 |
0.66 |
0.27 |
Venues
Venue - Non-directed Order Flow |
Non-Directed Orders (%) |
Market Orders (%) |
Marketable Limit Orders (%) |
Non-Marketable Limit Orders (%) |
Other Orders (%) |
Net Payment Paid/Received for Market Orders(USD) |
Net Payment Paid/Received for Market Orders(cents per hundred shares) |
Net Payment Paid/Received for Marketable Limit Orders(USD) |
Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Non-Marketable Limit Orders(USD) |
Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Other Orders(USD) |
Net Payment Paid/Received for Other Orders(cents per hundred shares) |
Citadel Securities (CDRG) |
35.77 |
35.81 |
46.15 |
34.55 |
17.39 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
G1 Execution Services, LLC (ETMM) |
17.64 |
17.76 |
7.69 |
7.27 |
4.35 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Virtu Americas, LLC (NITE) |
15.08 |
15.04 |
0.00 |
23.64 |
17.39 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Two Sigma Securities (SOHO) |
14.44 |
14.32 |
23.08 |
12.73 |
56.52 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
UBS Securities LLC (UBSS) |
8.87 |
8.81 |
23.08 |
16.36 |
4.35 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Jane Street Capital, LLC (JNST) |
8.20 |
8.26 |
0.00 |
5.45 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
October 2022
Option Contracts
Summary
Non-Directed Orders as % of All Orders |
Market Orders as % of Non-Directed Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Other Orders as % of Non-Directed Orders |
100.00 |
90.48 |
1.98 |
7.54 |
0.00 |
Venues
Venue - Non-directed Order Flow |
Non-Directed Orders (%) |
Market Orders (%) |
Marketable Limit Orders (%) |
Non-Marketable Limit Orders (%) |
Other Orders (%) |
Net Payment Paid/Received for Market Orders(USD) |
Net Payment Paid/Received for Market Orders(cents per hundred shares) |
Net Payment Paid/Received for Marketable Limit Orders(USD) |
Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Non-Marketable Limit Orders(USD) |
Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Other Orders(USD) |
Net Payment Paid/Received for Other Orders(cents per hundred shares) |
Citadel Securities LLC (CITL) |
42.46 |
43.86 |
20.00 |
31.58 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Susquehanna International Group, LLP (SUSQ) |
31.35 |
31.58 |
0.00 |
36.84 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Wolverine Execution Svc. (WEXX) |
24.60 |
24.56 |
20.00 |
26.32 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
DASH Financial Option ATS (LPOX) |
1.59 |
0.00 |
60.00 |
5.26 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
November 2022
S&P 500 Stocks
Summary
Non-Directed Orders as % of All Orders |
Market Orders as % of Non-Directed Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Other Orders as % of Non-Directed Orders |
100.00 |
97.78 |
0.03 |
1.21 |
0.98 |
Venues
Venue - Non-directed Order Flow |
Non-Directed Orders (%) |
Market Orders (%) |
Marketable Limit Orders (%) |
Non-Marketable Limit Orders (%) |
Other Orders (%) |
Net Payment Paid/Received for Market Orders(USD) |
Net Payment Paid/Received for Market Orders(cents per hundred shares) |
Net Payment Paid/Received for Marketable Limit Orders(USD) |
Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Non-Marketable Limit Orders(USD) |
Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Other Orders(USD) |
Net Payment Paid/Received for Other Orders(cents per hundred shares) |
Citadel Securities (CDRG) |
33.67 |
33.61 |
0.00 |
46.81 |
23.68 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Virtu Americas, LLC (NITE) |
14.50 |
14.43 |
0.00 |
17.02 |
18.42 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
G1 Execution Services, LLC (ETMM) |
13.93 |
14.14 |
100.00 |
4.26 |
2.63 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Jane Street Capital, LLC (JNST) |
12.67 |
12.66 |
0.00 |
14.89 |
10.53 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Two Sigma Securities (SOHO) |
12.36 |
12.22 |
0.00 |
2.13 |
39.47 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
UBS Securities LLC (UBSS) |
12.31 |
12.35 |
0.00 |
14.89 |
5.26 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
StoneX Financial Inc (INTL) |
0.57 |
0.58 |
0.00 |
0.00 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Material Aspects:
StoneX Financial Inc (INTL):
[Insert discussion of the material aspects of the relationship with this venue pursuant to rule 606(a)(1)(iv).]
November 2022
Non-S&P 500 Stocks
Summary
Non-Directed Orders as % of All Orders |
Market Orders as % of Non-Directed Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Other Orders as % of Non-Directed Orders |
100.00 |
97.42 |
0.30 |
1.57 |
0.72 |
Venues
Venue - Non-directed Order Flow |
Non-Directed Orders (%) |
Market Orders (%) |
Marketable Limit Orders (%) |
Non-Marketable Limit Orders (%) |
Other Orders (%) |
Net Payment Paid/Received for Market Orders(USD) |
Net Payment Paid/Received for Market Orders(cents per hundred shares) |
Net Payment Paid/Received for Marketable Limit Orders(USD) |
Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Non-Marketable Limit Orders(USD) |
Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Other Orders(USD) |
Net Payment Paid/Received for Other Orders(cents per hundred shares) |
Citadel Securities (CDRG) |
35.94 |
35.97 |
54.55 |
36.21 |
22.64 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
G1 Execution Services, LLC (ETMM) |
17.33 |
17.48 |
0.00 |
15.52 |
7.55 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Virtu Americas, LLC (NITE) |
15.73 |
15.66 |
13.64 |
17.24 |
22.64 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Two Sigma Securities (SOHO) |
14.26 |
14.12 |
13.64 |
14.66 |
32.08 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
UBS Securities LLC (UBSS) |
9.01 |
8.98 |
13.64 |
8.62 |
13.21 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Jane Street Capital, LLC (JNST) |
7.73 |
7.78 |
4.55 |
7.76 |
1.89 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
November 2022
Option Contracts
Summary
Non-Directed Orders as % of All Orders |
Market Orders as % of Non-Directed Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Other Orders as % of Non-Directed Orders |
100.00 |
96.30 |
1.23 |
2.47 |
0.00 |
Venues
Venue - Non-directed Order Flow |
Non-Directed Orders (%) |
Market Orders (%) |
Marketable Limit Orders (%) |
Non-Marketable Limit Orders (%) |
Other Orders (%) |
Net Payment Paid/Received for Market Orders(USD) |
Net Payment Paid/Received for Market Orders(cents per hundred shares) |
Net Payment Paid/Received for Marketable Limit Orders(USD) |
Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Non-Marketable Limit Orders(USD) |
Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Other Orders(USD) |
Net Payment Paid/Received for Other Orders(cents per hundred shares) |
Citadel Securities LLC (CITL) |
50.62 |
49.36 |
100.00 |
75.00 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Susquehanna International Group, LLP (SUSQ) |
28.40 |
28.85 |
0.00 |
25.00 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Wolverine Execution Svc. (WEXX) |
20.99 |
21.79 |
0.00 |
0.00 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
December 2022
S&P 500 Stocks
Summary
Non-Directed Orders as % of All Orders |
Market Orders as % of Non-Directed Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Other Orders as % of Non-Directed Orders |
100.00 |
98.11 |
0.20 |
1.17 |
0.52 |
Venues
Venue - Non-directed Order Flow |
Non-Directed Orders (%) |
Market Orders (%) |
Marketable Limit Orders (%) |
Non-Marketable Limit Orders (%) |
Other Orders (%) |
Net Payment Paid/Received for Market Orders(USD) |
Net Payment Paid/Received for Market Orders(cents per hundred shares) |
Net Payment Paid/Received for Marketable Limit Orders(USD) |
Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Non-Marketable Limit Orders(USD) |
Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Other Orders(USD) |
Net Payment Paid/Received for Other Orders(cents per hundred shares) |
Citadel Securities (CDRG) |
33.46 |
33.50 |
60.00 |
33.90 |
15.38 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Virtu Americas, LLC (NITE) |
14.13 |
14.18 |
0.00 |
13.56 |
11.54 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Two Sigma Securities (SOHO) |
13.53 |
13.35 |
10.00 |
11.86 |
53.85 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
G1 Execution Services, LLC (ETMM) |
13.47 |
13.49 |
10.00 |
10.17 |
19.23 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Jane Street Capital, LLC (JNST) |
12.93 |
13.04 |
0.00 |
11.86 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
UBS Securities LLC (UBSS) |
11.86 |
11.85 |
10.00 |
18.64 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
StoneX Financial Inc (INTL) |
0.62 |
0.61 |
10.00 |
0.00 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Material Aspects:
StoneX Financial Inc (INTL):
[Insert discussion of the material aspects of the relationship with this venue pursuant to rule 606(a)(1)(iv).]
December 2022
Non-S&P 500 Stocks
Summary
Non-Directed Orders as % of All Orders |
Market Orders as % of Non-Directed Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Other Orders as % of Non-Directed Orders |
100.00 |
96.84 |
0.23 |
0.98 |
1.95 |
Venues
Venue - Non-directed Order Flow |
Non-Directed Orders (%) |
Market Orders (%) |
Marketable Limit Orders (%) |
Non-Marketable Limit Orders (%) |
Other Orders (%) |
Net Payment Paid/Received for Market Orders(USD) |
Net Payment Paid/Received for Market Orders(cents per hundred shares) |
Net Payment Paid/Received for Marketable Limit Orders(USD) |
Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Non-Marketable Limit Orders(USD) |
Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Other Orders(USD) |
Net Payment Paid/Received for Other Orders(cents per hundred shares) |
Citadel Securities (CDRG) |
36.17 |
36.03 |
29.63 |
35.40 |
44.25 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
G1 Execution Services, LLC (ETMM) |
17.38 |
17.83 |
0.00 |
7.08 |
2.65 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Virtu Americas, LLC (NITE) |
15.05 |
15.00 |
22.22 |
10.62 |
19.03 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Two Sigma Securities (SOHO) |
13.92 |
13.75 |
14.81 |
20.35 |
19.03 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Jane Street Capital, LLC (JNST) |
8.81 |
8.71 |
3.70 |
7.96 |
14.60 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
UBS Securities LLC (UBSS) |
8.65 |
8.67 |
29.63 |
18.58 |
0.44 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Pershing Preferred Mkt Maker (PPFD) |
0.02 |
0.02 |
0.00 |
0.00 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Material Aspects:
Pershing Preferred Mkt Maker (PPFD):
[Insert discussion of the material aspects of the relationship with this venue pursuant to rule 606(a)(1)(iv).]
December 2022
Option Contracts
Summary
Non-Directed Orders as % of All Orders |
Market Orders as % of Non-Directed Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Other Orders as % of Non-Directed Orders |
100.00 |
95.56 |
0.00 |
4.44 |
0.00 |
Venues
Venue - Non-directed Order Flow |
Non-Directed Orders (%) |
Market Orders (%) |
Marketable Limit Orders (%) |
Non-Marketable Limit Orders (%) |
Other Orders (%) |
Net Payment Paid/Received for Market Orders(USD) |
Net Payment Paid/Received for Market Orders(cents per hundred shares) |
Net Payment Paid/Received for Marketable Limit Orders(USD) |
Net Payment Paid/Received for Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Non-Marketable Limit Orders(USD) |
Net Payment Paid/Received for Non-Marketable Limit Orders(cents per hundred shares) |
Net Payment Paid/Received for Other Orders(USD) |
Net Payment Paid/Received for Other Orders(cents per hundred shares) |
Citadel Securities LLC (CITL) |
42.96 |
44.19 |
0.00 |
16.67 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Susquehanna International Group, LLP (SUSQ) |
30.37 |
28.68 |
0.00 |
66.67 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Wolverine Execution Svc. (WEXX) |
26.67 |
27.13 |
0.00 |
16.67 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |