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 |
91.94 |
0.30 |
2.94 |
4.82 |
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) |
33.76 |
33.81 |
40.91 |
37.50 |
29.97 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Virtu Americas, LLC (NITE) |
14.27 |
13.73 |
15.15 |
19.84 |
21.03 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Two Sigma Securities (SOHO) |
14.13 |
13.58 |
10.61 |
12.50 |
25.78 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Jane Street Capital, LLC (JNST) |
12.84 |
12.89 |
6.06 |
10.47 |
13.61 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
G1 Execution Services, LLC (ETMM) |
12.79 |
13.49 |
12.12 |
2.97 |
5.42 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
UBS Securities LLC (UBSS) |
11.83 |
12.07 |
15.15 |
16.72 |
4.19 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
INTL FCStone Securities Inc (INTL) |
0.39 |
0.42 |
0.00 |
0.00 |
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 |
91.85 |
1.33 |
3.45 |
3.38 |
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) |
33.33 |
33.99 |
26.37 |
28.35 |
23.34 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
G1 Execution Services, LLC (ETMM) |
17.95 |
18.19 |
20.88 |
12.06 |
16.07 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Virtu Americas, LLC (NITE) |
15.99 |
15.41 |
17.22 |
23.70 |
23.41 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Two Sigma Securities (SOHO) |
15.02 |
14.66 |
16.67 |
13.47 |
25.86 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
UBS Securities LLC (UBSS) |
10.63 |
10.46 |
16.12 |
16.78 |
6.92 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Jane Street Capital, LLC (JNST) |
7.06 |
7.28 |
2.75 |
5.64 |
4.39 |
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).]
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 |
74.15 |
3.59 |
18.23 |
4.02 |
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) |
45.45 |
46.61 |
33.82 |
40.87 |
55.26 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Susquehanna International Group, LLP (SUSQ) |
30.29 |
30.08 |
35.29 |
30.14 |
30.26 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Wolverine Execution Svc. (WEXX) |
20.03 |
21.81 |
20.59 |
13.91 |
14.47 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
DASH Financial Option ATS (LPOX) |
3.17 |
0.14 |
8.82 |
15.07 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Matrix Executions, LLC (MTRX) |
1.06 |
1.35 |
1.47 |
0.00 |
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 |
92.80 |
0.30 |
2.45 |
4.46 |
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) |
33.80 |
34.07 |
35.71 |
33.79 |
28.10 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Virtu Americas, LLC (NITE) |
14.16 |
13.68 |
17.14 |
20.00 |
20.62 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Two Sigma Securities (SOHO) |
13.87 |
13.38 |
12.86 |
13.97 |
24.12 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Jane Street Capital, LLC (JNST) |
13.06 |
13.11 |
10.00 |
12.24 |
12.68 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
G1 Execution Services, LLC (ETMM) |
12.94 |
13.47 |
11.43 |
4.31 |
6.81 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
UBS Securities LLC (UBSS) |
11.74 |
11.84 |
11.43 |
15.69 |
7.57 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
StoneX Financial Inc (INTL) |
0.43 |
0.45 |
1.43 |
0.00 |
0.09 |
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 |
93.63 |
0.96 |
2.32 |
3.09 |
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) |
33.64 |
34.02 |
29.05 |
30.38 |
26.11 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
G1 Execution Services, LLC (ETMM) |
17.77 |
17.96 |
19.73 |
9.88 |
17.17 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Virtu Americas, LLC (NITE) |
15.83 |
15.50 |
18.63 |
20.41 |
21.47 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Two Sigma Securities (SOHO) |
15.09 |
14.75 |
15.52 |
15.24 |
25.14 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
UBS Securities LLC (UBSS) |
10.11 |
10.07 |
12.86 |
17.08 |
5.19 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Jane Street Capital, LLC (JNST) |
7.54 |
7.68 |
4.21 |
7.02 |
4.92 |
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).]
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 |
67.79 |
6.28 |
20.66 |
5.28 |
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) |
48.41 |
50.47 |
40.58 |
43.61 |
50.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Susquehanna International Group, LLP (SUSQ) |
29.98 |
28.72 |
23.19 |
37.89 |
23.28 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Wolverine Execution Svc. (WEXX) |
18.84 |
20.81 |
19.57 |
10.13 |
26.72 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
DASH Financial Option ATS (LPOX) |
2.78 |
0.00 |
16.67 |
8.37 |
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 |
92.77 |
0.21 |
2.41 |
4.61 |
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) |
33.03 |
33.67 |
31.25 |
34.81 |
19.33 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Two Sigma Securities (SOHO) |
14.14 |
13.21 |
6.25 |
13.63 |
33.46 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Virtu Americas, LLC (NITE) |
13.78 |
13.48 |
8.33 |
14.92 |
19.33 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
G1 Execution Services, LLC (ETMM) |
13.60 |
14.05 |
16.67 |
3.68 |
9.62 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Jane Street Capital, LLC (JNST) |
12.85 |
12.92 |
14.58 |
15.84 |
9.90 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
UBS Securities LLC (UBSS) |
12.08 |
12.14 |
22.92 |
16.76 |
8.08 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
StoneX Financial Inc (INTL) |
0.51 |
0.53 |
0.00 |
0.37 |
0.29 |
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 |
93.44 |
1.02 |
2.38 |
3.17 |
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) |
33.29 |
33.82 |
35.74 |
29.77 |
19.22 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
G1 Execution Services, LLC (ETMM) |
17.73 |
17.82 |
16.21 |
11.18 |
20.35 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Virtu Americas, LLC (NITE) |
15.85 |
15.38 |
16.41 |
21.93 |
24.92 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Two Sigma Securities (SOHO) |
14.39 |
14.02 |
13.87 |
13.26 |
26.49 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
UBS Securities LLC (UBSS) |
10.13 |
10.08 |
11.72 |
17.43 |
5.76 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Jane Street Capital, LLC (JNST) |
8.58 |
8.84 |
6.05 |
6.42 |
3.26 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Pershing Preferred Mkt Maker (PPFD) |
0.03 |
0.04 |
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 |
76.17 |
2.91 |
17.95 |
2.96 |
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) |
45.69 |
47.43 |
32.69 |
36.76 |
67.92 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Susquehanna International Group, LLP (SUSQ) |
28.52 |
27.31 |
34.62 |
33.96 |
20.75 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
Wolverine Execution Svc. (WEXX) |
23.15 |
25.11 |
17.31 |
17.76 |
11.32 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
DASH Financial Option ATS (LPOX) |
2.63 |
0.15 |
15.38 |
11.53 |
0.00 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |
0 |
0.0000 |