Apache POI
Rob Balucas
2021-10-14T13:05:58Z
2021-10-27T20:52:10Z
16.00
/Users/babaLucas/Library/Group Containers/UBF8T346G9.Office/User Content.localized/Startup.localized/Excel/SaveAsAdobePDF.xlam
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| MUTUAL SECURITIES INC - Held NMS Stocks and Options Order Routing Public Report |
| Generated on Thu Oct 14 2021 09:05:58 GMT-4 EDT |
| 3rd Quarter, 2021 |
| July 2021 |
| S&P 500 Stocks |
| Summary |
| Total Non-Directed Orders |
Non-Directed Orders as % of All Orders |
Total Market Orders |
Market Orders as % of Non-Directed Orders |
Total Marketable Limit Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Total Non-Marketable Limit Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Total Other Orders |
Other Orders as % of Non-Directed Orders |
| 267 |
100 |
253 |
94.76 |
1 |
0.37 |
7 |
2.62 |
6 |
2.25 |
| Venues |
| Venue - Non-directed Order Flow |
Non-Directed Orders |
Non-Directed Orders(%) |
Market Orders |
Market Orders(%) |
Marketable Limit Orders |
Marketable Limit Orders(%) |
Non-Marketable Limit Orders |
Non-Marketable Limit Orders(%) |
Other 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) |
| National Financial Services LLC(XSTM) |
142 |
34.049999999999997 |
0 |
0 |
0 |
0 |
0 |
0 |
142 |
95.95 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Citadel Securities LLC(CDRG) |
127 |
30.46 |
120 |
50.63 |
1 |
100 |
4 |
12.9 |
2 |
1.35 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| VIRTU Americas, LLC(NITE) |
64 |
15.35 |
60 |
25.32 |
0 |
0 |
0 |
0 |
4 |
2.7 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| JANE STREET CAPITAL, LLC(JNST) |
32 |
7.67 |
31 |
13.08 |
0 |
0 |
1 |
3.23 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| NASDAQ Execution Services, LLC(NSDQ) |
23 |
5.52 |
0 |
0 |
0 |
0 |
23 |
74.19 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Two Sigma Securities, LLC(SOHO) |
11 |
2.64 |
11 |
4.6399999999999997 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| G1 Execution Services, LLC(ETMM) |
10 |
2.4 |
10 |
4.22 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| UBS Securities, LLC(UBSS) |
5 |
1.2 |
5 |
2.11 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| New York Stock Exchange(NYSE) |
3 |
0.72 |
0 |
0 |
0 |
0 |
3 |
9.68 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| |
| July 2021 |
| Non-S&P 500 Stocks |
| Summary |
| Total Non-Directed Orders |
Non-Directed Orders as % of All Orders |
Total Market Orders |
Market Orders as % of Non-Directed Orders |
Total Marketable Limit Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Total Non-Marketable Limit Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Total Other Orders |
Other Orders as % of Non-Directed Orders |
| 367 |
100 |
330 |
89.92 |
8 |
2.1800000000000002 |
29 |
7.9 |
0 |
0 |
| Venues |
| Venue - Non-directed Order Flow |
Non-Directed Orders |
Non-Directed Orders(%) |
Market Orders |
Market Orders(%) |
Marketable Limit Orders |
Marketable Limit Orders(%) |
Non-Marketable Limit Orders |
Non-Marketable Limit Orders(%) |
Other 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(CDRG) |
166 |
30.8 |
160 |
49.23 |
4 |
57.14 |
2 |
2.82 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| National Financial Services LLC(XSTM) |
131 |
24.3 |
0 |
0 |
0 |
0 |
0 |
0 |
131 |
96.32 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| VIRTU Americas, LLC(NITE) |
94 |
17.440000000000001 |
92 |
28.31 |
1 |
14.29 |
1 |
1.41 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| JANE STREET CAPITAL, LLC(JNST) |
46 |
8.5299999999999994 |
45 |
13.85 |
1 |
14.29 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| NASDAQ Execution Services, LLC(NSDQ) |
41 |
7.61 |
0 |
0 |
0 |
0 |
41 |
57.75 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| NYSE American(AMEX) |
13 |
2.41 |
0 |
0 |
0 |
0 |
13 |
18.309999999999999 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| UBS Securities, LLC(UBSS) |
11 |
2.04 |
11 |
3.38 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Cboe EDGX US Equities Exchange(EDGX) |
10 |
1.86 |
0 |
0 |
0 |
0 |
10 |
14.08 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Two Sigma Securities, LLC(SOHO) |
10 |
1.86 |
9 |
2.77 |
1 |
14.29 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| G1 Execution Services, LLC(ETMM) |
8 |
1.48 |
8 |
2.46 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| |
| July 2021 |
| Option Contracts |
| Summary |
| Total Non-Directed Orders |
Non-Directed Orders as % of All Orders |
Total Market Orders |
Market Orders as % of Non-Directed Orders |
Total Marketable Limit Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Total Non-Marketable Limit Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Total Other Orders |
Other Orders as % of Non-Directed Orders |
| 630 |
100 |
561 |
89.05 |
40 |
6.35 |
29 |
4.5999999999999996 |
0 |
0 |
| Venues |
| Venue - Non-directed Order Flow |
Non-Directed Orders |
Non-Directed Orders(%) |
Market Orders |
Market Orders(%) |
Marketable Limit Orders |
Marketable Limit Orders(%) |
Non-Marketable Limit Orders |
Non-Marketable Limit Orders(%) |
Other 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(CDRG) |
284 |
44.94 |
254 |
45.28 |
17 |
42.5 |
13 |
41.94 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Susquehanna Capital Group(SUSQ) |
246 |
38.92 |
229 |
40.82 |
15 |
37.5 |
2 |
6.45 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Dash Financial Technologies LLC(DASH) |
50 |
7.91 |
41 |
7.31 |
6 |
15 |
3 |
9.68 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Morgan Stanley & Company LLC(MSCO) |
29 |
4.59 |
26 |
4.63 |
2 |
5 |
1 |
3.23 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Wolverine Execution Services LLC(WEXX) |
23 |
3.64 |
11 |
1.96 |
0 |
0 |
12 |
38.71 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| |
| August 2021 |
| S&P 500 Stocks |
| Summary |
| Total Non-Directed Orders |
Non-Directed Orders as % of All Orders |
Total Market Orders |
Market Orders as % of Non-Directed Orders |
Total Marketable Limit Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Total Non-Marketable Limit Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Total Other Orders |
Other Orders as % of Non-Directed Orders |
| 185 |
100 |
183 |
98.92 |
0 |
0 |
2 |
1.08 |
0 |
0 |
| Venues |
| Venue - Non-directed Order Flow |
Non-Directed Orders |
Non-Directed Orders(%) |
Market Orders |
Market Orders(%) |
Marketable Limit Orders |
Marketable Limit Orders(%) |
Non-Marketable Limit Orders |
Non-Marketable Limit Orders(%) |
Other 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) |
| National Financial Services LLC(XSTM) |
146 |
44.65 |
0 |
0 |
0 |
0 |
0 |
0 |
146 |
100 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Citadel Securities LLC(CDRG) |
89 |
27.22 |
89 |
50.28 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| VIRTU Americas, LLC(NITE) |
46 |
14.07 |
46 |
25.99 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| JANE STREET CAPITAL, LLC(JNST) |
23 |
7.03 |
23 |
12.99 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| G1 Execution Services, LLC(ETMM) |
11 |
3.36 |
11 |
6.21 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Two Sigma Securities, LLC(SOHO) |
6 |
1.83 |
6 |
3.39 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| New York Stock Exchange(NYSE) |
2 |
0.61 |
0 |
0 |
0 |
0 |
2 |
50 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| UBS Securities, LLC(UBSS) |
2 |
0.61 |
2 |
1.1299999999999999 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Cboe EDGX US Equities Exchange(EDGX) |
1 |
0.31 |
0 |
0 |
0 |
0 |
1 |
25 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| NASDAQ Execution Services, LLC(NSDQ) |
1 |
0.31 |
0 |
0 |
0 |
0 |
1 |
25 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| |
| August 2021 |
| Non-S&P 500 Stocks |
| Summary |
| Total Non-Directed Orders |
Non-Directed Orders as % of All Orders |
Total Market Orders |
Market Orders as % of Non-Directed Orders |
Total Marketable Limit Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Total Non-Marketable Limit Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Total Other Orders |
Other Orders as % of Non-Directed Orders |
| 461 |
100 |
377 |
81.78 |
61 |
13.23 |
22 |
4.7699999999999996 |
1 |
0.22 |
| Venues |
| Venue - Non-directed Order Flow |
Non-Directed Orders |
Non-Directed Orders(%) |
Market Orders |
Market Orders(%) |
Marketable Limit Orders |
Marketable Limit Orders(%) |
Non-Marketable Limit Orders |
Non-Marketable Limit Orders(%) |
Other 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) |
| National Financial Services LLC(XSTM) |
328 |
40.590000000000003 |
0 |
0 |
0 |
0 |
0 |
0 |
328 |
94.25 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Citadel Securities LLC(CDRG) |
219 |
27.1 |
185 |
50.68 |
30 |
49.18 |
4 |
11.76 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| VIRTU Americas, LLC(NITE) |
116 |
14.36 |
97 |
26.58 |
18 |
29.51 |
0 |
0 |
1 |
0.28999999999999998 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| JANE STREET CAPITAL, LLC(JNST) |
65 |
8.0399999999999991 |
57 |
15.62 |
7 |
11.48 |
1 |
2.94 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Instinet BlockCross(BLKX) |
19 |
2.35 |
0 |
0 |
0 |
0 |
0 |
0 |
19 |
5.46 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| G1 Execution Services, LLC(ETMM) |
16 |
1.98 |
13 |
3.56 |
3 |
4.92 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Cboe EDGX US Equities Exchange(EDGX) |
13 |
1.61 |
0 |
0 |
0 |
0 |
13 |
38.24 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| NASDAQ Execution Services, LLC(NSDQ) |
13 |
1.61 |
0 |
0 |
0 |
0 |
13 |
38.24 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Two Sigma Securities, LLC(SOHO) |
10 |
1.24 |
9 |
2.4700000000000002 |
1 |
1.64 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| UBS Securities, LLC(UBSS) |
6 |
0.74 |
4 |
1.1000000000000001 |
2 |
3.28 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| |
| August 2021 |
| Option Contracts |
| Summary |
| Total Non-Directed Orders |
Non-Directed Orders as % of All Orders |
Total Market Orders |
Market Orders as % of Non-Directed Orders |
Total Marketable Limit Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Total Non-Marketable Limit Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Total Other Orders |
Other Orders as % of Non-Directed Orders |
| 803 |
100 |
739 |
92.03 |
38 |
4.7300000000000004 |
25 |
3.11 |
1 |
0.12 |
| Venues |
| Venue - Non-directed Order Flow |
Non-Directed Orders |
Non-Directed Orders(%) |
Market Orders |
Market Orders(%) |
Marketable Limit Orders |
Marketable Limit Orders(%) |
Non-Marketable Limit Orders |
Non-Marketable Limit Orders(%) |
Other 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(CDRG) |
353 |
43.91 |
323 |
43.71 |
17 |
44.74 |
12 |
46.15 |
1 |
100 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Susquehanna Capital Group(SUSQ) |
330 |
41.04 |
312 |
42.22 |
17 |
44.74 |
1 |
3.85 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Dash Financial Technologies LLC(DASH) |
60 |
7.46 |
57 |
7.71 |
1 |
2.63 |
2 |
7.69 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Morgan Stanley & Company LLC(MSCO) |
37 |
4.5999999999999996 |
37 |
5.01 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Wolverine Execution Services LLC(WEXX) |
24 |
2.99 |
10 |
1.35 |
3 |
7.89 |
11 |
42.31 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| |
| September 2021 |
| S&P 500 Stocks |
| Summary |
| Total Non-Directed Orders |
Non-Directed Orders as % of All Orders |
Total Market Orders |
Market Orders as % of Non-Directed Orders |
Total Marketable Limit Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Total Non-Marketable Limit Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Total Other Orders |
Other Orders as % of Non-Directed Orders |
| 271 |
100 |
264 |
97.42 |
1 |
0.37 |
5 |
1.85 |
1 |
0.37 |
| Venues |
| Venue - Non-directed Order Flow |
Non-Directed Orders |
Non-Directed Orders(%) |
Market Orders |
Market Orders(%) |
Marketable Limit Orders |
Marketable Limit Orders(%) |
Non-Marketable Limit Orders |
Non-Marketable Limit Orders(%) |
Other 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) |
| National Financial Services LLC(XSTM) |
173 |
39.950000000000003 |
0 |
0 |
0 |
0 |
0 |
0 |
173 |
99.43 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Citadel Securities LLC(CDRG) |
124 |
28.64 |
123 |
49 |
0 |
0 |
1 |
14.29 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| VIRTU Americas, LLC(NITE) |
67 |
15.47 |
66 |
26.29 |
0 |
0 |
0 |
0 |
1 |
0.56999999999999995 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| JANE STREET CAPITAL, LLC(JNST) |
42 |
9.6999999999999993 |
42 |
16.73 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Two Sigma Securities, LLC(SOHO) |
10 |
2.31 |
9 |
3.59 |
0 |
0 |
1 |
14.29 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| G1 Execution Services, LLC(ETMM) |
9 |
2.08 |
9 |
3.59 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| New York Stock Exchange(NYSE) |
3 |
0.69 |
0 |
0 |
1 |
100 |
2 |
28.57 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| NASDAQ Execution Services, LLC(NSDQ) |
2 |
0.46 |
0 |
0 |
0 |
0 |
2 |
28.57 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| UBS Securities, LLC(UBSS) |
2 |
0.46 |
2 |
0.8 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Cboe EDGX US Equities Exchange(EDGX) |
1 |
0.23 |
0 |
0 |
0 |
0 |
1 |
14.29 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| |
| September 2021 |
| Non-S&P 500 Stocks |
| Summary |
| Total Non-Directed Orders |
Non-Directed Orders as % of All Orders |
Total Market Orders |
Market Orders as % of Non-Directed Orders |
Total Marketable Limit Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Total Non-Marketable Limit Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Total Other Orders |
Other Orders as % of Non-Directed Orders |
| 604 |
100 |
474 |
78.48 |
58 |
9.6 |
71 |
11.75 |
1 |
0.17 |
| Venues |
| Venue - Non-directed Order Flow |
Non-Directed Orders |
Non-Directed Orders(%) |
Market Orders |
Market Orders(%) |
Marketable Limit Orders |
Marketable Limit Orders(%) |
Non-Marketable Limit Orders |
Non-Marketable Limit Orders(%) |
Other 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) |
| National Financial Services LLC(XSTM) |
444 |
40.29 |
0 |
0 |
0 |
0 |
0 |
0 |
444 |
92.12 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Citadel Securities LLC(CDRG) |
273 |
24.77 |
245 |
52.58 |
22 |
37.29 |
5 |
5.26 |
1 |
0.21 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| VIRTU Americas, LLC(NITE) |
141 |
12.79 |
121 |
25.97 |
18 |
30.51 |
2 |
2.11 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| JANE STREET CAPITAL, LLC(JNST) |
86 |
7.8 |
71 |
15.24 |
15 |
25.42 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| NASDAQ Execution Services, LLC(NSDQ) |
45 |
4.08 |
0 |
0 |
1 |
1.69 |
44 |
46.32 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Instinet BlockCross(BLKX) |
37 |
3.36 |
0 |
0 |
0 |
0 |
0 |
0 |
37 |
7.68 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Cboe EDGX US Equities Exchange(EDGX) |
29 |
2.63 |
0 |
0 |
0 |
0 |
29 |
30.53 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| G1 Execution Services, LLC(ETMM) |
20 |
1.81 |
12 |
2.58 |
1 |
1.69 |
7 |
7.37 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Two Sigma Securities, LLC(SOHO) |
16 |
1.45 |
11 |
2.36 |
2 |
3.39 |
3 |
3.16 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| UBS Securities, LLC(UBSS) |
6 |
0.54 |
6 |
1.29 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| |
| September 2021 |
| Option Contracts |
| Summary |
| Total Non-Directed Orders |
Non-Directed Orders as % of All Orders |
Total Market Orders |
Market Orders as % of Non-Directed Orders |
Total Marketable Limit Orders |
Marketable Limit Orders as % of Non-Directed Orders |
Total Non-Marketable Limit Orders |
Non-Marketable Limit Orders as % of Non-Directed Orders |
Total Other Orders |
Other Orders as % of Non-Directed Orders |
| 999 |
100 |
835 |
83.58 |
118 |
11.81 |
41 |
4.0999999999999996 |
5 |
0.5 |
| Venues |
| Venue - Non-directed Order Flow |
Non-Directed Orders |
Non-Directed Orders(%) |
Market Orders |
Market Orders(%) |
Marketable Limit Orders |
Marketable Limit Orders(%) |
Non-Marketable Limit Orders |
Non-Marketable Limit Orders(%) |
Other 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(CDRG) |
455 |
45.5 |
376 |
45.03 |
54 |
45.38 |
20 |
48.78 |
5 |
100 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Susquehanna Capital Group(SUSQ) |
383 |
38.299999999999997 |
340 |
40.72 |
42 |
35.29 |
1 |
2.44 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Dash Financial Technologies LLC(DASH) |
70 |
7 |
55 |
6.59 |
11 |
9.24 |
4 |
9.76 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Morgan Stanley & Company LLC(MSCO) |
57 |
5.7 |
48 |
5.75 |
9 |
7.56 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Wolverine Execution Services LLC(WEXX) |
35 |
3.5 |
16 |
1.92 |
3 |
2.52 |
16 |
39.020000000000003 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| |
False
False