|
Vanderbilt Securities, LLC - Held NMS Stocks and Options Order Routing Public Report |
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Generated on Wed May 27 2020 08:42:30 GMT-4 EDT |
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1st Quarter, 2020 |
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|
January 2020 |
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|
S&P 500 Stocks |
|
Summary |
||||
|
Non-Directed Orders as % of All Orders |
Market Orders as % of Non-Directed |
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 |
67.24 |
2.91 |
10.45 |
19.40 |
|
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 LLC(CDRG) |
50.44 |
56.10 |
43.86 |
24.64 |
46.01 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
VIRTU Americas LLC(NITE) |
30.98 |
30.64 |
33.33 |
12.32 |
42.70 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
G1 Execution Services, LLC(ETMM) |
6.95 |
9.53 |
10.53 |
1.90 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
NASDAQ Execution Services, LLC(NSDQ) |
4.43 |
0.00 |
1.75 |
40.28 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
UBS Securities, LLC(UBSS) |
3.60 |
2.13 |
7.02 |
3.79 |
8.26 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Two Sigma Securities, LLC(SOHO) |
1.44 |
1.22 |
1.75 |
0.00 |
3.03 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Cboe EDGX U.S. Equities Exchange(EDGX) |
1.13 |
0.00 |
0.00 |
10.43 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
New York Stock Exchange(NYSE) |
0.72 |
0.00 |
0.00 |
6.64 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
JANE STREET CAPITAL, LLC(JNST) |
0.15 |
0.23 |
0.00 |
0.00 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
State Street Global Markets, LLC(SSBS) |
0.15 |
0.15 |
1.75 |
0.00 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Material Aspects: |
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|
Pursuant to Rule 606 (a)(1)(iv) – Vanderbilt Securities, LLC, its parent companies, subsidiaries affiliates, officers, directors, and employees do not receive payment for order flow or have a profit-sharing relationship with any venue listed immediately above. This includes but is not limited to incentives or disincentives for volume thresholds, volume tiered payments or minimum amount of order flow to a venue. |
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|
January 2020 |
|
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 |
88.40 |
2.06 |
7.02 |
2.53 |
|
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(CDRG) |
41.32 |
43.13 |
38.56 |
18.22 |
43.87 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
VIRTU Americas LLC(NITE) |
23.41 |
22.65 |
40.20 |
16.97 |
44.52 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
State Street Global Markets, LLC(SSBS) |
22.03 |
24.74 |
14.38 |
0.00 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
G1 Execution Services, LLC(ETMM) |
6.50 |
7.08 |
4.25 |
2.78 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Cboe EDGX U.S. Equities Exchange(EDGX) |
1.95 |
0.00 |
0.00 |
28.23 |
0.97 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
UBS Securities, LLC(UBSS) |
1.73 |
1.47 |
1.31 |
1.81 |
9.68 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
NASDAQ Execution Services, LLC(NSDQ) |
1.55 |
0.00 |
0.00 |
22.81 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Two Sigma Securities, LLC(SOHO) |
0.73 |
0.71 |
0.98 |
0.70 |
0.97 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Cboe BZX U.S. Equities Exchange(ZBAT) |
0.30 |
0.00 |
0.00 |
4.45 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
JANE STREET CAPITAL, LLC(JNST) |
0.19 |
0.22 |
0.00 |
0.00 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Material Aspects: |
|||||||||||||
|
Pursuant to Rule 606 (a)(1)(iv) – Vanderbilt Securities, LLC, its parent companies, subsidiaries affiliates, officers, directors, and employees do not receive payment for order flow or have a profit-sharing relationship with any venue listed immediately above. This includes but is not limited to incentives or disincentives for volume thresholds, volume tiered payments or minimum amount of order flow to a venue. |
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|
January 2020 |
|
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 |
65.72 |
1.60 |
32.68 |
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(CDRG) |
33.94 |
31.84 |
23.08 |
38.86 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Susquehanna Capital Group(SUSQ) |
19.85 |
28.41 |
3.85 |
2.96 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
MORGAN STANLEY & CO. LLC(MSCO) |
19.66 |
23.26 |
34.62 |
11.44 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Citigroup Global Markets, Inc.(CITI) |
12.26 |
10.39 |
23.08 |
15.58 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Wolverine Execution Services LLC(WEXX) |
8.09 |
2.00 |
11.54 |
20.51 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Material Aspects: |
|||||||||||||
|
Pursuant to Rule 606 (a)(1)(iv) – Vanderbilt Securities, LLC, its parent companies, subsidiaries affiliates, officers, directors, and employees do not receive payment for order flow or have a profit-sharing relationship with any venue listed immediately above. This includes but is not limited to incentives or disincentives for volume thresholds, volume tiered payments or minimum amount of order flow to a venue. |
|||||||||||||
|
February 2020 |
|
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 |
65.94 |
1.55 |
8.35 |
24.16 |
|
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(CDRG) |
49.45 |
55.66 |
36.59 |
18.01 |
47.57 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
VIRTU Americas LLC(NITE) |
33.27 |
29.98 |
36.59 |
24.14 |
46.18 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
G1 Execution Services, LLC(ETMM) |
6.99 |
10.18 |
7.32 |
3.07 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
NASDAQ Execution Services, LLC(NSDQ) |
2.81 |
0.00 |
9.76 |
24.90 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
UBS Securities, LLC(UBSS) |
2.44 |
1.83 |
2.44 |
3.45 |
3.65 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
New York Stock Exchange(NYSE) |
1.79 |
0.00 |
0.00 |
16.86 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Two Sigma Securities, LLC(SOHO) |
1.26 |
0.95 |
0.00 |
0.38 |
2.60 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Cboe EDGX U.S. Equities Exchange(EDGX) |
0.89 |
0.00 |
0.00 |
8.43 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
JANE STREET CAPITAL, LLC(JNST) |
0.77 |
1.20 |
0.00 |
0.00 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
State Street Global Markets, LLC(SSBS) |
0.24 |
0.19 |
7.32 |
0.00 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Material Aspects: |
|||||||||||||
|
Pursuant to Rule 606 (a)(1)(iv) – Vanderbilt Securities, LLC, its parent companies, subsidiaries affiliates, officers, directors, and employees do not receive payment for order flow or have a profit-sharing relationship with any venue listed immediately above. This includes but is not limited to incentives or disincentives for volume thresholds, volume tiered payments or minimum amount of order flow to a venue. |
|||||||||||||
|
February 2020 |
|
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 |
84.83 |
2.19 |
6.79 |
6.20 |
|
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(CDRG) |
43.35 |
45.69 |
54.05 |
19.22 |
31.49 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
VIRTU Americas LLC(NITE) |
24.63 |
23.18 |
26.13 |
15.97 |
60.38 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
State Street Global Markets, LLC(SSBS) |
17.92 |
20.52 |
8.56 |
0.78 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
G1 Execution Services, LLC(ETMM) |
6.50 |
7.24 |
7.21 |
1.56 |
0.17 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
UBS Securities, LLC(UBSS) |
2.03 |
1.73 |
0.45 |
2.60 |
6.92 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
NASDAQ Execution Services, LLC(NSDQ) |
1.72 |
0.00 |
0.00 |
25.45 |
0.17 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Cboe EDGX U.S. Equities Exchange(EDGX) |
1.68 |
0.00 |
0.00 |
24.55 |
0.52 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Two Sigma Securities, LLC(SOHO) |
0.87 |
0.91 |
2.25 |
0.26 |
0.35 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
JANE STREET CAPITAL, LLC(JNST) |
0.65 |
0.73 |
0.90 |
0.00 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
New York Stock Exchange(NYSE) |
0.33 |
0.00 |
0.00 |
4.94 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Material Aspects: |
|||||||||||||
|
Pursuant to Rule 606 (a)(1)(iv) – Vanderbilt Securities, LLC, its parent companies, subsidiaries affiliates, officers, directors, and employees do not receive payment for order flow or have a profit-sharing relationship with any venue listed immediately above. This includes but is not limited to incentives or disincentives for volume thresholds, volume tiered payments or minimum amount of order flow to a venue. |
|||||||||||||
|
February 2020 |
|
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 |
55.68 |
3.19 |
40.98 |
0.14 |
|
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(CDRG) |
40.30 |
34.07 |
27.66 |
49.65 |
50.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Citigroup Global Markets, Inc.(CITI) |
18.32 |
13.52 |
17.02 |
24.74 |
50.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
MORGAN STANLEY & CO. LLC(MSCO) |
16.67 |
22.24 |
38.30 |
7.49 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Susquehanna Capital Group(SUSQ) |
14.87 |
23.28 |
12.77 |
3.83 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Wolverine Execution Services LLC(WEXX) |
5.82 |
2.86 |
0.00 |
10.28 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
DASH FINANCIAL TECHNOLOGIES LLC(DASH) |
4.02 |
4.03 |
4.26 |
4.01 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Material Aspects: |
|||||||||||||
|
Pursuant to Rule 606 (a)(1)(iv) – Vanderbilt Securities, LLC, its parent companies, subsidiaries affiliates, officers, directors, and employees do not receive payment for order flow or have a profit-sharing relationship with any venue listed immediately above. This includes but is not limited to incentives or disincentives for volume thresholds, volume tiered payments or minimum amount of order flow to a venue. |
|||||||||||||
|
March 2020 |
|
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 |
81.72 |
2.53 |
11.04 |
4.71 |
|
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(CDRG) |
54.20 |
60.77 |
46.91 |
25.21 |
45.71 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
VIRTU Americas LLC(NITE) |
18.40 |
18.79 |
17.28 |
9.45 |
42.86 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
G1 Execution Services, LLC(ETMM) |
8.96 |
10.83 |
6.17 |
2.73 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
NASDAQ Execution Services, LLC(NSDQ) |
5.21 |
0.00 |
4.94 |
32.77 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
UBS Securities, LLC(UBSS) |
4.30 |
4.64 |
7.41 |
1.05 |
7.86 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
New York Stock Exchange(NYSE) |
2.64 |
0.00 |
8.64 |
15.55 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
JANE STREET CAPITAL, LLC(JNST) |
2.35 |
2.53 |
4.94 |
1.68 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Two Sigma Securities, LLC(SOHO) |
2.15 |
2.44 |
1.23 |
0.42 |
3.57 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Cboe EDGX U.S. Equities Exchange(EDGX) |
1.30 |
0.00 |
0.00 |
8.40 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Cboe BZX U.S. Equities Exchange(ZBAT) |
0.42 |
0.00 |
0.00 |
2.73 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Material Aspects: |
|||||||||||||
|
Pursuant to Rule 606 (a)(1)(iv) – Vanderbilt Securities, LLC, its parent companies, subsidiaries affiliates, officers, directors, and employees do not receive payment for order flow or have a profit-sharing relationship with any venue listed immediately above. This includes but is not limited to incentives or disincentives for volume thresholds, volume tiered payments or minimum amount of order flow to a venue. |
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|
March 2020 |
|
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 |
85.34 |
2.69 |
9.46 |
2.51 |
|
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(CDRG) |
39.88 |
40.98 |
49.87 |
24.58 |
43.88 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
State Street Global Markets, LLC(SSBS) |
27.80 |
31.35 |
11.03 |
0.00 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
VIRTU Americas LLC(NITE) |
13.56 |
13.21 |
15.04 |
9.52 |
47.16 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
G1 Execution Services, LLC(ETMM) |
6.17 |
6.68 |
8.27 |
1.43 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
UBS Securities, LLC(UBSS) |
3.80 |
3.92 |
6.27 |
1.43 |
5.37 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Cboe EDGX U.S. Equities Exchange(EDGX) |
2.45 |
0.00 |
0.00 |
29.79 |
0.60 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Two Sigma Securities, LLC(SOHO) |
1.95 |
2.02 |
4.51 |
0.59 |
1.49 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
JANE STREET CAPITAL, LLC(JNST) |
1.74 |
1.83 |
2.76 |
0.98 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
NASDAQ Execution Services, LLC(NSDQ) |
1.55 |
0.00 |
1.25 |
18.38 |
0.90 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
New York Stock Exchange(NYSE) |
0.50 |
0.00 |
1.00 |
5.80 |
0.30 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Material Aspects: |
|||||||||||||
|
Pursuant to Rule 606 (a)(1)(iv) – Vanderbilt Securities, LLC, its parent companies, subsidiaries affiliates, officers, directors, and employees do not receive payment for order flow or have a profit-sharing relationship with any venue listed immediately above. This includes but is not limited to incentives or disincentives for volume thresholds, volume tiered payments or minimum amount of order flow to a venue. |
|||||||||||||
|
March 2020 |
|
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 |
39.68 |
2.48 |
57.21 |
0.62 |
|
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(CDRG) |
40.47 |
33.11 |
38.46 |
45.79 |
44.44 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Citigroup Global Markets, Inc.(CITI) |
21.42 |
12.94 |
10.26 |
27.88 |
33.33 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
MORGAN STANLEY & CO. LLC(MSCO) |
14.64 |
21.34 |
30.77 |
9.25 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Susquehanna Capital Group(SUSQ) |
12.47 |
26.39 |
12.82 |
2.40 |
22.22 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Wolverine Execution Services LLC(WEXX) |
6.51 |
2.69 |
2.56 |
9.50 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
DASH FINANCIAL TECHNOLOGIES LLC(DASH) |
4.47 |
3.53 |
5.13 |
5.17 |
0.00 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
Material Aspects: |
|||||||||||||
|
Pursuant to Rule 606 (a)(1)(iv) – Vanderbilt Securities, LLC, its parent companies, subsidiaries affiliates, officers, directors, and employees do not receive payment for order flow or have a profit-sharing relationship with any venue listed immediately above. This includes but is not limited to incentives or disincentives for volume thresholds, volume tiered payments or minimum amount of order flow to a venue. |
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