SEC Rule 606 Report
- Merrill Lynch - 4th Qtr, 2016
(Percentages of Total Non-Directed Orders Routed to Individual Route Venues)
Securities Listed on New York Stock Exchange Euronext
| Route Venues | Total (%) | Market (%) | Limit (%) | Other (%) |
|---|
| Total |
100.00 |
0.62 |
0.41 |
98.97 |
| DirectEdge ECN (EDGX) |
45.44 |
17.64 |
20.78 |
45.71 |
| NYSE Arca |
14.71 |
1.81 |
7.11 |
14.82 |
| New York Stock Exch |
13.19 |
38.34 |
7.11 |
13.06 |
| Nasdaq |
7.58 |
1.41 |
38.68 |
7.49 |
| Instinct X |
7.00 |
31.74 |
18.66 |
6.80 |
| BATS Stock Exchange |
4.57 |
0.59 |
1.83 |
4.61 |
| DirectEdge ECN (EDGA) |
2.31 |
0.54 |
0.79 |
2.32 |
| IEX Group |
2.26 |
0.14 |
0.20 |
2.28 |
| NASDAQ OMX BX |
1.12 |
0.43 |
0.04 |
1.13 |
| NASDAQ OMX PHLX |
0.48 |
0.03 |
0.27 |
0.48 |
2.73% of total customer orders were non-directed orders.
Securities Listed on The Nasdaq Stock Market
| Route Venues | Total (%) | Market (%) | Limit (%) | Other (%) |
|---|
| Total |
100.00 |
0.81 |
1.45 |
97.74 |
| Nasdaq |
39.57 |
45.32 |
71.12 |
39.06 |
| DirectEdge ECN (EDGX) |
24.24 |
5.75 |
7.86 |
24.64 |
| Instinct X |
12.06 |
36.78 |
12.87 |
11.85 |
| NYSE Arca |
8.45 |
0.71 |
3.49 |
8.59 |
| IEX Group |
4.92 |
0.14 |
0.60 |
5.03 |
| NASDAQ OMX PHLX |
2.89 |
0.25 |
0.78 |
2.95 |
| BATS Stock Exchange |
2.80 |
0.49 |
0.25 |
2.85 |
| NASDAQ OMX BX |
2.18 |
0.43 |
0.04 |
2.23 |
| NYSE MKT |
0.91 |
0.08 |
0.02 |
0.93 |
| BATS Y Exchange |
0.33 |
0.03 |
0.20 |
0.33 |
1.81% of total customer orders were non-directed orders.
Securities Listed on NYSE MKT or other National Securities Exchange
| Route Venues | Total (%) | Market (%) | Limit (%) | Other (%) |
|---|
| Total |
100.00 |
0.17 |
0.09 |
99.74 |
| Nasdaq |
82.94 |
12.99 |
48.87 |
83.09 |
| Instinct X |
4.47 |
50.24 |
30.22 |
4.36 |
| DirectEdge ECN (EDGX) |
4.22 |
1.36 |
1.11 |
4.22 |
| NYSE Arca |
3.62 |
9.16 |
6.17 |
3.61 |
| BATS Stock Exchange |
1.83 |
1.17 |
1.02 |
1.83 |
| NASDAQ OMX BX |
0.67 |
0.23 |
0.06 |
0.67 |
| NYSE MKT |
0.49 |
9.61 |
2.19 |
0.48 |
| IEX Group |
0.41 |
0.34 |
1.72 |
0.41 |
| ECHX |
0.36 |
0.70 |
0.50 |
0.36 |
| BIDS TRADING L.P. |
0.26 |
0.05 |
0.08 |
0.26 |
5.36% of total customer orders were non-directed orders.
Exchange-Listed Options
| Route Venues | Total (%) | Market (%) | Limit (%) | Other (%) |
|---|
| Total |
100.00 |
61.64 |
38.35 |
0.01 |
| Chicago Board OptionsExch |
20.05 |
18.15 |
23.08 |
74.07 |
| Philadelphia Exch |
14.44 |
15.29 |
13.06 |
0.00 |
| Internat'l Secs Exch |
12.05 |
13.32 |
10.00 |
18.52 |
| NYSE MKT |
10.44 |
8.46 |
13.61 |
0.00 |
| BATS Stock Exchange |
8.65 |
8.05 |
9.61 |
0.00 |
| Boston Options Exchange |
7.80 |
10.07 |
4.16 |
0.00 |
| MIAX Options Exchange |
6.57 |
5.07 |
8.99 |
0.00 |
| NYSE Arca |
5.96 |
7.43 |
3.60 |
0.00 |
| DirectEdge ECN (EDGX) |
4.73 |
3.14 |
7.29 |
0.00 |
| C2OX |
3.91 |
4.34 |
3.23 |
0.00 |
1.36% of total customer orders were non-directed orders.
Material Aspects of Relationship with Route Venues
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