SEC Rule 606 Report
- Merrill Lynch - 2nd Qtr, 2017
(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 |
0.60 |
0.79 |
98.61 |
| DirectEdge ECN (EDGX) |
29.69 |
7.41 |
13.35 |
29.95 |
| NYSE Arca |
21.08 |
2.44 |
9.41 |
21.28 |
| New York Stock Exchange |
14.94 |
35.32 |
6.72 |
14.88 |
| Nasdaq |
10.18 |
2.49 |
33.51 |
10.04 |
| BATS Stock Exchange |
9.29 |
2.03 |
6.19 |
9.36 |
| Instinct X |
5.45 |
40.06 |
16.45 |
5.15 |
| DirectEdge ECN (EDGA) |
2.78 |
0.84 |
0.42 |
2.81 |
| NASDAQ OMX PHLX |
2.03 |
0.07 |
0.55 |
2.05 |
| IEX Exchange |
1.98 |
2.70 |
3.24 |
1.97 |
| NASDAQ OMX BX |
1.06 |
0.44 |
8.38 |
1.00 |
2.49% of total customer orders were non-directed orders.
Securities Listed on The Nasdaq Stock Market
| Route Venues | Total (%) | Market (%) | Limit (%) | Other (%) |
|---|
| Total |
100.00 |
0.89 |
2.86 |
96.24 |
| Nasdaq |
31.61 |
28.48 |
53.45 |
30.99 |
| DirectEdge ECN (EDGX) |
21.28 |
4.99 |
8.33 |
21.81 |
| NYSE Arca |
11.52 |
1.62 |
7.57 |
11.73 |
| NASDAQ OMX PHLX |
9.57 |
1.08 |
2.57 |
9.86 |
| Instinct X |
9.49 |
49.12 |
12.27 |
9.04 |
| BATS Stock Exchange |
7.18 |
1.37 |
0.75 |
7.43 |
| IEX Exchange |
3.20 |
3.25 |
3.36 |
3.20 |
| NASDAQ OMX BX |
2.65 |
0.49 |
9.27 |
2.47 |
| NYSE MKT |
1.16 |
0.07 |
0.04 |
1.20 |
| BATS Y Exchange |
0.68 |
0.10 |
0.75 |
0.68 |
1.39% 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 |
0.21 |
0.15 |
99.64 |
| Nasdaq |
69.24 |
8.23 |
39.14 |
69.41 |
| NYSE Arca |
14.32 |
11.62 |
5.46 |
14.34 |
| BATS Stock Exchange |
7.22 |
3.45 |
2.30 |
7.24 |
| Instinct X |
3.43 |
46.47 |
23.38 |
3.31 |
| DirectEdge ECN (EDGX) |
2.57 |
2.77 |
1.64 |
2.57 |
| IEX Exchange |
0.65 |
3.08 |
13.34 |
0.62 |
| NASDAQ OMX BX |
0.45 |
0.34 |
5.73 |
0.45 |
| ECHX |
0.43 |
1.89 |
0.49 |
0.43 |
| NYSE MKT |
0.43 |
7.86 |
1.92 |
0.41 |
| NASDAQ OMX PHLX |
0.39 |
0.73 |
0.65 |
0.39 |
4.72% of total customer orders were non-directed orders.
Exchange-Listed Options
| Route Venues | Total (%) | Market (%) | Limit (%) | Other (%) |
|---|
| Total |
100.00 |
54.73 |
45.18 |
0.09 |
| Chicago Board Options Exchange |
18.74 |
17.18 |
20.65 |
5.68 |
| Philadelphia Exch |
13.20 |
14.21 |
12.00 |
0.00 |
| BATS Stock Exchange |
9.87 |
8.15 |
11.98 |
0.00 |
| MIAX Options Exchange |
9.81 |
9.53 |
10.12 |
21.40 |
| Boston Options Exchange |
8.09 |
10.89 |
4.66 |
32.75 |
| International Securities Exchange |
7.94 |
10.07 |
5.35 |
14.85 |
| NYSE Arca |
6.55 |
6.66 |
6.44 |
0.00 |
| Nasdaq Execution Services |
6.40 |
4.39 |
8.84 |
0.00 |
| DirectEdge ECN (EDGX) |
6.32 |
4.31 |
8.72 |
24.89 |
| NYSE MKT |
5.46 |
5.61 |
5.28 |
0.00 |
2.93% of total customer orders were non-directed orders.
Material Aspects of Relationship with Route Venues
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