SEC Rule 606 Report - Merrill Lynch - 3rd Qtr, 2017

(Percentages of Total Non-Directed Orders Routed to Individual Route Venues)


Securities Listed on New York Stock Exchange Euronext
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total 100.00 0.64 0.78 98.58
DirectEdge ECN (EDGX) 30.70 6.74 14.88 30.98
NYSE Arca 16.99 2.31 10.41 17.13
New York Stock Exchange 15.84 35.04 5.66 15.80
Nasdaq 9.68 2.30 31.09 9.56
BATS Stock Exchange 8.37 1.97 6.76 8.42
Instinct X 6.74 40.72 16.43 6.44
DirectEdge ECN (EDGA) 4.96 0.65 0.18 5.03
IEX Exchange 1.91 2.39 2.80 1.90
NASDAQ OMX PHLX 1.87 0.05 0.70 1.89
NASDAQ OMX BX 1.03 0.41 9.48 0.97
3.27% of total customer orders were non-directed orders.

Securities Listed on The Nasdaq Stock Market
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total 100.00 0.93 2.81 96.26
Nasdaq 29.83 27.58 58.49 29.01
DirectEdge ECN (EDGX) 20.05 4.93 8.70 20.53
Instinct X 12.75 49.48 11.36 12.43
NYSE Arca 10.13 1.80 5.40 10.34
NASDAQ OMX PHLX 9.70 0.85 2.47 10.00
BATS Stock Exchange 7.74 1.40 2.11 7.96
IEX Exchange 3.07 2.40 1.78 3.12
NASDAQ OMX BX 2.58 1.11 7.39 2.45
NYSE MKT 0.80 0.03 0.01 0.83
BATS Y Exchange 0.72 0.18 0.43 0.73
1.64% of total customer orders were non-directed orders.

Securities Listed on NYSE MKT or other National Securities Exchange
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total 100.00 0.24 0.12 99.64
Nasdaq 68.64 9.79 36.76 68.83
NYSE Arca 15.62 16.78 5.27 15.63
BATS Stock Exchange 5.09 5.34 2.76 5.09
Instinct X 4.50 42.01 26.61 4.38
DirectEdge ECN (EDGX) 2.32 3.94 1.96 2.32
IEX Exchange 0.65 1.92 13.64 0.64
NASDAQ OMX BX 0.56 0.77 4.22 0.56
BATS Y Exchange 0.52 1.52 1.48 0.52
NASDAQ OMX PHLX 0.49 1.07 0.64 0.49
NYSE MKT 0.41 4.48 2.81 0.39
4.29% of total customer orders were non-directed orders.

Exchange-Listed Options
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total 100.00 58.02 41.91 0.08
Chicago Board Options Exchange 19.20 18.48 20.22 1.00
Philadelphia Exch 12.31 14.64 9.12 1.00
NYSE Arca 11.08 9.02 13.95 0.00
BATS Stock Exchange 10.97 8.02 15.06 0.00
International Securities Exchange 8.82 10.75 6.14 15.92
MIAX Options Exchange 8.26 8.46 7.97 18.41
Boston Options Exchange 5.63 7.11 3.55 29.35
C2 Options Exchange 5.45 6.68 3.75 0.00
DirectEdge ECN (EDGX) 4.98 3.65 6.76 33.33
NYSE MKT 4.33 5.13 3.21 1.00
5.58% of total customer orders were non-directed orders.


Material Aspects of Relationship with Route Venues
How to read this report

© Copyright 2018 CoreOne Technologies.
All Rights Reserved.