Improvement 0 Spread    0.01     0.02     0.03     0.04     0.05     0.06     0.07     0.08     0.09     0.10     0.11     0.12     0.13     0.14     0.15     0.16     0.17     0.18     0.19     0.20     0.21     0.22     0.23     0.24     0.25     0.26     0.27     0.28     0.29     0.30     0.31     0.32     0.33     0.34     0.35     0.36     0.37     0.38     0.39     0.40     0.41     0.42     0.43     0.44     0.45     0.46     0.47     0.48     0.49     0.50  0.01 0.02 0.03 0.04 0.05                       1,974                        9,292                      10,202                        8,713                        9,419                        6,029                        5,013                        4,008                        3,325                        9,931                        2,212                        1,686                        1,535                        1,241                        7,595                            929                            768                            654                            618                        5,930                            467                            454                            387                            371                        3,720                            294                            231                            231                            259                        3,008                            223                            173                            145                            121                        1,807                            108                            115                            113                            100                        1,962                              81                              88                              68                              77                        1,059                              64                              48                              62                              61                        1,336                  214                  797               1,290               1,824               3,272               2,035               1,919               1,673               1,407               4,944               1,041                  755                  711                  640               4,267                  465                  394                  335                  276               2,990                  231                  194                  163                  161               1,807                  122                     98                     94                     99               1,388                     71                     63                     61                     49                  718                     33                     52                     40                     36                  697                     26                     24                     29                     23                  390                     26                     19                     10                     14                  456                      â€                       23                  135                  303               1,156                  744                  811                  731                  720               2,989                  589                  516                  436                  424               3,405                  329                  313                  257                  218               2,522                  173                  170                  152                  135               1,741                  113                     86                     91                     66               1,318                     68                     49                     61                     52                  811                     42                     42                     32                     39                  713                     34                     28                     23                     23                  371                     21                     16                     18                     20                  432                      â€                        â€                         9                     51                  446                  243                  300                  355                  360               1,720                  340                  310                  296                  245               2,035                  215                  195                  182                  179               1,758                  139                  112                  122                     94               1,356                     98                     63                     72                     62               1,125                     51                     40                     52                     43                  619                     27                     34                     25                     28                  663                     21                     18                     16                     24                  347                     15                     19                     17                       9                  449                     â€                       â€                       â€                        2                 156                    47                    97                 152                 209              1,064                 174                 168                 177                 154              1,228                 136                 113                 126                 104              1,307                 109                 111                    92                    74                 998                    71                    63                    61                    54                 904                    40                    50                    38                    35                 492                    35                    27                    28                    26                 612                    29                    23                    12                    11                 301                    18                    19                    12                    11                 383                     â€                       â€                       â€                       â€                      40                    15                    32                    40                    62                 671                    96                 110                 119                    99                 963                    94                    66                    79                    84              1,008                    76                    73                    54                    53                 793                    47                    40                    43                    47                 862                    30                    31                    31                    25                 464                    23                    13                    20                    26                 521                    24                    16                    14                    20                 277                      7                    11                    16                      9                 367  Order<50Ctx @NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                       â€                       â€                        1                     â€                        4                    14                    29                 377                 109                 128                 153                 140              1,463                 179                 202                 195                 166              2,007                 190                 142                 147                 172              1,880                 103                 110                 110                    80              2,006                    78                    89                    92                    77              1,346                    64                    69                    66                    57              1,489                    52                    58                    56                    37                 822                    26                    31                    50                    35              1,076                 â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                     1                   1                   3                   4                44                22                19                33                41              314                44                45                38                45              578                58                53                43                41              868                49                44                42                49              696                38                38                31                32              959                31                20                27                33              551                22                24                25                26              845                 â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                     1                 â€                     6                   4                   1                 â€                     5                61                   9                   8                   1                   4              100                   3                   6                   8                   5              170                   7                   6                   7                   8              126                   6                   8                   3                   5              238  >.30,  <=.40 >.40,  <=.50 >.50               â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                   1                â€                  â€                  â€                  â€                 19                 2                 3                 2                 2               24                 1                 2                 3                 3               59               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  1                8               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                19,635  4.0224 44.54% 34.96%                94,132  3.3127 67.37% 62.70%                98,608  3.3903 62.31% 56.56%                87,175  3.433 58.78% 52.65%              111,848  3.4705 52.04% 45.39%                67,041  3.4102 52.97% 45.99%                58,206  3.3759 50.10% 43.52%                49,447  3.3286 48.86% 43.34%                42,429  3.3244 47.50% 41.06%              157,949  3.4587 43.17% 37.87%                31,201  3.3021 44.28% 39.88%                24,570  3.2944 43.73% 37.24%                23,142  3.2789 42.31% 37.80%                19,833  3.2244 40.46% 35.74%              143,855  3.403 37.51% 32.42%                15,302  3.2289 39.17% 35.06%                13,832  3.2589 39.40% 33.82%                11,593  3.2417 37.59% 32.58%                11,187  3.186 37.61% 33.94%              112,901  3.2547 35.73% 31.03%                  9,094  3.2414 35.12% 30.10%                  8,217  3.1792 36.59% 35.30%                  7,277  3.1963 35.19% 32.75%                  7,058  3.1321 35.12% 34.67%                77,833  3.2039 33.40% 29.75%                  5,529  3.1335 35.18% 33.62%                  4,250  3.1946 33.41% 27.72%                  4,638  3.0703 35.02% 30.21%                  4,096  2.9886 36.65% 33.13%                66,463  3.2004 31.63% 26.68%                  3,972  2.9967 39.70% 39.22%                  3,518  2.9413 33.61% 29.76%                  3,265  3.1096 30.73% 27.17%                  2,839  3.0469 31.57% 31.35%                40,728  3.1628 29.90% 28.43%                  2,204  3.0838 34.93% 30.35%                  2,610  3.0102 32.80% 28.66%                  2,481  2.9916 31.03% 32.20%                  2,103  2.9713 31.61% 31.81%                43,006  3.1284 29.66% 26.83%                  1,838  3.02 32.73% 25.90%                  1,809  2.852 33.22% 27.97%                  1,386  2.9197 29.02% 22.73%                  1,450  3.0827 34.70% 37.10%                24,036  3.0851 28.80% 26.01%                  1,189  2.932 31.07% 30.95%                  1,161  2.9845 30.21% 23.69%                  1,222  3.0284 33.09% 37.32%                  1,151  2.9948 35.28% 30.06%                30,115  3.0362 28.58% 25.91% 1 . 0    0.51     0.52     0.53     0.54     0.55     0.56     0.57     0.58     0.59     0.60     0.61     0.62     0.63     0.64     0.65     0.66     0.67     0.68     0.69     0.70     0.71     0.72     0.73     0.74     0.75     0.76     0.77     0.78     0.79     0.80     0.81     0.82     0.83     0.84     0.85     0.86     0.87     0.88     0.89     0.90     0.91     0.92     0.93     0.94     0.95     0.96     0.97     0.98     0.99     1.00     1.01  0.01 0.02 0.03 0.04 0.05                             35                              41                              25                              36                            567                              24                              26                              22                              21                            831                              21                              20                              14                              22                            411                              22                              14                              14                              16                            626                              11                              12                                7                              15                            295                                8                              11                              12                                8                            520                                9                                7                                4                                6                            228                                3                                4                              10                                4                            373                                2                                6                                7                                5                            189                                9                                3                                4                                8                            375                                2                       8                       8                     10                       7                  208                     10                       8                     10                       8                  299                       7                       5                       6                       2                  107                       7                       4                       3                       3                  194                       4                       5                       3                       2                     79                       3                       2                       4                       2                  126                       3                       3                       2                       1                     46                       3                       3                       1                      â€                       85                       1                       1                       1                      â€                       27                       1                       2                      â€                         2                     78                      â€                       13                       5                     10                       8                  179                       7                     11                     10                       7                  260                       4                       1                       8                       8                  104                       4                       4                       4                       1                  175                       6                       3                       2                       4                     69                       6                       6                       5                       1                  153                       6                      â€                         1                      â€                       66                      â€                        â€                         1                      â€                       96                      â€                        â€                         2                       2                     28                       1                      â€                        â€                         1                     74                       2                       8                     10                       9                     14                  187                       5                       8                       6                       6                  260                       5                       5                       7                       6                  103                       2                       3                      â€                         5                  183                       3                       5                       5                       4                     80                       6                       1                      â€                         4                  155                       4                      â€                         1                       2                     45                       3                      â€                        â€                        â€                       97                       2                       1                       1                       2                     53                       2                       1                      â€                         1                     87                      â€                        8                      4                    10                      9                 154                    10                    10                      7                      5                 228                      2                      8                      8                      6                 100                      7                      6                      3                      5                 143                      1                      1                      3                      4                    60                     â€                        3                      4                      3                 115                     â€                       â€                       â€                       â€                      45                      2                      2                      1                      2                 101                      2                     â€                       â€                        2                    33                     â€                       â€                       â€                        1                    68                     â€                        7                      8                      4                    14                 156                      5                      4                      2                      8                 216                      3                      6                      3                      4                 106                      6                      5                      4                      5                 153                      4                      1                      4                      5                    80                      1                      1                      2                      2                 112                      1                      2                      1                      1                    35                      2                      1                     â€                       â€                      82                     â€                        1                      1                      1                    34                      2                     â€                       â€                        1                    71                      1  Order<50Ctx @NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                   32                    29                    26                    14                 509                    13                    16                    16                    25                 669                    12                    17                    13                    15                 326                    12                    14                    10                    15                 599                    13                      6                    13                      8                 244                      4                      7                      7                      3                 438                      9                      3                      1                      4                 169                      6                      2                      5                      4                 293                      3                      4                    13                      2                 122                      1                      1                      1                      3                 245                      1                16                22                15                15              423                14                15                14                14              617                13                10                11                10              296                13                   8                   5                12              541                   5                   6                   7                   4              227                   7                   3                   4                   1              406                   5                   4                   6                   4              172                   6                   6                   6                   4              286                   3                   4                   2                   7              135                   3                   4                   2                   4              321                   1                   8                10                   8                   7              116                 â€                     6                   2                   3              233                   7                   1                   4                   1              115                   5                   3                   2                   4              206                   3                   4                 â€                     3                96                   2                   5                   5                   3              225                   6                   1                   2                   2                70                   1                   1                   1                   2              173                   1                   3                   1                   3                50                 â€                     1                   3                   2              165                   1  >.30,  <=.40 >.40,  <=.50 >.50                1                 2                 2                 2               30                 1                 5                 2                 1               80                â€                   3                â€                   3               33                â€                   4                 3                 2             100                 1                 2                 1                 1               54                 1                 1                 4                â€               101                 1                â€                  â€                   2               47                 2                â€                  â€                   1               98                 2                â€                   1                â€                 43                 1                â€                   2                 2               88                 1               â€                 â€                 â€                  1              17               â€                  2                3               â€                30                1                3                4               â€                25                2                1                1               â€                33                2                2                4                3              36                2               â€                  2                1              37                1                1               â€                  4              36               â€                  2                2                1              66                1               â€                  1                1              36                3               â€                  1               â€                58               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  6                1               â€                  2               â€                  3               â€                  1                1                1              15               â€                 â€                 â€                 â€                  8                1               â€                  1               â€                29               â€                 â€                 â€                  2              16               â€                 â€                  2               â€                39                1               â€                 â€                 â€                21                1               â€                  1               â€                37                1  Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                     754  2.9462 31.60% 19.63%                     868  3.1957 33.24% 28.46%                     620  3.1624 24.25% 20.81%                     720  2.9286 30.67% 21.81%                13,136  3.0913 27.73% 21.68%                     523  2.8523 28.35% 24.86%                     662  3.0917 25.87% 26.28%                     628  3 26.06% 32.96%                     557  2.9375 24.89% 26.03%                19,300  3.0272 26.68% 22.72%                     436  2.8 33.64% 31.65%                     445  2.9872 26.77% 16.85%                     483  3.3038 21.20% 13.04%                     457  2.987 31.95% 24.95%                  8,606  3.0423 26.69% 23.53%                     442  3 29.70% 27.83%                     366  2.9688 33.31% 27.05%                     302  2.98 30.60% 30.79%                     521  2.9412 29.89% 22.46%                14,779  2.99 25.16% 22.98%                     346  2.9808 26.93% 15.03%                     228  3.0851 28.61% 32.02%                     280  2.9184 15.61% 22.50%                     295  3.1 33.09% 23.05%                  7,148  3.0442 25.47% 23.60%                     176  2.9 24.50% 28.41%                     248  3.175 29.08% 24.60%                     313  2.9388 24.86% 30.99%                     102  3.0714 23.01% 29.41%                11,673  2.9654 25.49% 21.07%                     248  3.0455 21.21% 10.08%                     103  2.9048 24.60% 29.13%                     157  3.2222 18.82% 22.93%                     144  3.3704 28.15% 33.33%                  4,707  3.0394 27.21% 25.32%                     104  3.0714 19.77% 13.46%                       70  3 28.10% 15.71%                     238  3.1034 32.41% 44.96%                       80  3.5556 24.60% 23.75%                  8,036  3.0439 25.61% 22.44%                       55  3.2222 16.11% 10.91%                     166  2.9 26.00% 19.88%                     198  2.8571 26.19% 22.22%                       81  2.9167 27.86% 20.99%                  3,836  3.0279 27.66% 25.13%                       91  2.6667 31.25% 27.47%                       61  2.75 29.17% 24.59%                       88  3.4286 40.10% 37.50%                     100  2.68 36.83% 34.00%                  7,476  2.9236 26.56% 26.65%                       42  3.1 26.50% 42.86% 2 . 0    1.02     1.03     1.04     1.05     1.06     1.07     1.08     1.09     1.10     1.11     1.12     1.13     1.14     1.15     1.16     1.17     1.18     1.19     1.20     1.21     1.22     1.23     1.24     1.25     1.26     1.27     1.28     1.29     1.30     1.31     1.32     1.33     1.34     1.35     1.36     1.37     1.38     1.40     1.41     1.42     1.43     1.44     1.45     1.46     1.47     1.48     1.49     1.50     1.51     1.52     1.53  0.01 0.02 0.03 0.04 0.05                               1                                1                                3                            128                                1                                3                                6                                3                            253                                1                                3                               â€                                 â€                              102                                2                                3                               â€                                  1                            202                                1                               â€                                 â€                                 â€                                69                                1                               â€                                  1                               â€                              186                               â€                                 â€                                 â€                                 â€                                65                                1                                1                                1                            144                               â€                                  1                               â€                                 â€                                29                               â€                                  1                               â€                                  1                            126                               â€                                 â€                                  2                       1                       2                      â€                       20                      â€                         2                      â€                        â€                       55                      â€                        â€                        â€                        â€                       19                      â€                         1                      â€                        â€                       41                       2                      â€                         1                       1                     11                      â€                        â€                        â€                        â€                       34                      â€                        â€                        â€                        â€                         8                      â€                        â€                        â€                       34                      â€                        â€                         1                      â€                       10                      â€                        â€                         1                      â€                       26                       1                      â€                        â€                         2                       1                      â€                       35                       1                      â€                        â€                         1                     58                      â€                         2                      â€                        â€                       22                      â€                        â€                        â€                        â€                       38                      â€                        â€                         1                       3                     19                      â€                        â€                        â€                        â€                       25                      â€                        â€                        â€                        â€                       10                      â€                        â€                        â€                       31                       1                      â€                        â€                        â€                         6                      â€                         1                      â€                        â€                       25                       1                      â€                        â€                         1                      â€                         1                     20                      â€                         1                      â€                         1                     50                       1                      â€                        â€                        â€                       20                      â€                        â€                         1                      â€                       35                      â€                        â€                        â€                        â€                       10                      â€                        â€                        â€                         1                     28                      â€                        â€                        â€                        â€                         6                      â€                        â€                        â€                       28                      â€                         1                      â€                         1                     10                      â€                        â€                        â€                        â€                       18                      â€                        â€                        â€                        1                     â€                       â€                      28                      1                     â€                        2                     â€                      48                     â€                       â€                       â€                        2                    14                      1                     â€                       â€                       â€                      36                     â€                       â€                       â€                       â€                      11                     â€                        1                     â€                        1                    24                     â€                        1                     â€                       â€                      12                     â€                       â€                       â€                      29                     â€                       â€                       â€                       â€                        9                     â€                        1                     â€                        1                    18                     â€                       â€                       â€                       â€                       â€                       â€                      24                     â€                        1                     â€                        1                    45                      1                     â€                       â€                       â€                      13                     â€                        1                      1                      1                    36                     â€                       â€                       â€                        1                    10                     â€                        1                     â€                       â€                      26                     â€                        1                     â€                       â€                      11                     â€                       â€                       â€                      24                     â€                       â€                       â€                       â€                      10                     â€                        1                     â€                       â€                      24                     â€                       â€                       â€    Order<50Ctx @NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                     2                      3                      2                    82                      1                      3                      2                      1                 190                      3                      4                      1                      1                    63                      2                      1                      4                     â€                   148                     â€                        2                      2                      1                    64                      1                     â€                        2                      1                 124                     â€                       â€                        1                      1                    34                     â€                       â€                       â€                      77                     â€                        2                      1                      1                    27                      1                      1                     â€                       â€                      92                      1                     â€                       â€                     2                   2                   1              117                   2                   1                 â€                     2              232                   2                   2                   2                   1                63                   2                   2                   2                   1              178                   2                 â€                     2                 â€                  57                   1                 â€                   â€                   â€                133                   1                 â€                   â€                   â€                  40                   4                   2                 â€                124                 â€                     2                   1                 â€                  43                 â€                     1                   1                   1              103                 â€                   â€                   â€                     3                 â€                   â€                  53                   1                   4                 â€                   â€                120                 â€                   â€                     2                 â€                  47                 â€                   â€                     3                 â€                109                   1                 â€                   â€                     2                38                 â€                     2                   1                 â€                113                   1                   1                   1                 â€                  22                   1                 â€                     1                58                 â€                   â€                   â€                   â€                  20                 â€                   â€                   â€                   â€                  73                 â€                   â€                     2  >.30,  <=.40 >.40,  <=.50 >.50                1                 1                â€                 41                â€                  â€                  â€                   1               59                â€                  â€                  â€                   2               34                 1                â€                  â€                  â€                 68                â€                   1                â€                   1               27                â€                  â€                  â€                   2               67                â€                  â€                  â€                  â€                 22                â€                  â€                  â€                 45                 1                 1                â€                  â€                 20                 2                â€                  â€                  â€                 46                â€                  â€                  â€                  1               â€                  1              32               â€                  1                1               â€                52               â€                 â€                  1               â€                32                2                1               â€                 â€                60                1                1               â€                 â€                34               â€                  1               â€                 â€                42               â€                  1               â€                 â€                24               â€                  1                1              37               â€                  1                1               â€                25               â€                 â€                  1               â€                38               â€                  2               â€                 â€                 â€                 â€                19               â€                 â€                 â€                 â€                50                2                1               â€                  1              17               â€                  1                1                1              52               â€                  1               â€                 â€                19               â€                 â€                 â€                 â€                49                2               â€                 â€                 â€                18                1               â€                 â€                55               â€                 â€                 â€                 â€                21               â€                 â€                 â€                 â€                48               â€                 â€                 â€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                       68  3.3333 6.67% 14.71%                       50  2.6 10.00% 2.00%                       38  3 29.17% 57.89%                  2,924  3.0256 24.74% 20.79%                       30  3.1667 21.67% 13.33%                     104  2.8333 17.08% 14.42%                       57  2.6364 50.00% 77.19%                       93  2.5556 33.33% 12.90%                  5,555  2.945 23.92% 22.93%                     112  3.625 16.25% 11.61%                       61  3.0833 20.83% 24.59%                       13  3 5.56% 7.69%                       34  3.2857 0.00% 0.00%                  2,113  3.0232 26.02% 28.82%                       60  3 20.00% 48.33%                       61  2.5 30.00% 16.39%                       35  2.9091 4.55% 2.86%                       19  3 50.00% 15.79%                  3,995  2.9671 24.52% 22.98%                       14  2.5714 41.43% 50.00%                       23  3.2 8.00% 8.70%                       10  2.6667 0.00% 0.00%                       67  3.3333 0.00% 0.00%                  1,816  3.1468 24.01% 19.55%                          6  3 33.33% 66.67%                       14  4 0.00% 0.00%                       19  2.25 25.00% 21.05%                       10  2.4 0.00% 0.00%                  3,299  2.925 26.99% 24.25%                       13  2.5 0.00% 0.00%                          9  3.25 0.00% 0.00%                          3  3 0.00% 0.00%                       49  2 0.00% 0.00%                  1,392  3.1423 26.70% 24.14%                       47  3.1429 12.86% 19.15%                       27  3.5 25.00% 74.07%                       28  2.3333 33.33% 17.86%                  2,856  2.926 24.86% 20.94%                          3  2.5 0.00% 0.00%                       38  2.75 15.63% 5.26%                       23  3.25 0.00% 0.00%                          5  2.5 0.00% 0.00%                     952  3.0917 16.18% 15.86%                          5  3 0.00% 0.00%                       44  3.3333 35.56% 50.00%                       20  3.3333 0.00% 0.00%                       17  2.6667 33.33% 11.76%                  2,449  2.9119 24.21% 19.52%                       46  2.6667 0.00% 0.00%                       17  4.5 0.00% 0.00%                          7  3.25 75.00% 71.43% 3 . 0    1.54     1.55     1.56     1.57     1.58     1.59     1.60     1.61     1.62     1.63     1.64     1.65     1.66     1.67     1.68     1.70     1.71     1.72     1.73     1.75     1.76     1.77     1.79     1.80     1.81     1.82     1.83     1.84     1.85     1.88     1.90     1.91     1.93     1.95     1.97     1.98     1.99     2.00     2.04     2.05     2.06     2.09     2.10     2.12     2.15     2.16     2.17     2.18     2.19     2.20     2.23  0.01 0.02 0.03 0.04 0.05                              â€                                40                               â€                                  2                               â€                                  1                            109                               â€                                  1                               â€                                 â€                                34                               â€                                  1                               â€                                89                               â€                                 â€                                 â€                                32                                2                                1                                2                              97                               â€                                 â€                                  1                               â€                                28                               â€                                79                               â€                                 â€                                24                                1                               â€                                 â€                                78                               â€                                19                                1                                1                              51                               â€                                19                                1                               â€                                 â€                                 â€                                58                               â€                        â€                         4                       1                      â€                        â€                        â€                       20                      â€                        â€                        â€                        â€                         4                      â€                         1                      â€                       20                      â€                        â€                        â€                         3                      â€                        â€                        â€                       15                      â€                        â€                        â€                        â€                         6                      â€                       12                      â€                        â€                         6                       1                      â€                        â€                         4                      â€                         6                      â€                        â€                       10                      â€                         2                      â€                        â€                        â€                        â€                         1                      â€                        â€                         6                      â€                        â€                        â€                        â€                       19                      â€                         1                      â€                        â€                       10                      â€                        â€                        â€                       22                      â€                        â€                        â€                         2                      â€                        â€                        â€                       10                      â€                        â€                        â€                        â€                         7                      â€                       13                      â€                        â€                         4                      â€                        â€                        â€                         7                      â€                         3                      â€                        â€                         9                      â€                         2                      â€                        â€                        â€                        â€                         5                      â€                        â€                         6                      â€                        â€                        â€                        â€                       19                      â€                        â€                        â€                        â€                         4                      â€                        â€                        â€                       27                      â€                        â€                        â€                         8                      â€                        â€                        â€                       17                       1                      â€                        â€                        â€                         5                      â€                         8                      â€                        â€                         1                      â€                        â€                        â€                       15                      â€                         3                      â€                        â€                         5                      â€                         1                      â€                        â€                        â€                        â€                         5                      â€                       â€                      10                     â€                       â€                       â€                       â€                      24                     â€                       â€                       â€                       â€                        3                     â€                       â€                       â€                      11                     â€                       â€                       â€                        1                     â€                       â€                       â€                      12                     â€                       â€                       â€                       â€                        6                     â€                        9                     â€                       â€                        4                     â€                       â€                       â€                        9                     â€                        3                     â€                       â€                      10                     â€                        7                     â€                       â€                       â€                       â€                        8                     â€                       â€                        4                     â€                       â€                       â€                       â€                      21                     â€                       â€                       â€                       â€                        4                     â€                       â€                       â€                      13                     â€                       â€                       â€                        5                     â€                       â€                       â€                      14                     â€                       â€                       â€                       â€                        4                     â€                        6                     â€                       â€                        3                     â€                       â€                       â€                        9                     â€                        2                     â€                       â€                      11                     â€                        2                     â€                       â€                       â€                       â€                        3                     â€    Order<50Ctx @NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                     1                    26                      3                     â€                       â€                       â€                      63                     â€                       â€                        1                      1                    20                      1                      1                     â€                      62                     â€                       â€                       â€                        9                     â€                       â€                       â€                      56                     â€                       â€                       â€                        1                    24                     â€                      52                     â€                       â€                      11                     â€                        1                     â€                      48                     â€                      13                     â€                       â€                      48                      1                    11                     â€                       â€                        1                     â€                      21                     â€                   â€                  27                   1                   1                 â€                   â€                106                 â€                     1                 â€                     1                33                 â€                   â€                   â€                  84                   2                   2                 â€                  20                 â€                   â€                   â€                  58                 â€                   â€                   â€                   â€                  26                 â€                  79                   2                   1                12                   2                   2                 â€                  48                 â€                  19                 â€                   â€                  36                   1                19                 â€                   â€                   â€                     1                47                 â€                   â€                  23                 â€                   â€                   â€                     1                70                 â€                   â€                   â€                   â€                  11                   1                   1                 â€                  57                 â€                   â€                     1                17                 â€                   â€                   â€                  53                 â€                   â€                   â€                   â€                  19                 â€                  39                 â€                   â€                  21                 â€                     1                 â€                  40                 â€                  14                 â€                   â€                  26                   1                13                 â€                     1                 â€                   â€                  29                   1  >.30,  <=.40 >.40,  <=.50 >.50               â€                 19                â€                  â€                   1                â€                 45                 1                â€                  â€                  â€                 17                â€                  â€                   1               32                â€                   1                â€                 15                â€                  â€                  â€                 48                â€                  â€                  â€                  â€                 10                â€                 39                â€                  â€                   8                â€                  â€                  â€                 28                â€                 13                â€                  â€                 26                â€                   5                â€                  â€                   1                â€                 31                 1               â€                18                1                1               â€                 â€                39               â€                  1               â€                 â€                14               â€                 â€                 â€                31               â€                  1                1              11               â€                 â€                  2              23               â€                  1                1               â€                13               â€                30               â€                 â€                  7               â€                 â€                 â€                33               â€                  5               â€                 â€                23               â€                  6               â€                 â€                 â€                 â€                23               â€                 â€                25               â€                  1               â€                  1              55               â€                  1               â€                 â€                23               â€                 â€                  1              58               â€                 â€                 â€                25               â€                 â€                 â€                51               â€                  2               â€                 â€                14                1              39               â€                 â€                22               â€                 â€                  1              46                2              18               â€                 â€                45               â€                16               â€                  1               â€                 â€                59               â€    Average  Average  Percent of  Total Contracts  Number of  order  Traded Participants initiator  receives                          5  4 0.00%                     930  3.0918 19.95%                       24  3 0.00%                       23  3 30.00%                          3  4 0.00%                       14  2.3333 33.33%                  2,462  2.9773 22.37%                          4  4 0.00%                       28  3.6 28.00%                          3  2 0.00%                       35  2.5 0.00%                     915  3.1395 22.42%                          6  3 0.00%                          6  3.25 25.00%                       24  3 0.00%                  2,038  2.9278 21.37%                       13  2 0.00%                       10  3.25 0.00%                          2  5 50.00%                     747  3.0922 23.39%                          6  2.5 70.00%                          1  3 100.00%                          7  3 37.50%                  1,863  2.9442 26.95%                       20  2 0.00%                       12  3.5 0.00%                          5  1.5 50.00%                          2  3 0.00%                     762  2.9545 19.58%                          4  4 0.00%                  1,388  2.9156 25.33%                       10  2 0.00%                          5  3 0.00%                     497  3.1176 25.14%                       32  4.5 16.29%                          8  2.5 0.00%                       15  5 0.00%                  1,436  2.9719 25.44%                          3  5 25.00%                     519  3.1282 21.13%                          1  3 100.00%                          1  2 100.00%                  1,007  2.9864 21.61%                       33  3.3333 13.33%                     421  3.0588 21.21%                       10  2 100.00%                       26  4.5 8.00%                          8  4 0.00%                       10  3 0.00%                  1,104  2.9324 25.70%                          4  2 0.00% Average  Percent of  contracts  initiator  receives 0.00% 18.06% 0.00% 26.09% 0.00% 14.29% 22.14% 0.00% 17.86% 0.00% 0.00% 24.81% 0.00% 33.33% 0.00% 15.21% 0.00% 0.00% 50.00% 25.03% 50.00% 100.00% 42.86% 23.19% 0.00% 0.00% 80.00% 0.00% 16.14% 0.00% 27.67% 0.00% 0.00% 27.36% 9.38% 0.00% 0.00% 22.63% 33.33% 24.28% 100.00% 100.00% 14.00% 12.12% 18.29% 100.00% 15.38% 0.00% 0.00% 29.53% 0.00% 4 . 0    2.24     2.25     2.28     2.30     2.33     2.34     2.35     2.36     2.37     2.39     2.40     2.41     2.42     2.44     2.45     2.49     2.50     2.53     2.55     2.59     2.60     2.63     2.65     2.70     2.73     2.75     2.76     2.77     2.80     2.81     2.85     2.86     2.90     2.91     2.95     2.99     3.00     3.02     3.03     3.04     3.05     3.07     3.10     3.15     3.20     3.25     3.30     3.35     3.40     3.45     3.48  0.01 0.02 0.03 0.04 0.05                              â€                                20                                1                              50                               â€                                 â€                                46                               â€                                 â€                                 â€                                63                               â€                                  1                               â€                                22                                1                              61                               â€                                10                                1                              53                               â€                                  8                              38                               â€                                13                               â€                                  1                              47                               â€                                16                               â€                                36                               â€                                  7                               â€                                41                               â€                                  1                               â€                                  8                               â€                                33                                7                              20                                1                              19                                4                              24                                9                               â€                        â€                         4                      â€                         6                      â€                        â€                         2                      â€                        â€                        â€                         5                      â€                        â€                        â€                         1                      â€                       10                      â€                         3                      â€                       10                      â€                        â€                         4                      â€                         1                      â€                        â€                         3                      â€                        â€                        â€                         2                      â€                         1                      â€                         6                      â€                        â€                        â€                         2                      â€                         3                      â€                         5                      â€                         4                       2                       5                       1                      â€                        â€                         2                      â€                       11                      â€                        â€                         7                       1                      â€                        â€                         6                      â€                        â€                        â€                        â€                        â€                         5                      â€                         1                       1                       6                      â€                        â€                         7                      â€                         2                      â€                        â€                         3                      â€                        â€                        â€                         6                      â€                         2                      â€                         9                      â€                        â€                        â€                        â€                        â€                         2                       3                       4                      â€                         1                      â€                         3                       1                      â€                        â€                         1                      â€                         7                      â€                        â€                         7                      â€                        â€                        â€                       10                      â€                        â€                        â€                         5                      â€                         9                      â€                         1                      â€                         3                      â€                         3                       8                      â€                        â€                        â€                        â€                         4                      â€                         1                      â€                         6                      â€                         2                      â€                         2                      â€                        â€                        â€                         1                      â€                         2                       3                       3                       1                       2                       1                       2                       1                      â€                       â€                        1                     â€                        4                     â€                       â€                        2                     â€                       â€                       â€                        9                     â€                       â€                       â€                        2                     â€                      11                     â€                        2                     â€                        9                     â€                        2                      4                     â€                        2                     â€                       â€                        7                     â€                        1                     â€                        2                     â€                        1                     â€                        6                     â€                       â€                       â€                       â€                       â€                        2                      3                     â€                       â€                        2                     â€                        1                     â€                       â€                       â€                        2                     â€                        8                     â€                       â€                        1                     â€                       â€                       â€                        8                     â€                       â€                       â€                        1                     â€                        8                     â€                        1                     â€                        3                     â€                        2                      7                     â€                       â€                       â€                       â€                        2                     â€                       â€                       â€                        4                     â€                        4                     â€                        2                     â€                       â€                       â€                        2                     â€                        4                      2                     â€                        2                      2                     â€                        3                     â€                       â€    Order<50Ctx @NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                      10                     â€                      25                     â€                        1                    10                     â€                       â€                       â€                      28                     â€                       â€                       â€                        7                     â€                      26                     â€                        7                     â€                      24                     â€                        4                    24                     â€                        4                     â€                       â€                      25                     â€                        5                     â€                      21                     â€                        7                      1                    13                     â€                       â€                       â€                        2                     â€                        8                      2                      7                     â€                        8                      1                      7                      3                     â€                   â€                  14                 â€                  37                 â€                   â€                  15                   1                   1                 â€                  41                 â€                   â€                   â€                     9                   1                44                 â€                  11                 â€                  50                   1                11                36                 â€                     5                   1                 â€                  25                   1                   3                   1                20                 â€                     6                 â€                  25                 â€                   â€                     1                   3                 â€                  22                   5                15                   1                22                   1                19                   5                   1                 â€                     6                 â€                  32                 â€                   â€                  11                 â€                     1                 â€                  24                 â€                   â€                   â€                     5                 â€                  33                 â€                     6                 â€                  24                 â€                     5                35                 â€                     8                 â€                   â€                  15                 â€                     5                 â€                  19                 â€                     7                 â€                  13                 â€                   â€                   â€                     2                 â€                  11                   4                13                   3                18                   2                   9                   3                 â€    >.30,  <=.40 >.40,  <=.50 >.50                1                 5                â€                 23                â€                  â€                   6                â€                  â€                  â€                 26                 1                â€                  â€                   6                â€                 16                â€                   3                â€                 34                â€                   2               27                â€                   5                â€                  â€                 21                â€                   4                â€                 15                â€                   4                â€                 19                â€                  â€                  â€                   3                â€                   8                 1                 8                 3                 6                 2               10                 3                â€                 â€                  5               â€                22               â€                 â€                  2               â€                 â€                 â€                20               â€                 â€                 â€                11               â€                19                1                4               â€                20               â€                  8              22               â€                  1               â€                 â€                22               â€                  7               â€                10                1                2               â€                18               â€                 â€                 â€                  4                1              11                2              13                4                4                1                5                3               â€                 â€                12               â€                53                1               â€                11               â€                 â€                  2              54               â€                 â€                  1              13               â€                69               â€                16               â€                67               â€                18              50                1                7               â€                 â€                44               â€                14               â€                38                1                6               â€                41                1               â€                 â€                  6               â€                30                4              36                5              15                2              28                6               â€    Average  Average  Percent of  Total Contracts  Number of  order  Traded Participants initiator  receives                          2  4 0.00%                     402  3.05 26.23%                          1  2 100.00%                  1,011  2.8736 23.61%                          6  3 0.00%                       20  5 40.00%                     491  3.0085 35.42%                       12  1.5 0.00%                       10  3 0.00%                          2  2.5 50.00%                  1,089  2.8415 26.56%                          1  4 0.00%                          1  2 100.00%                          4  4 0.00%                     331  2.8816 27.35%                          3  2 50.00%                  1,064  2.9121 21.99%                          2  2 50.00%                     259  2.8571 15.87%                          3  1.5 50.00%                  1,064  3.0068 21.58%                          5  3 0.00%                     298  3.4098 20.16%                     900  2.876 18.60%                          8  3 0.00%                     188  2.7083 30.00%                       15  2 0.00%                       10  2 100.00%                     778  2.8483 25.83%                          2  2 0.00%                     172  2.9057 35.85%                          4  3 0.00%                     575  2.7861 25.10%                       18  3 0.00%                     207  2.5714 14.42%                       10  1 0.00%                     599  2.7619 28.21%                          5  3 0.00%                       20  3 50.00%                          1  1 0.00%                     182  2.7576 21.97%                          5  2 0.00%                     487  2.797 29.20%                     110  2.6 21.43%                     420  2.879 23.79%                     113  3.0526 17.89%                     386  2.6566 23.47%                       72  2.625 30.63%                     406  2.7818 29.01%                     167  2.3438 26.61%                          2  2 0.00% Average  Percent of  contracts  initiator  receives 0.00% 37.31% 100.00% 20.47% 0.00% 40.00% 33.20% 0.00% 0.00% 50.00% 24.61% 0.00% 100.00% 0.00% 27.49% 33.33% 21.71% 50.00% 17.37% 66.67% 17.76% 0.00% 18.12% 14.11% 0.00% 32.45% 0.00% 100.00% 24.42% 0.00% 30.81% 0.00% 24.87% 0.00% 14.98% 0.00% 24.04% 0.00% 50.00% 0.00% 29.12% 0.00% 30.80% 22.73% 17.38% 17.70% 22.02% 15.28% 24.88% 34.13% 0.00% 5 . 0    3.50     3.55     3.60     3.64     3.65     3.67     3.70     3.73     3.75     3.80     3.85     3.90     3.92     3.93     3.94     3.95     4.00     4.05     4.10     4.15     4.20     4.25     4.30     4.35     4.36     4.40     4.45     4.50     4.55     4.60     4.65     4.70     4.75     4.80     4.85     4.90     5.00     9.20  0.01 0.02 0.03 0.04 0.05                             29                                4                              16                                1                                4                               â€                                14                               â€                                  7                              10                                5                              19                                1                                1                               â€                                  3                                6                                5                                9                                4                                9                                2                                9                                1                                1                                9                                1                              13                               â€                                  6                                3                                6                                6                                4                                1                                1                               â€                                 â€                         2                       1                       2                      â€                        â€                        â€                         1                      â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                         1                       1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         2                      â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                         4                      â€                         1                      â€                        â€                        â€                        â€                         2                      â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                         1                      â€                         2                      â€                         1                      â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                         1                      â€                         1                      â€                        â€                        â€                        â€                        â€                         2                      â€                        â€                        â€                        â€                        â€                        â€                        â€                         2                      â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                         2                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                         1                      â€                        â€                        â€                        â€                        1                     â€                       â€                       â€                       â€                       â€                        2                     â€                       â€                       â€                       â€                        3                     â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                        2                     â€                       â€                       â€                       â€                       â€                       â€                        2                     â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                        2                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                        2                     â€                       â€                       â€                       â€    Order<50Ctx @NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                     5                     â€                        4                     â€                        2                     â€                        7                     â€                        3                      8                      3                      5                     â€                       â€                       â€                        1                      3                      1                      4                      1                      3                      1                      7                      1                     â€                        9                      1                      3                     â€                       â€                        1                     â€                        2                      3                     â€                        2                     â€                       â€                  14                   1                10                 â€                     4                 â€                  14                 â€                     2                   7                   2                   5                 â€                   â€                   â€                     3                   5                 â€                  11                   2                   3                   2                   4                   1                 â€                     1                 â€                     4                   1                 â€                   â€                     2                   2                   2                 â€                     1                   1                 â€                     9                   2                11                 â€                     3                 â€                  11                   1                   3                   6                   3                   3                 â€                   â€                   â€                     1                   5                   2                   2                   2                 â€                   â€                     3                 â€                   â€                     6                 â€                     5                 â€                     4                 â€                     2                 â€                   â€                   â€                     1                 â€                   â€    >.30,  <=.40 >.40,  <=.50 >.50              10                 2                 5                â€                   2                â€                   6                â€                   1                 8                â€                   5                â€                  â€                  â€                   1                 3                 1                 1                â€                   3                 1                 5                 1                â€                   6                 1                 3                â€                   1                â€                   2                â€                   2                â€                   1                 1                â€                  9                1                3               â€                  3               â€                  9               â€                 â€                  6               â€                  2               â€                 â€                 â€                  1                4                1                4               â€                  2               â€                  1                1               â€                  2               â€                  3               â€                  1               â€                  1               â€                  2               â€                 â€                  1               â€                22                6              16               â€                  6                1              16               â€                  2              22                5              19               â€                 â€                 â€                  2                6                3              11                6              10                2              17               â€                 â€                  5               â€                  4               â€                  6                2                2               â€                  1               â€                  2                1                1  Average  Average  Percent of  Total Contracts  Number of  order  Traded Participants initiator  receives                     408  2.6019 32.23%                       94  3.1053 30.70%                     192  2.5753 29.00%                          1  2 100.00%                       93  2.76 21.60%                       11  3 0.00%                     348  2.7403 22.44%                          4  3 0.00%                       62  2.6667 36.11%                     245  2.726 18.22%                       56  2.6316 23.16%                     163  2.6842 43.25%                          3  2 100.00%                          2  2 100.00%                          2  2 0.00%                       39  2.5833 25.00%                       87  2.3824 24.51%                       72  2.2143 35.71%                     199  2.5 26.10%                       62  2.9375 25.00%                     111  2.5938 38.28%                       13  2.5 30.00%                     210  2.5625 32.36%                       21  2 23.33%                          5  2 100.00%                     119  2.3421 27.63%                          7  2.3333 44.44%                     232  2.2432 38.92%                       24  3 0.00%                       80  2.3333 36.11%                       59  2.8333 50.00%                       70  1.95 31.67%                       22  1.9 60.00%                       60  2.6111 30.56%                          1  1 100.00%                       21  1.625 25.00%                          6  2.5 50.00%                          1  4 100.00% Average  Percent of  contracts  initiator  receives 29.41% 29.79% 20.31% 100.00% 22.58% 0.00% 18.97% 0.00% 27.42% 13.47% 12.50% 39.26% 100.00% 100.00% 0.00% 20.51% 16.09% 43.06% 24.12% 8.06% 39.64% 30.77% 26.67% 23.81% 100.00% 23.53% 28.57% 45.26% 0.00% 35.00% 11.86% 32.86% 81.82% 25.00% 100.00% 9.52% 50.00% 100.00% 6 . Improvement 0 Spread    0.01     0.02     0.03     0.04     0.05     0.06     0.07     0.08     0.09     0.10     0.11     0.12     0.13     0.14     0.15     0.16     0.17     0.18     0.19     0.20     0.21     0.22     0.23     0.24     0.25     0.26     0.27     0.28     0.29     0.30     0.31     0.32     0.33     0.34     0.35     0.36     0.37     0.38     0.39  0.01 0.02 0.03 0.04 0.05 >.05,  <=.10                          288                           985                           843                           663                           601                           335                           257                           217                           145                           587                              91                              73                              71                              65                           355                              33                              31                              27                              23                           234                              14                              11                              17                              10                           150                              11                                9                              11                                4                           110                                7                                4                                3                                7                              68                                5                                1                                2                                1             24             81          124          139          264          159          144          114             85          373             51             55             31             31          271             21             18             10             11          168               9             11             17               8          103               3               6               6               4             70               3               1               2               4             34               1               1               2               1              â€                 1             15             23             94             49             48             41             67          216             24             28             25             19          215             15             15               6               8          150               9             14               8               4          107              â€                 6               2               4             74               6              â€                 2               3             39               1               1               3               1              â€                â€                 1               5             22               8             21             17             24          146             20             19             17             16          137             12               9               8             12          121               8             11               7               4             87               1               4               3              â€               68               7               1               2               3             37               2               1               1               1            â€              â€              â€               2           16             1             4           10             6           67             8           10           11           15           82             5           12             6             7           85             5             6             4             5           73             3             4             2             1           54             4             1             3             4           32             1             1             3             1            â€              â€              â€              â€               4            â€               1             1             5           39             7             3             7             4           56             5             6             4             6           53             3             3             4             2           56             2             1             3             2           60             3            â€               1             2           18             4            â€               1            â€              â€              â€              â€              â€              â€              â€              â€              â€               2           14             2             3             7             6           64           13             9             7             6           86             5             5             5             3           85             3             5             5             2           78             2             2             3             5           34             2             2            â€              â€    Order>=50Ctx @NBBO Customer >.10,  >.20,  >.30,  >.40,  <=.20 <=.30 <=.40 <=.50          â€             â€             â€             â€             â€             â€             â€             â€             â€             â€             â€             â€             â€             â€              3            2            2           â€              2          11           â€              2            1            1          21            1            1            2            2          24            2            2            2            2          13           â€              2           â€             â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€             1          â€            â€            â€             1           1          â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€    >.50        â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€    Total  Average  Contracts  Number of  Traded Participants          23,839           79,072           74,095           59,304           68,796           38,466           31,670           25,251           20,891           86,767           12,861           11,692           10,634             9,926           64,930             6,329             5,776             4,308             3,827           46,000             2,881             2,852             3,176             2,393           30,823             1,620             2,195             1,799                930           24,023             1,086                745                800             1,563           11,738                870                600                580                309  4.3725 3.4838 3.5404 3.529 3.5196 3.5029 3.4681 3.3547 3.5786 3.5379 3.3663 3.3711 3.2365 3.2482 3.3666 3.1818 3.3896 3.4068 3.2963 3.392 3.0238 3.4524 3.2 2.96 3.335 2.7778 3.4074 2.8571 3.3077 3.2524 3.3125 3 3.3846 2.7619 3 2.4545 2.7778 3.75 2.5 Average  Average  Percent of  Percent of  order  contracts  initiator  initiator  receives receives 38.35% 39.67% 62.22% 62.08% 54.24% 54.28% 51.44% 51.10% 42.44% 43.51% 41.58% 42.56% 38.16% 38.48% 40.98% 41.20% 34.34% 34.05% 35.24% 35.29% 36.60% 36.86% 33.82% 34.05% 35.33% 36.80% 35.60% 38.34% 30.68% 30.72% 30.30% 27.62% 29.58% 27.29% 31.02% 27.41% 25.80% 24.95% 29.66% 29.00% 29.21% 25.58% 22.19% 23.74% 21.09% 19.87% 26.11% 27.08% 29.08% 28.28% 41.89% 33.09% 26.70% 25.51% 39.25% 38.35% 27.23% 24.19% 26.16% 25.62% 30.31% 27.90% 31.50% 28.19% 18.23% 19.00% 30.24% 24.82% 28.28% 30.47% 37.14% 39.66% 20.00% 23.33% 20.00% 17.24% 25.00% 16.18% 7 . 0    0.40     0.41     0.42     0.43     0.44     0.45     0.46     0.47     0.48     0.49     0.50     0.51     0.52     0.53     0.54     0.55     0.56     0.57     0.59     0.60     0.61     0.62     0.63     0.65     0.66     0.67     0.68     0.69     0.70     0.71     0.73     0.74     0.75     0.78     0.80     0.83     0.84     0.85     0.86     0.87  0.01 0.02 0.03 0.04 0.05 >.05,  <=.10                             57                                2                                1                                3                                2                              32                                3                                3                                4                                2                              46                                1                               â€                                 â€                                 â€                                16                                1                                1                                1                              29                                1                                1                               â€                                  5                               â€                                 â€                                  1                                1                              13                               â€                                 â€                                 â€                                10                               â€                                18                               â€                                 â€                                  2                               â€                                  1             38               1               3               3              â€               13               1              â€                 1               1             24               1              â€                 1              â€                 7               1              â€                â€               18               1              â€                â€                 5              â€                â€                â€                â€               11               1              â€                â€                 3              â€                 8              â€                â€                 1              â€                 1             39               1               2              â€                 1             18               1               1              â€                 2             24               2              â€                â€                â€                 7              â€                â€                â€               22               1              â€                â€                 5              â€                â€                 1              â€               11              â€                â€                â€                 4              â€                 6              â€                â€                 3              â€                 1             30               1               1               1              â€               17               1               1              â€                 1             26              â€                 1              â€                 1               6               1              â€                â€               19               1              â€                â€                 9               1              â€                â€                â€                 8              â€                â€                â€                 2              â€                 6              â€                 1               3              â€                â€             29             1             2             4            â€             17             1             1            â€               1           15            â€              â€              â€              â€               5            â€              â€              â€             12            â€              â€              â€               7            â€              â€              â€              â€             10            â€              â€              â€               2            â€               9            â€              â€               2            â€              â€             22             1             1            â€              â€             11            â€               1            â€               2           20             1            â€              â€              â€               7            â€              â€              â€             11            â€              â€              â€               7            â€              â€              â€               2             7            â€              â€               1             1            â€             10            â€              â€               1            â€              â€             32             2             1             4             1           28             3             1             1             3           43             1            â€              â€              â€             12             1            â€              â€             23            â€               1            â€             14            â€               2            â€              â€               8            â€              â€              â€               5            â€             15             1            â€               1            â€              â€    Order>=50Ctx @NBBO Customer >.10,  >.20,  >.30,  >.40,  <=.20 <=.30 <=.40 <=.50         21           â€              1            2            1          17           â€             â€             â€             â€            23            2           â€              1            1            9           â€             â€             â€            22           â€             â€              2            5           â€             â€             â€             â€              7            1            1           â€              4            1          15           â€             â€              3           â€             â€             2          â€            â€             1          â€             3          â€            â€             1          â€             4          â€            â€            â€            â€             3          â€            â€            â€             8          â€             2          â€             2          â€            â€            â€            â€             1          â€             2          â€             2          â€             7           1          â€             5          â€            â€            â€            â€            â€            â€            â€             3          â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€             3          â€            â€            â€             1          â€            â€            â€            â€             1          â€            â€            â€             1          â€             3          â€            â€             1          â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€             2          â€            â€            â€             1          â€            â€            â€            â€            â€            â€            â€            â€             1          â€             1          â€            â€            â€            â€            â€    >.50        â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€            2         â€           â€           â€           â€           â€           â€           â€           â€            1         â€            1         â€           â€            1          1         â€    Total  Average  Contracts  Number of  Traded Participants          10,509                400                605                735                300             7,237                763                366                505                350             8,239                285                160                110                110             3,244                530                100                100             5,527                300                365                200             1,680                   60                100                100                205             2,594                118                170                   50             1,810                100             3,404                100                   60                872                   60                100  3.1096 3.25 3.2222 3.3 3 3.1132 2.3333 2.8333 2.4286 2.8 3.1765 2 3 4 3 3.0217 3 2 3 2.9747 2.5 3.5 3 3.2857 3 3 2 2.5 2.8333 2.5 4.6667 2 3.1154 3 3.2174 3.5 1 3.8462 5 4 Average  Average  Percent of  Percent of  order  contracts  initiator  initiator  receives receives 23.74% 21.91% 35.00% 32.50% 9.56% 7.11% 14.50% 13.61% 30.00% 41.67% 24.51% 24.61% 39.09% 33.68% 31.57% 27.60% 42.86% 38.61% 33.60% 38.29% 30.58% 28.97% 12.27% 9.47% 0.00% 0.00% 20.00% 21.82% 0.00% 0.00% 26.37% 28.11% 25.00% 18.87% 100.00% 100.00% 60.00% 60.00% 21.95% 19.90% 25.00% 16.67% 35.00% 38.36% 0.00% 0.00% 10.87% 9.88% 0.00% 0.00% 0.00% 0.00% 50.00% 50.00% 17.00% 24.88% 30.97% 36.39% 20.00% 16.95% 13.33% 16.47% 0.00% 0.00% 29.07% 26.69% 0.00% 0.00% 25.68% 27.26% 0.00% 0.00% 0.00% 0.00% 19.21% 20.53% 0.00% 0.00% 25.00% 25.00% 8 . 0    0.88     0.90     0.91     0.92     0.94     0.95     1.00     1.01     1.02     1.05     1.07     1.10     1.15     1.17     1.20     1.25     1.28     1.30     1.35     1.40     1.45     1.50     1.55     1.57     1.60     1.64     1.70     1.75     1.80     1.85     1.90     1.94     1.95     2.00     2.05     2.10     2.11     2.20     2.30     2.40  0.01 0.02 0.03 0.04 0.05 >.05,  <=.10                              â€                                14                               â€                                 â€                                 â€                                  4                                9                               â€                                 â€                                  4                               â€                                  7                                1                               â€                                  8                               â€                                  1                                3                                1                                5                                2                                4                               â€                                 â€                                 â€                                 â€                                 â€                                  2                                1                               â€                                  1                               â€                                  1                                3                               â€                                 â€                                 â€                                  2                                1                               â€                â€                 7              â€                â€                â€                 2               6              â€                â€                 1               1               5              â€                â€                 2              â€                 1               2               1               1               2               2              â€                â€                â€                â€                â€                 1               1              â€                â€                â€                 1               2              â€                â€                â€                â€                 1              â€                â€                 8              â€                â€                 1               5               7              â€                â€                â€                â€                 5              â€                â€                 2              â€                â€                 2               1              â€                 3               1              â€                 1              â€                â€                â€                â€                 1              â€                â€                â€                 1               1              â€                â€                â€                â€                â€                â€                â€                 8              â€                â€                 1               5               6              â€                â€                 1              â€                 3              â€                â€                 2              â€                 1               2               1               1               3               2              â€                â€                â€                â€                â€                 1              â€                â€                 1              â€                 1               1              â€                â€                â€                â€                â€                â€               1             8             1            â€              â€               3             6            â€              â€               1            â€               2            â€              â€               1             1             1             3             1             1             3            â€               2            â€              â€              â€              â€               2            â€              â€              â€              â€              â€               1            â€              â€              â€              â€              â€              â€              â€               5            â€              â€              â€               2             3            â€              â€              â€              â€              â€              â€              â€               3            â€              â€               1             1             1             2             2             1            â€              â€              â€              â€               1            â€              â€              â€              â€               1             2            â€              â€              â€              â€              â€              â€               1           14            â€              â€               1             5             6             1            â€               1            â€               3             2             1             3            â€               1             2             2             1             3             3             2            â€               1             1            â€               2            â€              â€               2            â€               1             2             1             1            â€               1            â€              â€    Order>=50Ctx @NBBO Customer >.10,  >.20,  >.30,  >.40,  <=.20 <=.30 <=.40 <=.50           1          10           â€              1           â€              4            6           â€              1            1           â€              3           â€             â€              6           â€              1            1           â€              4            1            1            2           â€             â€             â€             â€              1           â€              1            1           â€             â€              2            1           â€              1            1           â€              1          â€             4          â€             1          â€             1          â€            â€            â€             1          â€             4           1          â€             3          â€            â€             1          â€             3           1           1           1          â€             1          â€             1          â€            â€            â€            â€            â€             1           2           1          â€            â€            â€             1           1          â€             3          â€             1          â€            â€             1          â€            â€             2          â€            â€             1          â€             1           1          â€             1          â€             3          â€             1           1          â€             1          â€            â€            â€            â€            â€            â€            â€            â€             1          â€             1          â€            â€            â€             1          â€            â€            â€            â€            â€             1          â€            â€            â€             1          â€            â€             1          â€             2           1          â€             1           1           1          â€            â€             1          â€            â€            â€            â€            â€            â€             1          â€            â€            â€            â€            â€             1          â€            â€             1           1  >.50        â€           â€           â€           â€           â€           â€           â€           â€           â€            1         â€            2          1         â€           â€            1         â€           â€            1         â€           â€            1         â€           â€           â€           â€           â€           â€           â€            1          1          1          1         â€            1         â€           â€           â€           â€            2  Total  Average  Contracts  Number of  Traded Participants               200             2,389                   50                   50                137             1,535             1,586                   50                   50                483                   50             1,571                285                   50             1,276                265                   50                360                420                759                570                530                430                   50                175                   50                   72                303                100                150                391                   50                200                351                120                210                   60                130                115                110  2 3 2 3 3.5 2.8235 2.8261 4 5 2.5714 1 2.85 3.6 3 3.2222 4.25 3 3.5 2.3333 2.9167 2.125 3.4286 3.5 2 2.6667 2 3 3 2.5 3 2.2 4 3.6667 3.4 3 2 4 2.5 3 3.5 Average  Average  Percent of  Percent of  order  contracts  initiator  initiator  receives receives 0.00% 0.00% 28.42% 32.69% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 21.87% 25.15% 24.22% 21.75% 40.00% 40.00% 0.00% 0.00% 48.08% 57.97% 0.00% 0.00% 19.79% 30.68% 31.67% 37.19% 0.00% 0.00% 33.21% 34.33% 0.00% 0.00% 30.00% 30.00% 21.67% 20.83% 10.67% 3.81% 41.33% 37.15% 17.50% 15.79% 36.29% 37.74% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 37.00% 20.13% 2.00% 2.00% 17.00% 22.67% 20.00% 12.79% 0.00% 0.00% 29.67% 34.50% 30.43% 23.08% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 82.00% 86.15% 23.85% 26.96% 15.00% 16.36% 9 . 0    2.45     2.50     2.55     2.60     2.65     2.70     2.80     2.95     3.00     3.10     3.20     3.40     3.50     4.00     4.40     4.50     4.80     4.90  0.01 0.02 0.03 0.04 0.05 >.05,  <=.10                               1                                1                               â€                                  1                               â€                                  1                                2                               â€                                  1                                1                                1                               â€                                 â€                                  1                               â€                                  2                               â€                                  1               1              â€                â€                 1              â€                 1              â€                 1              â€                â€                â€                â€                â€                â€                â€                 1              â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                 1              â€                â€                â€                â€                â€                â€                â€                 1              â€                 1               1              â€                 1              â€                 1              â€                â€                â€                 1              â€                â€                â€              â€              â€              â€               1            â€              â€              â€              â€              â€              â€              â€              â€              â€               1            â€              â€              â€              â€              â€              â€              â€              â€              â€               1            â€              â€              â€              â€              â€              â€              â€              â€              â€               1            â€              â€              â€               1            â€               1             1             1             1            â€              â€              â€               1            â€              â€               1            â€              â€              â€              â€    Order>=50Ctx @NBBO Customer >.10,  >.20,  >.30,  >.40,  <=.20 <=.30 <=.40 <=.50          â€              2           â€              2            1           â€              1           â€             â€             â€              1            1            1           â€             â€             â€             â€             â€            â€            â€            â€             1           1           1           1          â€            â€            â€             1          â€             1          â€            â€            â€             1          â€            â€            â€             1          â€             1           1          â€            â€            â€            â€            â€            â€             1          â€            â€            â€             1          â€             1          â€             1          â€             1          â€            â€            â€            â€            â€            â€            â€             1          â€            â€            â€            â€            â€    >.50         1         â€            1         â€            1          1         â€           â€           â€           â€           â€           â€            1         â€           â€           â€           â€           â€    Total  Average  Contracts  Number of  Traded Participants               140                160                   55                100                   62                200                200                   51                100                   50                   70                   50                   50                200                   50                150                100                100  4.5 3.5 5 3.5 5 3 3 3 2 2 3 2 4 3 1 2 3 2 Average  Average  Percent of  Percent of  order  contracts  initiator  initiator  receives receives 32.00% 22.86% 29.17% 21.88% 27.27% 27.27% 29.00% 29.00% 27.42% 27.42% 16.00% 16.00% 59.50% 59.50% 39.22% 39.22% 50.00% 50.00% 100.00% 100.00% 25.71% 25.71% 0.00% 0.00% 20.00% 20.00% 88.50% 88.50% 0.00% 0.00% 30.00% 30.00% 20.00% 20.00% 50.00% 50.00% 10 . Improvement 0 Spread    0.01     0.02     0.03     0.04     0.05     0.06     0.07     0.08     0.09     0.10     0.11     0.12     0.13     0.14     0.15     0.16     0.17     0.18     0.19     0.20     0.21     0.22     0.23     0.24     0.25     0.26     0.27     0.28     0.29     0.30     0.31     0.32     0.33     0.34     0.35     0.36     0.37     0.38     0.39     0.40     0.41     0.42     0.43     0.44     0.45     0.46     0.47     0.48     0.49     0.50  0.01 0.02 0.03 0.04 0.05                     22,983                      19,117                        9,726                        5,362                        5,308                        2,237                        1,623                        1,270                            888                        2,603                            565                            422                            350                            279                        1,431                            195                            158                            137                            111                        1,167                              89                              72                              84                              61                            671                              46                              50                              40                              36                            544                              29                              35                              17                              18                            267                              17                              25                              13                              12                            288                              12                                8                              12                              17                            175                              10                              15                              12                                9                            259                  335                  638               1,114               1,089               1,319                  701                  555                  448                  329                  803                  178                  158                  123                  121                  446                     63                     49                     42                     53                  333                     35                     28                     25                     13                  172                     19                     13                     18                       6                  145                     11                       7                       7                       8                     63                       8                      â€                         4                       4                     53                       4                       1                       2                       2                     35                       2                       2                       2                       1                     49                       1                     27                     88                  165                  363                  274                  264                  235                  189                  537                  144                  108                  101                     89                  408                     54                     50                     53                     35                  289                     27                     24                     22                     25                  169                     14                     15                     10                     10                  114                       5                     10                     13                       7                     82                       3                       2                       5                       4                     49                       3                       3                       3                       1                     27                       1                       1                       6                       1                     43                      â€                         1                     14                     33                     76                     81                     95                  106                  105                  268                     77                     66                     83                     58                  258                     39                     34                     34                     24                  219                     20                     25                     15                     19                  125                     15                     12                     10                     10                  114                       4                       6                       6                       7                     61                       3                       1                       4                       6                     50                       4                       4                       3                       3                     20                       2                       1                       5                      â€                       38                     â€                       â€                       â€                        8                    20                    16                    32                    43                    53                 131                    65                    42                    50                    58                 210                    32                    28                    24                    24                 161                    22                      7                    13                    12                 102                    16                    10                      3                      4                    84                      9                      3                      4                      2                    49                      6                      5                      2                     â€                      58                      1                      1                      1                      1                    28                      1                      2                      2                      2                    33                     â€                       â€                       â€                       â€                      10                      2                      7                    11                    16                    84                    29                    43                    42                    31                 178                    21                    26                    23                    23                 170                    13                    13                    11                    11                 105                      9                      4                      6                      9                    68                      5                      2                      5                      6                    53                      6                      1                      4                      4                    52                      1                     â€                        4                      3                    27                      2                     â€                        2                     â€                      23  Order<50Ctx !@NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                       â€                       â€                       â€                        2                      4                      7                    10                    56                    21                    31                    32                    37                 191                    31                    43                    49                    40                 313                    28                    27                    23                    25                 279                    17                    15                    16                    19                 273                    10                    14                    10                      4                 149                    11                    10                      9                      6                 143                      8                      4                     â€                        4                    87                      8                      2                      2                      7                 101                 â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                     1                   3                   1                   1                   2                   8                 â€                     4                   4                   9                45                   4                   8                   5                   8                82                   4                10                   7                   3              104                   5                   7                   3                   7                78                   2                   3                   5                   6              119                   4                   4                   5                   2                60                 â€                     6                   4                   7              110                 â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                     1                   6                 â€                   â€                     1                 â€                     7                   1                   1                 â€                   â€                  14                 â€                   â€                     1                   1                13                   1                   1                   2                   1                30  >.30,  <=.40 >.40,  <=.50 >.50               â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                   1                â€                  â€                  â€                  â€                   3                â€                  â€                  â€                  â€                   6                â€                   2                â€                  â€                   3               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  1               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives              214,819  3.0876 74.09% 71.07%              170,794  3.4105 66.39% 60.91%                87,081  3.2891 65.07% 58.84%                49,662  3.1753 62.85% 56.76%                50,687  3.1168 62.31% 55.75%                22,681  3.1008 58.14% 51.77%                17,262  3.1123 56.10% 48.51%                14,247  3.057 56.87% 50.52%                10,168  3.0299 53.22% 45.61%                28,221  2.9499 56.73% 51.44%                  6,464  2.9823 52.43% 47.82%                  4,638  2.976 49.20% 43.92%                  4,560  3.0504 47.32% 46.01%                  3,556  2.9615 46.88% 42.55%                18,024  3.0158 49.60% 44.93%                  2,680  2.9024 47.35% 44.14%                  2,296  3.0269 42.94% 39.72%                  2,275  3.0665 41.66% 40.18%                  1,876  2.9734 38.36% 33.90%                15,718  2.9805 51.38% 49.04%                  1,387  2.9231 43.95% 43.55%                  1,334  2.9397 41.91% 38.16%                  1,123  2.9128 49.46% 50.85%                     994  2.9398 43.11% 47.28%                  8,673  2.9644 47.90% 45.34%                     825  2.7883 38.67% 34.30%                     892  2.8425 43.74% 43.39%                     659  2.8889 37.95% 34.14%                     745  2.6146 39.34% 30.47%                  7,719  2.9521 48.86% 46.09%                     489  2.6842 41.65% 32.52%                     506  2.7089 45.75% 42.29%                     362  2.5909 31.34% 28.73%                     377  2.7966 34.62% 35.81%                  4,195  2.897 41.60% 39.67%                     380  2.6471 38.97% 28.68%                     243  2.5745 52.52% 32.10%                     310  2.4091 35.76% 32.90%                     253  2.65 35.58% 36.36%                  4,357  2.8518 46.59% 38.31%                     147  2.2222 43.59% 26.53%                     157  2.68 52.87% 51.59%                     105  2.6129 38.55% 34.29%                     184  2.4118 51.52% 66.30%                  2,448  2.7403 47.24% 41.83%                     160  2.4074 46.79% 25.00%                     228  2.5667 42.80% 54.39%                     186  2.697 44.04% 37.10%                     126  2.6429 35.19% 30.95%                  3,383  2.6722 50.26% 47.35% 11 . 0    0.51     0.52     0.53     0.54     0.55     0.56     0.57     0.58     0.59     0.60     0.61     0.62     0.63     0.64     0.65     0.66     0.67     0.68     0.69     0.70     0.71     0.72     0.73     0.74     0.75     0.76     0.77     0.78     0.79     0.80     0.82     0.83     0.84     0.85     0.86     0.87     0.89     0.90     0.91     0.92     0.93     0.94     0.95     0.97     0.98     0.99     1.00     1.02     1.03     1.05     1.09  0.01 0.02 0.03 0.04 0.05                               5                                7                                1                                2                            106                                2                                3                                5                                3                            128                                2                                1                                3                                3                            107                                3                               â€                                  3                                3                              88                                1                                1                                1                                1                              53                               â€                                  2                               â€                                  2                              72                               â€                                  3                                3                              44                               â€                                  4                                2                              41                               â€                                  1                                1                                1                              37                                5                               â€                                  1                              37                               â€                                 â€                                10                               â€                        â€                        â€                         1                       2                     10                      â€                        â€                        â€                        â€                       27                       2                      â€                         1                       1                       7                      â€                         1                      â€                        â€                       11                       1                      â€                        â€                        â€                         9                      â€                        â€                         1                       1                       8                      â€                         1                      â€                         5                      â€                        â€                        â€                         2                      â€                        â€                        â€                        â€                         3                      â€                         1                      â€                         5                      â€                         1                       4                      â€                         2                      â€                        â€                        â€                       13                      â€                        â€                         1                       1                     21                       1                      â€                        â€                        â€                         9                      â€                         1                       1                       1                     15                       2                      â€                        â€                        â€                         8                      â€                        â€                        â€                         1                       6                      â€                        â€                        â€                         4                       1                      â€                        â€                         5                      â€                        â€                        â€                        â€                         3                      â€                        â€                        â€                         3                      â€                        â€                         1                       1                      â€                         2                       1                       1                     22                       2                       1                       1                      â€                       15                      â€                         1                       1                      â€                         7                      â€                        â€                        â€                        â€                       15                      â€                        â€                        â€                        â€                         7                      â€                        â€                         1                      â€                       11                      â€                        â€                        â€                         2                      â€                        â€                        â€                         6                      â€                        â€                        â€                        â€                         2                      â€                        â€                        â€                         7                      â€                        â€                         1                      â€                        1                      2                      1                      1                    26                     â€                       â€                        2                      1                    13                      1                     â€                       â€                       â€                        4                      2                     â€                       â€                        2                    14                     â€                       â€                       â€                       â€                        6                     â€                       â€                        1                     â€                        9                     â€                        1                      1                      6                     â€                       â€                       â€                        7                     â€                       â€                       â€                       â€                        2                     â€                       â€                       â€                        8                     â€                       â€                        3                     â€                        3                     â€                       â€                       â€                      14                     â€                       â€                       â€                        1                    15                      1                     â€                       â€                       â€                        7                     â€                        1                      2                     â€                      13                     â€                        1                     â€                        1                      3                     â€                       â€                       â€                       â€                        8                      1                     â€                       â€                        5                     â€                       â€                       â€                        7                     â€                       â€                       â€                       â€                        2                     â€                       â€                       â€                        7                      1                     â€                        5                     â€    Order<50Ctx !@NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                     2                      4                      1                      5                    48                      2                      1                     â€                       â€                      63                      2                      3                      2                     â€                      23                      2                      1                      1                     â€                      48                      1                      1                     â€                        1                    15                     â€                       â€                        1                      2                    35                      1                     â€                       â€                      14                     â€                       â€                       â€                      21                     â€                       â€                       â€                        1                    12                     â€                        1                     â€                      15                     â€                       â€                      15                      1                   2                   2                   2                   3                49                 â€                     2                   1                   2                73                 â€                     3                 â€                     1                27                   2                   2                   1                 â€                  49                 â€                   â€                   â€                   â€                  16                   1                 â€                   â€                   â€                  35                 â€                     2                 â€                     8                 â€                     1                 â€                  25                   1                 â€                   â€                   â€                  13                 â€                   â€                     1                19                 â€                   â€                     5                 â€                   â€                   â€                   â€                     1                13                 â€                   â€                   â€                     2                21                 â€                   â€                     1                 â€                     6                 â€                   â€                   â€                   â€                  28                 â€                   â€                   â€                   â€                     7                 â€                   â€                   â€                     1                15                 â€                   â€                   â€                     5                 â€                   â€                   â€                  18                 â€                   â€                   â€                   â€                     3                 â€                     1                   1                24                   1                 â€                     3                 â€    >.30,  <=.40 >.40,  <=.50 >.50               â€                  â€                  â€                  â€                   3                â€                  â€                  â€                  â€                   9                â€                  â€                  â€                  â€                   4                â€                  â€                   1                â€                   8                â€                  â€                  â€                  â€                   3                â€                  â€                  â€                  â€                 12                â€                  â€                  â€                   4                â€                  â€                  â€                   8                â€                  â€                  â€                  â€                   1                â€                  â€                  â€                 10                â€                   1                 3                â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  1                1               â€                 â€                 â€                 â€                  1                1               â€                 â€                 â€                  1               â€                 â€                 â€                 â€                  1               â€                 â€                 â€                 â€                  2                1               â€                 â€                  4               â€                 â€                 â€                  1               â€                 â€                 â€                 â€                  1               â€                 â€                 â€                  4               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  1               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  1               â€                 â€                 â€                  1               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  2               â€                 â€                 â€                  3               â€                 â€                 â€                 â€                  1               â€                 â€                 â€                  4               â€                 â€                  1               â€    Average  Average  Percent of  Total Contracts  Number of  order  Traded Participants initiator  receives                       44  2.8 42.67%                       76  2.2941 48.82%                       30  2.2857 17.86%                       93  2.4 22.67%                  1,560  2.631 44.69%                       28  2.1667 41.67%                       40  2.1429 40.00%                       83  2.2 55.00%                       25  2.5 40.00%                  1,677  2.8103 48.52%                       48  1.5556 22.22%                       44  3 17.50%                       31  2.125 37.50%                       30  2.4 48.42%                     694  2.4826 60.23%                       42  2.6364 44.55%                       31  2.1667 0.00%                       42  2.2222 41.48%                       37  1.8333 31.67%                  1,234  2.7179 45.30%                       48  1.6 38.00%                          9  1.6667 66.67%                          4  1 100.00%                       35  2.5 50.00%                     674  2.3968 49.69%                          1  2 100.00%                       15  2 100.00%                       11  2.3333 0.00%                       50  2 35.71%                  1,060  2.5721 47.40%                       12  3 0.00%                       39  2.8571 71.43%                       17  2.75 50.00%                     426  2.56 53.88%                          2  1 0.00%                       24  2.2 80.00%                          3  1.5 100.00%                     595  2.5857 41.45%                       10  2 0.00%                       20  2 50.00%                          5  1 100.00%                          2  1.5 50.00%                     411  2.1519 51.65%                       38  2 100.00%                       11  2.5 0.00%                          6  2 33.33%                     478  2.5571 46.90%                       15  2 0.00%                          2  2 50.00%                     248  2.375 25.63%                          4  2.5 0.00% Average  Percent of  contracts  initiator  receives 43.18% 59.21% 6.67% 22.58% 42.76% 46.43% 67.50% 55.42% 32.00% 35.00% 27.08% 50.00% 58.06% 46.67% 51.30% 42.86% 0.00% 14.29% 43.24% 35.25% 72.92% 66.67% 100.00% 14.29% 48.37% 100.00% 100.00% 0.00% 32.00% 43.77% 0.00% 33.33% 52.94% 48.36% 0.00% 95.83% 100.00% 35.29% 0.00% 50.00% 100.00% 50.00% 43.07% 100.00% 0.00% 16.67% 46.86% 0.00% 50.00% 17.34% 0.00% 12 . 0    1.10     1.13     1.15     1.17     1.18     1.20     1.21     1.22     1.23     1.25     1.27     1.28     1.29     1.30     1.35     1.38     1.40     1.43     1.44     1.45     1.46     1.48     1.50     1.53     1.54     1.55     1.59     1.60     1.61     1.62     1.65     1.66     1.70     1.72     1.75     1.80     1.83     1.85     1.88     1.90     1.91     1.95     1.96     1.99     2.00     2.05     2.10     2.11     2.15     2.20     2.25  0.01 0.02 0.03 0.04 0.05                             25                               â€                                20                                1                                1                              21                               â€                                 â€                                 â€                                12                                1                               â€                                 â€                                18                              10                               â€                                16                               â€                                 â€                                  5                                1                               â€                                21                                1                               â€                                  8                                1                              17                               â€                                 â€                                  2                                1                                8                               â€                                  3                                9                                1                                4                               â€                                  4                               â€                                  5                                1                                1                              15                                3                                5                               â€                                  2                                8                                1                       2                      â€                         1                      â€                        â€                         3                      â€                        â€                        â€                         2                      â€                        â€                        â€                         5                       1                      â€                         3                       1                      â€                        â€                        â€                        â€                         1                      â€                        â€                         2                      â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                       1                      â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                         2                      â€                         1                       3                      â€                         1                      â€                        â€                         2                      â€                        â€                         1                       1                      â€                        â€                        â€                         4                      â€                        â€                         2                      â€                        â€                         3                      â€                        â€                         3                      â€                        â€                        â€                        â€                         2                      â€                        â€                        â€                        â€                         1                      â€                        â€                         2                      â€                        â€                        â€                         2                      â€                         1                      â€                        â€                         1                      â€                        â€                        â€                        â€                         1                      â€                         3                      â€                         1                      â€                        â€                         1                      â€                        â€                        â€                         2                      â€                        â€                        â€                         2                       1                      â€                         4                      â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                         2                      â€                        â€                         1                      â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                         2                      â€                         1                      â€                        â€                         1                      â€                        3                     â€                        3                     â€                       â€                        4                     â€                       â€                       â€                        2                     â€                       â€                       â€                        3                     â€                        1                      1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                        1                      5                     â€                        2                     â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                      2                     â€                        1                     â€                       â€                       â€                       â€                       â€                        2                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        2                     â€                       â€                        1                     â€                       â€                       â€                        2                     â€                       â€                       â€                       â€                        1                      1                      1                     â€                       â€                       â€                       â€    Order<50Ctx !@NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                     3                     â€                        2                     â€                       â€                        6                     â€                       â€                       â€                        2                     â€                        1                      1                      5                      6                     â€                        4                     â€                       â€                        1                     â€                       â€                        3                     â€                        1                      1                     â€                        9                     â€                       â€                        2                     â€                        5                     â€                       â€                        3                     â€                        1                     â€                       â€                       â€                        2                     â€                       â€                        5                      2                      4                      1                     â€                        1                      1                12                   1                   3                 â€                   â€                  10                   1                   1                 â€                     5                 â€                   â€                   â€                     7                   3                   1                   6                 â€                   â€                     3                   1                   1                   5                 â€                   â€                     1                 â€                     7                 â€                   â€                   â€                   â€                     5                 â€                     3                   4                 â€                     1                 â€                     4                 â€                     1                 â€                   â€                     6                   2                   2                 â€                     1                   3                   1                10                 â€                     3                 â€                   â€                     4                 â€                   â€                   â€                     4                 â€                   â€                   â€                  10                   2                 â€                     2                 â€                   â€                     1                 â€                   â€                     6                 â€                   â€                   â€                   â€                     5                 â€                   â€                     1                 â€                     2                 â€                     2                   1                 â€                     1                 â€                     1                 â€                     1                 â€                   â€                     7                 â€                     2                 â€                   â€                     1                 â€    >.30,  <=.40 >.40,  <=.50 >.50                3                â€                   3                â€                  â€                   8                â€                  â€                  â€                   2                â€                  â€                  â€                   2                 3                â€                   1                â€                  â€                   2                â€                  â€                   9                 1                â€                   1                â€                  â€                  â€                  â€                  â€                  â€                   1                â€                  â€                   2                â€                   1                â€                  â€                  â€                   2                â€                  â€                   6                â€                   4                â€                  â€                  â€                   1               â€                 â€                  2               â€                 â€                  4               â€                 â€                 â€                 â€                 â€                 â€                 â€                  3                2               â€                  1               â€                  1               â€                 â€                 â€                  2               â€                 â€                  1               â€                  3               â€                 â€                 â€                 â€                  3               â€                 â€                  2               â€                  1               â€                  2               â€                  1               â€                 â€                  1               â€                  1               â€                 â€                  1               â€                  4               â€                  3               â€                 â€                  4               â€                 â€                 â€                  3               â€                 â€                  1                3               â€                 â€                  6               â€                  1                1               â€                 â€                  3               â€                 â€                  1               â€                  5               â€                  1                1               â€                  5                1                1                5               â€                 â€                 â€                  2                1                3               â€                 â€                  5                2                3               â€                 â€                 â€                 â€    Average  Average  Percent of  Total Contracts  Number of  order  Traded Participants initiator  receives                     270  2.6164 49.18%                          1  1 0.00%                     227  2.6977 53.24%                          1  1 100.00%                          1  1 100.00%                     333  2.7619 52.28%                          6  2 33.33%                          2  2 0.00%                       10  3 40.00%                     166  2.3529 43.92%                       10  2 100.00%                          2  2 0.00%                       12  3 20.00%                     232  2.3492 45.41%                     117  2.1333 39.00%                       15  2 0.00%                     171  2.6383 50.27%                          8  2 0.00%                          3  3 66.67%                       70  2.1765 31.76%                       11  1.5 50.00%                          1  1 0.00%                     230  2.4727 49.82%                          6  2.5 70.00%                          7  1 0.00%                       64  2.25 56.25%                          4  2 100.00%                     244  2.3333 43.33%                       10  1 0.00%                          1  4 100.00%                       12  2.5 58.33%                          2  1 100.00%                     101  2.3636 37.27%                          1  2 100.00%                       37  2.6667 66.67%                       87  2.4815 46.44%                       10  2 100.00%                       38  2.5455 50.00%                          1  1 0.00%                       45  2.4118 44.12%                          3  2 0.00%                       69  2.3125 37.50%                          5  2 100.00%                       10  2 100.00%                     229  2.0625 39.37%                       37  1.8 30.00%                       87  2.7826 30.65%                       20  1 0.00%                       53  2.1667 33.33%                       40  2.375 81.25%                       16  2 22.22% Average  Percent of  contracts  initiator  receives 52.59% 0.00% 45.37% 100.00% 100.00% 63.36% 33.33% 0.00% 40.00% 62.65% 100.00% 0.00% 33.33% 30.17% 47.01% 0.00% 46.20% 0.00% 66.67% 30.00% 9.09% 0.00% 51.30% 50.00% 0.00% 35.94% 100.00% 58.61% 0.00% 100.00% 41.67% 100.00% 34.65% 100.00% 78.38% 31.03% 100.00% 36.84% 0.00% 28.89% 0.00% 37.68% 100.00% 100.00% 32.75% 62.16% 42.53% 0.00% 67.92% 85.00% 12.50% 13 . 0    2.30     2.34     2.35     2.36     2.37     2.40     2.45     2.50     2.55     2.60     2.65     2.70     2.75     2.80     2.85     2.90     2.95     2.96     3.00     3.05     3.10     3.15     3.20     3.25     3.30     3.35     3.40     3.45     3.50     3.55     3.60     3.65     3.70     3.75     3.80     3.85     3.90     3.95     4.00     4.05     4.10     4.13     4.20     4.25     4.30     4.35     4.40     4.45     4.50     4.55     4.60  0.01 0.02 0.03 0.04 0.05                               3                                1                                5                               â€                                  1                                6                                6                                3                                4                                8                                3                                4                                4                                5                                3                                9                                3                                1                                6                               â€                                  3                               â€                                  5                                4                               â€                                 â€                                  7                                1                                3                                1                                4                                1                                1                                2                                2                                2                                1                                1                                4                                3                                3                               â€                                  2                               â€                                  4                                2                                1                               â€                                  9                                2                                1                       2                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                         1                      â€                        â€                        â€                        â€                         1                       1                      â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                         1                      â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                         1                      â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                         1                      â€                        â€                         1                      â€                         1                      â€                        â€                         1                      â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                         1                       1                      â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                        1                     â€                        1                     â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                      1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€    Order<50Ctx !@NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                     5                     â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                        3                      1                      3                     â€                        2                      1                      1                     â€                       â€                        3                     â€                        3                     â€                        2                     â€                       â€                        2                      5                     â€                        1                      1                      1                     â€                        1                      1                     â€                        1                      1                     â€                        1                      1                     â€                       â€                       â€                       â€                        2                     â€                       â€                       â€                        1                     â€                       â€                     8                 â€                     1                   1                 â€                     1                   1                 â€                   â€                     3                   2                   3                   2                   2                   1                 â€                   â€                   â€                     1                 â€                     2                 â€                     3                   1                 â€                     1                   1                 â€                   â€                   â€                     3                   1                 â€                   â€                   â€                   â€                     2                 â€                     1                 â€                     2                 â€                     1                 â€                     2                 â€                     1                 â€                     2                 â€                   â€                     4                 â€                     1                 â€                   â€                     3                   3                   3                 â€                     1                 â€                     1                   1                   2                 â€                     2                 â€                   â€                     2                 â€                     1                   2                   1                 â€                     1                   1                   4                 â€                     1                   1                 â€                     1                 â€                     1                 â€                   â€                   â€                   â€                   â€                   â€                   â€                     1                   1                 â€                   â€                   â€                   â€                   â€                   â€                   â€                     1  >.30,  <=.40 >.40,  <=.50 >.50                1                â€                  â€                  â€                  â€                   2                â€                   2                â€                  â€                  â€                  â€                   3                 4                â€                  â€                   1                â€                   4                â€                   1                â€                   1                â€                   2                â€                  â€                  â€                   1                â€                   1                â€                   1                â€                   2                â€                   1                â€                   1                â€                   2                â€                   3                â€                  â€                  â€                   1                â€                   3                â€                  â€                 â€                 â€                  1               â€                 â€                  1                1                2                1                1               â€                  3                1               â€                 â€                 â€                 â€                 â€                  1                1               â€                 â€                 â€                 â€                 â€                 â€                  2               â€                  1               â€                  1               â€                  1               â€                 â€                 â€                 â€                 â€                  1               â€                  1               â€                 â€                 â€                 â€                 â€                 â€                  1                1               â€                 â€                  4               â€                 â€                 â€                 â€                  4                1                6                2                4               â€                  5                1                7               â€                  2                1               â€                  3               â€                  5                4                4                1                1                1                3               â€                  2                1                4               â€                  1                2                3               â€                  3               â€                  2               â€                  1               â€                  1                1                2                2                2               â€                  4                1               â€    Average  Average  Percent of  Total Contracts  Number of  order  Traded Participants initiator  receives                     128  2.5185 22.12%                          5  2 100.00%                       25  2.1818 48.48%                          1  3 0.00%                          2  2 100.00%                       27  2.5789 50.00%                       43  2.4167 52.08%                       62  3 22.22%                       18  2.8571 57.14%                       48  2.8095 55.40%                       27  2.1667 41.67%                       67  2.5 40.00%                       26  2.5 50.00%                       36  2.5714 45.24%                       16  2 60.00%                       26  2 64.71%                       20  2.125 50.00%                          1  2 100.00%                       56  2.2727 36.36%                          2  2 0.00%                       37  2.8125 31.25%                       31  3 22.22%                       56  2.1111 40.19%                       50  2.1429 70.00%                       37  2.8 10.00%                       11  2.6 40.00%                       84  2.0833 33.33%                          3  3 33.33%                       26  2.2727 36.36%                       49  1.75 25.00%                       61  2.4286 49.29%                       23  2 63.33%                       18  2.25 25.00%                       22  2.1667 41.67%                       32  3.1429 57.14%                       22  2.3333 53.33%                       44  2.2222 22.22%                          2  2 100.00%                       25  1.5385 32.69%                       12  1.5 75.00%                       30  2.2222 30.37%                       35  1 0.00%                       16  2.375 31.25%                          3  2 50.00%                       39  2.6 60.00%                       15  2.75 50.00%                       10  2.8 65.00%                          1  3 0.00%                       66  2 51.11%                       11  2.3333 66.67%                          5  2 50.00% Average  Percent of  contracts  initiator  receives 44.53% 100.00% 32.00% 0.00% 100.00% 51.85% 69.77% 20.97% 72.22% 62.50% 29.63% 14.93% 46.15% 44.44% 75.00% 73.08% 50.00% 100.00% 35.71% 0.00% 16.22% 6.45% 37.50% 76.00% 2.70% 18.18% 55.95% 33.33% 19.23% 20.41% 22.95% 43.48% 22.22% 22.73% 18.75% 59.09% 47.73% 100.00% 24.00% 58.33% 16.67% 0.00% 18.75% 33.33% 53.85% 80.00% 40.00% 0.00% 48.48% 54.55% 60.00% 14 . 0    4.65     4.70     4.71     4.75     4.77     4.80     4.85     4.90     4.95     5.00     9.30  0.01 0.02 0.03 0.04 0.05                               1                                1                                1                                1                               â€                                  5                               â€                                  1                                1                                2                               â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         2                      â€                        â€                        â€                        â€                        â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€    Order<50Ctx !@NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                       â€                        1                     â€                        1                     â€                        1                     â€                        1                     â€                   â€                     1                 â€                   â€                     1                   2                 â€                   â€                   â€                   â€                   â€                   â€                     1                 â€                   â€                   â€                   â€                   â€                     1                 â€                   â€                   â€    >.30,  <=.40 >.40,  <=.50 >.50               â€                  â€                  â€                  â€                  â€                  â€                  â€                   1                â€                  â€                  â€                 â€                 â€                 â€                 â€                 â€                 â€                  1               â€                 â€                  1               â€                 â€                  2               â€                 â€                 â€                  1               â€                  1               â€                 â€                  1  Average  Average  Percent of  Total Contracts  Number of  order  Traded Participants initiator  receives                          2  2 100.00%                       47  2.1429 20.00%                       10  2 50.00%                          2  1 50.00%                       10  3 40.00%                     124  1.9091 52.73%                          5  3 0.00%                       26  1.6 20.00%                       10  2 100.00%                       13  1.5 50.00%                          5  1 0.00% Average  Percent of  contracts  initiator  receives 100.00% 6.38% 50.00% 50.00% 40.00% 58.06% 0.00% 38.46% 100.00% 84.62% 0.00% 15 . Improvement 0 Spread    0.01     0.02     0.03     0.04     0.05     0.06     0.07     0.08     0.09     0.10     0.11     0.12     0.13     0.14     0.15     0.16     0.17     0.18     0.19     0.20     0.21     0.22     0.23     0.24     0.25     0.26     0.27     0.28     0.29     0.30     0.31     0.32     0.33     0.34     0.35     0.36     0.38     0.39     0.40     0.44     0.45     0.46     0.47     0.49     0.50     0.51     0.52     0.54     0.55     0.60  0.01 0.02 0.03 0.04 0.05                       2,204                        1,610                            771                            310                            280                            107                              77                              56                              39                            105                              20                              18                              16                              14                              37                                8                                6                                7                                3                              33                                2                                2                                2                                2                              19                                3                                1                                1                                3                              13                               â€                                  1                               â€                                 â€                                  2                                1                               â€                                  1                                6                               â€                                  2                                1                                1                                2                              11                               â€                                  2                               â€                                  2                                3                     20                     59                  113                     79                     86                     32                     29                     21                     15                     46                       7                       4                       4                       6                     17                       3                       3                       4                       3                     15                       2                      â€                         1                      â€                       15                       1                      â€                         1                      â€                         6                       1                      â€                        â€                         1                      â€                        â€                        â€                        â€                         3                      â€                        â€                        â€                         1                       1                       7                      â€                        â€                        â€                         1                       1                      â€                         2                       8                       6                     17                     13                     11                     10                     10                     20                       5                       4                       2                       5                     12                       1                       1                       2                       1                     13                      â€                         2                      â€                        â€                       12                      â€                        â€                        â€                        â€                         4                      â€                        â€                        â€                         1                       2                      â€                        â€                        â€                         2                      â€                        â€                        â€                         1                      â€                         4                      â€                         1                      â€                         1                      â€                        â€                        â€                        â€                         1                       6                       3                       3                       2                       3                       9                       5                       4                       2                       3                       9                       1                      â€                        â€                         2                       9                       2                       2                      â€                        â€                         7                      â€                        â€                        â€                        â€                         2                      â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                         1                      â€                         5                      â€                        â€                        â€                        â€                        â€                       â€                       â€                       â€                       â€                        1                      1                      1                      2                      2                      4                      1                      1                      2                      2                      7                      1                      3                      2                      1                    10                     â€                        1                     â€                       â€                        6                     â€                       â€                       â€                       â€                        3                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        3                     â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                        1                      1                      1                      1                      2                      1                      9                      3                      1                      2                     â€                        4                     â€                        1                      1                     â€                        6                     â€                       â€                       â€                       â€                        1                     â€                       â€                        1                     â€                        1                     â€                       â€                       â€                        2                     â€                       â€                       â€                       â€                       â€                        3                     â€                       â€                       â€                       â€                       â€    Order>=50Ctx !@NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                      1                     â€                        2                      1                      9                      2                      2                      1                      1                      9                      1                      1                     â€                       â€                        7                     â€                        1                     â€                       â€                        5                      2                     â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                      1                      1                     â€                       â€                       â€                        5                     â€                       â€                        1                     â€                       â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                     1                 â€                   â€                   â€                   â€                     1                 â€                   â€                   â€                   â€                     4                 â€                   â€                   â€                   â€                     2                 â€                     1                 â€                   â€                   â€                     1                 â€                   â€                   â€                     2                 â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                     1                 â€                   â€                   â€                   â€    >.30,  <=.40 >.40,  <=.50 >.50               â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                   1                â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€    Average  Average  Percent of  Total Contracts  Number of  order  Traded Participants initiator  receives              189,740  2.9874 72.23%              138,136  3.386 58.68%                68,582  3.352 53.61%                30,750  3.2546 52.00%                28,383  3.117 50.89%                12,066  3.0276 50.59%                  8,472  2.955 47.85%                  6,316  2.9398 48.48%                  5,475  2.85 48.51%                12,977  2.756 48.50%                  2,968  2.9167 40.80%                  1,869  2.9565 56.01%                  1,909  2.6818 55.82%                  1,812  2.35 56.53%                  5,411  3.0141 48.56%                  1,043  2.7692 35.45%                  1,512  2.8333 30.45%                     858  3 44.93%                     960  2.8182 31.79%                  4,927  2.6029 38.16%                     581  2.5 23.33%                     506  3.7143 36.94%                     385  2.5 47.50%                     150  1 100.00%                  4,107  2.7059 33.81%                     278  2 81.00%                     150  2.5 20.00%                     114  3.5 44.53%                     270  2.3333 63.33%                  1,981  2.5 44.23%                     554  2 0.00%                     200  1 100.00%                       50  4 32.00%                     150  2 0.00%                     572  2.1429 28.57%                       50  2 100.00%                     100  2 0.00%                       50  2 100.00%                     775  2.3333 43.75%                     100  3 0.00%                     401  2.75 57.27%                     200  2 100.00%                       75  2 29.33%                     300  2.3333 46.67%                  1,283  2.3529 46.48%                       50  4 0.00%                     210  2.6667 66.67%                       50  4 0.00%                     261  2.5 59.84%                     200  2.3333 84.33% Average  Percent of  contracts  initiator  receives 73.24% 58.73% 53.45% 51.77% 50.69% 50.75% 47.10% 48.84% 45.72% 50.89% 39.86% 55.97% 47.98% 52.98% 46.26% 33.08% 22.69% 39.28% 24.79% 37.81% 22.38% 38.93% 59.74% 100.00% 36.04% 83.45% 13.33% 43.86% 75.93% 44.22% 0.00% 100.00% 32.00% 0.00% 34.97% 100.00% 0.00% 100.00% 39.35% 0.00% 70.32% 100.00% 29.33% 23.33% 41.93% 0.00% 76.19% 0.00% 47.51% 76.50% 16 . 0    0.65     0.66     0.70     0.75     0.80     0.85     0.90     1.00     1.05     1.10     1.45     1.50     1.53     1.80     2.60     2.70     3.20     4.10     4.80     5.00  0.01 0.02 0.03 0.04 0.05                               1                                1                                1                               â€                                 â€                                 â€                                 â€                                 â€                                 â€                                  1                                1                                1                               â€                                  1                                1                                1                                1                               â€                                 â€                                  1                       1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                         1                      â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                      1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                      1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€    Order>=50Ctx !@NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                       â€                        1                      2                      1                      1                      1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                     1                 â€                   â€                   â€                     1                   1                   1                   1                   1                 â€                   â€                   â€                   â€                   â€                   â€                     1                 â€                   â€                     1                   1                   1                 â€                   â€                   â€                     1                 â€                   â€                   â€                   â€                   â€                   â€                   â€                     1                 â€                   â€                   â€                   â€                   â€                   â€                   â€    >.30,  <=.40 >.40,  <=.50 >.50               â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                   1                â€                  â€                  â€                  â€                  â€                  â€                  â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  1               â€                 â€                 â€                 â€    Average  Average  Percent of  Total Contracts  Number of  order  Traded Participants initiator  receives                     240  2.6667 30.00%                     100  2 50.00%                     100  1.5 50.00%                       50  2 40.00%                     544  2.4 9.20%                     160  3 0.00%                     170  2.5 0.00%                     126  3 19.65%                     128  3.5 19.87%                     128  1.5 29.49%                     100  3 75.00%                       50  2 50.00%                     100  3 0.00%                       51  4 39.22%                     100  2 100.00%                     316  4 49.05%                       50  2 100.00%                       76  2 0.00%                       96  1 0.00%                     150  1.5 50.00% Average  Percent of  contracts  initiator  receives 27.08% 50.00% 50.00% 40.00% 16.91% 0.00% 0.00% 17.46% 24.22% 35.94% 75.00% 50.00% 0.00% 39.22% 100.00% 49.05% 100.00% 0.00% 0.00% 66.67% 17 . Improvement 0 Spread    0.05     0.06     0.07     0.09     0.10     0.11     0.12     0.13     0.14     0.15     0.16     0.17     0.18     0.19     0.20     0.21     0.22     0.25     0.27     0.30     0.34     0.35     0.39     0.40     0.45     0.50     0.55     0.60     0.65     0.70     0.75     1.00     1.15     1.20     1.30     1.60     2.60  0.01 0.02 0.03 0.04 0.05                               2                                1                                1                               â€                                  6                                1                               â€                                 â€                                  1                                1                                1                               â€                                 â€                                 â€                                  1                               â€                                 â€                                 â€                                 â€                                  1                               â€                                 â€                                 â€                                 â€                                  1                               â€                                 â€                                 â€                                 â€                                 â€                                 â€                                 â€                                 â€                                 â€                                 â€                                 â€                                 â€                         1                      â€                         1                      â€                       22                      â€                        â€                         1                      â€                         8                      â€                         1                      â€                        â€                         3                      â€                        â€                         2                      â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         4                      â€                        â€                        â€                       10                      â€                         2                       1                      â€                       13                       1                      â€                        â€                         1                       3                      â€                        â€                         1                      â€                         3                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                       1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                     11                       1                      â€                        â€                        â€                        â€                         2                      â€                         1                      â€                         7                      â€                        â€                         3                      â€                         1                      â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                       â€                       â€                       â€                       â€                        2                      1                      2                      1                     â€                        7                     â€                        1                     â€                       â€                        9                      1                     â€                        2                     â€                        3                     â€                        1                     â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                      1                      2                     â€                        7                     â€                       â€                       â€                       â€                        5                     â€                       â€                        4                     â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€    Order<50Ctx @NBBO Non‐Cust >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                       â€                       â€                       â€                       â€                        2                      1                     â€                        4                      1                      1                      1                     â€                      11                     â€                       â€                      17                      1                    15                     â€                        8                     â€                        7                      1                     â€                       â€                       â€                       â€                        1                      2                      1                     â€                       â€                       â€                       â€                       â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                     3                 â€                     1                   8                 â€                  13                   1                15                   1                   8                   1                   2                 â€                     1                 â€                   â€                   â€                   â€                   â€                   â€                   â€                     1                   1                 â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                     3                 â€                     5                   2                   3                   1                   2                 â€                   â€                   â€                     1                 â€                   â€                     1                 â€                   â€    >.30,  <=.40 >.40,  <=.50 >.50               â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                   1                â€                  â€                  â€                  â€                  â€                   2                â€                   1                â€                  â€                  â€                  â€                  â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  1               â€                  2               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  1                1                1               â€                 â€                 â€    Average  Average  Percent of  Total Contracts  Number of  order  Traded Participants initiator  receives                       88  3 11.43%                       20  1 50.00%                       24  4.5 12.50%                          2  4 0.00%                     464  3.1277 6.42%                          7  3.5 25.00%                       43  3.2857 0.00%                       22  3.3333 0.00%                          1  4 100.00%                     297  3.2821 5.13%                       30  2.8 10.00%                       10  2.6667 0.00%                          5  3 0.00%                       30  4 0.00%                     271  3.1053 3.68%                          1  4 0.00%                          2  3 0.00%                     229  3 0.00%                          1  2 0.00%                     182  3.4167 2.73%                          1  4 0.00%                     153  3.375 0.00%                          1  2 0.00%                       94  3.4 0.00%                       11  3.8 20.00%                       34  3.8333 16.67%                          7  2 0.00%                       12  3.3333 0.00%                          5  2 0.00%                       35  2.2 0.00%                          7  3 0.00%                       26  3.75 0.00%                          9  4 0.00%                          1  3 0.00%                          1  2 0.00%                          5  4 0.00%                          1  1 0.00% Average  Percent of  contracts  initiator  receives 11.36% 50.00% 4.17% 0.00% 4.96% 14.29% 0.00% 0.00% 100.00% 2.02% 10.00% 0.00% 0.00% 0.00% 1.11% 0.00% 0.00% 0.00% 0.00% 10.44% 0.00% 0.00% 0.00% 0.00% 27.27% 2.94% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 18 . Improvement 0 Spread    0.01     0.03     0.05     0.09     0.50     0.60  0.01 0.02 0.03 0.04 0.05                               1                                1                                3                                1                               â€                                  1                      â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                        1  Order>=50Ctx @NBBO Non‐Cust >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                       â€                       â€                        1                      1                 â€                   â€                   â€                   â€                   â€                     1                 â€                   â€                   â€                   â€                   â€                   â€    >.30,  <=.40 >.40,  <=.50 >.50               â€                  â€                  â€                  â€                  â€                  â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                     154  4 39.61% 39.61%                       50  4 40.00% 40.00%                  1,203  3 62.89% 54.95%                     101  1 49.50% 49.50%                     150  2 0.00% 0.00%                     157  3 55.41% 55.41% 19 . Improvement 0 Spread    0.01     0.02     0.03     0.04     0.05     0.06     0.07     0.08     0.09     0.10     0.11     0.12     0.13     0.15     0.16     0.17     0.18     0.20     0.23     0.25     0.30     0.35     0.40     0.50     0.80  0.01 0.02 0.03 0.04 0.05                               3                              14                                4                                5                              15                                2                                3                                1                               â€                                11                                2                               â€                                 â€                                  4                               â€                                 â€                                 â€                                  1                               â€                                  2                               â€                                  1                               â€                                 â€                                 â€                        â€                        â€                         1                       2                       3                       2                       3                       1                      â€                       17                      â€                         1                       1                      â€                        â€                         1                      â€                         1                      â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                         1                       1                      â€                         2                      â€                         1                       1                       1                       4                      â€                        â€                         1                      â€                         1                      â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         3                       1                      â€                        â€                        â€                         2                      â€                         1                      â€                         1                      â€                        â€                         1                       1                      â€                         3                      â€                         1                      â€                        â€                        â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        2                      1                      1                     â€                        1                     â€                        1                     â€                       â€                       â€                        1                      1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        2                     â€                       â€                        1                     â€                        1                     â€                       â€                       â€    Order<50Ctx !@NBBO Non‐Cust >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                        5                      1                      7                      1                     â€                        1                      2                     â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                     1                 â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€    >.30,  <=.40 >.40,  <=.50 >.50               â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                   1               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                       68  2.6667 79.67% 63.24%                     189  3.1333 50.54% 54.50%                       85  3 45.56% 75.29% 2.7143 55.71% 22.97%                       74                      190  2.2917 32.57% 35.79%                       24  3 48.00% 41.67%                       24  2.4286 31.22% 33.33%                          6  2.6667 33.33% 16.67%                          1  3 0.00% 0.00%                     150  2.7027 22.03% 21.33%                          4  2.6667 66.67% 75.00%                          7  2.6667 0.00% 0.00%                          4  3.5 16.67% 25.00%                       17  2.3333 66.67% 82.35%                          2  2 0.00% 0.00%                          4  2.5 0.00% 0.00%                          7  3 0.00% 0.00%                       32  3.2857 18.15% 50.00%                          5  4 0.00% 0.00%                       91  2.4375 9.38% 19.78%                          6  3 0.00% 0.00%                          5  2.3333 11.11% 20.00%                          5  2 0.00% 0.00%                          6  4 0.00% 0.00%                          3  3 0.00% 0.00% 20 . Improvement 0 Spread    0.02     0.03     0.05     0.10     0.24  0.01 0.02 0.03 0.04 0.05                               1                                1                                2                               â€                                 â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                        1  Order>=50Ctx !@NBBO Non‐Cust >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                       â€                       â€                       â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€    >.30,  <=.40 >.40,  <=.50 >.50               â€                  â€                  â€                  â€                  â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                       70  5 40.00% 40.00%                     444  1 50.00% 50.00%                     501  0.5 70.00% 47.31%                       50  3 0.00% 0.00%                       50  3 0.00% 0.00% 21 .