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               25,595                29,411                19,628                13,872                16,347                  7,754                  5,902                  4,443                  3,465                20,182                  2,155                  1,803                  1,438                  1,156                13,746                     829                     734                     632                     619                10,398                     451                     374                     342                     332                  5,882                     263                     259                     362                     295                  5,803                     184                     186                     127                     142                  3,020                     126                     108                     119                        95                  3,865                        91                        74                        63                        76                  1,718                        68                        48                        86                        48                  2,730               1,189               2,640               3,864               3,994               5,941               3,119               2,395               2,040               1,573               7,696                  986                  766                  709                  543               6,519                  372                  328                  257                  268               4,106                  189                  160                  156                  112               2,331                     98                  112                  103                     90               2,189                     65                     59                     63                     62               1,047                     36                     39                     45                     37               1,350                     41                     24                     27                     21                  544                     28                     20                     18                     20                  815                       1                     46                  325                  783               2,205               1,307               1,209               1,056                  879               4,188                  655                  562                  460                  370               4,917                  247                  237                  232                  181               3,110                  155                  148                  138                  135               2,003                     99                     95                     90                     70               1,871                     60                     49                     51                     62                  963                     31                     39                     47                     32               1,175                     23                     25                     19                     15                  541                     25                     16                     18                     14                  750                      â€                        â€                       14                  104                  637                  436                  437                  513                  473               2,078                  390                  316                  316                  260               2,537                  182                  179                  147                  128               2,082                  104                  120                     75                     98               1,394                     67                     69                     61                     66               1,485                     39                     45                     51                     35                  745                     28                     27                     36                     19               1,040                     19                     16                     24                     21                  445                     16                     16                     10                     10                  679                     â€                       â€                       â€                        4                 182                    95                 149                 224                 238              1,088                 223                 199                 179                 164              1,503                 145                 119                 123                    92              1,335                    71                    77                    59                    76                 971                    56                    45                    51                    57              1,180                    43                    49                    28                    35                 601                    23                    16                    28                    22                 787                    22                    10                    11                    14                 347                      9                    14                    18                    11                 594                     â€                       â€                       â€                        1                    21                    18                    63                    65                 100                 547                 129                 115                 125                 102                 963                 101                    94                    66                    73                 992                    45                    59                    57                    46                 640                    40                    36                    35                    29              1,006                    22                    38                    20                    30                 442                    24                    19                    13                    28                 645                    12                    18                    11                    17                 326                    14                      7                      6                    14                 579  Order<50Ctx @NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                       â€                       â€                        2                     â€                      19                    37                    53                 335                 125                 122                 158                 155              1,378                 160                 154                 138                 136              1,754                 131                 117                 126                 109              1,499                    93                 103                    82                    79              1,945                    79                    67                    77                    48              1,112                    55                    52                    73                    54              1,624                    38                    42                    42                    38                 797                    37                    22                    23                    29              1,333                 â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                     3                   4                   2                10                67                16                22                21                29              287                29                26                35                47              455                39                44                47                36              813                36                43                29                27              551                38                28                32                35              822                30                23                19                24              471                30                19                24                17              817                 â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                   â€                     1                 â€                   â€                   â€                   â€                  10                   3                 â€                     3                   5                47                   6                   3                   1                   2                71                12                   3                   9                   3              107                   5                   4                   6                   3              130                   5                10                   5                10              243  >.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€                   4                â€                   1                â€                  â€                 18                â€                   4                â€                   4               13                 2                 2                 2                â€                 53               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 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€                  1              12               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 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              275,023  4.6827 45.22% 38.05%              305,691  3.7979 62.97% 59.32%              213,882  3.822 55.23% 50.69%              156,428  3.8386 52.81% 48.76%              202,477  3.808 49.92% 46.89%                95,805  3.868 48.87% 45.09%                74,624  3.8726 48.35% 44.09%                60,313  3.8658 44.94% 41.58%                47,808  3.8606 44.70% 41.68%              266,079  3.6621 50.62% 46.96%                30,957  3.8719 43.72% 39.65%                26,596  3.7958 43.72% 41.43%                22,462  3.8558 43.04% 38.87%                17,936  3.8349 43.45% 40.48%              213,528  3.7528 48.01% 43.75%                13,312  3.8283 42.67% 37.82%                12,487  3.7816 41.78% 39.98%                10,174  3.762 41.31% 38.08%                  9,995  3.7425 43.07% 40.20%              148,669  3.5105 48.43% 44.00%                  7,463  3.7756 42.10% 37.53%                  6,639  3.7412 39.12% 35.85%                  6,130  3.7328 40.36% 38.24%                  6,154  3.7551 40.44% 38.79%                90,028  3.4892 47.27% 43.44%                  4,369  3.8189 40.18% 34.72%                  4,805  3.7773 39.42% 36.27%                  4,478  3.4444 50.65% 36.13%                  3,960  3.493 47.26% 36.84%                87,057  3.5225 47.58% 42.34%                  2,874  3.653 41.42% 34.73%                  3,146  3.6457 40.54% 36.84%                  2,778  3.6083 40.35% 34.27%                  2,528  3.5084 38.72% 34.69%                47,393  3.4277 45.41% 41.62%                  2,099  3.6518 39.45% 35.59%                  1,925  3.5263 42.42% 35.58%                  2,344  3.6821 36.18% 31.70%                  1,818  3.7605 39.67% 34.87%                56,264  3.3767 46.33% 40.98%                  1,626  3.4816 43.83% 37.02%                  1,226  3.4873 41.37% 36.30%                  1,316  3.662 42.21% 37.61%                  1,234  3.5495 37.97% 36.63%                28,112  3.4082 45.10% 41.68%                  1,399  3.5911 40.02% 39.24%                     913  3.4578 31.46% 33.95%                     982  3.4112 47.10% 42.77%                     943  3.5588 37.26% 36.90%                40,516  3.3582 45.78% 40.35% 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                       45                        28                        31                        39                     901                        21                        25                        21                        23                  1,666                        15                        10                        17                        12                     590                        15                        17                        13                        14                  1,157                        13                          8                        13                        15                     378                        17                        10                        12                        10                     895                          9                          7                          6                          6                     257                          8                          5                          6                          4                     667                          2                        11                        11                          4                     201                          4                          2                          7                          5                     518                          4                     10                       9                       8                       8                  285                       7                     10                       7                       7                  503                       9                       6                       7                       7                  166                       5                       3                       3                       3                  376                       5                       2                      â€                         4                  102                       7                       3                       1                       3                  238                       3                      â€                         4                       2                     84                       1                      â€                         4                       1                  165                       1                       4                      â€                         1                     33                       1                      â€                         1                       1                  124                       1                     12                       7                       8                       5                  289                       8                       8                     11                       6                  468                       5                       3                       6                       4                  154                       2                       2                       2                       4                  345                       3                       2                       1                       1                  109                     10                       1                       5                       4                  230                       4                       1                       4                       4                     66                       2                      â€                         3                       1                  173                      â€                         3                      â€                         1                     46                      â€                        â€                        â€                         1                  127                      â€                         9                     10                       7                       9                  227                     11                     10                       4                       8                  435                       3                       2                       3                       4                  153                       4                       6                      â€                         4                  305                       1                       2                       1                       1                     93                       2                       1                       1                       1                  197                       2                       1                       2                       3                     45                      â€                         2                       3                       1                  125                      â€                         1                      â€                         2                     38                       2                       2                       1                      â€                    111                       1                      7                      6                      6                      3                 210                      3                      5                      8                      8                 362                      6                      4                    10                      3                 127                      3                      5                      3                      6                 286                      5                      2                      2                      1                    85                      2                      2                      2                      1                 190                      1                      2                      2                      1                    59                      1                     â€                        2                      1                 139                     â€                       â€                        1                     â€                      37                     â€                        1                     â€                        1                 104                      3                      9                      9                      5                      6                 161                      6                    11                      5                      7                 356                      3                      4                      4                     â€                      92                     â€                        3                      2                      2                 263                      6                      2                      1                      1                    72                      1                     â€                       â€                        1                 177                      3                      1                      2                      1                    52                     â€                       â€                        2                     â€                   115                     â€                        1                     â€                       â€                      41                     â€                       â€                        1                     â€                      99                      1  Order<50Ctx @NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                   19                    20                    16                    23                 516                    14                    18                    16                    15              1,047                    11                    10                      9                      4                 349                    16                    12                      4                      5                 817                    10                      6                      7                      8                 249                      6                      4                      7                      3                 607                      5                      4                     â€                        2                 195                      3                      2                      4                      4                 462                     â€                        1                      4                      1                 130                      1                      4                      1                      1                 347                      2                14                   9                11                12              358                13                16                10                   8              696                   7                   6                   8                   4              258                   4                   5                   4                10              619                   7                   9                   8                   6              248                   5                   4                   6                   3              531                   3                   3                   1                   1              165                   2                   2                   4                   5              480                 â€                     1                   5                   2              136                   2                   8                   4                   3              420                   1                   2                   3                   2                   5              119                   8                   4                   4                   7              206                   6                   5                   1                   2              121                   3                   3                   2                   3              247                 â€                     4                   5                   1                90                   1                   1                   1                   4              212                   2                   1                   3                   4                83                   1                   4                   3                   2              190                   2                 â€                     1                   2                76                   2                   3                   1                 â€                177                   2  >.30,  <=.40 >.40,  <=.50 >.50                1                 1                 1                 1               38                â€                   3                 1                â€                 62                 2                â€                   2                 3               44                â€                  â€                  â€                  â€                 80                â€                   2                â€                   1               51                 2                 1                 3                 5             110                â€                   2                â€                   1               35                 3                 1                 2                â€                 99                 2                 1                â€                  â€                 42                â€                   1                â€                  â€                 98                 1               â€                 â€                 â€                 â€                  9               â€                  1               â€                 â€                17                2                1                1                1              24               â€                  1                1               â€                30                1               â€                  2               â€                25               â€                 â€                 â€                  3              50               â€                  1               â€                 â€                21                1                1               â€                 â€                61               â€                 â€                 â€                 â€                32               â€                 â€                  2               â€                56               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  4                1               â€                 â€                 â€                  2               â€                 â€                 â€                  1              18               â€                 â€                  2               â€                  8                1                1               â€                 â€                22               â€                 â€                 â€                 â€                11                2               â€                 â€                 â€                24               â€                  1               â€                 â€                20               â€                 â€                 â€                 â€                41               â€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                     704  3.4836 43.57% 40.06%                     547  3.5789 38.70% 37.11%                     405  3.4598 38.57% 34.07%                     633  3.6055 42.70% 27.49%                15,409  3.4402 41.49% 36.13%                     557  3.6818 39.81% 36.80%                     618  3.7642 28.24% 27.51%                     453  3.4744 31.65% 35.54%                     346  3.5765 36.87% 43.06%                26,369  3.4035 44.55% 39.01%                     378  3.7385 38.23% 33.33%                     280  3.78 43.03% 43.93%                     341  3.5077 34.69% 34.90%                     183  3.4318 43.10% 40.44%                  9,572  3.43 40.75% 36.19%                     214  3.3077 35.36% 27.10%                     373  3.3158 40.14% 35.66%                     213  3.5294 46.18% 39.91%                     302  3.7 39.36% 33.11%                19,057  3.3902 42.44% 37.11%                     246  3.42 35.79% 28.46%                     162  4.1667 46.67% 31.48%                     262  4.0476 42.57% 39.69%                     297  3.2703 47.32% 35.69%                  6,559  3.5449 39.40% 36.13%                     185  3.0556 41.48% 34.59%                     175  3.1786 40.12% 37.14%                     182  3.5946 47.01% 34.07%                     200  3.3448 39.05% 33.50%                14,464  3.4322 42.67% 37.22%                     202  3.129 33.76% 17.33%                       85  3.7826 44.93% 41.18%                       81  3.7059 31.47% 29.63%                     106  3.7778 42.78% 26.42%                  4,544  3.5089 37.27% 29.89%                     123  3.4091 43.64% 25.20%                       65  3.875 46.25% 55.38%                     166  3.8788 25.00% 24.70%                     105  4.2222 37.59% 17.14%                11,344  3.4367 42.10% 33.93%                       29  4.1429 54.29% 55.17%                       75  3.35 64.22% 36.00%                     123  3 56.36% 30.89%                       40  3.9167 40.83% 45.00%                  3,357  3.6448 40.63% 32.68%                       70  3 31.11% 32.86%                       91  4.4 13.40% 16.48%                     100  3.5 49.90% 27.00%                       68  2.9167 47.85% 51.47%                  9,258  3.4025 40.06% 35.62%                       72  4.5333 36.67% 26.39% 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        1.39        1.40        1.41        1.42        1.43        1.44        1.45        1.47        1.48        1.49        1.50        1.51        1.52        1.53  0.01 0.02 0.03 0.04 0.05                         3                          3                          3                     117                          8                          3                          3                          2                     383                          1                          1                          1                          3                     102                          1                          3                          3                          1                     327                          6                          2                          3                          3                     140                          2                          1                          2                          1                     233                          2                         â€                            2                          3                        68                         â€                            1                         â€                            1                     207                          1                         â€                           â€                            1                        50                         â€                            1                          2                     191                         â€                           â€                            1                       1                      â€                         1                     29                      â€                        â€                         3                      â€                       80                      â€                        â€                        â€                        â€                       28                      â€                        â€                        â€                        â€                       80                      â€                         1                       1                      â€                       21                       1                       1                      â€                         1                     57                       1                      â€                        â€                        â€                         5                      â€                        â€                        â€                        â€                       60                       1                      â€                         1                      â€                       19                       1                       1                      â€                       35                      â€                        â€                        â€                         2                      â€                         1                     29                      â€                         3                       1                      â€                       95                      â€                         1                      â€                        â€                       27                       2                      â€                         1                      â€                       75                       3                      â€                        â€                        â€                       12                      â€                        â€                        â€                        â€                       49                      â€                         1                      â€                         1                     15                      â€                        â€                         1                      â€                       43                       1                      â€                         1                      â€                       11                      â€                        â€                        â€                       30                      â€                        â€                        â€                        â€                        â€                        â€                       19                      â€                         1                       1                      â€                       77                      â€                         1                      â€                        â€                       25                      â€                        â€                         1                       1                     67                      â€                        â€                        â€                        â€                       12                      â€                        â€                        â€                        â€                       50                      â€                        â€                        â€                         1                     10                      â€                        â€                        â€                        â€                       39                       1                      â€                        â€                        â€                         8                      â€                        â€                        â€                       40                      â€                        â€                        â€                       â€                        1                     â€                      24                      1                     â€                        2                      1                    56                     â€                       â€                       â€                       â€                      19                     â€                       â€                        1                     â€                      65                     â€                       â€                       â€                       â€                      21                      1                     â€                       â€                       â€                      59                     â€                        1                     â€                       â€                      11                     â€                       â€                       â€                       â€                      50                     â€                       â€                       â€                       â€                      14                     â€                       â€                       â€                      26                     â€                       â€                        2                      2                     â€                       â€                      34                     â€                       â€                       â€                       â€                      62                      1                     â€                       â€                       â€                      20                     â€                       â€                        1                     â€                      56                     â€                       â€                       â€                       â€                      18                      3                      1                     â€                       â€                      58                      1                     â€                       â€                        1                    16                     â€                       â€                       â€                       â€                      30                     â€                       â€                       â€                       â€                      10                     â€                       â€                       â€                      34                      1                     â€                       â€    Order<50Ctx @NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                        1                      2                    86                      3                      2                      4                      1                 301                      1                      1                      1                      1                    74                     â€                        1                      2                     â€                   200                     â€                        1                     â€                       â€                      57                      1                      1                      1                      3                 193                      1                     â€                       â€                        1                    50                     â€                       â€                       â€                        2                 142                     â€                       â€                       â€                       â€                      28                     â€                       â€                       â€                   129                     â€                        1                     â€                   â€                   â€                     4                91                   1                   3                   4                   1              303                 â€                     2                   1                   1                98                 â€                   â€                     2                 â€                237                   2                   1                 â€                     1                56                   1                   1                 â€                     1              196                   1                   1                   2                 â€                  35                 â€                   â€                   â€                   â€                168                   1                   1                 â€                   â€                  40                 â€                   â€                     2              161                 â€                   â€                   â€                     3                 â€                   â€                  65                 â€                   â€                   â€                   â€                147                   2                   1                 â€                     1                51                 â€                     1                   1                 â€                124                 â€                   â€                   â€                   â€                  28                 â€                     1                 â€                   â€                114                   1                 â€                   â€                   â€                  35                 â€                   â€                     1                 â€                111                   1                 â€                   â€                   â€                  22                 â€                   â€                   â€                117                   2                 â€                     1  >.30,  <=.40 >.40,  <=.50 >.50                1                â€                   1               39                â€                   2                â€                  â€                 89                â€                  â€                  â€                   1               21                â€                  â€                   1                 1               86                â€                   1                â€                  â€                 27                â€                   1                â€                  â€                 63                â€                  â€                   1                â€                 18                â€                  â€                  â€                  â€                 50                â€                  â€                  â€                  â€                 22                â€                  â€                  â€                 60                â€                  â€                  â€                 â€                 â€                 â€                19                1               â€                  1               â€                60               â€                 â€                  2                1              23               â€                 â€                 â€                  1              47               â€                 â€                 â€                 â€                16               â€                  1               â€                 â€                44               â€                 â€                 â€                 â€                20               â€                 â€                 â€                 â€                41               â€                  1               â€                  1              19               â€                 â€                 â€                39               â€                 â€                 â€                 â€                 â€                  1              27                1               â€                 â€                 â€                33               â€                 â€                 â€                  2              28                1                1                1                1              40               â€                 â€                 â€                 â€                27                1                1               â€                  2              52               â€                 â€                 â€                 â€                26                1               â€                  1                1              55               â€                 â€                 â€                 â€                17               â€                 â€                 â€                55                1               â€                 â€    Average  Average  Percent of  Total Contracts  Number of  order  Traded Participants initiator  receives                       54  3.3333 40.28%                       37  3 48.00%                       66  4 43.33%                  2,518  3.7966 39.13%                       62  2.9333 52.67%                       56  3.7143 35.71%                     134  3.3333 29.87%                       24  3 30.00%                  6,420  3.4728 42.57%                       32  4 36.67%                       13  3.7143 27.14%                       15  5.75 15.28%                       16  4.7 60.00%                  2,006  3.6276 36.86%                       19  3.25 62.50%                       31  3.5 47.22%                       93  3.3077 26.15%                          7  5.2 46.67%                  5,529  3.4243 41.08%                       22  2.7273 62.99%                       17  4.3333 48.33%                       17  2.25 87.50%                          4  2.5 100.00%                  1,520  3.387 45.15%                       42  2.6 25.00%                       28  3 27.14%                       27  2 66.67%                       23  4.625 25.00%                  4,314  3.4122 37.93%                       70  1.7143 28.57%                          6  1.6667 0.00%                       24  3.2 50.00%                       69  2.7143 34.69%                  1,015  3.6585 37.18%                       15  6 0.00%                          2  4 50.00%                       33  3 16.00%                          8  3.5 25.00%                  3,502  3.428 39.87%                       13  2.5 35.00%                          2  4 0.00%                       10  2.5 0.00%                          6  4 20.00%                     998  3.6183 39.11%                          1  4 100.00%                          5  2.5 75.00%                          7  3 75.00%                  3,297  3.3892 39.32%                          5  3 0.00%                          2  1 0.00%                       20  3.25 45.83% Average  Percent of  contracts  initiator  receives 27.78% 56.76% 48.48% 33.80% 58.06% 33.93% 36.57% 33.33% 35.97% 9.38% 30.77% 13.33% 56.25% 29.31% 36.84% 51.61% 20.43% 42.86% 33.24% 59.09% 52.94% 64.71% 100.00% 32.96% 7.14% 28.57% 81.48% 17.39% 31.15% 8.57% 0.00% 37.50% 36.23% 34.19% 0.00% 50.00% 36.36% 12.50% 33.52% 38.46% 0.00% 0.00% 33.33% 31.86% 100.00% 80.00% 85.71% 31.82% 0.00% 0.00% 35.00% 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        1.67        1.68        1.70        1.71        1.72        1.73        1.74        1.75        1.76        1.77        1.78        1.79        1.80        1.81        1.82        1.83        1.85        1.86        1.87        1.88        1.89        1.90        1.91        1.92        1.93        1.94        1.95        1.97        1.99        2.00        2.01        2.04        2.05        2.06        2.07        2.10        2.13        2.15        2.17  0.01 0.02 0.03 0.04 0.05                        â€                          25                         â€                            1                          2                          2                     169                          2                         â€                            1                          2                        41                         â€                           â€                       142                         â€                           â€                            4                         â€                          43                          1                          1                          2                         â€                       123                          1                         â€                           â€                          34                         â€                           â€                           â€                           â€                       108                         â€                           â€                            1                          1                        26                          1                         â€                       113                          1                          1                        29                          9                          1                        95                         â€                          16                          9                      â€                       11                      â€                        â€                        â€                         1                     27                      â€                        â€                        â€                        â€                       13                      â€                        â€                       23                      â€                        â€                         1                      â€                         7                      â€                        â€                        â€                        â€                       23                       1                      â€                        â€                         5                      â€                        â€                        â€                         1                     17                      â€                        â€                        â€                        â€                         5                      â€                        â€                       16                      â€                        â€                         4                      â€                        â€                       17                      â€                         2                      â€                        â€                         5                      â€                        â€                        â€                        â€                       28                      â€                        â€                         1                      â€                         9                       1                      â€                       13                      â€                        â€                        â€                        â€                         5                       1                      â€                        â€                        â€                       23                      â€                        â€                        â€                         2                      â€                        â€                        â€                        â€                       19                      â€                        â€                        â€                        â€                         7                      â€                        â€                       25                      â€                        â€                         8                      â€                        â€                       19                      â€                         1                      â€                        â€                         4                      â€                        â€                        â€                        â€                       26                      â€                        â€                        â€                        â€                       11                      â€                         1                     23                      â€                        â€                        â€                        â€                         7                      â€                        â€                        â€                        â€                       21                      â€                        â€                        â€                         6                      â€                        â€                        â€                        â€                       12                      â€                        â€                        â€                        â€                         5                      â€                         1                     15                      â€                        â€                         2                      â€                        â€                       14                      â€                         5                      â€                       â€                        9                     â€                       â€                        1                     â€                      28                     â€                       â€                       â€                       â€                        7                     â€                       â€                      22                     â€                       â€                       â€                       â€                        8                     â€                       â€                       â€                       â€                      19                     â€                       â€                       â€                        5                     â€                       â€                       â€                       â€                      11                     â€                       â€                       â€                       â€                        2                     â€                       â€                        9                     â€                       â€                        4                     â€                       â€                      13                     â€                        3                     â€                       â€                      10                     â€                       â€                       â€                       â€                      26                     â€                       â€                       â€                       â€                        3                     â€                       â€                      30                     â€                       â€                       â€                        1                      9                     â€                       â€                       â€                       â€                      17                     â€                       â€                       â€                        3                     â€                       â€                       â€                       â€                      12                     â€                       â€                       â€                       â€                        4                     â€                       â€                        9                     â€                       â€                        5                     â€                       â€                      12                     â€                        2                     â€    Order<50Ctx @NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                     1                    16                      1                     â€                       â€                        1                    92                      1                      1                     â€                       â€                      32                     â€                       â€                      73                     â€                        1                     â€                        1                    18                     â€                       â€                       â€                        1                    94                      1                     â€                        1                      8                      1                      1                      1                     â€                      55                     â€                       â€                       â€                       â€                      11                      1                     â€                      55                     â€                       â€                      13                     â€                       â€                      55                     â€                      10                     â€                   â€                  38                 â€                   â€                   â€                     1              147                 â€                   â€                     1                 â€                  38                   1                 â€                  95                 â€                   â€                   â€                   â€                  26                 â€                     1                 â€                   â€                104                   1                 â€                     2                24                 â€                   â€                   â€                   â€                  73                 â€                   â€                   â€                   â€                  21                 â€                   â€                  93                 â€                   â€                  10                 â€                   â€                  74                   1                15                 â€                   â€                  27                 â€                   â€                   â€                   â€                  90                 â€                   â€                   â€                   â€                  19                 â€                   â€                  88                 â€                   â€                   â€                   â€                  23                 â€                   â€                   â€                   â€                  55                 â€                     1                 â€                  15                 â€                   â€                   â€                   â€                  60                 â€                     1                 â€                   â€                     6                 â€                   â€                  51                 â€                   â€                  15                 â€                   â€                  49                 â€                  11                 â€    >.30,  <=.40 >.40,  <=.50 >.50               â€                 21                â€                  â€                   1                â€                 47                â€                  â€                  â€                  â€                 11                â€                  â€                 43                â€                  â€                  â€                  â€                 11                 1                â€                  â€                  â€                 33                â€                  â€                  â€                   8                â€                  â€                  â€                  â€                 34                â€                  â€                  â€                   1                 8                â€                  â€                 41                â€                  â€                 11                 1                â€                 49                â€                   8                â€                 â€                16               â€                 â€                 â€                 â€                42               â€                 â€                 â€                 â€                  8               â€                 â€                36               â€                 â€                 â€                 â€                18               â€                 â€                 â€                 â€                37               â€                 â€                 â€                  9               â€                 â€                 â€                 â€                34               â€                 â€                 â€                 â€                  4               â€                 â€                31               â€                 â€                  8               â€                 â€                27               â€                12               â€                  1              26               â€                 â€                 â€                 â€                71               â€                 â€                 â€                 â€                21               â€                 â€                43                2               â€                  1               â€                31               â€                 â€                 â€                 â€                62               â€                 â€                 â€                24               â€                 â€                 â€                 â€                51                1               â€                 â€                 â€                24               â€                 â€                69               â€                 â€                19               â€                  1              53               â€                  9               â€    Average  Average  Percent of  Total Contracts  Number of  order  Traded Participants initiator  receives                          3  4.5 0.00%                     670  4 32.81%                          3  3 0.00%                          1  2 100.00%                          8  3.5 75.00%                       20  3.4 34.67%                  3,028  3.5174 41.90%                          3  2.3333 100.00%                       30  3 0.00%                       11  4 33.33%                       15  2 100.00%                     792  3.4627 37.43%                       40  2 25.00%                       10  4 0.00%                  2,222  3.3799 41.93%                          6  7 0.00%                          1  1 0.00%                       27  3.3333 62.22%                       17  2 0.00%                     771  3.7581 42.49%                          9  2.3333 44.44%                          4  3 83.34%                       11  1.5 100.00%                          2  7 50.00%                  2,351  3.3282 37.83%                          6  2 50.00%                          1  3 0.00%                       28  2.3333 16.67%                     494  3.8261 38.73%                          1  4 100.00%                          1  6 100.00%                       10  3 50.00%                       30  2 0.00%                  1,763  3.5 46.39%                          3  5 33.33%                          4  6 0.00%                          5  2 100.00%                          2  3.5 50.00%                     514  3.6303 36.45%                       17  4.5 75.00%                          5  3 40.00%                  1,783  3.4693 45.92%                          3  2 100.00%                          1  2 100.00%                     372  3.8908 42.76%                       11  2.1 90.00%                       10  4 50.00%                  1,652  3.4543 41.86%                          4  3 0.00%                     334  3.5632 29.91%                          9  2 100.00% Average  Percent of  contracts  initiator  receives 0.00% 28.36% 0.00% 100.00% 62.50% 20.00% 37.52% 100.00% 0.00% 9.09% 100.00% 30.05% 12.50% 0.00% 35.64% 0.00% 0.00% 70.37% 0.00% 33.33% 66.67% 75.00% 100.00% 50.00% 35.52% 16.67% 0.00% 3.57% 28.54% 100.00% 100.00% 50.00% 0.00% 40.67% 33.33% 0.00% 100.00% 50.00% 32.68% 94.12% 40.00% 38.31% 100.00% 100.00% 32.26% 81.82% 50.00% 35.29% 0.00% 27.25% 100.00% 4 . 0       2.18        2.19        2.20        2.21        2.22        2.25        2.26        2.30        2.35        2.37        2.39        2.40        2.41        2.44        2.45        2.46        2.47        2.48        2.49        2.50        2.51        2.53        2.54        2.55        2.57        2.59        2.60        2.65        2.68        2.70        2.72        2.75        2.76        2.79        2.80        2.82        2.85        2.89        2.90        2.92        2.95        2.97        2.98        3.00        3.05        3.10        3.12        3.15        3.20        3.24        3.25  0.01 0.02 0.03 0.04 0.05                         8                         â€                          86                         â€                            2                        18                         â€                          70                        14                          5                          3                        66                         â€                           â€                          16                          2                        14                        12                         â€                       103                          1                         â€                            1                        17                          1                         â€                          80                        12                         â€                          76                         â€                          12                          1                          1                        50                          1                          7                         â€                          58                         â€                            9                          1                         â€                          45                        12                        41                          1                        11                        35                         â€                            9                      â€                        â€                       10                      â€                        â€                         4                      â€                       15                       2                      â€                        â€                       10                      â€                        â€                        â€                        â€                        â€                        â€                         1                       9                      â€                        â€                        â€                         1                      â€                        â€                       18                       1                       1                       9                      â€                        â€                        â€                        â€                       10                      â€                        â€                        â€                         6                      â€                         2                      â€                        â€                         6                      â€                         4                      â€                         2                       5                      â€                         1                      â€                        â€                       12                       1                      â€                         4                      â€                       10                       1                      â€                        â€                       14                      â€                        â€                         2                      â€                        â€                        â€                        â€                       12                      â€                        â€                        â€                         3                      â€                        â€                       14                       3                      â€                         4                      â€                         4                      â€                        â€                       10                      â€                         1                      â€                         9                      â€                        â€                        â€                        â€                         7                      â€                         4                      â€                         1                      â€                        â€                        â€                        â€                        â€                         7                      â€                        â€                         4                      â€                       13                      â€                        â€                        â€                       18                      â€                        â€                        â€                        â€                        â€                        â€                        â€                       10                       1                      â€                        â€                         2                      â€                        â€                       11                       1                      â€                         5                      â€                        â€                        â€                        â€                         3                      â€                        â€                        â€                         6                      â€                        â€                        â€                        â€                         6                      â€                         5                      â€                         1                       7                      â€                         1                     â€                       â€                      16                     â€                       â€                        3                     â€                        8                      2                     â€                       â€                      11                     â€                       â€                        2                     â€                       â€                       â€                       â€                        9                     â€                       â€                       â€                        3                     â€                       â€                      14                      3                     â€                        8                     â€                        1                     â€                       â€                        8                     â€                        1                     â€                        3                     â€                        3                     â€                       â€                        5                      1                      1                     â€                       â€                        3                     â€                       â€                       â€                       â€                      13                     â€                       â€                        4                     â€                      15                     â€                       â€                       â€                        8                     â€                       â€                        3                     â€                       â€                       â€                       â€                        9                     â€                       â€                       â€                       â€                       â€                       â€                        5                      1                     â€                        8                     â€                        2                     â€                       â€                      10                     â€                       â€                       â€                        4                     â€                        4                     â€                       â€                        4                      1                      2                     â€                        2                     â€                       â€                        1  Order<50Ctx @NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                      46                     â€                       â€                      12                     â€                      50                      6                     â€                       â€                      43                     â€                       â€                        1                     â€                        1                     â€                       â€                      39                     â€                       â€                       â€                        6                     â€                       â€                      39                      5                     â€                      19                      1                      5                     â€                       â€                      30                     â€                        3                     â€                      30                     â€                        7                     â€                       â€                      20                      2                    13                     â€                        4                    18                     â€                        2                 â€                   â€                  65                   1                 â€                     9                   1                65                13                 â€                   â€                  58                 â€                   â€                  11                 â€                   â€                   â€                   â€                  77                 â€                   â€                   â€                  11                 â€                   â€                  79                   6                 â€                  55                 â€                     5                 â€                   â€                  39                 â€                     7                   1                28                 â€                     5                 â€                   â€                  28                   6                26                 â€                     5                19                 â€                   â€                   â€                     1                53                 â€                   â€                  10                 â€                  55                15                 â€                   â€                  46                 â€                   â€                     7                 â€                   â€                   â€                   â€                  42                 â€                   â€                   â€                     3                 â€                   â€                  51                   4                 â€                  37                 â€                     8                 â€                   â€                  37                 â€                     7                 â€                  28                 â€                     1                 â€                   â€                  24                   7                16                 â€                     2                17                 â€                     6  >.30,  <=.40 >.40,  <=.50 >.50               â€                   1               33                â€                  â€                   8                â€                 37                 7                â€                  â€                 33                 1                â€                   5                 1                â€                  â€                  â€                 25                â€                   1                â€                   3                â€                  â€                 31                 2                â€                 26                â€                   5                â€                  â€                 30                â€                   3                â€                 12                â€                   6                â€                   1               18                â€                 13                â€                  â€                 10                â€                   3               â€                  1              28               â€                 â€                  9               â€                24                2               â€                 â€                17               â€                  1                6                1               â€                 â€                 â€                26               â€                 â€                 â€                  4               â€                 â€                23                3               â€                20               â€                  2               â€                 â€                17               â€                  7               â€                10               â€                  2               â€                 â€                13                5              14               â€                  5              10               â€                  3               â€                 â€                52               â€                 â€                18               â€                54              15               â€                 â€                55               â€                 â€                19               â€                 â€                 â€                 â€                61               â€                 â€                 â€                21               â€                  1              52              16               â€                58               â€                14               â€                 â€                61               â€                16               â€                60                1              12               â€                 â€                45                9              31               â€                  4              25                1                4  Average  Average  Percent of  Total Contracts  Number of  order  Traded Participants initiator  receives                          8  2 100.00%                       10  4 0.00%                  1,427  3.4608 43.91%                          6  4 70.00%                       15  2 100.00%                     358  3.9158 42.32%                          1  4 100.00%                  1,431  3.5788 41.22%                     251  3.8611 36.71%                          5  2 100.00%                          3  2 100.00%                  1,247  3.5432 41.23%                       20  4 50.00%                          5  4 0.00%                     192  3.8088 36.08%                          5  3.5 50.00%                       15  1.9333 93.33%                       12  2 100.00%                          1  3 100.00%                  1,372  3.3541 47.79%                          4  2.5 66.67%                          1  4 100.00%                          1  2 100.00%                     231  3.7887 37.34%                          1  1 100.00%                          3  5 33.33%                  1,279  3.4171 43.94%                     155  4 39.19%                          1  4 100.00%                     943  3.3248 48.70%                          8  1 0.00%                     203  3.566 40.27%                          1  2 100.00%                       20  2 100.00%                     967  3.3345 43.71%                          2  1 100.00%                     111  3.325 40.00%                          5  4 40.00%                     838  3.2675 49.08%                          1  5 100.00%                     132  3.6512 49.26%                          5  2 100.00%                          2  4 50.00%                     668  3.0648 47.06%                     146  3.5128 43.33%                     465  3.0559 48.45%                       10  2 100.00%                       87  2.9355 45.65%                     476  3.0338 45.59%                          1  2 0.00%                       89  2.8276 41.38% Average  Percent of  contracts  initiator  receives 100.00% 0.00% 34.90% 50.00% 100.00% 32.96% 100.00% 34.80% 27.89% 100.00% 100.00% 35.69% 50.00% 0.00% 45.83% 40.00% 93.33% 100.00% 100.00% 42.93% 50.00% 100.00% 100.00% 35.50% 100.00% 33.33% 36.20% 32.90% 100.00% 42.63% 0.00% 17.73% 100.00% 100.00% 38.16% 100.00% 37.84% 40.00% 39.98% 100.00% 35.61% 100.00% 50.00% 35.48% 22.60% 47.31% 100.00% 32.18% 34.03% 0.00% 17.98% 5 . 0       3.30        3.35        3.40        3.45        3.50        3.55        3.60        3.65        3.66        3.70        3.72        3.75        3.76        3.80        3.85        3.90        3.95        4.00        4.01        4.05        4.10        4.15        4.20        4.25        4.30        4.35        4.40        4.45        4.50        4.51        4.55        4.58        4.60        4.65        4.70        4.73        4.75        4.77       4.80      4.85      4.90      4.95      4.96      5.00     10.00 0.01 0.02 0.03 0.04 0.05                       24                          7                        21                          7                        24                          5                        17                          2                         â€                          15                          1                          2                         â€                          13                          1                        19                          3                        15                          2                          2                        10                          4                          8                          2                          4                         â€                            6                         â€                            9                          1                          6                          1                          9                          2                          5                          1                          1                         â€                         11                        4                        6                        1                        2                        3                        1                      4                      â€                         8                      â€                         3                       1                      â€                        â€                        â€                         3                      â€                        â€                        â€                        â€                         2                       2                      â€                        â€                        â€                        â€                         2                      â€                         4                      â€                         3                       1                      â€                        â€                         1                      â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                      ‐                   ‐                   ‐                   ‐                   ‐                   ‐                   ‐                      2                      â€                         4                      â€                         2                       1                       1                      â€                        â€                         1                      â€                        â€                        â€                         1                      â€                        â€                        â€                         1                      â€                        â€                         2                      â€                         1                      â€                         1                      â€                         2                      â€                         1                      â€                        â€                        â€                         2                      â€                        â€                        â€                        â€                        â€                      ‐                   ‐                   ‐                   ‐                   ‐                   ‐                   ‐                      3                      â€                         2                      â€                         2                      â€                         2                      â€                        â€                         1                      â€                        â€                        â€                         4                      â€                         1                      â€                         1                      â€                        â€                         1                      â€                         1                      â€                         3                      â€                         1                      â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                    â€                 â€                 â€                 â€                 â€                 â€                 â€                     3                     â€                        4                     â€                        1                     â€                       â€                       â€                       â€                        3                     â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                        3                      1                     â€                       â€                        1                     â€                        1                     â€                        1                     â€                        1                     â€                        1                     â€                        1                     â€                       â€                       â€                   â€                â€                â€                â€                â€                â€                â€                     4                     â€                        3                     â€                        2                     â€                        3                     â€                       â€                        2                     â€                       â€                       â€                       â€                       â€                       â€                        1                      1                     â€                       â€                        2                     â€                        1                     â€                        1                     â€                        3                      1                      3                     â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                   â€                â€                    1                â€                â€                â€                â€ Order<50Ctx @NBBO Customer  >.05, <=.10 >.10, <=.20 >.20, <=.30                   10                      3                    10                      1                      2                     â€                      10                      1                     â€                        4                     â€                        1                      1                      5                      2                      3                      2                      6                     â€                        1                      5                     â€                        3                     â€                        7                      1                      2                     â€                        4                     â€                       â€                       â€                        4                     â€                        2                     â€                       â€                       â€                       1                â€                â€                â€                â€                â€                â€               13                   2                   9                 â€                  10                   3                10                   2                 â€                     7                 â€                     3                 â€                     4                 â€                     6                 â€                     7                 â€                   â€                     1                 â€                     2                   1                   4                   1                   4                   3                   6                 â€                     1                 â€                   â€                   â€                     2                 â€                   â€                   â€                   1                1                1             ‐             ‐             ‐             ‐               13                   2                10                   1                   7                   1                   2                   2                   1                   5                 â€                     2                 â€                     6                   3                   3                   1                   3                 â€                   â€                   â€                     2                   1                   4                   3                 â€                     5                   1                   5                 â€                   â€                   â€                     1                 â€                   â€                   â€                   â€                   â€                    1                 1                 1             â€             â€             â€             â€ >.30,  <=.40 >.40,  <=.50 >.50              11                 1                 8                â€                   2                 4                 4                 3                â€                 10                â€                   1                â€                   3                â€                   5                â€                  â€                  â€                  â€                   1                â€                   3                â€                   1                â€                   4                 2                 2                â€                  â€                  â€                   1                â€                  â€                  â€                  â€                  â€                  2           â€           â€           â€           â€           â€           â€               7               â€                11                1                6               â€                  4                2               â€                  7               â€                  2               â€                  4               â€                  4                1                1               â€                  1                1                1                3                1               â€                 â€                  3               â€                  3               â€                  1               â€                 â€                 â€                  1               â€                  1               â€                 2              1          â€          â€          â€          â€          â€             16                6              16                6              13                2              19                4               â€                19               â€                  2               â€                19                4                8                2              14               â€                  1                6                2              10                1                8                2                4                2                2               â€                  1               â€                  4               â€                  4               â€                  3                1               1              2              3          â€          â€              1          â€ Average  Average  Percent of  Total Contracts  Number of  order  Traded Participants initiator  receives                     367  2.9722 44.99%                     111  3.75 47.14%                     347  3.1275 48.93%                       46  3.625 80.63%                     200  2.9459 59.32%                       35  2.8824 41.18%                     201  3.169 43.53%                       39  3.8571 40.63%                          5  7 40.00%                     270  3.0972 41.87%                          1  2 100.00%                       91  3.4615 36.15%                          1  2 0.00%                     254  2.9831 51.24%                       34  3 35.45%                     181  2.96 57.89%                       57  2.9 45.00%                     167  3.1111 53.78%                       35  4 48.34%                          8  2.8 40.00%                     106  2.6296 59.63%                       29  2.7778 58.89%                     150  2.5946 43.24%                       11  2.3333 38.89%                     197  2.6 37.32%                          8  3.2 20.00%                     186  2.9706 40.91%                       48  3.5714 16.19%                     116  2.6111 40.65%                       15  5 40.00%                       70  2.3636 53.64%                          2  2 100.00%                       99  2.2 50.17%                          6  2 100.00%                       20  2.2667 56.67%                       10  2 100.00%                       46  3.4 30.00%                       10  3 50.00%                    101 237.50% 80.21%                      55 277.78% 55.56%                      52 291.67% 64.44%                         1 200.00% 100.00%                         2 200.00% 100.00%                         9 200.00% 100.00%                         1 100.00% 100.00% Average  Percent of  contracts  initiator  receives 39.51% 45.05% 42.94% 73.91% 48.00% 25.71% 39.30% 43.59% 40.00% 34.44% 100.00% 29.67% 0.00% 46.46% 20.59% 53.59% 17.54% 37.72% 48.57% 25.00% 44.34% 62.07% 39.33% 36.36% 26.90% 12.50% 26.34% 14.58% 46.55% 40.00% 52.86% 100.00% 38.38% 100.00% 45.00% 100.00% 4.35% 50.00% 85.15% 45.45% 82.69% 100.00% 100.00% 100.00% 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                  3,885                   3,383                   1,936                   1,191                   1,191                       488                       363                       298                       210                   1,314                       112                         68                         68                         59                       732                         30                         32                         33                         21                       466                         25                         21                         18                         14                       252                         10                         15                         10                           7                       183                           7                           4                           9                           8                         88                           5                           5                           3                           4          148          284          316          283          440          172          130          120             96          418             46             44             47             33          306             19             13             14               8          153               9               6               5               3             95               6               6               2               4             68               4              â€                 1               1             25              â€                 2               1               2              â€                 7             27             46          139             70             53             52             39          224             27             26             25             20          201             16             10             11             13          111               6               7               4               6             87               2               4               3               1             51               2               5               2               2             24               1               1               1               3              â€                â€                 2               5             29             21             28             28             17          117             13             12             15             15             84             18             11               5             12             66               3               7               2               3             40               4               2               2               2             49               2               1              â€                 1             29              â€                â€                 1              â€              â€              â€              â€              â€             11             2             4             9             7           49             6           11             2             5           49             5             4             8             4           45             5             3             3             1           32             3             1             1             2           31            â€              â€              â€              â€             25             2             1            â€              â€              â€              â€              â€              â€               1             1             2             6             7           16             4             3             2             4           30             2             1             3             3           52             3             4             1             4           20             1             1             2             1           25             1             2            â€               2           11             2            â€              â€               2            â€              â€              â€              â€               1            â€              â€              â€               2           16             5             4             4             6           24             5             2           11             3           43             8             3             5             2           34             4             3             1             2           52            â€              â€               1             1           32             4             1             1            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€              2           â€             â€              2            1            1           â€             â€              1           â€              6            2            2           â€             â€              8            2           â€             â€             â€            11            1            3            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€             1          â€            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€            â€            â€            â€            â€            â€            â€            â€            â€            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       484,609        452,663        293,304        142,726        172,680           68,290           42,521           58,252           48,242        206,147           15,786           17,178           16,204           29,731        130,097             8,674             5,458             5,271             4,484           97,497             4,150             3,785             3,631             2,476           42,254             1,838             2,340             1,450             1,325           41,583             1,195                833                852                955           15,722             1,770                858                520                760  4.9828 4.052 3.7814 3.8132 3.7482 3.7917 3.7566 3.7457 3.8099 3.48 3.7565 3.7697 4.0217 3.744 3.5099 3.9655 3.6765 4.0133 3.8475 3.3337 3.6471 3.9773 3.7778 3.7 3.3165 3.92 3.6061 3.3889 3.2778 3.2368 3.0556 3.6364 3.1818 3.2857 3.3897 3.7273 4.3636 4.4286 3.7778 Average  Average  Percent of  Percent of  order  contracts  initiator  initiator  receives receives 41.40% 45.50% 56.54% 56.57% 52.89% 62.37% 49.66% 49.22% 46.50% 51.03% 45.52% 54.74% 45.46% 44.61% 44.79% 55.47% 40.65% 54.79% 47.88% 54.25% 40.61% 40.26% 36.19% 34.32% 37.62% 38.37% 37.53% 63.62% 45.24% 52.22% 30.91% 31.28% 40.00% 39.43% 40.51% 42.48% 35.89% 39.34% 46.01% 59.61% 44.00% 42.22% 37.26% 39.97% 45.29% 43.07% 36.51% 31.87% 45.03% 45.60% 30.32% 38.68% 46.55% 46.11% 44.03% 40.14% 42.89% 37.81% 39.59% 45.36% 30.46% 30.29% 48.18% 41.90% 56.11% 51.06% 42.86% 40.31% 39.68% 42.49% 36.77% 68.81% 47.03% 55.71% 30.29% 29.81% 36.67% 46.71% 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     0.58     0.59     0.60     0.61     0.62     0.63     0.64     0.65     0.66     0.67     0.68     0.70     0.71     0.72     0.73     0.74     0.75     0.76     0.77     0.78     0.79     0.80  0.01 0.02 0.03 0.04 0.05 >.05,  <=.10                      111                           1                           1                           3                           6                         61                           2                           1                           1                           1                         70                           6                          â€                             1                           4                         29                           1                           3                           1                          â€                           36                           1                           1                           1                          â€                           16                          â€                            â€                            â€                           22                          â€                             1                          â€                            â€                           15                          â€                             1                           1                           1                         21             38               1               2               1              â€               22              â€                 2               1               1             13              â€                 1              â€                â€                 7               2              â€                 1              â€                 7               1              â€                 1              â€                 4               1              â€                â€                 3              â€                â€                â€                 1               3              â€                â€                â€                â€               10             23              â€                â€                 2               2             12               1               3               1              â€               16              â€                â€                â€                â€                 7              â€                â€                â€                 1               4              â€                â€                â€                 1               3              â€                â€                â€                 3              â€                â€                â€                â€                 2              â€                â€                â€                â€                 2             34              â€                â€                 2               2             11               2              â€                â€                 2             14              â€                â€                 1              â€                 5              â€                 1              â€                â€                 5              â€                â€                â€                â€                 4              â€                 1               1               5              â€                 1              â€                 1               2              â€                â€                â€                â€                 4           24            â€              â€              â€               1           11            â€               1             1             1           15             1            â€              â€              â€               5             1             1             1            â€               6            â€              â€              â€              â€               1            â€              â€               1             1            â€              â€              â€              â€               1            â€              â€               1            â€               4           18             1             1             2             1             4             1            â€              â€              â€             10            â€              â€              â€              â€               2            â€               1             1            â€             10            â€              â€              â€              â€               2            â€              â€              â€               5            â€              â€              â€              â€               1            â€              â€              â€              â€               1           36             1             2             1             2           20             2             1             2             1           28            â€               1             2            â€               7            â€              â€               1             2           17            â€              â€              â€               1             8            â€              â€              â€             15            â€              â€               1            â€               2             1            â€              â€              â€             12  Order>=50Ctx @NBBO Customer >.10,  >.20,  >.30,  >.40,  <=.20 <=.30 <=.40 <=.50         12           â€              1            2            2            4            3           â€              1           â€              8            1           â€             â€              1          14           â€             â€             â€              1            8           â€             â€             â€             â€              9           â€             â€             â€            11           â€             â€             â€             â€              1           â€             â€             â€             â€              9           1          â€             2          â€            â€             2           1          â€            â€            â€             4          â€            â€            â€            â€             3          â€            â€            â€             1           4          â€            â€            â€            â€             1          â€            â€            â€             1           1          â€            â€            â€            â€            â€            â€            â€            â€             2          â€            â€            â€            â€            â€             1          â€            â€            â€            â€             1          â€            â€            â€            â€             1          â€            â€            â€             1           2          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€             1          â€            â€            â€            â€            â€            â€            â€            â€             1          â€            â€            â€            â€            â€            â€            â€             1          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€           â€    Total  Average  Contracts  Number of  Traded Participants          18,784                300                555                830             1,110             9,227                650                497                800                375           18,566                756                300             1,150                368           12,704                150                430                260                165             6,148                116                   50                132                150             3,460                   63                   58                200             4,553                100                152                   50                100             1,560                   50                   50                172                   50             4,473  3.3271 4.5 3.7778 3.3 3.6154 3.1811 3.6667 3.4286 3.4 2.8 3.1506 2.125 3.5 3.3333 2 3.2603 4 1.6667 3.8 5.3333 3.191 1.5 2 2.5 3.5 3.0476 4 2 3.5 3.5082 8 2.5 5 3 2.8182 2 3 3.3333 2 3.3684 Average  Average  Percent of  Percent of  order  contracts  initiator  initiator  receives receives 38.94% 40.10% 19.00% 25.33% 38.89% 45.05% 28.13% 33.13% 39.23% 32.97% 42.69% 42.65% 33.33% 34.62% 17.99% 14.49% 30.00% 28.13% 20.00% 21.33% 41.76% 56.53% 68.60% 73.02% 25.00% 8.33% 16.67% 43.48% 65.88% 69.57% 41.20% 48.34% 30.00% 30.00% 50.00% 58.14% 16.00% 15.38% 27.58% 29.09% 36.69% 37.44% 50.00% 56.90% 50.00% 50.00% 50.00% 62.12% 0.00% 0.00% 40.44% 42.72% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 36.39% 35.27% 0.00% 0.00% 20.00% 26.32% 0.00% 0.00% 20.00% 20.00% 55.73% 65.58% 0.00% 0.00% 40.00% 40.00% 33.33% 41.86% 50.00% 50.00% 30.66% 30.09% 8 . 0    0.81     0.83     0.85     0.86     0.90     0.92     0.95     0.96     1.00     1.05     1.08     1.09     1.10     1.11     1.15     1.20     1.25     1.27     1.30     1.35     1.40     1.44     1.45     1.46     1.49     1.50     1.55     1.60     1.70     1.75     1.80     1.85     1.90     1.95     2.00     2.05     2.10     2.15     2.20     2.25  0.01 0.02 0.03 0.04 0.05 >.05,  <=.10                         â€                             1                           8                           1                         14                           1                           1                          â€                             7                           3                          â€                             1                           3                          â€                             1                           5                           5                          â€                             2                          â€                             3                          â€                             2                          â€                            â€                             2                          â€                             2                           2                           1                           3                          â€                             2                           2                           2                           3                           3                          â€                             2                          â€                â€                â€                 1              â€                 4              â€                â€                â€                 2               1              â€                â€                 1              â€                â€                 2               1              â€                â€                â€                â€                â€                 1              â€                â€                 1              â€                 1              â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                 1              â€                 3              â€                â€                â€                 2              â€                â€                â€                â€                â€                 1               2               1              â€                 1               1              â€                â€                 1               1              â€                â€                 1               2              â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                 1              â€                â€                â€                â€                â€                 1               1              â€                â€                â€                â€                 1              â€                â€                â€                â€                â€                 2              â€                â€                â€                â€                â€                 1              â€                â€                â€                 1              â€                â€                â€                â€                â€                â€                â€                â€                â€              â€              â€              â€              â€               4            â€               1            â€               1             1            â€              â€               2            â€              â€              â€              â€              â€              â€              â€               1            â€              â€              â€              â€              â€              â€               1            â€              â€              â€              â€              â€              â€               1            â€              â€              â€              â€              â€              â€              â€              â€              â€               1            â€              â€              â€               3            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€               1            â€               7            â€               3            â€               6             2            â€              â€              â€              â€              â€              â€              â€              â€              â€               1            â€               1             2            â€              â€               4            â€               1             2            â€               1            â€               1            â€               1            â€               1             1            â€              â€    Order>=50Ctx @NBBO Customer >.10,  >.20,  >.30,  >.40,  <=.20 <=.30 <=.40 <=.50           1           â€              1           â€              8           â€              1            1            4            1           â€             â€              5            1           â€              2           â€             â€             â€              2            3           â€              1           â€              1           â€              1            3            3            2            1           â€             â€             â€              2           â€             â€             â€              1           â€            â€            â€             1          â€             4          â€             1          â€             2          â€             1          â€             2          â€            â€             2          â€             1           2          â€             2          â€            â€            â€            â€            â€            â€             1           1          â€             1          â€            â€             1           1          â€            â€            â€            â€            â€            â€            â€            â€            â€             2          â€             1          â€             1          â€            â€            â€             1          â€            â€            â€            â€             1           2          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€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€             1           1          â€            â€            â€            â€            â€            â€             1          â€            â€            â€            â€            â€             1          â€            â€            â€            â€            â€            â€            â€            â€    >.50        â€           â€           â€           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€            1         â€            1         â€           â€           â€           â€           â€            1         â€           â€            1  Total  Average  Contracts  Number of  Traded Participants                  50                100                801                   50             2,484                   50                344                100             1,615                550                   80                   50                970                   50                205                700                400                500                530                190                680                   50                450                   50                100                330                200                705                525                200                461                   75                239                250                320                474                401                   50                275                   50  7 2 2.7857 3 3.1795 1 4.1667 5 3.1304 2.5 7 2 3.5 7 2.3333 2.4545 2.5 3 4 3.6667 3.4 5 2.3333 2 3 4.5 4 2.6364 3.7143 2.3333 3.2857 6 1.6667 2.3333 3.6 2.3333 3 3 2 7 Average  Average  Percent of  Percent of  order  contracts  initiator  initiator  receives receives 50.00% 50.00% 81.00% 81.00% 43.90% 47.44% 50.00% 50.00% 39.48% 40.66% 100.00% 100.00% 21.10% 23.55% 50.00% 50.00% 30.49% 29.54% 43.75% 38.18% 50.00% 50.00% 50.00% 50.00% 37.36% 35.36% 40.00% 40.00% 33.33% 36.59% 40.00% 37.86% 69.00% 69.25% 0.00% 0.00% 43.75% 45.28% 16.67% 13.16% 34.00% 36.03% 50.00% 50.00% 31.00% 20.67% 50.00% 50.00% 50.00% 50.00% 30.00% 31.82% 24.67% 18.50% 31.82% 31.91% 14.43% 10.67% 13.33% 10.00% 37.04% 40.56% 0.00% 0.00% 50.00% 68.62% 61.00% 53.20% 38.00% 34.38% 82.67% 67.93% 66.63% 65.09% 0.00% 0.00% 50.00% 63.64% 50.00% 50.00% 9 . 0    2.35     2.40     2.42     2.50     2.55     2.60     2.65     2.70     2.75     2.90     3.00     3.10     3.40     3.50     3.60     4.00     4.16     4.50     4.80     4.90  0.01 0.02 0.03 0.04 0.05 >.05,  <=.10                         â€                             2                           1                          â€                             1                           1                          â€                             1                           1                          â€                             1                           1                          â€                            â€                            â€                             1                           1                          â€                            â€                             1              â€                â€                â€                 1              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€               1            â€               1            â€              â€              â€              â€              â€               1             1            â€              â€              â€              â€              â€              â€              â€              â€              â€    Order>=50Ctx @NBBO Customer >.10,  >.20,  >.30,  >.40,  <=.20 <=.30 <=.40 <=.50          â€              1           â€              2            1            3            1           â€             â€             â€              2           â€             â€             â€              1           â€             â€              1           â€             â€             1          â€            â€             1          â€            â€            â€            â€            â€            â€            â€            â€             1          â€            â€            â€            â€            â€             1          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€             1          â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€    >.50 Total  Average  Contracts  Number of  Traded Participants        â€           â€           â€           â€           â€            1         â€            2         â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€                     50  4               163  2.5                  50  2               250  3.3333               100  3               270  3               100  4               210  3.6667               100  1               100  1               165  3.6667                  65  3                  50  4                  50  4                  50  2                  50  2                  90  3                  50  5                  50                 1.00                100                 2.00  Average  Average  Percent of  Percent of  order  contracts  initiator  initiator  receives receives 50.00% 50.00% 44.84% 46.01% 100.00% 100.00% 0.00% 0.00% 40.00% 40.00% 40.00% 37.04% 0.00% 0.00% 50.00% 40.48% 50.00% 50.00% 0.00% 0.00% 18.46% 21.82% 49.23% 49.23% 50.00% 50.00% 50.00% 50.00% 0.00% 0.00% 100.00% 100.00% 74.44% 74.44% 50.00% 50.00% 0.00% 0.00% 100.00% 100.00% 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  0.01              50,409                   384               32,776               1,660               11,904               1,822                 5,431               1,287                 6,513               1,543                 2,070                   702                 1,481                   494                 1,058                   436                    801                   299                 3,115                   898                    481                   190                    387                   152                    322                   109                    262                   123                 1,902                   557                    161                     64                    153                     59                    115                     49                    127                     55                 1,737                   418                       85                     23                       74                     30                       69                     21                       74                     16                    942                   244                       52                     14                       52                     16                       37                     14                       49                     21                    839                   217                       37                       9                       29                     10                       21                     12                       22                       5                    413                   117                       18                       7                       17                       6                       24                       3                       24                       6                    558                   112                       14                       5                         5                       3                         9                       1                         9                       4                    290                     59                       21                       2                         9                       1                         8                       1  Order<50Ctx !@NBBO Customer  0.02 0.03 0.04 0.05 >.05, <=.10                      1                     30                   182                   296                   493                   343                   299                   258                   230                   582                   135                   125                   104                     91                   473                     56                     31                     35                     29                   350                     28                     25                     21                     22                   200                       7                     14                       9                       6                   166                     11                       5                     11                       4                     96                       4                       3                       4                       4                     88                       3                       1                       3                       1                     49                       3                       2                       1                      â€                        â€                       11                     50                   132                   117                   136                   136                   133                   340                   113                     84                     93                     72                   308                     41                     39                     44                     38                   266                     15                     15                     18                     18                   182                     13                       9                       8                       9                   155                       8                       6                       3                       7                     69                       2                       3                       2                       4                   112                       5                       1                      â€                         1                     33                       1                       1                      â€                        â€                         1                       2                       2                     39                     36                     36                     61                     81                   189                     64                     84                     62                     59                   201                     42                     30                     28                     24                   195                     21                       9                     14                     16                   134                       8                       9                       6                       7                   157                       5                       6                       3                       2                     65                       5                       2                       1                       5                     89                       3                       1                       3                       1                     36                       3                       4                      â€                        â€                        â€                        â€                        â€                       10                     17                     13                     17                     32                     78                     40                     42                     42                     37                   152                     25                     19                     22                     23                   191                     16                       9                     14                     12                   134                       5                     11                       6                       7                   115                       5                       5                       2                      â€                       64                       1                       1                       3                       2                     84                       3                       4                      â€                         1                     42                       3                       2                       1                      â€                        â€                        â€                        â€                        â€                         1                       7                     19                     21                     86                     41                     42                     45                     57                   240                     57                     47                     52                     48                   413                     43                     33                     28                     23                   343                     25                     29                     16                       6                   363                     22                     12                     11                     11                   208                       5                       7                       6                       5                   228                       4                       3                       7                     10                     95                       5                       4                       1  >.10, <=.20 >.20, <=.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€                  â€                     â€                     â€                  â€                  â€                  â€                     â€                     â€                  â€                  â€                  â€                     â€                     â€                  â€                  â€                  â€                     â€                     â€                  â€                  â€                  â€                      3                   â€                  â€                  â€                  â€                      4                   â€                  â€                  â€                  â€                      4                   â€                  â€                  â€                  â€                    30                   â€                  â€                  â€                  â€                      7                   â€                  â€                  â€                  â€                      6                   â€                  â€                  â€                  â€                      8                   â€                  â€                  â€                  â€                    11                   â€                  â€                  â€                  â€                    76                   â€                  â€                  â€                  â€                    16                   â€                  â€                  â€                  â€                    10                   â€                  â€                  â€                  â€                    16                   â€                  â€                  â€                  â€                      9                   â€                  â€                  â€                  â€                 129                    3                â€                  â€                  â€                    10                    1                â€                  â€                  â€                      8                   â€                  â€                  â€                  â€                    12                    1                â€                  â€                  â€                    11                   â€                  â€                  â€                  â€                 183                  17                â€                  â€                  â€                    11                    1                â€                  â€                  â€                    12                    1                â€                  â€                  â€                    14                    1                â€                  â€                  â€                      7                    3                  1                â€                  â€                 140                  18                  3                â€                  â€                      5                   â€                  â€                  â€                  â€                      8                   â€                  â€                  â€                  â€                      4                    3                â€                  â€                  â€                      3                    2                â€                  â€                  â€                 188                  30                  7                â€                  â€                      3                    2                  1                â€                  â€                      8                    1                â€                  â€                  â€                      3                   â€                    1                â€                  â€                      3                    2                â€                  â€                  â€                 111                  30                  3                  2                â€                     â€                      1                â€                  â€                  â€                      8                    1                â€                  â€                  â€                      2                   â€                  â€                  â€                  â€    Average  Average  Average  Percent of  Percent of  Total Contracts  contracts  order  Number of  Traded initiator  Participants initiator  receives receives               500,746  2.9154 72.88% 70.17%               314,158  3.4849 63.60% 58.75%               118,588  3.3826 60.47% 56.48%                 54,924  3.3136 57.52% 53.35%                 67,131  3.0796 59.64% 56.53%                 23,148  3.2805 52.41% 49.46%                 16,014  3.3229 52.52% 48.59%                 12,824  3.3492 48.43% 42.75%                   9,770  3.379 47.20% 42.91%                 35,116  2.9901 56.20% 53.91%                   5,959  3.3569 45.92% 39.91%                   5,523  3.4433 42.21% 41.39%                   4,290  3.4286 44.07% 40.77%                   3,815  3.4074 40.00% 36.62%                 22,020  3.0838 53.87% 50.86%                   2,432  3.4095 41.07% 35.07%                   1,994  3.2927 43.55% 40.92%                   2,034  3.3916 39.13% 42.63%                   1,929  3.3129 38.65% 34.99%                 18,093  3.002 53.60% 51.21%                   1,555  3.3957 38.00% 35.05%                   1,037  3.2646 40.62% 37.22%                   1,002  3.414 40.07% 29.84%                   1,021  3.0351 46.95% 43.98%                 11,186  3.0952 49.37% 46.46%                       789  3.064 39.52% 44.87%                       686  3.2652 43.41% 32.22%                       519  3.0571 38.86% 41.23%                       550  2.8919 48.47% 41.45%                   9,292  3.1181 48.50% 43.40%                       464  3.0971 43.98% 26.51%                       384  3.2195 53.30% 44.79%                       325  3.3425 38.08% 35.08%                       275  3.0877 38.06% 38.18%                   5,568  3.1455 44.32% 40.88%                       211  2.8182 38.82% 28.44%                       150  2.9787 49.08% 42.67%                       235  2.7174 49.04% 54.89%                       273  2.2653 47.82% 62.27%                   6,209  3.0452 49.68% 47.79%                       193  2.7105 47.37% 38.34%                         78  3.2308 40.77% 30.77%                       106  2.8519 43.52% 31.13%                         96  3.2581 45.16% 62.50%                   3,289  2.9431 47.32% 46.00%                       164  2.3421 54.30% 53.66%                       198  2.7667 38.10% 40.40%                         96  2.1429 64.14% 61.46% 11 . 0    0.49     0.50     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     0.98  0.01                      12                       5                    410                     86                         3                       1                         5                       1                         2                      â€                           1                       1                    126                     36                         5                       3                         9                       1                         6                      â€                           5                       1                    215                     38                         6                      â€                           5                       1                         2                      â€                           4                       1                       99                     19                       35                      â€                           1                      â€                           2                       2                         2                      â€                      173                     26                         1                      â€                           2                      â€                           2                       1                         2                      â€                         76                     14                         2                       1                         2                      â€                           1                      â€                           2                       1                    105                     20                         3                      â€                          â€                        â€                           1                      â€                           1                       1                       44                       5                         2                      â€                           1                      â€                           2                      â€                           1                      â€                         86                     15                         5                       1                         1                      â€                          â€                         2                         3                      â€                         27                       4                         4                      â€                           3                       3  Order<50Ctx !@NBBO Customer  0.02 0.03 0.04 0.05 >.05, <=.10                      4                     59                      â€                         1                       1                       2                     25                      â€                        â€                         1                      â€                       28                       1                       2                      â€                        â€                       20                      â€                        â€                        â€                        â€                       32                      â€                        â€                         1                      â€                       15                      â€                         1                       1                      â€                       18                      â€                        â€                        â€                         1                       6                      â€                        â€                        â€                        â€                       10                      â€                        â€                        â€                        â€                         3                      â€                         2                       1                     56                      â€                         1                       1                      â€                       20                      â€                        â€                         2                       1                     29                      â€                        â€                        â€                         2                     16                      â€                        â€                        â€                        â€                       19                       2                       1                      â€                        â€                         8                      â€                        â€                        â€                        â€                       18                      â€                         1                      â€                        â€                         8                      â€                        â€                         1                      â€                         7                       1                      â€                        â€                         1                       4                      â€                         1                      â€                       38                      â€                         1                      â€                        â€                       23                       1                      â€                        â€                         1                     17                      â€                        â€                        â€                         1                     10                      â€                         1                      â€                         1                     25                      â€                        â€                        â€                        â€                       13                      â€                        â€                         1                       1                     16                      â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                         7                      â€                        â€                        â€                        â€                         3                      â€                        â€                         1                     60                      â€                        â€                         1                       2                     26                      â€                        â€                        â€                        â€                       21                      â€                        â€                        â€                         2                     11                      â€                        â€                         1                      â€                       26                      â€                        â€                        â€                        â€                         7                      â€                        â€                        â€                        â€                       16                       1                      â€                        â€                        â€                         4                      â€                        â€                        â€                        â€                         8                      â€                        â€                        â€                         1                       2                      â€                        â€                         1                   152                       3                      â€                         4                       1                     79                      â€                        â€                        â€                         1                     78                       2                      â€                        â€                        â€                       40                       1                       1                       1                       1                     69                       1                       1                      â€                         1                     36                       1                      â€                        â€                        â€                       49                      â€                        â€                        â€                        â€                       15                      â€                        â€                         1                      â€                       26                       1                      â€                        â€                        â€                       16                      â€                        â€    Average  Average  Average  Percent of  Percent of  Total Contracts  contracts  order  Number of  >.50 >.10, <=.20 >.20, <=.30 Traded initiator  Participants initiator  receives receives                   1                    2                â€                  â€                  â€                          229  2.1923 41.01% 57.64%              135                  32                  5                â€                  â€                      4,340  2.8194 48.71% 47.63%                   1                   â€                  â€                  â€                  â€                            63  2.875 54.17% 33.33%                   4                    1                â€                  â€                  â€                            71  3 39.88% 49.30%                   1                    1                â€                  â€                  â€                          119  4 35.37% 12.61%                   1                    1                â€                  â€                  â€                            39  3.6667 21.11% 15.38%                 75                  23                  5                  2                  1                    1,598  3.1737 43.24% 39.11%                   2                    1                â€                  â€                  â€                            62  2.9167 45.00% 38.71%                   3                   â€                  â€                  â€                  â€                            32  2 73.08% 46.88%                  â€                      2                â€                  â€                  â€                            31  2.7 60.00% 61.29%                   1                   â€                  â€                  â€                  â€                            69  2.8889 71.11% 24.64%                 87                  28                  9                  3                â€                      2,072  2.8902 51.38% 42.71%                   2                   â€                  â€                  â€                  â€                            38  2.4545 53.64% 68.42%                   1                    1                â€                  â€                  â€                            29  2.8 45.00% 48.28%                  â€                     â€                  â€                  â€                  â€                              2  2.5 100.00% 100.00%                   1                    1                  1                  1                â€                          106  2.8182 36.18% 18.87%                 46                  22               10                â€                    1                    1,135  3.0429 44.01% 44.93%                  â€                     â€                  â€                  â€                  â€                            42  2.0833 97.22% 88.10%                  â€                     â€                  â€                  â€                  â€                            10  4.3333 33.33% 30.00%                  â€                     â€                    1                â€                  â€                            59  2.1429 42.86% 20.34%                  â€                      1                  1                â€                  â€                            17  2.6667 50.00% 23.53%                 88                  40                  9                  1                â€                      1,924  2.838 50.46% 42.20%                  â€                      1                â€                  â€                  â€                            20  3.4 40.00% 30.00%                  â€                     â€                  â€                  â€                  â€                            50  2.75 50.00% 56.00%                  â€                     â€                  â€                  â€                  â€                              9  2.25 50.00% 55.56%                  â€                     â€                  â€                  â€                  â€                            14  1.6667 66.67% 50.00%                 34                  27               12                  4                  2                        994  2.9609 43.16% 42.66%                   1                    1                  3                â€                  â€                            29  3.1429 50.95% 44.83%                   1                    1                â€                  â€                  â€                            51  2 28.00% 31.37%                  â€                     â€                    1                â€                  â€                            11  2 25.00% 9.09%                  â€                     â€                  â€                  â€                  â€                            43  1.75 37.50% 13.95%                 54                  30               12                  7                  3                    1,374  2.7516 42.65% 39.88%                  â€                     â€                  â€                  â€                  â€                            22  1.75 62.50% 72.73%                  â€                     â€                  â€                  â€                  â€                            10  1 0.00% 0.00%                  â€                     â€                  â€                  â€                  â€                              2  1 100.00% 100.00%                  â€                     â€                  â€                  â€                  â€                            13  1.6667 33.33% 15.38%                 20                    9                  8                  5                  1                        557  2.9576 46.10% 42.73%                  â€                     â€                  â€                  â€                  â€                            14  2 100.00% 100.00%                  â€                      1                â€                  â€                  â€                              6  2.5 70.00% 50.00%                  â€                     â€                  â€                  â€                  â€                              6  2 60.00% 33.33%                  â€                     â€                  â€                  â€                  â€                              1  1 100.00% 100.00%                 41                  33               15                  5                  1                    1,039  2.903 49.67% 40.52%                  â€                     â€                  â€                  â€                  â€                            15  2 62.50% 60.00%                   1                   â€                  â€                  â€                  â€                              3  4 100.00% 100.00%                   1                    1                â€                  â€                  â€                            11  2.25 25.00% 9.09%                  â€                     â€                  â€                  â€                  â€                            46  2.25 74.17% 91.30%                 24                  11                  5                  2                â€                          339  2.8723 38.09% 31.86%                  â€                     â€                  â€                  â€                  â€                            28  2.75 85.00% 46.43%                  â€                     â€                  â€                    1                â€                            30  2.1 30.00% 46.67% >.30,  <=.40 >.40,  <=.50 12 . 0    0.99     1.00     1.01     1.02     1.03     1.05     1.06     1.07     1.09     1.10     1.11     1.12     1.13     1.14     1.15     1.16     1.17     1.19     1.20     1.23     1.25     1.27     1.28     1.29     1.30     1.32     1.33     1.34     1.35     1.38     1.40     1.41     1.42     1.44     1.45     1.50     1.54     1.55     1.58     1.59     1.60     1.61     1.62     1.63     1.64     1.65     1.70     1.71     1.72  0.01                        6                      â€                         72                       4                        â€                         1                        â€                        â€                           1                      â€                         19                       5                        â€                        â€                           1                      â€                           1                      â€                         66                       5                         1                      â€                          â€                        â€                           1                      â€                          â€                        â€                         18                       3                        â€                        â€                          â€                         1                        â€                        â€                         33                       4                         1                      â€                           9                       1                         2                      â€                          â€                        â€                          â€                        â€                         22                       2                         1                      â€                           1                      â€                           1                      â€                         15                       1                         1                      â€                         29                       4                         5                      â€                           2                      â€                          â€                        â€                         13                       1                       28                       6                        â€                        â€                         14                       1                         3                      â€                           2                      â€                         29                       3                         9                      â€                           4                      â€                           9                      â€                          â€                        â€                           9                       1                       29                       3                         1                      â€                           1                      â€    Order<50Ctx !@NBBO Customer  0.02 0.03 0.04 0.05 >.05, <=.10                      1                       9                      â€                        â€                        â€                         3                      â€                        â€                        â€                         5                      â€                        â€                        â€                        â€                         3                      â€                        â€                        â€                         5                      â€                         1                      â€                        â€                        â€                         7                      â€                        â€                        â€                        â€                        â€                         6                      â€                        â€                        â€                        â€                         4                      â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                         3                      â€                        â€                        â€                         8                      â€                        â€                        â€                         4                      â€                        â€                        â€                         7                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         5                      â€                         3                      â€                        â€                        â€                         4                      â€                        â€                        â€                         1                      â€                         2                      â€                        â€                        â€                         1                       4                      â€                         2                      â€                        â€                         1                      â€                        â€                         1                      â€                         1                       1                      â€                        â€                        â€                         7                      â€                        â€                        â€                         3                      â€                        â€                        â€                         6                      â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                         9                      â€                         1                      â€                        â€                        â€                         6                      â€                         1                      â€                        â€                        â€                         3                      â€                        â€                         1                       1                       6                      â€                         2                      â€                        â€                         3                      â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                         8                      â€                        â€                        â€                         1                      â€                        â€                        â€                         7                      â€                        â€                        â€                         1                       2                       1                      â€                        â€                         2                      â€                         1                      â€                        â€                        â€                         2                      â€                        â€                        â€                        â€                        â€                         4                      â€                        â€                        â€                         2                       3                      â€                         1                      â€                        â€                         3                      â€                        â€                        â€                        â€                         2                       2                      â€                        â€                        â€                       24                      â€                        â€                        â€                       10                      â€                        â€                        â€                       23                      â€                         1                      â€                        â€                         4                      â€                        â€                         1                     15                      â€                         3                      â€                        â€                        â€                       11                      â€                        â€                        â€                         4                      â€                       13                      â€                        â€                        â€                         7                     11                      â€                         3                      â€                        â€                         4                      â€                        â€                        â€                        â€                         4                       3                      â€                        â€    Average  Average  Average  Percent of  Percent of  Total Contracts  contracts  order  Number of  >.50 >.10, <=.20 >.20, <=.30 Traded initiator  Participants initiator  receives receives                  â€                     â€                  â€                  â€                  â€                              7  2.7143 100.00% 100.00%                 39                  20               14                  8                  5                        738  2.6453 43.47% 43.77%                  â€                     â€                  â€                  â€                  â€                              1  4 100.00% 100.00%                   1                   â€                  â€                  â€                  â€                              3  3 0.00% 0.00%                  â€                     â€                  â€                  â€                  â€                              4  3 50.00% 50.00%                 13                  14                  5                  3                  3                        312  3.2105 38.99% 34.62%                   1                   â€                  â€                  â€                  â€                              3  1 0.00% 0.00%                  â€                     â€                  â€                  â€                  â€                            25  1 100.00% 100.00%                  â€                     â€                  â€                  â€                  â€                              1  3 100.00% 100.00%                 27                  15               12                  7                  3                        726  2.6453 45.52% 39.81%                  â€                     â€                  â€                  â€                  â€                              5  1 100.00% 100.00%                  â€                     â€                  â€                  â€                  â€                              2  3 0.00% 0.00%                   1                   â€                    1                â€                  â€                            26  2.6667 50.00% 42.31%                  â€                     â€                  â€                  â€                  â€                              1  1 0.00% 0.00%                   8                    4                  3                  3                  2                        164  2.6327 38.57% 34.15%                  â€                      1                â€                    1                â€                              3  2.6667 33.33% 33.33%                  â€                     â€                  â€                  â€                  â€                              5  1 0.00% 0.00%                   1                   â€                  â€                  â€                  â€                            10  4 0.00% 0.00%                 16                  10                  4                  5                  4                        318  2.7476 38.47% 33.96%                  â€                     â€                  â€                  â€                  â€                              5  2 100.00% 100.00%                   6                    5                  4                  2                  4                        113  3.0263 30.53% 22.12%                  â€                     â€                  â€                  â€                  â€                            19  1.5 75.00% 73.68%                  â€                      1                â€                  â€                  â€                              3  3 33.33% 33.33%                  â€                     â€                    1                â€                  â€                              1  4 0.00% 0.00%                 17                  11                  6                  5                  5                        322  3.022 43.13% 37.89%                  â€                     â€                  â€                  â€                  â€                              3  2 100.00% 100.00%                  â€                     â€                  â€                  â€                  â€                            30  3.5 50.00% 33.33%                  â€                     â€                  â€                  â€                  â€                              5  2 100.00% 100.00%                   6                    1                  3                  2                  1                          93  2.9688 60.52% 62.37%                  â€                     â€                  â€                  â€                  â€                              3  2 100.00% 100.00%                   9                    9                  9                  1                  5                        371  2.7444 46.03% 42.86%                  â€                     â€                  â€                  â€                  â€                              5  2 100.00% 100.00%                   1                   â€                  â€                  â€                  â€                              4  2 66.67% 50.00%                  â€                     â€                  â€                  â€                  â€                              2  1 0.00% 0.00%                   4                    7                  1                  4                  2                        131  3.2051 48.46% 47.33%                 18                  11                  3                  2                  3                        387  2.6632 37.47% 30.75%                  â€                     â€                  â€                  â€                    1                          10  5 0.00% 0.00%                   3                    3                  4                  2                  5                        120  2.7179 53.08% 60.83%                  â€                     â€                  â€                  â€                  â€                              3  2 100.00% 100.00%                  â€                     â€                  â€                  â€                  â€                              2  2 100.00% 100.00%                   5                  12                  6                  4                  9                        227  2.5195 51.82% 41.85%                  â€                     â€                  â€                  â€                  â€                              9  2 100.00% 100.00%                  â€                     â€                  â€                  â€                  â€                              5  1.75 100.00% 100.00%                  â€                     â€                  â€                  â€                  â€                            10  2 90.00% 90.00%                  â€                     â€                    1                â€                  â€                              3  2 0.00% 0.00%                   2                    1                  1                  2                  3                        121  2.6538 42.31% 30.58%                   4                    4                  6                  1                  1                        230  2.3929 66.94% 59.13%                  â€                     â€                  â€                  â€                  â€                              1  1 100.00% 100.00%                  â€                     â€                  â€                  â€                  â€                              1  2 100.00% 100.00% >.30,  <=.40 >.40,  <=.50 13 . 0    1.73     1.74     1.75     1.77     1.80     1.85     1.87     1.88     1.89     1.90     1.94     1.95     1.99     2.00     2.05     2.06     2.10     2.12     2.15     2.20     2.25     2.27     2.30     2.33     2.35     2.36     2.40     2.45     2.47     2.48     2.50     2.52     2.54     2.55     2.59     2.60     2.65     2.70     2.75     2.76     2.77     2.80     2.85     2.90     2.93     2.95     2.98     3.00     3.05  0.01                        2                      â€                           1                      â€                           7                       1                         1                      â€                         26                       4                         6                      â€                          â€                        â€                           1                      â€                           1                      â€                         10                       1                        â€                         1                         8                       3                         1                      â€                         23                       2                         7                      â€                          â€                        â€                         17                       4                         5                      â€                           7                      â€                           9                       1                         6                      â€                           1                      â€                           7                      â€                           2                      â€                          â€                        â€                          â€                        â€                         12                      â€                           5                      â€                          â€                        â€                           1                      â€                         15                      â€                         18                      â€                           2                      â€                           1                       1                         2                      â€                           6                      â€                           4                      â€                         12                      â€                           8                      â€                           2                      â€                           1                      â€                         10                       2                         4                      â€                           9                      â€                           1                      â€                           2                      â€                           9                      â€                           5                      â€                           1                       1  Order<50Ctx !@NBBO Customer  0.02 0.03 0.04 0.05 >.05, <=.10 >.10, <=.20 >.20, <=.30                     â€                        â€                        â€                        â€                         2                       1                      â€                        â€                        â€                         1                      â€                        â€                        â€                         4                      â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         2                       1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         3                      â€                        â€                        â€                        â€                         1                      â€                         1                      â€                         1                      â€                        â€                         1                      â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         2                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                         2                       1                      â€                        â€                        â€                         1                      â€                        â€                        â€                         2                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                       1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                         1                      â€                        â€                        â€                         1                      â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                         3                       3                       1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                         1                      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€                         1                      â€                        â€                        â€                        â€                        â€                         1                      â€                         3                      â€                        â€                        â€                        â€                       12                      â€                         3                      â€                       10                       2                      â€                         4                      â€                        â€                         4                      â€                        â€                         4                      â€                         1                       1                       3                      â€                        â€                        â€                         1                      â€                        â€                         1                      â€                         4                      â€                         2                      â€                        â€                        â€                         1                       1                      â€                        â€                         1                      â€                         3                      â€                     â€                     â€                     â€                     â€                      2                    2                   â€                     â€                    12                    6                    4                   â€                     â€                     â€                     â€                     â€                     â€                     â€                      4                    5                   â€                     â€                      3                    1                   â€                     â€                    12                    2                    2                    1                   â€                     â€                      4                    3                   â€                     â€                      2                    1                    6                    3                   â€                      2                   â€                     â€                      3                    3                   â€                     â€                      1                    3                   â€                     â€                      3                    2                    2                   â€                     â€                     â€                     â€                     â€                      8                    6                   â€                     â€                     â€                     â€                     â€                      1                   â€                     â€                      7                    2                    1                   â€                      3                    3                    2                   â€                     â€                     â€                     â€                     â€                      1                    3                   â€                     â€                      3                    1                   â€                     â€                      2                   â€                     â€                     â€                      3                    5                    1                    1  Average  Average  Average  Percent of  Percent of  Total Contracts  contracts  order  Number of  >.50 Traded initiator  Participants initiator  receives receives               â€                  â€                  â€                              2  2 100.00% 100.00%               â€                  â€                  â€                              5  2 100.00% 100.00%               â€                    3                  3                          40  2.9524 33.33% 35.00%               â€                    1                â€                              9  2 11.11% 11.11%                 3                  4                  3                        180  2.7167 51.72% 48.89%                 1                  3                  1                          62  2.85 48.67% 46.77%               â€                  â€                  â€                              6  6 0.00% 0.00%               â€                  â€                  â€                            20  2 100.00% 100.00%               â€                  â€                  â€                              1  2 100.00% 100.00%                 2                  2                  4                        222  2.5238 25.32% 27.03%               â€                  â€                  â€                              1  2 0.00% 0.00%                 1                â€                    3                        174  2.5455 42.73% 41.38%               â€                  â€                  â€                              1  2 100.00% 100.00%                 3                  2                  6                        248  2.4355 51.51% 52.82%               â€                    1                  1                          30  3.3571 71.43% 83.33%               â€                  â€                    1                          40  2 0.00% 0.00%                 3                  2                  1                          99  2.4359 54.19% 37.37%               â€                  â€                  â€                              5  2 100.00% 100.00%                 1                  1                  6                          75  3.3158 44.21% 53.33%                 1                  2                  3                          88  2.8929 45.71% 44.32%               â€                    1                  2                          57  2.2727 59.09% 61.40%               â€                  â€                  â€                              5  2 100.00% 100.00%                 2                  3                  8                          80  3.3667 40.67% 30.00%               â€                  â€                  â€                              2  2 100.00% 100.00%                 1                â€                    4                          29  3 33.33% 10.34%               â€                  â€                  â€                            15  2 0.00% 0.00%               â€                    3                  1                          93  2.5556 59.26% 41.94%                 2                  1                â€                            32  2.5455 52.12% 46.88%               â€                  â€                    1                            2  4 0.00% 0.00%               â€                  â€                  â€                              1  2 100.00% 100.00%                 2                â€                    4                        107  2.6486 54.82% 34.58%               â€                  â€                  â€                            18  2 100.00% 100.00%               â€                  â€                  â€                              2  2 100.00% 100.00%                 2                  1                  3                          15  3.8 30.00% 26.67%               â€                  â€                  â€                              2  2 100.00% 100.00%                 1                  1                  2                        103  2.9583 46.92% 55.34%                 1                â€                    1                          17  1.4286 57.14% 58.82%                 2                â€                    9                        106  2.4545 48.48% 37.74%                 1                â€                  â€                            23  2.4545 81.82% 78.26%               â€                  â€                  â€                              2  2 100.00% 100.00%               â€                  â€                  â€                              1  2 100.00% 100.00%                 1                  2                  4                          82  2.12 37.79% 30.49%                 1                â€                    2                          30  2.7 46.67% 56.67%                 6                  2                  4                          83  2.8214 53.21% 46.99%               â€                  â€                  â€                              1  2 100.00% 100.00%                 1                  1                  4                          22  3.3636 42.42% 27.27%               â€                  â€                  â€                              9  2 100.00% 100.00%                 3                â€                    6                          83  3 31.60% 20.48%                 1                â€                    1                            8  3.2 20.00% 12.50% >.30,  <=.40 >.40,  <=.50 14 . 0    3.10     3.15     3.20     3.25     3.30     3.31     3.35     3.38     3.40     3.43     3.44     3.45     3.50     3.55     3.60     3.63     3.65     3.70     3.75     3.80     3.83     3.85     3.90     3.95     4.00     4.04     4.10     4.15     4.20     4.25     4.30     4.40     4.45     4.50     4.60     4.65     4.70     4.75     4.80     4.85     4.90     5.00     5.85  0.01                        5                       2                         2                       1                       14                      â€                           4                      â€                           8                      â€                          â€                        â€                          â€                        â€                           1                      â€                           4                      â€                           1                      â€                          â€                        â€                           1                      â€                         10                      â€                           1                      â€                           8                      â€                           1                       1                        â€                        â€                           5                      â€                           1                      â€                           5                      â€                           1                      â€                          â€                        â€                           5                      â€                           1                       1                         3                      â€                          â€                        â€                           5                      â€                          â€                        â€                           3                      â€                          â€                         1                         1                      â€                           5                      â€                           2                      â€                           6                       1                         4                      â€                           2                      â€                           1                      â€                          â€                        â€                           5                      â€                           1                      â€                           3                      â€                           2                       1                         1                      â€    Order<50Ctx !@NBBO Customer  0.02 0.03 0.04 0.05 >.05, <=.10                      1                      â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                         1                      â€                        â€                        â€                         1                      â€                        â€                         1                      â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                       2                       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€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                       1                      â€                        â€                        â€                        â€                        â€                         1                       1                       1                      â€                         2                      â€                        â€                        â€                         3                      â€                        â€                         1                       3                      â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                         1                       1                      â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€    >.10, <=.20 >.20, <=.30                   2                    1                    2                   â€                      2                   â€                     â€                     â€                     â€                     â€                     â€                     â€                     â€                      1                    5                   â€                     â€                      3                    1                    2                   â€                      1                    5                   â€                      1                   â€                     â€                      1                    1                   â€                      1                   â€                     â€                      2                   â€                     â€                      1                   â€                     â€                     â€                      1                   â€                     â€                      2                   â€                      1                    1                    1                   â€                      1                   â€                      2                   â€                     â€                     â€                      1                   â€                      1                   â€                     â€                      2                    1                   â€                     â€                     â€                      1                   â€                     â€                     â€                     â€                     â€                      1                   â€                     â€                     â€                     â€                     â€                     â€                     â€                      1                   â€                      2                   â€                     â€                     â€                     â€    Average  Average  Average  Percent of  Percent of  Total Contracts  contracts  order  Number of  >.50 Traded initiator  Participants initiator  receives receives                 4                  1                  2                          43  2.8571 47.14% 32.56%               â€                    4                  1                          60  3 40.00% 23.33%               â€                  â€                    7                          90  2.9259 62.59% 48.89%               â€                    1                  1                          10  3.125 56.25% 50.00%                 1                â€                    7                          40  2.65 56.50% 52.50%               â€                    1                â€                              5  2 0.00% 0.00%               â€                    1                  3                            9  4.25 5.00% 11.11%               â€                  â€                  â€                              2  2 100.00% 100.00%               â€                    2                  2                          36  3 38.46% 58.33%               â€                  â€                  â€                              1  1 100.00% 100.00%               â€                  â€                    1                            1  4 0.00% 0.00%               â€                    1                  1                          20  2.5 25.00% 5.00%                 1                â€                    2                          46  1.9474 57.37% 47.83%                 1                â€                    1                            4  3 75.00% 75.00%                 2                â€                    4                        110  2.3636 56.72% 37.27%               â€                  â€                  â€                              2  2.5 50.00% 50.00%                 1                  1                  3                            9  4.6 20.00% 11.11%                 2                  2                  4                          43  3.2632 43.86% 30.23%               â€                  â€                    3                          17  2.6667 40.00% 23.53%               â€                  â€                 10                          73  3.2778 52.78% 61.64%               â€                  â€                  â€                              5  1 100.00% 100.00%                 1                â€                    1                            7  2 0.00% 0.00%                 1                â€                    2                          35  2.7857 78.57% 48.57%               â€                  â€                  â€                            81  1 33.33% 17.28%                 2                â€                    4                          48  1.9167 25.00% 6.25%               â€                  â€                  â€                              1  1 0.00% 0.00%                 1                  1                  4                          52  2.9167 77.78% 67.31%               â€                  â€                    1                            3  3.5 25.00% 33.33%                 1                â€                    3                          13  1.8889 33.33% 23.08%               â€                  â€                  â€                              5  1 0.00% 0.00%               â€                  â€                    2                          27  2.5 33.33% 7.41%               â€                  â€                    3                          28  2.9 60.00% 25.00%               â€                  â€                  â€                            10  1.5 100.00% 100.00%                 1                â€                    6                          54  2.8667 59.33% 40.74%               â€                    1                â€                            25  2 83.33% 76.00%               â€                  â€                  â€                              5  1.6667 100.00% 100.00%               â€                  â€                  â€                            23  1.75 50.00% 8.70%               â€                  â€                    1                            2  2 0.00% 0.00%               â€                  â€                  â€                            44  1.8889 55.56% 70.45%               â€                  â€                  â€                            25  1 48.00% 48.00%               â€                  â€                  â€                            11  1.75 83.33% 81.82%               â€                  â€                  â€                            10  1.3333 66.67% 90.00%               â€                  â€                  â€                              1  1 100.00% 100.00% >.30,  <=.40 >.40,  <=.50 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      0.34      0.35      0.36      0.37      0.38      0.39      0.40      0.43      0.44      0.45      0.46      0.49      0.50      0.51      0.55      0.60      0.62      0.65      0.68      0.70  0.01 0.02 0.03 0.04 0.05 >.05, <=.10                   6,601                    3,595                    1,064                        416                        399                        126                          92                          67                          57                        183                          27                          19                          19                            9                          82                            5                            8                            7                            6                          57                            3                            4                            3                            5                          26                           â€                              1                           â€                              1                          26                            1                          17                            1                           â€                             â€                              1                          10                           â€                             â€                            12                           â€                              1                          11                            1                            6                            2                            1                           â€                             â€                              2                     32                   149                   152                   105                     98                     34                     37                     16                     15                     35                        7                        5                        5                        2                     22                        3                        2                        4                        2                     11                        1                        1                        1                      â€                          9                        1                        1                      â€                        â€                          5                      â€                          3                        1                      â€                        â€                          1                        1                      â€                          2                        3                      â€                        â€                          2                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                          1                     11                     11                     26                     15                     11                     14                        2                     23                        8                      â€                          1                        1                        7                        1                        1                        1                        1                        3                      â€                        â€                        â€                        â€                       10                        1                      â€                        â€                        â€                          3                        1                      â€                        â€                        â€                          1                      â€                          1                        1                      â€                          4                      â€                        â€                          1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                          3                        5                        2                        7                        1                        4                     10                        1                        4                        1                        1                        6                        1                        2                        1                        1                        8                      â€                          1                      â€                        â€                          5                      â€                          3                        1                        1                        3                        1                        2                      â€                        â€                        â€                        â€                          1                      â€                        â€                          2                        1                      â€                          1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                       â€                       â€                       â€                         2                     â€                         1                       1                     â€                       â€                         5                       2                     â€                         2                     â€                         5                     â€                         2                     â€                       â€                         4                     â€                       â€                       â€                       â€                       â€                         1                       1                     â€                       â€                       â€                       â€                         4                     â€                         1                     â€                       â€                       â€                       â€                       â€                         2                     â€                       â€                         2                     â€                         1                     â€                       â€                         1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                         1                     â€                       â€                       â€                         2                     â€                       â€                       â€                         1                       4                     â€                         1                       1                     â€                         2                     â€                       â€                       â€                       â€                         1                       1                     â€                       â€                       â€                         1                       1                       3                     â€                         1                     â€                       â€                         1                     â€                         2                       1                     â€                       â€                         1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                         3                       2                       1                     â€                       â€                         2                     â€                         4                       1                       2                     â€                       â€                         6                       2                       1                     â€                         1                       3                     â€                       â€                       â€                       â€                         2                     â€                         1                     â€                         1                       1                     â€                         1                     â€                       â€                         1                     â€                       â€                         1                     â€                       â€                         1                     â€                         1                       1                     â€    Order>=50Ctx !@NBBO Customer  >.10, <=.20 >.20, <=.30                 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€                     1                   1                  â€                    â€                     1                  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€                    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€                    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€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                  â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 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              782,840  2.759 72.89% 77.45%              441,981  3.3496 58.17% 64.00%              131,572  3.3629 53.40% 60.97%                 52,987  3.3131 51.02% 56.91%                 44,493  2.836 58.60% 58.62%                 27,649  3.3019 49.03% 62.82%                 29,414  3.1387 46.79% 75.79%                 10,171  2.9271 49.73% 59.66%                   6,595  2.9726 48.97% 44.61%                 31,179  2.618 60.91% 75.37%                   3,660  3.0263 53.69% 50.25%                   1,898  2.9615 55.93% 61.06%                   2,222  3 51.21% 51.98%                   1,568  2.7143 55.71% 56.06%                 15,995  2.6638 58.84% 70.10%                      559  4.125 35.17% 32.92%                   1,272  3.3077 37.08% 25.63%                      722  2.9091 45.12% 51.52%                      997  2.5556 41.11% 56.57%                   7,019  2.6375 54.97% 60.04%                      594  3.2 46.31% 49.49%                      555  2.8333 53.13% 60.36%                      248  2.25 47.50% 42.74%                      460  2.3333 83.33% 78.26%                   9,421  2.6522 50.66% 37.19%                      200  4.25 0.00% 0.00%                      528  2.6 16.00% 7.58%                        50  3 0.00% 0.00%                      181  3 50.00% 55.25%                   7,102  2.2432 63.14% 80.39%                      150  1.6667 33.33% 33.33%                   2,856  2.6154 53.30% 63.87%                      171  3 35.30% 35.09%                        50  4 0.00% 0.00%                      230  2 25.00% 39.13%                      100  3.5 46.00% 46.00%                   1,655  2.1429 58.59% 57.52%                        65  3 49.23% 49.23%                      370  3.5 35.00% 37.84%                   2,855  2.2273 43.11% 66.65%                      100  2 50.00% 50.00%                      300  1 50.00% 50.00%                   6,993  1.8824 63.78% 90.81%                        65  4 40.00% 40.00%                      484  2.8571 80.18% 78.10%                      743  1.6667 71.17% 88.43%                        60  2 100.00% 100.00%                      100  4 25.00% 25.00%                        50  2 0.00% 0.00%                      285  1.5 49.89% 49.82% 16 . 0     0.75      0.76      0.80      0.88      0.90      0.95      1.10      1.15      1.20      1.30      1.40      1.45      1.50      1.55      1.70      1.88      1.90      2.10      2.30      2.40      2.48      2.70      2.75      2.85      2.90      3.10      3.20      3.70      4.60  0.01 0.02 0.03 0.04 0.05 >.05, <=.10                           1                           â€                              2                            1                            1                            1                            1                            1                            2                            1                           â€                             â€                              2                            1                            1                           â€                              2                           â€                              1                           â€                             â€                             â€                             â€                             â€                              1                            1                            1                            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€                          1                      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€                         1                     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€                         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€                         1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                         1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€    Order>=50Ctx !@NBBO Customer  >.10, <=.20 >.20, <=.30                 â€                    â€                    â€                    â€                     1                  â€                    â€                    â€                    â€                    â€                    â€                    â€                     1                  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€                     1                  â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                     1                   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€                    1                  1                â€                  â€                    1                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€                   1               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                      104  1.5 50.00% 51.92%                        50  1 0.00% 0.00%                      400  2 60.67% 72.75%                        59  1 100.00% 100.00%                      100  3 20.00% 20.00%                      273  0 100.00% 100.00%                        75  2 88.00% 88.00%                        75  3 49.33% 49.33%                      100  2 100.00% 100.00%                        60  2 50.00% 50.00%                        90  1 0.00% 0.00%                        50  2 0.00% 0.00%                      150  2.3333 50.00% 50.00%                        50  2 100.00% 100.00%                      100  1 40.00% 40.00%                        50  2 0.00% 0.00%                      180  1 82.50% 80.56%                      100  1 0.00% 0.00%                        50  3 96.00% 96.00%                      100  1 0.00% 0.00%                        88  2 0.00% 0.00%                        78  2 0.00% 0.00%                      100  2 0.00% 0.00%                      100  2 0.00% 0.00%                      100  1 50.00% 50.00%                        50  2 50.00% 50.00%                      144  2 64.58% 64.58%                      200  3 88.50% 88.50%                      120  2.5 20.00% 16.67% 17 . Improvement 0 Spread     0.01      0.03      0.05      0.09      0.10      0.12      0.15      0.40      0.50  0.01 0.02 0.03 0.04 0.05 >.05, <=.10                         â€                              2                          â€                            â€                            â€                            â€                            â€                              1                          â€                          1                      â€                          1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                          1                        2                      â€                        â€                          1                      â€                        â€                        â€                        â€                        â€                          1                      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€                         1                       1                     â€    Order<50Ctx @NBBO Non‐Cust >.10, <=.20 >.20, <=.30                 â€                    â€                    â€                    â€                    â€                    â€                    â€                     1                  â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                     1  >.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€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                        10  1 0.00% 0.00%                        16  1 100.00% 100.00%                          1  4 0.00% 0.00%                          6  4 0.00% 0.00%                        94  5.3333 0.00% 0.00%                          4  5 0.00% 0.00%                        13  2.6667 0.00% 0.00%                        10  4 20.00% 20.00%                          1  4 0.00% 0.00% 18 . Improvement 0 Spread 0.01 0.02 0.03 0.04 0.05 >.05, <=.10 >.10, <=.20 >.20, <=.30    0.01                         1                      â€                        â€                        â€                        â€                        â€                        â€                     â€                     â€       0.06                         2                      â€                        â€                        â€                         1                      â€                        â€                     â€                     â€       0.15                         2                      â€                        â€                        â€                        â€                        â€                        â€                     â€                     â€    Order>=50Ctx @NBBO Non‐Cust Average  Average  Average  Percent of  Percent of  Total Contracts  >.30,  >.40,  contracts  order  Number of  >.50 Traded <=.40 <=.50 initiator  Participants initiator  receives receives               â€                  â€                  â€                      1,000  4 40.00% 40.00%               â€                  â€                  â€                          150  2 72.50% 63.33%               â€                  â€                  â€                          625  1 100.00% 100.00% 19 . Improvement 0 Spread     0.02      0.03      0.04      0.05      0.07      0.10      0.11      0.20      1.10  0.01 0.02 0.03 0.04 0.05 >.05, <=.10                           4                            2                          11                            1                           â€                              2                           â€                             â€                              1                      â€                          3                      â€                          3                        1                        2                      â€                          1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                          1                      â€                        â€                       â€                       â€                         1                     â€                       â€                         1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€    Order<50Ctx !@NBBO Non‐Cust >.10, <=.20 >.20, <=.30                 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€                 â€                 â€                 â€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                        65  4.25 70.00% 67.69%                        77  3.2 34.67% 20.78%                      141  1.9167 91.67% 96.45%                        31  2.25 25.00% 32.26%                        20  2 0.00% 0.00%                        30  3.3333 30.00% 30.00%                          4  3 0.00% 0.00%                          5  2 0.00% 0.00%                        30  1 100.00% 100.00% 20 . Improvement Spread Average  Average  Average  Percent of  Percent of  >.30,  >.40,  Total Contracts  Number of  0 0.01 0.02 0.03 0.04 0.05 >.05, <=.10 >.10, <=.20 >.20, <=.30 >.50 order  contracts  <=.40 <=.50 Traded Participants initiator  initiator  receives receives     0.80                          1                      â€                        â€                        â€                       â€                       â€                       â€                    â€                    â€                  â€                 â€                 â€                         500  1 95.80% 95.80% Order>=50Ctx !@NBBO Non‐Cust 21 .