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                      22,900                      28,252                      20,867                      14,998                      16,784                         8,477                         6,338                         4,665                         3,562                      19,339                         2,068                         1,731                         1,414                         1,176                      13,142                            830                            694                            587                            566                         9,970                            394                            367                            364                            309                         5,554                            237                            268                            281                            246                         5,032                            158                            150                            128                            128                         2,741                            140                            141                            119                              98                         3,234                              79                              55                              73                              58                         1,517                              56                              73                              62                              42  Order<50Ctx @NBBO Customer  0.01 0.02 0.03              1,181                       3                      â€                 2,504                     41                       1               3,562                   232                     13               3,867                   663                     49               6,499               2,261                   508               3,099               1,192                   333               2,606               1,062                   407               2,033               1,011                   450               1,628                   858                   391               8,071               4,452               2,377               1,062                   615                   360                   885                   548                   287                   661                   427                   271                   590                   430                   247               6,758               5,252               2,808                   411                   304                   169                   321                   242                   152                   290                   228                   156                   256                   192                   134               4,230               3,121               2,297                   204                   154                   115                   164                   143                     92                   166                   136                     94                   138                   118                     81               2,413               2,163               1,369                   110                     73                     68                     87                     71                     60                     86                     79                     68                     86                     65                     65               2,100               1,816               1,423                     67                     54                     33                     43                     51                     34                     48                     39                     48                     66                     45                     29                   929                   930                   703                     41                     37                     41                     67                     49                     34                     41                     27                     28                     29                     30                     26               1,158               1,080                   948                     24                     20                     21                     27                     29                     18                     25                     15                     20                     20                     21                     19                   508                   477                   392                     15                     16                     10                       9                     16                     15                     16                     15                     17                     12                     16                     10  0.04 0.05                    â€                        1                     â€                        1                    96                    63                    97                  163                  214              1,206                  189                  196                  148                  141              1,593                  111                  107                    90                    96              1,352                    78                    61                    79                    49                  930                    33                    39                    39                    37              1,064                    32                    34                    41                    18                  548                    23                    29                    22                    15                  758                    11                    17                    14                    13                  334                    10                    16                      8                    10                     â€                       â€                       â€                       â€                      14                      6                    21                    43                    78                  633                  107                  118                  102                    83              1,066                    82                    79                    74                    48              1,079                    56                    52                    57                    47                  699                    41                    35                    35                    34              1,018                    33                    21                    24                    21                  481                    19                    14                    13                    16                  639                    19                    15                      9                    16                  292                    10                    20                      8                      9  >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                       â€                       â€                        2                      1                    14                    11                    38                  332                    83                  117                  143                  124              1,561                  143                  149                  137                  122              1,877                  132                    93                  105                  103              1,562                    87                    73                    69                    83              1,827                    55                    54                    63                    49              1,090                    38                    41                    35                    39              1,495                    28                    36                    25                    24                  770                    27                    40                    27                    29                  â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                     1                   4                   3                 43                 17                 13                 22                 18              261                 35                 26                 32                 44              494                 30                 38                 43                 35              751                 34                 28                 30                 28              549                 27                 28                 28                 22              817                 13                 27                 23                 18              467                 20                 20                 13                 18  >.30,  <=.40                 â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                     9                â€                     3                â€                     3                â€                     2                â€                     1                â€                   37                â€                     1                â€                     2                â€                     2                â€                     1                â€                   42                 1                   3                â€                     7                 1                   6                â€                     4                â€                130               13                   2                 2                   9                â€                     4                 1                   4                â€                   99               14                   3                 1                   6                â€                     8                 1                   4                 1  >.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€                  1               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives              245,572  4.4787 43.74% 36.99%              291,156  3.7914 61.99% 57.47%              214,497  3.7386 56.64% 51.74%              161,372  3.7209 54.28% 48.82%              201,546  3.7611 48.12% 43.42%                99,880  3.716 50.61% 45.44%                75,521  3.722 48.71% 43.13%                60,220  3.6852 47.71% 42.76%                46,881  3.6927 46.37% 41.23%              259,654  3.6654 47.56% 43.61%                30,604  3.7015 43.88% 38.44%                25,309  3.6594 43.91% 38.34%                21,324  3.6674 43.27% 37.93%                18,651  3.6702 42.48% 37.99%              206,568  3.7127 44.63% 40.58%                13,109  3.6831 42.49% 36.89%                11,407  3.712 43.32% 37.85%                  9,673  3.7231 40.94% 36.56%                  8,808  3.6263 41.49% 36.59%              146,325  3.4854 45.82% 41.20%                  7,273  3.712 39.43% 35.86%                  6,572  3.5971 40.09% 35.89%                  6,215  3.4965 41.09% 33.21%                  5,230  3.614 41.33% 34.93%                89,140  3.4356 44.15% 39.96%                  3,838  3.5703 40.43% 37.60%                  4,373  3.4347 43.76% 39.36%                  3,686  3.4629 47.60% 34.32%                  3,248  3.4244 44.83% 35.04%                80,428  3.4678 44.16% 39.39%                  2,792  3.4821 40.85% 38.14%                  2,674  3.3797 42.42% 37.58%                  2,749  3.5704 39.24% 31.68%                  2,221  3.5147 42.26% 34.53%                43,758  3.3614 43.35% 38.67%                  2,041  3.3932 43.86% 38.41%                  1,832  3.3333 50.55% 39.41%                  1,780  3.3948 43.09% 39.10%                  1,627  3.4396 42.10% 38.48%                51,459  3.3969 43.35% 37.10%                  1,120  3.2783 43.78% 41.16%                  1,284  3.4867 36.80% 26.95%                  1,152  3.2537 40.84% 36.20%                  1,308  3.5187 36.04% 31.57%                25,466  3.3483 42.88% 38.42%                  1,058  3.2515 35.68% 35.63%                  1,412  3.3317 39.54% 38.39%                      846  3.3918 44.51% 38.53%                      624  3.4397 40.87% 32.69% 1 . 0    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     0.97     0.98     0.99  0.01 0.02 0.03                        2,206                   693                   659                   572                              30                       5                       6                       9                              33                     15                       5                     10                              16                       9                       8                       7                              26                       1                       5                       8                            831                   249                   250                   235                              25                       6                       4                       4                              26                       9                       3                       3                              21                       5                       6                       7                              23                       9                       8                       4                         1,361                   456                   393                   379                              15                       4                       6                       4                              26                       6                       3                       4                              20                       4                       7                       6                              15                       2                       5                       2                            565                   155                   141                   138                              13                       3                       5                       7                              12                       4                       3                       6                                 9                       6                       3                       1                              12                       5                       3                       5                         1,033                   279                   257                   240                                 3                       2                       2                       6                              13                       2                       2                       1                              13                       2                       2                       2                              12                       4                       1                       4                            353                     96                     95                     75                                 8                      â€                        â€                         2                              12                       2                       1                       7                                 8                       2                       2                      â€                                   4                       2                       2                       1                            755                   207                   186                   169                                 7                      â€                         2                      â€                                   3                       1                      â€                         1                                 9                       1                      â€                         2                                 1                       1                       1                       3                            246                     56                     53                     59                                 4                       2                       2                      â€                                   6                       1                       2                       1                                 3                       2                       1                       1                              11                       2                      â€                         2                            538                   141                   113                   129                                 2                       1                       1                      â€                                   8                       1                      â€                        â€                                   2                      â€                         1                       1                                 3                       1                      â€                         1                            204                     49                     41                     30                                 1                       1                       1                      â€                                   4                      â€                        â€                         2                                 3                      â€                         2                       2                                 7                      â€                        â€                         1  Order<50Ctx @NBBO Customer  0.04 0.05                 521                      6                      3                      7                      8                  169                      9                      4                      5                      5                  341                      3                      7                      4                      3                  112                      6                      2                      7                      1                  223                      1                      1                      2                      2                    63                     â€                        1                      3                      2                  160                      2                      1                      2                      1                    63                     â€                        4                      2                     â€                    106                      1                     â€                        2                      1                    25                      1                     â€                       â€                       â€                    501                      8                      6                      3                      3                  140                      4                      6                      9                      5                  295                     â€                        1                      5                      5                    93                     â€                        4                      3                      1                  252                     â€                       â€                        2                      2                    68                     â€                        2                      2                     â€                    152                     â€                        3                      1                     â€                      53                     â€                       â€                       â€                        1                  122                      1                      1                      1                     â€                      29                     â€                        1                     â€                       â€    >.05, <=.10 >.10, <=.20 >.20, <=.30             1,184                    20                    16                    13                    15                  511                    18                    11                    18                      5                  947                    14                      5                      2                    16                  307                      9                      8                      5                      6                  690                      3                      6                      6                      4                  245                      8                      5                      3                      6                  497                      2                      2                      3                      3                  164                      2                      3                      6                      7                  401                      2                      4                      5                      2                  108                      4                      1                     â€                        2              719                 16                 12                 14                 10              324                   9                 11                   4                   5              642                 16                   3                   6                   7              283                 12                   2                   7                   2              570                   8                   6                   7                   5              190                   3                   4                   5                   7              515                   5                   3                   1                   1              172                   3                   4                   6                   2              426                   3                   1                   3                  â€                110                  â€                     1                   5                   2  >.30,  <=.40             197               40                   8                 1                   2                â€                     5                 1                   4                 1              110               36                  â€                  â€                     2                 1                   5                 1                   5                â€                253               63                   1                 1                   2                 2                   4                 1                   3                 2              101               52                   2                â€                     1                 2                   5                 1                   3                â€                204               86                  â€                  â€                     2                â€                     2                 2                   4                â€                   91               50                   1                â€                     1                 2                   1                â€                     2                â€                170             105                  â€                   1                   2                 1                   2                â€                     3                 1                 74               39                   2                 2                   2                 1                  â€                  â€                     1                 2              192               84                  â€                  â€                     4                 1                   2                â€                    â€                   1                 64               30                  â€                  â€                    â€                  â€                    â€                   1                  â€                  â€    >.40,  <=.50 >.50               2                2               â€                  1               â€                  1               â€                 â€                  1               â€                15               â€                 â€                  2               â€                17                1               â€                  2               â€                26                1                1               â€                 â€                15               â€                  1                2               â€                42               â€                 â€                 â€                  2              32               â€                 â€                  1               â€                63               â€                  1               â€                 â€                24               â€                 â€                  1                1               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  1               â€                 â€                 â€                 â€                  4               â€                 â€                 â€                 â€                10               â€                 â€                 â€                  1                7               â€                  1                1               â€                20               â€                 â€                 â€                 â€                18               â€                 â€                 â€                  1              30               â€                 â€                  1               â€                16               â€                 â€                  1               â€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                36,985  3.3415 43.41% 37.32%                      733  3.5046 31.47% 30.15%                      588  3.3939 40.08% 37.07%                      475  3.859 29.59% 25.05%                      412  3.557 45.12% 35.92%                14,755  3.3542 40.31% 36.14%                      382  3.3836 47.19% 47.38%                      466  3.3867 40.55% 35.62%                      444  3.2162 31.58% 25.00%                      385  3.0896 35.60% 39.74%                22,728  3.4238 41.35% 36.85%                      286  3.6885 42.68% 46.85%                      293  2.9661 46.32% 40.27%                      321  3.3 38.94% 18.07%                      319  3.5085 33.76% 40.13%                  9,943  3.3704 41.06% 38.02%                      264  3.3396 22.72% 19.70%                      210  3.325 39.17% 31.43%                      241  3.5306 38.32% 24.48%                      163  3.2222 51.67% 47.85%                17,441  3.3488 41.56% 35.17%                      170  3.8462 39.13% 32.35% 3.2059 47.30% 48.21%                      168                       167  3.359 39.79% 39.52%                      205  3 33.15% 23.90%                  5,891  3.4067 42.45% 34.19%                      105  3.0909 59.16% 60.00%                      201  3.3158 42.06% 36.82%                      132  3.3448 37.54% 31.06%                      149  3.5 29.06% 22.15%                13,014  3.3565 39.69% 33.84%                        64  3 46.67% 54.69%                      104  3.9412 27.84% 22.12%                        97  2.7895 52.76% 47.42%                        88  4.2 33.89% 12.50%                  4,754  3.4019 37.38% 33.21%                        43  2.8235 38.24% 16.28%                      116  3.3043 40.87% 20.69%                        93  3.4286 22.86% 13.98%                      151  3.4286 42.68% 31.79%                10,355  3.3715 38.18% 34.68%                        83  2.9091 23.48% 26.51%                      143  3 47.81% 51.05%                        37  3.625 43.75% 32.43%                        84  3 55.93% 26.19%                  3,417  3.377 41.10% 37.72%                        38  2.875 36.25% 18.42%                        41  2.7778 30.37% 14.63%                        60  3.5 43.81% 33.33%                        71  2.9231 59.49% 60.56% 2 . 0    1.00     1.01     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     1.46     1.47     1.48     1.50  0.01                           467                     78                                 2                      â€                                   1                       2                                 2                       1                                 1                       1                            115                     36                                 1                      â€                                   2                      â€                                   4                      â€                                   1                      â€                              332                     76                               â€                        â€                                   1                      â€                                   1                      â€                                   1                      â€                                90                     22                                 2                       1                                 1                      â€                                   1                      â€                                 â€                        â€                              282                     74                               â€                         1                                 2                      â€                                   1                      â€                                   1                       2                              88                     13                                 1                       1                                 2                       1                               â€                        â€                                   1                      â€                              207                     41                                 1                      â€                                   1                       1                                 1                      â€                                 â€                        â€                                67                     10                                 1                      â€                                   2                      â€                                   2                      â€                                   2                      â€                              171                     45                                 1                      â€                                   1                      â€                                 â€                         1                                 1                      â€                                46                       7                               â€                        â€                                 â€                        â€                                   2                      â€                              183                     37  Order<50Ctx @NBBO Customer  0.02 0.03 0.04 0.05                    95                      â€                        â€                        â€                        â€                       24                      â€                        â€                         1                      â€                       84                      â€                        â€                        â€                        â€                       21                       1                      â€                        â€                        â€                       55                       1                      â€                        â€                         1                     17                      â€                        â€                         1                      â€                       44                      â€                        â€                         1                      â€                       13                      â€                        â€                        â€                        â€                       39                       1                      â€                        â€                        â€                         7                      â€                        â€                         1                     36                     96                      â€                        â€                        â€                        â€                       28                      â€                        â€                        â€                        â€                       66                      â€                        â€                        â€                         1                     12                      â€                        â€                        â€                        â€                       61                       1                       1                      â€                        â€                       16                      â€                        â€                        â€                        â€                       43                      â€                        â€                        â€                        â€                       13                      â€                        â€                         1                      â€                       37                      â€                        â€                        â€                        â€                         5                      â€                        â€                        â€                       26                    80                     â€                        1                      1                     â€                      28                     â€                       â€                       â€                       â€                      70                      1                     â€                       â€                       â€                      14                     â€                        1                     â€                       â€                      56                      1                     â€                       â€                       â€                      15                      1                     â€                       â€                        1                    44                     â€                       â€                       â€                        1                    11                     â€                       â€                       â€                       â€                      39                     â€                       â€                       â€                       â€                        8                     â€                       â€                        1                    28                    75                     â€                       â€                       â€                       â€                      23                      2                     â€                       â€                       â€                      79                     â€                        1                      1                     â€                      10                     â€                       â€                       â€                       â€                      45                      1                     â€                       â€                       â€                      14                     â€                       â€                       â€                       â€                      46                     â€                        1                     â€                       â€                      12                     â€                       â€                       â€                       â€                      33                     â€                       â€                       â€                       â€                        6                     â€                       â€                       â€                      24  >.05, <=.10 >.10, <=.20 >.20, <=.30                 304                      2                      1                      2                     â€                      83                      3                      1                      1                     â€                    228                      1                     â€                        1                      2                    58                      1                      1                     â€                       â€                    205                      1                      1                     â€                       â€                      46                      1                      1                     â€                       â€                    153                     â€                        1                     â€                       â€                      45                      1                      2                     â€                       â€                    112                     â€                        1                     â€                       â€                      32                     â€                        2                     â€                    107              320                  â€                     1                   2                   2                 77                  â€                    â€                    â€                     1              258                   1                  â€                    â€                     1                 88                   2                   3                  â€                    â€                212                   1                   2                   1                  â€                   76                   1                   2                   2                   2              195                   1                   2                  â€                     3                 49                  â€                     1                   1                   1              137                  â€                     1                   1                  â€                   40                  â€                     2                  â€                153  >.30,  <=.40             185               80                   1                 1                   1                 1                   3                â€                     1                â€                   52               42                  â€                   1                   2                â€                     2                â€                    â€                  â€                135               73                  â€                  â€                    â€                   1                   2                 1                  â€                   1                 37               22                   1                â€                     2                 1                   1                 1                  â€                  â€                109               62                  â€                  â€                    â€                  â€                     1                â€                    â€                  â€                   40               27                   1                â€                    â€                  â€                    â€                  â€                    â€                  â€                126               69                   1                 1                  â€                  â€                    â€                  â€                    â€                  â€                   28               17                   1                â€                    â€                  â€                    â€                  â€                    â€                  â€                   72               70                  â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                   26               20                  â€                   1                  â€                  â€                     2                â€                   96               51  >.40,  <=.50 >.50             57                1               â€                  1                1              19               â€                 â€                 â€                 â€                43               â€                 â€                 â€                 â€                17               â€                  1                1               â€                46               â€                  1               â€                 â€                22               â€                 â€                 â€                 â€                45               â€                 â€                 â€                 â€                19               â€                 â€                 â€                 â€                46               â€                 â€                 â€                  1              12               â€                 â€                 â€                29              46               â€                 â€                  1               â€                21               â€                 â€                 â€                 â€                49               â€                 â€                 â€                  1              17               â€                  1               â€                  1              45               â€                  1               â€                 â€                18               â€                  1               â€                 â€                46                1               â€                  1               â€                15                1               â€                  1               â€                38               â€                 â€                  1               â€                13               â€                 â€                 â€                65  Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                  8,126  3.3768 39.89% 36.16%                        59  4 34.29% 13.56%                        38  3.3333 43.33% 23.68%                        54  3.6154 33.46% 16.67%                        35  4.1667 26.39% 25.71%                  2,376  3.5088 35.80% 30.85%                        71  3.1429 9.29% 4.23%                          9  3.6 60.00% 55.56%                        25  3.625 53.75% 52.00%                          7  3.5 75.00% 57.14%                  6,449  3.4305 40.64% 35.62%                        10  3.6667 0.00% 0.00%                        12  3 66.67% 16.67%                        56  3.8333 38.33% 32.14%                        27  3.5714 54.29% 25.93%                  1,864  3.4286 37.14% 30.79%                        32  2.5 22.50% 28.13%                        42  4.4545 22.73% 23.81%                        14  4.5 75.00% 28.57%                          1  5 0.00% 0.00%                  5,084  3.3258 40.29% 32.69%                        34  4.6 15.50% 20.59%                        38  3 21.43% 15.79%                        25  3 16.67% 4.00%                          6  2.5 50.00% 33.33%                  1,655  3.6236 41.55% 34.14%                        46  3.6667 66.67% 28.26%                        30  4 41.67% 50.00%                          4  4.6667 50.00% 50.00%                        35  3 41.67% 11.43%                  4,226  3.4569 36.94% 30.27%                        13  5 47.50% 30.77%                        15  3.5 47.92% 40.00%                          8  2.3333 33.33% 12.50%                        28  4 0.00% 0.00%                  1,207  3.5317 38.37% 37.03%                        27  4.5 35.00% 11.11%                        52  3.6 31.67% 7.69%                        73  2.6 40.00% 19.18%                          4  2 83.34% 75.00%                  3,245  3.367 40.58% 32.45%                          6  3.5 70.00% 50.00%                        20  3 12.96% 35.00%                          7  1.5 0.00% 0.00%                        23  4 16.67% 4.35%                      906  3.4648 40.28% 33.89%                        40  5 0.00% 0.00%                        13  3.25 20.83% 23.08%                        16  4 33.33% 18.75%                  3,125  3.3242 39.76% 33.15% 3 . 0    1.51     1.52     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     1.69     1.70     1.71     1.72     1.73     1.75     1.79     1.80     1.81     1.82     1.85     1.86     1.87     1.88     1.89     1.90     1.91     1.92     1.93     1.95     1.96     1.99     2.00     2.02     2.03     2.04     2.05     2.10     2.11     2.13     2.15     2.16     2.18     2.20  0.01                              â€                        â€                                 â€                        â€                                 â€                        â€                                51                       5                               â€                         1                               â€                         1                               â€                        â€                                 â€                        â€                              140                     22                               â€                        â€                                   1                      â€                                   1                      â€                                 â€                        â€                                31                      â€                                 â€                        â€                                 â€                        â€                                 â€                        â€                              133                     26                               â€                        â€                                   1                      â€                                 â€                        â€                                36                       7                               â€                        â€                              107                     18                                 1                       1                               â€                        â€                                27                       2                                 1                      â€                                 â€                        â€                                 â€                        â€                                   1                      â€                                78                     13                               â€                        â€                                   1                      â€                                 â€                        â€                                18                       5                               â€                        â€                                 â€                        â€                              104                     10                               â€                        â€                                   1                      â€                                   1                      â€                                24                       2                              74                     11                               â€                        â€                                   2                      â€                                14                       2                               â€                         1                                 1                      â€                                81                     12  Order<50Ctx @NBBO Customer  0.02 0.03 0.04 0.05                      1                      â€                        â€                         9                      â€                        â€                        â€                        â€                       19                      â€                        â€                        â€                         1                       4                      â€                        â€                        â€                       25                      â€                        â€                        â€                         7                      â€                       21                      â€                        â€                         3                      â€                        â€                        â€                        â€                       13                      â€                        â€                         1                       2                      â€                        â€                       14                      â€                        â€                        â€                         1                       9                      â€                        â€                         1                      â€                        â€                         6                      â€                        â€                        â€                         7                       1                      â€                        â€                        â€                       21                      â€                        â€                        â€                        â€                         5                      â€                        â€                        â€                       20                      â€                        â€                        â€                         4                      â€                       11                      â€                        â€                         6                      â€                        â€                        â€                        â€                         9                      â€                        â€                        â€                         3                       1                       1                     15                      â€                        â€                        â€                         4                       7                      â€                        â€                         4                      â€                        â€                         8                     â€                       â€                       â€                        3                     â€                       â€                       â€                        1                    20                     â€                       â€                       â€                       â€                        7                     â€                       â€                       â€                      14                     â€                       â€                       â€                        2                     â€                      16                     â€                       â€                        4                     â€                       â€                       â€                       â€                      13                     â€                       â€                       â€                        2                     â€                       â€                      12                     â€                       â€                       â€                        1                      8                     â€                       â€                        3                     â€                       â€                      12                     â€                       â€                       â€                        8                     â€                       â€                       â€                       â€                      16                      2                     â€                       â€                        1                      7                     â€                       â€                        1                    16                     â€                       â€                       â€                        8                     â€                        9                     â€                       â€                        2                     â€                       â€                       â€                       â€                      10                     â€                       â€                       â€                        6                      1                     â€                        9                     â€                       â€                       â€                        3                      9                     â€                       â€                        3                     â€                       â€                        7  >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                        1                    14                      2                     â€                       â€                       â€                      78                     â€                       â€                       â€                       â€                      25                     â€                       â€                       â€                      79                      1                     â€                       â€                      15                     â€                      60                     â€                        1                    14                     â€                       â€                       â€                       â€                      61                     â€                       â€                       â€                      15                      1                      2                    49                      1                     â€                       â€                        5                    41                     â€                       â€                        4                     â€                       â€                      48                  â€                     1                  â€                   23                   1                  â€                    â€                    â€                127                  â€                     1                  â€                     1                 16                  â€                    â€                     1                 99                  â€                    â€                    â€                   31                  â€                100                  â€                     1                 12                   1                   1                  â€                    â€                   67                  â€                    â€                    â€                   13                  â€                    â€                   71                  â€                     1                  â€                   17                 55                  â€                    â€                   10                  â€                    â€                   60  >.30,  <=.40                 â€                  â€                    â€                  â€                    â€                  â€                   19               12                  â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                   69               54                  â€                  â€                     3                â€                    â€                  â€                    â€                  â€                   13               19                  â€                   1                   1                â€                    â€                  â€                   62               26                  â€                  â€                    â€                  â€                     1                 1                 13               10                  â€                  â€                   53               29                  â€                  â€                    â€                  â€                   10                 5                  â€                   1                  â€                  â€                    â€                   1                  â€                   1                 56               37                  â€                  â€                    â€                  â€                    â€                  â€                   11                 8                   1                â€                    â€                  â€                   60               30                  â€                   1                  â€                  â€                    â€                  â€                     4                 7                 56               34                  â€                  â€                    â€                  â€                   11               10                   1                â€                     1                â€                   38               29  >.40,  <=.50 >.50              â€                 â€                 â€                  7               â€                 â€                 â€                 â€                36               â€                 â€                 â€                 â€                  8               â€                 â€                 â€                29               â€                 â€                 â€                  7                1              21               â€                 â€                  5               â€                 â€                 â€                 â€                17                1               â€                 â€                  5               â€                 â€                22               â€                 â€                 â€                  8              20               â€                 â€                11               â€                 â€                16                1               â€                 â€                13               â€                 â€                  1               â€                59               â€                 â€                 â€                 â€                11                1               â€                 â€                34               â€                 â€                 â€                16               â€                43               â€                 â€                13               â€                 â€                 â€                 â€                34               â€                 â€                 â€                16               â€                 â€                46               â€                 â€                 â€                  7              53                1               â€                15               â€                 â€                29  Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                          5  4 41.67% 40.00%                          1  2 0.00% 0.00%                        15  5 40.00% 40.00%                      571  3.4423 45.58% 43.61%                          5  2 0.00% 0.00%                        15  2 0.00% 0.00%                          3  5 0.00% 0.00%                          5  2 0.00% 0.00%                  2,390  3.3619 41.11% 33.93%                        18  3 20.00% 33.33%                        14  3.4 40.00% 42.86%                        10  2 100.00% 100.00%                          7  4.6667 13.33% 28.57%                      644  3.8 40.40% 31.99%                          4  5.5 50.00% 25.00%                          6  4 0.00% 0.00%                          5  3 0.00% 0.00%                  2,224  3.1966 43.34% 36.87%                          1  1 0.00% 0.00%                        10  2 100.00% 100.00%                          2  5 50.00% 50.00%                      590  3.5 41.49% 28.31%                          1  5 0.00% 0.00%                  1,668  3.2765 42.49% 40.59%                        21  2 50.00% 4.76%                        30  3.5 0.00% 0.00%                      335  3.5054 39.02% 30.15%                        45  3 33.33% 66.67%                          5  5 40.00% 40.00%                          5  2 0.00% 0.00%                          3  2.5 50.00% 33.33%                  1,347  3.3592 40.06% 32.29%                          1  5 100.00% 100.00%                          2  2 100.00% 100.00%                        10  1 0.00% 0.00%                      432  3.54 33.41% 25.93%                          6  4 0.00% 0.00%                          9  4 32.50% 33.33%                  1,567  3.3585 42.53% 37.46%                        14  3.5 25.00% 35.71%                        29  3.5 70.00% 48.28%                        10  2 100.00% 100.00%                      307  3.3544 46.46% 32.25%                  1,271  3.5482 38.94% 34.85%                          1  2 0.00% 0.00%                        40  1.5 100.00% 100.00%                      382  4.0602 37.83% 43.98%                        21  4 20.00% 38.10%                          6  3 70.00% 50.00%                  1,314  3.1902 44.16% 36.38% 4 . 0    2.22     2.23     2.25     2.27     2.28     2.29     2.30     2.32     2.35     2.40     2.45     2.49     2.50     2.55     2.58     2.60     2.65     2.70     2.75     2.76     2.80     2.85     2.86     2.90     2.95     2.98     3.00     3.04     3.05     3.09     3.10     3.15     3.20     3.25     3.30     3.35     3.38     3.40     3.45     3.48     3.50     3.55     3.60     3.65     3.70     3.75     3.80     3.85     3.90     3.95  0.01                              â€                        â€                                 â€                        â€                                12                       3                               â€                        â€                                   2                      â€                                   1                      â€                                68                       9                               â€                        â€                                23                       5                              60                       9                              17                      â€                                 â€                        â€                                61                     10                              11                       1                               â€                        â€                                59                       9                              17                       1                              79                     11                              11                       4                                 1                       2                              38                       5                              12                       1                               â€                        â€                                35                       1                                 8                       1                               â€                        â€                                39                       2                                 1                      â€                                   5                      â€                                 â€                        â€                                38                       3                                 3                       1                              20                       4                              11                      â€                                18                      â€                                   4                      â€                                 â€                        â€                                19                       1                                 5                      â€                                 â€                         1                              16                       2                               â€                        â€                                13                       1                                 4                      â€                                24                       2                                 1                      â€                                14                       1                                 4                      â€                                14                       1                                 3                      â€    Order<50Ctx @NBBO Customer  0.02 0.03 0.04 0.05                     â€                        â€                         4                      â€                        â€                        â€                       13                      â€                         3                       8                       2                      â€                       11                       2                      â€                         8                       2                       7                       2                      â€                         7                       3                      â€                         7                      â€                        â€                         5                      â€                        â€                        â€                         1                      â€                         2                       1                       3                       1                      â€                         3                      â€                        â€                         1                      â€                         2                      â€                         1                      â€                        â€                        â€                        â€                         1                      â€                        â€                         3                      â€                        â€                        â€                       10                      â€                        â€                         6                       5                      â€                         6                      â€                        â€                         3                       1                     12                       3                       1                       7                      â€                        â€                         8                      â€                        â€                         1                      â€                        â€                        â€                         2                      â€                         3                      â€                         2                      â€                        â€                         3                      â€                        â€                         6                       1                       1                      â€                        â€                        â€                         3                      â€                         1                       1                     â€                        1                      2                     â€                       â€                       â€                        7                     â€                       â€                      13                     â€                        1                      6                     â€                        1                      9                      2                      6                      1                      2                      4                     â€                       â€                        8                     â€                       â€                        4                     â€                        1                     â€                        4                     â€                        4                     â€                        5                     â€                       â€                        2                      1                     â€                        1                      1                      1                     â€                       â€                       â€                        2                     â€                        1                      2                     â€                        1                      1                     â€                       â€                       â€                        9                     â€                        1                      4                      1                     â€                      10                      1                     â€                        8                     â€                      13                      3                     â€                        6                      1                     â€                        4                      1                     â€                        3                     â€                       â€                        1                      4                      1                      6                     â€                        5                     â€                       â€                        1                      1                     â€                       â€                       â€                        3                     â€                        4                      1                      2                      1                     â€                        1  >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                        7                     â€                       â€                       â€                      29                     â€                        9                    33                      5                     â€                      43                      7                     â€                      46                      6                    38                      5                      1                    24                      5                     â€                      17                      2                     â€                      20                     â€                        1                     â€                      18                      1                      5                      2                    11                      1                     â€                        5                      1                     â€                        5                      3                      3                     â€                        8                      3                      4                     â€                        9                      1                  â€                    â€                   13                   1                  â€                    â€                   67                  â€                     5                 58                   4                  â€                   36                 11                  â€                   51                   5                 42                   9                  â€                   48                   6                  â€                   37                   3                  â€                   27                  â€                     2                  â€                   20                  â€                   24                  â€                   24                   2                   1                   8                   6                  â€                   18                   3                   8                   1                   7                   3                   7                   1                 12                   2  >.30,  <=.40                 â€                  â€                    â€                  â€                     4                 5                  â€                  â€                    â€                  â€                    â€                  â€                   32               23                  â€                   1                   4                 3                 36               31                   5                 2                  â€                  â€                   38               28                   4                 2                  â€                  â€                   32               27                   3                 5                 41               38                   8                 4                  â€                  â€                   32               27                   4                 1                   1                â€                   28               14                   4                 4                  â€                  â€                   23               16                  â€                  â€                     2                 2                  â€                  â€                   15               14                   3                â€                   24               20                   1                â€                   14                 9                   4                 1                  â€                  â€                   15               13                   2                 2                  â€                  â€                     8                 7                   3                 2                 10                 9                   1                 1                 10                 3                   1                â€                     6                 9                   2                 2                   2                 2                   2                â€    >.40,  <=.50 >.50              â€                 â€                  4               â€                 â€                 â€                  9               â€                  7              24                1               â€                16                3               â€                25                5              20                3               â€                29                2               â€                13               â€                 â€                  9               â€                  1               â€                  9                1              13                2                7               â€                 â€                  4                2               â€                  4                1                7               â€                  5                1                2               â€                  2               â€                  1               â€                18               â€                 â€                 â€                54               â€                14              45              12               â€                63              12               â€                50                4              65              10               â€                44                7               â€                34                6                1              37               â€                  6               â€                31                4              20                1              24                5               â€                22                4               â€                26                1              20                3              16                2              19                2                6                1  Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                          5  3 40.00% 40.00%                          6  3 0.00% 0.00%                      313  3.9 35.96% 24.92%                        20  3 0.00% 0.00%                        20  2 100.00% 100.00%                        16  2 100.00% 100.00%                  1,207  3.4121 43.41% 37.53%                          2  2 0.00% 0.00%                      239  3.4595 45.88% 33.05%                      978  3.4358 45.83% 36.81%                      191  3.1321 44.91% 46.07%                          2  2 50.00% 50.00%                  1,118  3.4164 43.13% 37.39%                      169  3.434 34.91% 43.79%                          4  4 0.00% 0.00%                  1,051  3.3537 41.90% 32.83%                      199  3.3125 42.33% 43.72%                  1,071  3.2362 45.48% 36.69%                      176  3.6667 36.58% 29.55%                        52  2.7143 43.81% 48.08%                      861  3.4414 39.57% 30.78%                      137  3.2051 52.38% 45.99%                        10  2 0.00% 0.00%                      587  3.0765 41.65% 27.43%                        95  3.5357 45.12% 54.74%                          5  5 40.00% 40.00%                      462  3.1512 43.06% 31.60%                        10  2 100.00% 100.00%                        76  3.1 45.00% 32.89%                        25  3 40.00% 40.00%                      569  3.0132 47.27% 42.18%                        33  3.1429 27.38% 33.33%                      522  3.0902 36.83% 26.63%                        66  2.3889 68.52% 42.42%                      358  3.0783 40.67% 37.43%                        64  3.3889 46.67% 29.69%                          1  2 0.00% 0.00%                      295  3.1538 41.15% 35.93%                        70  3.1905 47.30% 31.43%                        10  1 0.00% 0.00%                      403  3.0549 42.75% 37.47%                        33  3.3636 30.91% 21.21%                      292  3.274 41.44% 38.01%                        42  2.8 60.00% 90.48%                      304  2.8 56.10% 43.75%                        34  3 41.67% 29.41%                      227  3.0462 48.33% 29.96%                        82  2.9167 36.67% 29.27%                      249  2.6364 44.97% 34.94%                        32  2.4 30.00% 25.00% 5 . 0    4.00     4.05     4.10     4.15     4.20     4.25     4.30     4.35     4.36     4.40     4.45     4.50     4.55     4.56     4.60     4.65     4.68     4.70     4.75     4.80     4.85     4.90     5.00  0.01                             13                       1                                 2                      â€                                13                       2                                 1                      â€                                12                      â€                                   2                      â€                                   1                       2                               â€                        â€                                 â€                        â€                                10                       4                                 3                      â€                                   9                       1                                 1                      â€                                 â€                        â€                                   4                      â€                                   1                      â€                                 â€                        â€                                   4                      â€                                   1                      â€                                   9                       1                                 2                      â€                                15                       1                                 4                      â€    Order<50Ctx @NBBO Customer  0.02 0.03 0.04 0.05                      1                      â€                         2                       2                      â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                         1                      â€                         1                      â€                         1                      â€                         1                      â€                         1                      â€                        â€                        â€                        â€                         3                      â€                        â€                        â€                        â€                        â€                        â€                        â€                         2                      â€                        â€                        â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                        3                     â€                        3                     â€                       â€                        1                     â€                       â€                        1                     â€                        2                     â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                        1                     â€                       â€                        1                      1                      4                     â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                        1                     â€                       â€    >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                        2                      4                      1                      4                     â€                        5                     â€                       â€                        5                     â€                        2                      2                     â€                        2                     â€                       â€                        1                     â€                        3                     â€                        1                     â€                     9                   3                   5                   1                   7                   1                   2                  â€                    â€                     5                  â€                     4                   3                   1                   1                   3                  â€                    â€                    â€                     2                   1                  â€                    â€                     8                   2                   5                  â€                     3                  â€                     2                  â€                    â€                     3                  â€                     2                   1                  â€                     2                  â€                    â€                     1                  â€                     3                  â€                     1                  â€    >.30,  <=.40 >.40,  <=.50 >.50                3                â€                   4                â€                  â€                  â€                   2                 1                â€                   3                 1                 3                â€                  â€                   1                â€                   1                 2                â€                  â€                   1                â€                  â€                  1               â€                  2               â€                 â€                  1                3                1               â€                  1               â€                 â€                 â€                 â€                  2               â€                 â€                 â€                  1               â€                 â€                  1               â€                  5                3              12                1                4                1                6               â€                  1                7                1                7               â€                 â€                  2               â€                  1                1                3                2                2                1               â€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                      161  2.6667 48.42% 30.43%                        48  3 21.82% 16.67%                      227  3.0217 40.87% 36.12%                        28  2.3333 23.33% 32.14%                      117  2.7 63.33% 27.35%                        38  3.2 48.00% 71.05%                        92  2.76 20.93% 8.70%                          2  2 0.00% 0.00%                          4  1 50.00% 50.00%                      133  2.3714 34.66% 45.86%                        25  2.4 57.50% 56.00%                      146  3.0588 34.71% 22.60%                        12  3.6667 62.22% 50.00%                          1  4 100.00% 100.00%                        84  1.9333 36.00% 36.90%                        27  2.75 37.50% 55.56%                          5  4 0.00% 0.00%                        38  3.125 53.33% 42.11%                        17  3.5 41.67% 35.29%                        90  2.5417 41.25% 50.00%                        45  2.7143 57.14% 8.89%                      112  1.9048 75.40% 87.50%                          7  1.25 100.00% 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                       3,402                        3,246                        1,965                        1,155                        1,188                           530                           351                           259                           186                        1,301                           130                             93                             82                             52                           702                             37                             36                             21                             24                           437                             15                             16                             17                             14                           257                                5                                8                                4                                3                           195                                6                                5                                3                                4                           114                                4                                4                                1                                6          154          311          313          276          456          223          146          111             88          488             48             41             27             28          324             25             15               8             20          154               7             12               6               2             71               5               2               4               3             67               2               2               1               5             36               3              â€                 2               1              â€                 7             15             49          112             79             55             60             47          248             33             28             13             19          236             12             16             13               8          133               5               3               5               2             82               3               5               2               9             44               4               3               2               9             35               2               2               1               1              â€                â€                â€                 3             26             11             22             14             19          123             17             13             16             10             86               6               8               4             10             73               4               5               6               5             42               2               1               5               2             36               4              â€                 2               5             24               1               1              â€                 1            â€              â€              â€              â€               4             2             3             7             5           67           11             7             6           10           59             4             7             1             2           42             2             2             5            â€             31            â€               5             2             1           26            â€              â€               2             2           22             2             1            â€               1            â€              â€              â€              â€               1            â€               1             1             4           27             1             6             6           11           39             7             2             3             4           47             4            â€               1             5           14            â€               1             1             1           32            â€               1            â€              â€               8             2             1             2            â€              â€              â€              â€              â€              â€              â€              â€              â€               1           14             4            â€               3             6           42             5             6             4             4           57             4             9             2             2           37             2             2             3             3           33             2             5            â€               8           32            â€               3            â€               1  Order>=50Ctx @NBBO Customer >.10,  >.20,  >.30,  >.40,  >.50 <=.20 <=.30 <=.40 <=.50          â€             â€             â€             â€             â€             â€             â€             â€             â€             â€             â€             â€             â€             â€              1           â€              1           â€             â€              6           â€             â€              1           â€              7           â€             â€             â€             â€              9           â€              1           â€              3            9            1           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€             1          â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€    Total  Average  Contracts  Number of  Traded Participants       447,503        543,982        252,867        157,769        176,112           71,091           55,068           48,239           38,589        226,424           23,073           25,732           26,240             8,339        117,746             7,541             8,260             5,053             6,032           77,787             2,366             3,137             3,060             2,228           44,097             1,176             1,340             1,321             2,297           52,153             1,688             1,096                457             1,903           24,180                650             1,119                422                825  4.8118 4.0979 3.8324 3.6824 3.775 3.6438 3.6912 3.5499 3.6677 3.6581 3.6233 3.6474 3.6069 3.7273 3.5469 3.6778 3.7 3.3265 3.5231 3.4222 4.1111 3.7209 3.6923 3.5 3.1543 4.0588 3.7619 4.1579 3.9444 3.1754 3.2353 3.5625 3.375 3.84 3.2429 3.5 3.9167 2.5 3.5 Average  Average  Percent of  Percent of  order  contracts  initiator  initiator  receives receives 40.55% 45.68% 54.57% 62.10% 51.46% 54.49% 48.32% 51.00% 43.00% 48.74% 43.78% 43.24% 42.10% 45.57% 41.51% 50.77% 38.16% 46.22% 42.20% 53.85% 45.44% 53.21% 37.97% 59.90% 40.18% 61.36% 33.55% 33.60% 40.95% 42.96% 41.70% 38.38% 34.63% 41.15% 29.22% 28.44% 30.85% 24.45% 40.95% 48.08% 38.30% 38.46% 38.20% 37.26% 36.51% 36.50% 43.69% 48.16% 39.49% 40.85% 31.75% 31.12% 40.48% 35.82% 20.53% 19.83% 20.41% 9.58% 39.66% 60.60% 32.91% 20.91% 21.50% 26.46% 30.00% 30.63% 12.71% 13.24% 36.91% 43.15% 28.40% 25.85% 30.76% 30.56% 16.67% 23.70% 39.58% 42.18% 7 . 0    0.40     0.41     0.42     0.43     0.44     0.45     0.46     0.47     0.48     0.49     0.50     0.51     0.52     0.53     0.54     0.55     0.56     0.57     0.58     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     0.75     0.76     0.80     0.82     0.85     0.87  0.01 0.02 0.03 0.04 0.05 >.05,  <=.10                          101                                4                                4                                1                              â€                               59                                1                                2                                3                                2                             61                              â€                                â€                                â€                                  1                             25                              â€                                  1                              â€                                â€                               27                                1                                1                              â€                                  1                             11                                1                                2                                2                                2                             32                                1                                2                              â€                                  6                              â€                               22                              â€                                  9                              â€               37              â€                â€                 1               1             13               1               1               1              â€               12              â€                â€                â€                â€               10              â€                â€                â€                â€               10              â€                â€                â€                â€                 2              â€                 1              â€                â€                 5               1              â€                â€                 1              â€                 5              â€                 3              â€               28               2               1               2               1             14               1              â€                 1              â€               17              â€                â€                 1              â€                 7              â€                â€                 1              â€                 7              â€                â€                 1              â€                 4              â€                 2              â€                â€                 6              â€                â€                 1               1              â€                 2              â€                 1              â€               22               3              â€                â€                â€               13              â€                â€                â€                â€                 8               2               1              â€                â€                 6              â€                â€                â€                â€                 7              â€                â€                â€                â€                 2              â€                â€                 1               1               8              â€                â€                â€                â€                â€                 4              â€                 2              â€             18            â€              â€              â€              â€               6             1            â€              â€              â€               9            â€              â€              â€              â€               3            â€              â€               1            â€             11            â€              â€              â€               1             2            â€              â€              â€              â€               6            â€              â€              â€               4            â€              â€              â€               1            â€             11             1            â€              â€              â€               6             1            â€               1            â€             19            â€              â€              â€              â€               3             1            â€              â€               1             6            â€              â€              â€              â€               4            â€              â€              â€              â€               6             1            â€              â€               1             1             4            â€              â€              â€             38             1             4             1            â€             19             2            â€               1            â€             32             1            â€              â€              â€             11             1            â€               1            â€             15            â€              â€              â€              â€             11            â€               1            â€               1           14             1            â€              â€               5            â€             10            â€               6             1  Order>=50Ctx @NBBO Customer >.10,  >.20,  >.30,  >.40,  >.50 <=.20 <=.30 <=.40 <=.50         12           â€              1            1           â€              8           â€             â€              2           â€            14           â€             â€             â€              1            9           â€             â€              1           â€              6           â€              1           â€             â€              3           â€              1           â€             â€              9           â€             â€             â€              2           â€              7            1            4           â€             2          â€            â€             1          â€             2          â€            â€             1          â€             1          â€            â€            â€            â€             2           1          â€            â€            â€            â€            â€            â€            â€            â€             1          â€            â€            â€            â€             5          â€            â€             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€             1          â€            â€            â€            â€            â€            â€            â€            â€            â€             1          â€            â€            â€            â€            â€            â€            â€             1          â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€             1          â€             3          â€            â€            â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€           â€    Total  Average  Contracts  Number of  Traded Participants          19,103             1,264                815                456                164           10,563                255             2,402             1,811                130           11,851                200                  50                450                131             6,552                299                347                212                100             6,778                  50                150                  97                  50             2,835                  69                350                230                331             7,183                200                100                150             1,179                335             4,403                  50             2,602                  50  3.3167 2.5714 3.9 4.4286 4.5 3.1985 3.4 1.6667 2.5556 3 3.2333 2.6667 2 2 4 3.194 3.3333 2 3.6667 5 3.2368 2 3.5 3 3 3.4722 2 3.8 3.6667 3.5 3.1184 3 3.5 3 3.5 4.5 3 5 3.381 5 Average  Average  Percent of  Percent of  order  contracts  initiator  initiator  receives receives 35.72% 38.59% 39.28% 26.11% 47.00% 40.49% 22.86% 21.93% 20.00% 24.39% 39.37% 38.80% 28.00% 28.24% 50.00% 90.55% 26.49% 31.81% 76.25% 70.77% 34.38% 34.81% 13.33% 20.00% 0.00% 0.00% 0.00% 0.00% 74.67% 70.99% 36.71% 48.53% 26.02% 32.78% 48.70% 48.70% 0.00% 0.00% 0.00% 0.00% 33.45% 34.58% 50.00% 50.00% 50.00% 66.67% 49.48% 49.48% 40.00% 40.00% 27.35% 26.70% 100.00% 100.00% 34.00% 30.00% 26.67% 31.30% 28.59% 17.52% 37.05% 35.14% 33.33% 50.00% 70.00% 70.00% 25.00% 33.33% 31.64% 24.60% 20.00% 10.15% 36.08% 35.04% 40.00% 40.00% 32.17% 39.32% 40.00% 40.00% 8 . 0    0.88     0.90     0.93     0.95     1.00     1.05     1.08     1.10     1.15     1.20     1.25     1.30     1.35     1.40     1.45     1.50     1.55     1.60     1.69     1.70     1.80     1.84     1.90     1.95     2.00     2.10     2.20     2.30     2.35     2.45     2.50     2.60     2.65     2.69     2.70     2.80     3.00     3.20     3.40     3.60  0.01 0.02 0.03 0.04 0.05 >.05,  <=.10                               1                             10                              â€                                  4                             10                                4                              â€                                  4                                1                                1                                1                                3                              â€                                  2                              â€                                  2                                5                                3                              â€                                  2                                3                              â€                                â€                                  1                                2                                1                                4                                1                                1                                1                              â€                                â€                                  1                              â€                                  1                                1                              â€                                  1                                2                              â€                â€                 1              â€                 1               1              â€                â€                â€                 1               1              â€                â€                 1               1              â€                â€                â€                â€                â€                 1              â€                â€                 1              â€                 1               2              â€                â€                 1              â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                 1               2               1               1              â€                â€                â€                 2               1              â€                â€                â€                â€                 1               1               2              â€                â€                â€                â€                 1              â€                â€                â€                 1              â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                 1               1               2              â€                â€                 1               2              â€                â€                â€                â€                â€                 1               1               2               1              â€                â€                 1              â€                â€                â€                â€                â€                â€                 1              â€                â€                 1              â€                â€                â€                â€                â€                â€                 1              â€                â€                â€                â€                â€               1             2            â€               3             1            â€              â€               1            â€              â€              â€               1            â€              â€               2            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€              â€              â€              â€              â€               2            â€              â€              â€               2             1            â€               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€               1            â€              â€             11             1             3             5             3            â€               5             2             3             1             1            â€              â€              â€               3            â€               1            â€               3            â€              â€              â€               1            â€               3             3            â€              â€              â€              â€              â€              â€              â€              â€              â€               1            â€               1            â€    Order>=50Ctx @NBBO Customer >.10,  >.20,  >.30,  >.40,  >.50 <=.20 <=.30 <=.40 <=.50          â€              9           â€              2            3            1           â€              2           â€              3           â€              3           â€              1           â€              4            1            2            1            1           â€              1            4           â€              1            1            2           â€             â€             â€              1            3           â€             â€             â€             â€             â€              2            1           â€            â€             5          â€            â€             2          â€            â€             2          â€             1          â€             2           1           3          â€            â€             1           1          â€             1          â€            â€             1          â€             1          â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€             1          â€            â€            â€            â€             3          â€            â€             1          â€             1          â€            â€             1          â€            â€            â€             2          â€             1          â€             2          â€            â€             1          â€             1          â€            â€             2          â€            â€            â€            â€             1           1          â€            â€             1           1          â€            â€            â€            â€            â€            â€            â€            â€            â€            â€            â€             1           1          â€            â€             1          â€            â€            â€             1           1           1          â€            â€            â€            â€            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€            1          1         â€           â€           â€            1          1          1          3          1         â€           â€           â€           â€           â€           â€           â€           â€            1         â€           â€           â€            1          1         â€            1         â€           â€           â€           â€           â€           â€    Total  Average  Contracts  Number of  Traded Participants               215             4,474                150             1,136             3,005                670                  70             1,413                558                798                250                723                210             1,362                300                944                610                609                100                463                300                100                559                250                450                579                832                100                  60                  50                227                311                100                  60                188                150                318                143                305                  50  2 3.2632 3 3 2.8 2.25 3 3.2667 2.7778 2.9167 1.5 3.75 3 3.3333 5 3.5833 4.625 3.5556 2 2.8 1.6 1 3 3.5 3.5 3.5 2 1 4 2 3 3.8 4 5 3 2.5 2 1.5 2.5 2 Average  Average  Percent of  Percent of  order  contracts  initiator  initiator  receives receives 25.00% 30.23% 26.78% 28.59% 20.00% 13.33% 28.72% 31.43% 32.94% 48.62% 39.75% 26.72% 0.00% 0.00% 26.64% 37.30% 15.56% 12.54% 11.67% 8.77% 50.00% 20.00% 34.17% 35.55% 0.00% 0.00% 21.69% 15.20% 0.00% 0.00% 31.06% 29.77% 46.63% 50.33% 33.73% 34.65% 40.00% 40.00% 16.66% 10.15% 63.60% 66.00% 0.00% 0.00% 23.33% 21.47% 40.00% 40.00% 27.17% 30.67% 18.25% 14.34% 37.45% 45.67% 50.00% 50.00% 40.00% 40.00% 50.00% 50.00% 0.00% 0.00% 27.84% 25.72% 96.00% 96.00% 0.00% 0.00% 33.33% 26.60% 70.00% 60.00% 0.00% 0.00% 4.30% 5.59% 50.69% 24.26% 40.00% 40.00% 9 . 0    3.95     4.00     4.10     4.40     4.80  0.01 0.02 0.03 0.04 0.05 >.05,  <=.10                             â€                                  1                              â€                                â€                                  1              â€                â€                â€                 1              â€                â€                â€                â€                â€                â€                â€                â€                â€                â€                â€              â€              â€              â€              â€              â€               1            â€              â€              â€              â€              â€               1            â€              â€              â€    Order>=50Ctx @NBBO Customer >.10,  >.20,  >.30,  >.40,  >.50 <=.20 <=.30 <=.40 <=.50          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€    Total  Average  Contracts  Number of  Traded Participants                 90                216                  50                  50                100  4 2 5 4 2 Average  Average  Percent of  Percent of  order  contracts  initiator  initiator  receives receives 50.00% 50.00% 58.80% 58.80% 0.00% 0.00% 40.00% 40.00% 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     0.49  0.01 0.02 0.03                     46,989                   409                       1                      â€                        32,247               1,520                     36                       3                      13,096               2,009                   119                       7                         6,429               1,535                   308                     43                         7,082               1,897                   660                   128                         2,397                   891                   414                   151                         1,586                   706                   400                   192                         1,174                   492                   368                   193                            849                   380                   273                   149                         3,191               1,063                   680                   409                            463                   223                   156                   112                            428                   206                   148                   119                            343                   127                   109                     72                            262                   120                   101                     89                         1,827                   598                   487                   373                            226                     81                     60                     51                            150                     59                     43                     42                            156                     61                     40                     37                            101                     53                     33                     36                         1,353                   388                   338                   276                            101                     35                     24                     15                              85                     17                     17                     26                              82                     28                     21                     10                              65                     24                     15                     15                            743                   238                   199                   155                              44                     18                     15                       7                              37                       6                       9                       6                              42                       9                     12                       6                              34                     11                       9                       3                            681                   194                   151                   132                              25                       8                     11                       4                              24                       3                       8                       4                              17                     10                       8                       6                              18                     10                       5                       8                            390                     91                     84                     60                              23                       6                       6                       2                              13                      â€                         7                       2                              19                       3                       2                       4                              17                       1                       5                       4                            395                     76                     96                     76                              13                       4                       3                       3                              20                       5                       1                       1                              11                       4                       2                      â€                                14                       4                       3                       4                            202                     45                     35                     38                                 6                       1                      â€                         3                                 6                       3                       3                      â€                                   6                       1                       2                       2                              12                       2                       2                       2  Order<50Ctx !@NBBO Customer  0.04 0.05                    â€                       â€                        1                      5                    35                    33                    45                    94                    92                  239                    79                    84                    68                    58                  296                    34                    35                    34                    23                  244                    23                    16                    20                    13                  145                    10                      6                    11                      6                  129                      6                      4                      4                      5                    46                      1                      3                      2                      4                    68                      2                      1                      1                      1                    30                      1                      1                      1                      2                     â€                       â€                       â€                       â€                        6                      9                    15                    22                    35                  125                    44                    40                    45                    40                  224                    38                    38                    19                    20                  198                    19                    15                      8                      8                  123                      5                    10                      7                      8                  119                      5                      4                      5                      2                    50                      2                      2                      2                      1                    48                      2                     â€                       â€                       â€                      19                     â€                       â€                       â€                        3  >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                        1                     â€                        3                      4                    11                    17                    18                    90                    35                    45                    50                    72                  287                    75                    63                    53                    71                  499                    70                    29                    36                    30                  384                    24                    29                    21                    11                  327                    13                    11                    11                      6                  200                      7                      8                      4                      4                  175                      4                      4                      7                      4                    89                      6                      4                      3                      9                  â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                     1                  â€                     1                   1                   1                   3                 14                   2                   4                 10                   9                 64                   9                   8                 12                 10              125                 12                 12                   9                 11              158                 12                 10                 12                   5              145                   6                   2                   6                   6              162                   3                   6                   3                   1                 98                   4                   1                   2                   1  >.30,  <=.40                 â€                  â€                    â€                  â€                    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€                     1                â€                     3                â€                     2                â€                    â€                  â€                    â€                  â€                    â€                  â€                     8                â€                     1                â€                     1                â€                     2                â€                    â€                  â€                   12                â€                     1                â€                    â€                  â€                     1                â€                     1                â€                   23                 3                  â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                   25                 3                  â€                  â€                     1                â€                     1                â€                     1                â€    >.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€                  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€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives              462,664  2.8979 72.78% 70.10%              304,103  3.4536 62.91% 57.82%              123,826  3.3354 60.93% 55.70%                62,774  3.2708 57.74% 53.51%                71,302  3.1149 57.62% 54.03%                25,975  3.3593 50.81% 45.98%                18,461  3.3495 46.86% 42.41%                13,548  3.3515 47.11% 41.81%                10,567  3.3539 44.58% 39.77%                34,893  3.039 52.63% 49.72%                  6,361  3.286 42.88% 35.07%                  6,407  3.3383 43.84% 37.43%                  4,325  3.2712 43.06% 36.25%                  4,119  3.3104 38.74% 32.02%                21,725  3.1932 50.21% 46.35%                  2,834  3.1733 44.18% 34.90%                  2,259  3.2886 40.13% 32.01%                  2,273  3.1398 42.82% 38.58%                  1,716  3.3165 40.84% 32.05%                16,769  3.1922 46.86% 43.15%                  1,713  3.2635 39.52% 38.12%                      986  3.267 48.06% 43.31%                  1,311  3.108 45.37% 43.02%                  1,024  2.9765 40.98% 36.82%                10,415  3.1934 44.59% 41.81%                      672  3.375 38.30% 31.99%                      519  3.1574 40.50% 35.84%                      604  3.0357 42.74% 34.93%                      486  2.9785 40.28% 29.22%                  8,586  3.0831 47.02% 41.98%                      455  2.9474 31.38% 29.67%                      356  2.9846 39.24% 44.94%                      323  3.2571 21.48% 21.98%                      216  2.717 46.82% 44.91%                  5,119  3.0968 45.13% 46.57%                      270  2.6604 42.11% 41.85%                      268  2.6471 35.88% 31.72%                      232  2.7209 47.68% 42.24%                      224  2.5 43.31% 42.86%                  5,012  3.0057 45.53% 40.28%                      176  2.4545 44.12% 42.05%                      233  2.6579 54.34% 47.21%                      115  2.7308 45.71% 39.13%                      154  2.2333 49.46% 49.35%                  2,752  3.0091 47.65% 44.04%                      110  3 26.07% 23.64%                        69  2.3333 39.33% 63.77%                        79  2.0556 40.28% 40.51%                      133  2.6 45.11% 43.61% 11 . 0    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     0.93     0.94     0.95     0.96     0.97     0.98     0.99     1.00  0.01                           377                     55                                 3                       2                                 4                       1                                 5                       2                                 4                      â€                              123                     18                                 5                      â€                                   3                       1                                 2                      â€                                   4                       1                            166                     32                                 1                      â€                                   1                      â€                                   1                       1                                 1                       1                              65                       9                                 2                      â€                                   3                      â€                                   3                      â€                                   3                      â€                              128                     23                                 1                      â€                                   1                      â€                                   1                      â€                                   1                       2                              48                     10                               â€                         1                                 2                       1                                 1                      â€                                   1                       1                            114                     13                                 1                      â€                                   2                      â€                                   1                      â€                                 â€                        â€                                37                       6                                 1                       1                               â€                        â€                                 â€                        â€                                 â€                         1                              58                     13                                 1                      â€                                   1                      â€                                   1                      â€                                15                       4                                 1                      â€                                   1                      â€                                 â€                         1                                 2                      â€                                66                     10  Order<50Ctx !@NBBO Customer  0.02 0.03 0.04 0.05                    55                       3                      â€                        â€                         2                     30                      â€                         1                      â€                        â€                       39                      â€                        â€                        â€                        â€                       12                      â€                         1                      â€                        â€                       17                      â€                         1                      â€                        â€                         6                      â€                        â€                        â€                        â€                       18                      â€                        â€                        â€                        â€                         3                      â€                         1                      â€                        â€                         8                      â€                        â€                        â€                         5                      â€                        â€                        â€                        â€                         7                     49                       1                       2                      â€                         1                     20                      â€                        â€                         2                      â€                       26                      â€                        â€                         1                      â€                       17                      â€                        â€                        â€                        â€                       23                      â€                         1                      â€                        â€                         4                       2                      â€                         1                      â€                       16                      â€                        â€                        â€                        â€                         5                      â€                        â€                        â€                        â€                         5                      â€                        â€                        â€                         3                      â€                        â€                        â€                        â€                       11                    50                      2                      1                     â€                       â€                      24                     â€                        1                     â€                       â€                      29                      1                     â€                        1                      1                    10                      1                      1                      1                     â€                      13                      2                     â€                       â€                       â€                        3                      1                      1                      1                     â€                      12                     â€                       â€                       â€                       â€                        6                     â€                       â€                       â€                       â€                      11                      1                     â€                       â€                        2                     â€                        1                     â€                        1                      6                    50                     â€                       â€                        1                     â€                      10                      1                     â€                       â€                       â€                      32                     â€                       â€                       â€                       â€                      11                     â€                        3                     â€                        1                    27                     â€                       â€                       â€                        1                      3                     â€                       â€                        1                     â€                      15                     â€                       â€                       â€                       â€                        4                     â€                       â€                       â€                       â€                        8                     â€                       â€                       â€                        2                     â€                       â€                       â€                       â€                        3  >.05, <=.10 >.10, <=.20 >.20, <=.30                 123                     â€                       â€                        2                      1                    49                     â€                        1                      2                      2                    88                      1                     â€                        1                     â€                      33                     â€                        3                      1                      1                    63                     â€                       â€                       â€                       â€                      21                     â€                       â€                       â€                        1                    55                     â€                       â€                       â€                       â€                      21                     â€                       â€                        1                     â€                      38                     â€                       â€                       â€                        8                      1                     â€                       â€                       â€                      39              159                  â€                    â€                     2                   1                 65                   3                  â€                     2                   5                 85                  â€                     2                   1                   1                 19                   1                   1                   1                  â€                   79                  â€                    â€                    â€                     1                 25                   1                  â€                    â€                    â€                   53                  â€                    â€                    â€                    â€                   15                  â€                    â€                    â€                    â€                   38                  â€                    â€                    â€                   15                  â€                     1                  â€                     1                 37  >.30,  <=.40                48                 4                  â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                   24                 4                  â€                  â€                     1                â€                     1                 1                   4                 2                 44               11                   1                â€                    â€                  â€                    â€                   1                  â€                  â€                   15                 8                  â€                   1                  â€                  â€                     1                â€                    â€                   1                 40               19                  â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                   10               10                  â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                   31               21                  â€                  â€                    â€                   1                  â€                  â€                    â€                  â€                     5                 5                  â€                  â€                    â€                  â€                    â€                  â€                    â€                  â€                   24               17                  â€                  â€                    â€                  â€                    â€                  â€                     9                 1                  â€                  â€                     1                â€                    â€                  â€                    â€                  â€                   28               18  >.40,  <=.50 >.50               2               â€                 â€                 â€                 â€                  2               â€                 â€                 â€                  1                1               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  3               â€                 â€                 â€                 â€                  3               â€                 â€                 â€                 â€                  4               â€                 â€                 â€                 â€                  2               â€                 â€                 â€                 â€                  7               â€                 â€                 â€                  6               â€                 â€                 â€                 â€                  9               â€                 â€                 â€                 â€                 â€                  1               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  1               â€                 â€                 â€                 â€                  1               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  1               â€                 â€                 â€                  1                1               â€                 â€                 â€                 â€                  3               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  3  Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                  3,967  2.7899 49.75% 46.53%                        28  2.2727 43.03% 53.57%                        29  2.625 47.92% 58.62%                        41  3 36.67% 26.83%                        34  2.8889 50.00% 82.35%                  1,865  2.9277 44.81% 44.99%                        29  2.6667 71.11% 55.17%                        27  2.75 46.67% 55.56%                        97  3.6 26.67% 25.77%                      153  3 22.94% 7.84%                  2,226  2.953 44.50% 39.49%                        24  1.75 25.00% 4.17%                        17  2 33.33% 23.53%                        28  3.1667 19.05% 39.29%                        27  2.5 33.33% 40.74%                      859  2.9206 43.22% 36.67%                        37  2.2 40.00% 54.05%                        65  2.4545 44.55% 69.23%                        45  3.1429 61.90% 91.11%                        36  2.8 34.67% 38.89%                  1,758  3.0244 44.46% 36.35%                        13  2.6667 66.67% 23.08%                          9  3 33.33% 55.56%                          2  2 100.00% 100.00%                        25  3.25 35.00% 36.00%                      588  2.7971 43.84% 43.37%                        19  2.6 30.00% 10.53%                        23  2.25 37.50% 26.09%                        25  2.25 25.00% 12.00%                        15  2 33.33% 66.67%                  1,325  2.8294 47.37% 35.32%                        10  2 100.00% 100.00%                        13  3 83.33% 92.31%                          5  2 40.00% 40.00%                          1  4 0.00% 0.00%                      439  2.8646 41.43% 35.54%                          4  2 50.00% 25.00%                          1  3 100.00% 100.00%                          5  3 40.00% 40.00%                          1  3 0.00% 0.00%                      951  3.15 41.29% 39.12%                        15  2.5 25.00% 33.33%                          8  2 100.00% 100.00%                          9  2 44.44% 44.44%                      279  3.0746 34.90% 36.20%                        14  3.5 70.00% 57.14%                        22  2.5 35.00% 40.91%                          2  3 50.00% 50.00%                          9  2.3333 30.00% 33.33%                      758  2.808 43.89% 42.08% 12 . 0    1.01     1.02     1.03     1.05     1.07     1.08     1.10     1.12     1.13     1.15     1.18     1.19     1.20     1.23     1.25     1.28     1.30     1.31     1.33     1.34     1.35     1.37     1.39     1.40     1.41     1.42     1.45     1.46     1.50     1.51     1.53     1.55     1.56     1.59     1.60     1.61     1.64     1.65     1.66     1.70     1.75     1.80     1.81     1.85     1.90     1.91     1.95     1.99     2.00     2.05  0.01                              â€                        â€                                 â€                        â€                                 â€                        â€                                28                       2                                 1                      â€                                 â€                        â€                                42                       5                               â€                        â€                                 â€                        â€                                17                       4                               â€                        â€                                   1                      â€                                43                       3                               â€                        â€                                14                       3                               â€                        â€                                22                       3                               â€                        â€                                 â€                        â€                                   1                      â€                                11                      â€                                 â€                        â€                                   1                      â€                                33                       2                                 1                      â€                                 â€                        â€                                   7                       1                               â€                        â€                                27                       1                                 2                      â€                                 â€                        â€                                   7                       2                                 1                      â€                                 â€                        â€                                20                       2                               â€                        â€                                 â€                        â€                                   6                       1                                 2                      â€                                12                       2                                 8                      â€                                   9                       1                                 1                      â€                                   3                      â€                                   4                      â€                                 â€                        â€                                   4                      â€                                 â€                        â€                                16                       1                                 5                       1  Order<50Ctx !@NBBO Customer  0.02 0.03 0.04 0.05                     â€                        â€                        â€                         4                       1                      â€                         4                      â€                        â€                         1                      â€                        â€                         5                       1                       3                      â€                         6                      â€                        â€                        â€                         1                      â€                        â€                         5                      â€                        â€                        â€                        â€                         2                      â€                        â€                        â€                        â€                        â€                         3                      â€                        â€                        â€                        â€                         1                      â€                         2                      â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                         5                      â€                        â€                         6                      â€                        â€                         1                      â€                        â€                         7                      â€                         2                      â€                         2                       1                      â€                        â€                         2                      â€                        â€                         2                      â€                        â€                         1                      â€                        â€                        â€                        â€                         1                      â€                        â€                         1                      â€                        â€                         2                      â€                         2                      â€                         2                      â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                       â€                       â€                       â€                       â€                       â€                       â€                        7                     â€                       â€                       â€                       â€                       â€                        4                     â€                        2                     â€                        5                     â€                       â€                       â€                        1                     â€                       â€                        5                     â€                       â€                        1                     â€                        1                     â€                       â€                       â€                       â€                       â€                        7                     â€                       â€                        1                     â€                        4                     â€                        2                     â€                        1                      1                     â€                       â€                       â€                        1                      1                     â€                       â€                       â€                        3                     â€                       â€                        2                     â€                       â€                        1                     â€                       â€                        4                     â€                        2                     â€                        2                     â€                       â€                       â€                        1                     â€                       â€                        1                     â€                       â€                        1                      1                      4                     â€                       â€                       â€                       â€                       â€                        3                     â€                       â€                       â€                       â€                        1                     â€                        1                     â€                       â€                       â€                       â€                        1                     â€                       â€                        2  >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                        1                     â€                        6                     â€                        1                    13                     â€                        1                      3                     â€                       â€                      17                     â€                        6                     â€                      12                     â€                        1                     â€                      12                      1                     â€                      12                     â€                       â€                        3                     â€                        8                     â€                       â€                        1                     â€                       â€                      10                     â€                       â€                        1                      1                      8                     â€                        3                     â€                        1                      5                     â€                        2                      1                      3                      2                  â€                    â€                    â€                     6                  â€                     1                 27                   1                   1                   7                  â€                    â€                   19                  â€                     7                  â€                   14                   1                  â€                    â€                     5                  â€                    â€                   14                  â€                    â€                     5                  â€                     9                  â€                    â€                     5                  â€                    â€                   12                  â€                    â€                     3                  â€                     8                   3                   8                  â€                    â€                     2                  â€                     1                  â€                     6                   4  >.30,  <=.40                 â€                  â€                    â€                  â€                    â€                   1                   5                 3                  â€                  â€                    â€                  â€                   16                 6                  â€                  â€                    â€                  â€                     7                 2                   1                â€                    â€                  â€                   14                 9                  â€                  â€                     2                 1                  â€                  â€                   10                 5                  â€                  â€                    â€                  â€                    â€                  â€                     4                â€                    â€                  â€                    â€                  â€                     7               14                  â€                  â€                    â€                  â€                     4                 1                  â€                  â€                     7                 3                  â€                  â€                    â€                  â€                     1                â€                    â€                  â€                    â€                  â€                   10                 4                   1                â€                    â€                  â€                     1                 2                  â€                  â€                     3                 4                   2                â€                     6                 3                  â€                  â€                     1                â€                     3                 1                   1                â€                     3                 2                  â€                  â€                     6                 5                   1                 1  >.40,  <=.50 >.50              â€                 â€                 â€                  2               â€                 â€                  7               â€                 â€                  1                1               â€                10               â€                  4               â€                14               â€                 â€                 â€                  1               â€                 â€                  6               â€                 â€                  2               â€                  6               â€                 â€                 â€                 â€                 â€                  4               â€                 â€                 â€                 â€                  2                2                2               â€                 â€                  2               â€                 â€                 â€                  4               â€                 â€                 â€                 â€                  2               â€                 â€                  2               â€                 â€                  2               â€                 â€                  9                1                3                1              10               â€                 â€                 â€                  1               â€                 â€                  8               â€                  1                7               â€                  8               â€                  1                1               â€                  1                9               â€                  1                4               â€                  6                3                7               â€                  1                8               â€                  2               â€                  6               â€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                        10  3 0.00% 0.00%                          3  5 33.33% 33.33%                          1  3 0.00% 0.00%                      179  2.7692 55.34% 60.89%                        13  2 50.00% 23.08%                          3  4.5 75.00% 66.67%                      405  3.1145 51.12% 42.96%                          1  4 100.00% 100.00%                        11  3.5 0.00% 0.00%                      161  2.8372 47.44% 30.43%                        22  4.5 45.00% 40.91%                        10  3 50.00% 50.00%                      526  2.9481 45.50% 41.06%                          4  2.5 0.00% 0.00%                      216  2.7561 43.25% 27.78%                          2  4 50.00% 50.00%                      285  2.898 37.75% 37.89%                          7  5 66.67% 42.86%                        16  2 0.00% 0.00%                        10  2 100.00% 100.00%                      142  2.75 34.81% 44.37%                          1  1 0.00% 0.00%                          3  3 33.33% 33.33%                      399  2.9619 47.14% 48.37%                          3  3 33.33% 33.33%                          1  2 0.00% 0.00%                      157  2.9091 30.91% 24.20%                          6  3 33.33% 33.33%                      262  2.8378 47.34% 48.09%                        10  2 100.00% 100.00%                          3  3 0.00% 0.00%                        49  2.8333 63.33% 69.39%                          2  1 100.00% 100.00%                          2  3 0.00% 0.00%                      261  2.9605 42.43% 31.42%                          4  4 25.00% 25.00%                          3  4 33.33% 33.33%                        83  3 34.78% 28.92%                        23  1.6667 77.78% 91.30%                      164  2.5532 24.42% 22.56%                        84  3.0588 58.82% 66.67%                      157  3.0233 36.27% 45.22%                          1  2 100.00% 100.00%                        41  2.8571 34.29% 14.63% 2.8 41.47% 19.72%                      142                           1  3 0.00% 0.00%                        31  3.5333 48.89% 38.71%                          1  4 0.00% 0.00%                      174  2.8 47.58% 52.87%                        46  2.25 37.50% 50.00% 13 . 0    2.10     2.12     2.15     2.20     2.25     2.30     2.35     2.39     2.40     2.45     2.50     2.53     2.55     2.59     2.60     2.64     2.65     2.70     2.75     2.80     2.85     2.90     2.95     3.00     3.05     3.10     3.13     3.15     3.20     3.25     3.30     3.35     3.40     3.43     3.45     3.50     3.55     3.60     3.65     3.70     3.75     3.80     3.85     3.90     3.93     3.95     4.00     4.04     4.05     4.10  0.01                                6                      â€                                 â€                         1                                 4                      â€                                14                      â€                                   6                      â€                                   8                      â€                                   3                      â€                                 â€                        â€                                   7                       1                                 3                      â€                                11                       2                                 1                      â€                                   3                      â€                                 â€                        â€                                10                       2                                 1                      â€                                   2                      â€                                   7                      â€                                   2                      â€                                   4                       1                                 1                      â€                                   7                      â€                                   2                      â€                                   8                      â€                                   2                      â€                                   7                      â€                                   1                      â€                                   1                      â€                                12                      â€                                 â€                        â€                                   5                      â€                                 â€                        â€                                10                      â€                                 â€                        â€                                   2                      â€                                   1                      â€                                   1                       1                                 3                       2                               â€                        â€                                   5                      â€                                   1                      â€                                   4                      â€                                 â€                        â€                                   5                       1                                 1                      â€                                   1                      â€                                   7                      â€                                   1                      â€                                   1                      â€                                   3                      â€    Order<50Ctx !@NBBO Customer  0.02 0.03 0.04 0.05                     â€                        â€                        â€                         3                       1                      â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                         1                      â€                         1                      â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                         1                      â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                         2                      â€                        â€                        â€                        â€                         1                      â€                         2                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         2                      â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                         1                      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€                        1                      2                     â€                       â€                       â€                        3                     â€                       â€                        1                     â€                       â€                        1                      1                     â€                       â€                       â€                        1                     â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                        1                     â€                       â€                        1                      1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                        2                      1                     â€                        1                     â€                       â€                        2                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                      1                     â€                       â€                       â€                        2                     â€                       â€                       â€                       â€                        1                      1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€    >.05, <=.10 >.10, <=.20 >.20, <=.30                     6                     â€                       â€                       â€                       â€                        5                      1                      1                      2                     â€                       â€                       â€                       â€                       â€                        4                     â€                       â€                        3                     â€                        1                      1                      3                     â€                        6                     â€                        1                     â€                        1                      2                      1                      1                      1                      1                     â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                        1                     â€                        2                     â€                       â€                        1                     â€                       â€                       â€                     2                  â€                     4                   6                   1                   3                   1                  â€                     4                   1                  â€                    â€                     1                  â€                     3                  â€                     1                   6                   2                   4                   2                   2                  â€                     2                  â€                     3                  â€                     1                   4                  â€                     7                   1                   1                   1                   1                   3                  â€                     1                  â€                     1                   1                   3                   1                   2                  â€                    â€                    â€                    â€                     1                  â€                     2                  â€                    â€                     3                   2                   3                  â€                    â€                     3                  â€                     4                  â€                     2                  â€                     9                  â€                    â€                     4                   2                   1                   1                   2                  â€                     4                   2                   4                  â€                    â€                     2                  â€                     1                  â€                     4                  â€                    â€                    â€                     1                   5                  â€                     1                  â€                    â€                    â€                     1                  â€                    â€                     1                  â€                    â€                     1  >.30,  <=.40 >.40,  <=.50 >.50                1                â€                   4                 2                â€                   3                â€                  â€                   4                â€                   1                â€                  â€                  â€                   3                â€                   2                 4                â€                   4                 2                 4                 1                 2                 2                 3                â€                  â€                   2                â€                   1                â€                   1                â€                  â€                   2                 2                â€                  â€                  â€                  â€                   3                â€                   3                â€                  â€                  â€                  â€                  â€                  â€                  4               â€                 â€                  1               â€                  4               â€                 â€                  2               â€                 â€                 â€                 â€                  1               â€                 â€                 â€                  3                1               â€                  1                5                1               â€                 â€                  4               â€                  1                3                2               â€                 â€                  2               â€                 â€                  2               â€                  2               â€                 â€                  1               â€                 â€                 â€                 â€                  1               â€                 â€                 â€                 â€                  5               â€                  2                2                1                6                2               â€                  3               â€                  8               â€                  1               â€                  6               â€                  2                6                3                2                1                6                2                8                2                9               â€                  1                8               â€                  9               â€                  3               â€                  1                8                1                7                1                2                1                3               â€                  2               â€                  1                2               â€                 â€                  2  Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                        80  2.6667 33.33% 16.25%                          5  2 0.00% 0.00%                        43  3.0625 34.90% 30.23%                      160  2.9063 59.74% 42.50%                        51  2.1818 54.55% 88.24%                      119  3 41.56% 52.10%                        54  2.4286 42.86% 70.37%                        15  3 40.00% 40.00%                      130  3.1071 44.29% 20.00%                        21  2.8 90.00% 90.48%                        92  2.7 69.00% 60.87%                        19  1 100.00% 100.00%                        28  2 42.86% 71.43%                          1  4 100.00% 100.00%                      114  2.9024 44.88% 35.09%                          2  2 100.00% 100.00%                        35  2.6667 37.50% 71.43%                      205  3.2 30.69% 40.49%                        30  2.9 30.00% 26.67%                        76  3.3158 48.07% 25.00%                        21  2.8 28.33% 23.81%                        76  2.7419 43.98% 42.11%                        18  2 53.33% 55.56%                        96  2.7419 52.69% 53.13%                        25  3.375 55.00% 44.00%                      105  3.0286 52.86% 40.95%                          1  2 100.00% 100.00%                        12  3.8 36.67% 58.33%                      105  2.9697 68.59% 65.71%                        13  3 33.33% 7.69%                        69  3.1111 41.69% 36.23%                          3  2.3333 0.00% 0.00%                        57  2.6818 63.94% 63.16%                          2  2 0.00% 0.00%                        26  1.8 48.00% 42.31%                        42  3.9412 35.29% 33.33%                        23  3.5 13.89% 8.70%                        46  3.35 54.50% 56.52%                          3  4 0.00% 0.00%                        16  2.6 75.00% 81.25%                        12  3.25 25.00% 8.33%                        35  2.3333 41.67% 22.86%                          4  1 0.00% 0.00%                        35  2.1765 38.24% 45.71%                          2  2 100.00% 100.00%                        16  2 50.00% 37.50%                        55  2.2727 76.36% 72.73%                        10  3 100.00% 100.00%                        11  2.5 50.00% 9.09%                          9  3.3333 83.33% 55.56% 14 . 0    4.15     4.19     4.20     4.30     4.35     4.40     4.45     4.50     4.55     4.60     4.65     4.70     4.75     4.80     4.85     4.90     5.00     8.70  0.01                              â€                        â€                                 â€                        â€                                   1                      â€                                   3                      â€                                   1                      â€                                   5                      â€                                 â€                        â€                                   6                      â€                                   2                      â€                                   2                      â€                                   1                      â€                                   1                       1                                 1                      â€                                13                       1                                 3                      â€                                 â€                        â€                                   1                      â€                                   1                      â€    Order<50Ctx !@NBBO Customer  0.02 0.03 0.04 0.05                     â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                         2                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                         1                      â€                        â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€    >.05, <=.10 >.10, <=.20 >.20, <=.30                     1                     â€                        1                      1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                     â€                        4                     â€                       â€                       â€                       â€                    â€                    â€                    â€                     1                  â€                     2                  â€                    â€                    â€                     2                  â€                    â€                     1                  â€                    â€                     1                  â€                    â€                    â€                    â€                    â€                    â€                    â€                     1                  â€                    â€                    â€                    â€                    â€                     1                  â€                    â€                    â€                    â€                     1                  â€    >.30,  <=.40 >.40,  <=.50 >.50               â€                  â€                  â€                  â€                   1                 1                â€                  â€                  â€                  â€                  â€                   1                 1                â€                  â€                  â€                   2                â€                 â€                 â€                 â€                  1               â€                 â€                  1               â€                 â€                  1               â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                  1                1                3                1                3                1                3                2                1                1                2                1                4                1               â€                  1               â€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                          1  4 100.00% 100.00%                          1  0 0.00% 0.00%                        13  3 55.56% 53.85%                        25  2.5 50.00% 72.00%                        32  1.6667 33.33% 3.13%                        44  2.3636 54.55% 47.73%                          2  1.5 0.00% 0.00%                        32  1.6667 77.78% 93.75%                        11  1 50.00% 36.36%                        49  1.625 43.33% 24.49%                          2  3 50.00% 50.00%                        35  1.8571 28.57% 5.71%                        24  2 50.00% 45.83%                      148  1.76 58.34% 49.32%                        15  1.75 75.00% 86.67%                          2  1.5 0.00% 0.00%                        14  2.25 33.33% 50.00%                          1  2 100.00% 100.00% 15 . Improvement 0 Spread    0.01     0.02     0.03     0.04     0.05     0.06     0.07     0.08     0.09     0.10     0.11     0.12     0.13     0.14     0.15     0.16     0.17     0.18     0.19     0.20     0.21     0.22     0.23     0.24     0.25     0.26     0.27     0.28     0.29     0.30     0.31     0.32     0.33     0.34     0.35     0.36     0.37     0.38     0.39     0.40     0.41     0.42     0.43     0.44     0.45     0.47     0.50     0.55     0.60  0.01 0.02                        5,516                     28                      â€                           3,214                   150                       3                         1,114                   147                       9                            459                   118                     21                            455                   108                     24                            130                     45                       6                              82                     28                       5                              69                     20                       7                              26                     12                       9                            179                     39                     19                              18                     11                       3                              10                     11                       5                              21                       6                       6                                 8                       4                       2                              76                     21                     14                                 4                      â€                        â€                                   3                       3                       3                                 7                       4                       1                                 4                      â€                         2                              58                       7                       8                                 1                      â€                        â€                                   4                       1                      â€                                   3                       2                      â€                                   1                       1                       2                              26                       7                       6                                 4                       1                      â€                                   1                      â€                         1                                 1                      â€                        â€                                   1                      â€                        â€                                34                       6                     10                                 1                      â€                        â€                                   1                       2                       1                               â€                        â€                        â€                                   1                      â€                        â€                                11                       1                       2                                 1                      â€                        â€                                   1                       1                      â€                                 â€                        â€                         1                                 1                      â€                        â€                                13                       3                      â€                                 â€                        â€                        â€                                   2                      â€                         1                                 1                      â€                        â€                                   2                      â€                        â€                                   5                       1                       2                                 1                      â€                        â€                                   6                       3                      â€                                   1                      â€                        â€                                   4                       1                       1  Order>=50Ctx !@NBBO Customer  0.03 0.04 0.05                     â€                        â€                        â€                         2                       2                       1                       1                       2                       3                     12                       3                       2                       1                       1                       6                      â€                        â€                         1                       1                       5                       1                      â€                        â€                        â€                         5                       1                      â€                        â€                        â€                         5                      â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                         2                      â€                        â€                        â€                        â€                         1                      â€                         1                      â€                        â€                       â€                       â€                       â€                       â€                        1                     â€                        2                      1                      1                      4                     â€                        1                      5                      2                      4                      1                      2                     â€                        1                      7                      1                     â€                        1                     â€                        3                      1                      1                     â€                        1                      3                      1                      1                     â€                       â€                        2                     â€                       â€                       â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        2                     â€                        1                      1                      1                      7                     â€                       â€                        1                     â€                        3                      1                      1                     â€                       â€                        1                     â€                        1                     â€                       â€                        5                     â€                       â€                       â€                       â€                        6                     â€                       â€                        1                     â€                        1                     â€                        1                     â€                       â€                       â€                       â€                        1                     â€                       â€    >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                        1                      4                      2                      1                     â€                       â€                        5                     â€                       â€                        1                      1                      1                      1                      2                     â€                        2                      6                     â€                       â€                        1                     â€                        3                     â€                       â€                       â€                       â€                        2                     â€                        1                     â€                       â€                        1                     â€                        1                     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€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                     1                  â€                    â€                     1                   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€    >.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€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives              625,280  2.7815 71.92% 75.57%              346,491  3.334 56.73% 58.06%              139,060  3.3385 54.02% 59.26%                66,867  3.1411 52.75% 60.87%                51,302  3.06 53.30% 56.90%                16,786  3.0629 50.25% 58.58%                11,010  3.0714 45.11% 54.89%                12,262  2.8791 51.63% 54.19%                  3,568  3.1739 43.18% 41.31%                25,421  2.7029 56.09% 64.85%                  2,738  2.8065 33.50% 34.51%                  2,443  2.88 28.37% 36.88%                  2,665  3.0857 43.65% 53.13%                  1,179  2.8 32.61% 33.08%                11,726  2.6325 53.29% 61.73%                      450  2.1429 45.71% 51.11%                      713  4 33.53% 31.14%                  1,355  2.6364 48.58% 68.93%                      515  2.3333 56.67% 59.22%                  8,510  2.5641 58.25% 63.11%                      220  2.3333 33.33% 45.45%                      389  2.6667 56.67% 58.87%                10,918  2.8333 36.27% 95.49%                      310  3.25 25.00% 32.26%                  6,689  2.2821 50.09% 75.44%                      448  4.1667 44.96% 38.84%                      220  2.75 16.67% 16.36%                        50  3 40.00% 40.00%                      291  2.25 12.50% 8.59%                  9,762  2.6275 48.17% 77.86%                      168  3 39.92% 39.88%                      100  3.5 17.00% 17.00%                        50  3 0.00% 0.00%                        50  2 100.00% 100.00%                  1,854  2.7 46.88% 47.09%                        80  1 40.00% 40.00%                      155  3 62.73% 56.13%                      100  1.5 0.00% 0.00%                      100  3 40.00% 40.00%                  1,345  2 54.29% 54.13%                        50  3 40.00% 40.00%                      150  3.5 40.00% 40.00%                        50  3 40.00% 40.00%                      100  3 40.00% 40.00%                      745  2.1429 54.35% 60.00%                        95  2 100.00% 100.00%                  1,466  1.9091 56.23% 79.33%                      250  2 45.00% 72.00%                      523  1.8333 31.33% 26.20% 16 . 0    0.64     0.65     0.70     0.75     0.77     0.80     0.85     0.90     1.00     1.05     1.10     1.20     1.25     1.30     1.50     1.60     1.65     2.10     4.80  0.01                              â€                        â€                                   1                      â€                                   1                      â€                                   1                      â€                                 â€                         1                               â€                        â€                                 â€                        â€                                 â€                        â€                                   1                      â€                                   1                      â€                                   1                      â€                                 â€                        â€                                   1                      â€                                 â€                        â€                                   1                      â€                                 â€                        â€                                 â€                         1                                 1                      â€                                   1                      â€    Order>=50Ctx !@NBBO Customer  0.02 0.03 0.04 0.05                      1                      â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                         1                      â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                       â€                        1                     â€                        1                     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€                       â€                       â€    >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                        1                     â€                       â€                       â€                        1                      1                     â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                    â€                    â€                    â€                    â€                    â€                     1                  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€                     1                  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€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                        50  3 50.00% 50.00%                      250  2 50.00% 80.00%                      100  2 50.00% 50.00%                      200  3 33.33% 25.00%                      100  2 0.00% 0.00%                      200  2.5 25.00% 20.00%                      100  6 21.00% 21.00%                        50  5 0.00% 0.00%                        65  3 40.00% 40.00%                        75  1 100.00% 100.00%                        50  3 40.00% 40.00%                        55  2 0.00% 0.00%                        60  1 100.00% 100.00%                        50  6 40.00% 40.00%                        80  4 47.50% 47.50%                        50  1 0.00% 0.00%                        60  3 40.00% 40.00%                        50  3 40.00% 40.00%                        50  3 90.00% 90.00% 17 . Improvement 0 Spread    0.02     0.05     0.07     0.10     0.15     0.25     0.35  0.01                                2                      â€                                   1                      â€                                   1                      â€                                   1                      â€                                   1                      â€                                 â€                        â€                                 â€                         1  Order<50Ctx @NBBO Non‐Cust 0.02 0.03 0.04 0.05                     â€                        â€                        â€                        â€                         1                       1                      â€                        â€                        â€                        â€                        â€                         1                      â€                        â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€                       â€    >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                       â€                       â€                       â€                       â€                       â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€                    â€    >.30,  <=.40 >.40,  <=.50 >.50               â€                  â€                  â€                  â€                  â€                  â€                  â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€                 â€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                        11  2.5 70.00% 72.73%                          2  2 100.00% 100.00%                          4  1 100.00% 100.00%                        10  2 50.00% 50.00%                        15  3 50.00% 13.33%                        10  2 0.00% 0.00%                        19  3 0.00% 0.00% 18 . Improvement 0 Spread    0.10     0.15     0.51     0.80  0.01                                3                      â€                                 â€                         1                               â€                        â€                                   1                      â€    Order>=50Ctx @NBBO Non‐Cust 0.02 0.03 0.04 0.05                     â€                        â€                        â€                        â€                        â€                        â€                        â€                        â€                       â€                       â€                        1                     â€                       â€                       â€                       â€                       â€    >.05, <=.10 >.10, <=.20 >.20, <=.30                    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€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                  1,091  2.3333 59.85% 67.46%                        75  3 0.00% 0.00%                      200  4 0.00% 0.00%                      200  1 75.00% 75.00% 19 . Improvement 0 Spread    0.01     0.02     0.03     0.04     0.05     0.06     0.10  0.01                                6                       1                              15                       2                                 2                       2                                 3                       1                              30                       6                               â€                        â€                                 â€                         1  Order<50Ctx !@NBBO Non‐Cust 0.02 0.03 0.04 0.05                     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€                        1                     â€    >.05, <=.10 >.10, <=.20 >.20, <=.30                    â€                       â€                       â€                       â€                       â€                       â€                        1                  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€    Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives                        32  2.3333 75.00% 75.00%                      196  3.8235 48.91% 59.69%                        34  2.5 50.00% 91.18% 2.5 62.50% 87.50%                        16                       233  2.7568 69.20% 80.69%                          1  3 0.00% 0.00%                          2  4 50.00% 50.00% 20 . Improvement 0 0.01 0.02 0.03 0.04 0.05 >.05, <=.10 >.10, <=.20 >.20, <=.30 >.30,  <=.40 >.40,  <=.50 >.50 Average  Average  Average  Percent of  Percent of  Total Contracts  Number of  order  contracts  Traded Participants initiator  initiator  receives receives Spread Order>=50Ctx !@NBBO Non‐Cust 21 .