SEC Rule 11Ac1-6 Disclosure of SEC-Required Order Routing Information OTA 4th Quarter 2001

In accordance with Securities and Exchange Commission ("SEC") requirements, OTA is publishing statistical information about our routing of certain customers' orders in Nasdaq and listed stocks and listed options.

The required statistics in this, a quarterly, report, are intended to provide only an overview of our order routing practices. Note that based on SEC requirements, the statistics in this report capture only a portion of our order flow. Accordingly, the statistics do not create a reliable basis on which to assess whether OTA or any other trading venue has satisfied its duty of best execution.

We have made every attempt to prepare these statistics in compliance with SEC rules. However, these statistics have not been audited and may contain errors.

Securities Listed on New York Stock Exchange

Summary Statistics:

Non-directed orders as percentage of total customer orders

100%

Market orders as percentage of total non-directed orders

0%

Limit orders as percentage of total non-directed orders

0%

Other orders as percentage of total non-directed orders

100%

 

Venues Receiving Significant Percentage of Total Non-Directed Orders:

OTA

74.23%

NYSE

24.81%

 

Information Concerning Significant Venues:

OTA

Types of Orders Routed to Venue:

Market orders as percentage of total market orders

0%

Limit orders as percentage of total limit orders

0%

Other orders as percentage of total other orders

100%

Material Aspects of Relationship with Venue:  
The firm may generate profits as a result of its trading as principal with customer orders.

NYSE

Types of Orders Routed to Venue:

Market orders as percentage of total market orders

0%

Limit orders as percentage of total limit orders

0%

Other orders as percentage of total other orders

100%

Material Aspects of Relationship with Venue:  

We have no material relationship with this venue.

 

Securities Listed on NASDAQ Stock Market

Summary Statistics:

Non-directed orders as percentage of total customer orders

100%

Market orders as percentage of total non-directed orders

0%

Limit orders as percentage of total non-directed orders

0%

Other orders as percentage of total non-directed orders

100%

 

Venues Receiving Significant Percentage of Total Non-Directed Orders:

OTA

87.92%

NASDAQ

11.33%

 

Information Concerning Significant Venues:

OTA

Types of Orders Routed to Venue:

Market orders as percentage of total market orders

0%

Limit orders as percentage of total limit orders

0%

Other orders as percentage of total other orders

100%

Material Aspects of Relationship with Venue:

The firm may generate profits as a result of its trading as principal with customer orders.

NASDAQ

Types of Orders Routed to Venue:

Market orders as percentage of total market orders

0%

Limit orders as percentage of total limit orders

0%

Other orders as percentage of total other orders

100%

Material Aspects of Relationship with Venue:

We have no material relationship with this venue.

 

Securities Listed on AMEX Stock Market

Summary Statistics:

Non-directed orders as percentage of total customer orders

100%

Market orders as percentage of total non-directed orders

0%

Limit orders as percentage of total non-directed orders

0%

Other orders as percentage of total non-directed orders

100%

 

Venues Receiving Significant Percentage of Total Non-Directed Orders:

OTA

52.91%

AMEX

32.28%

MWSE

13.23%

 

Information Concerning Significant Venues:

OTA

Types of Orders Routed to Venue:

Market orders as percentage of total market orders

0%

Limit orders as percentage of total limit orders

0%

Other orders as percentage of total other orders

100%

Material Aspects of Relationship with Venue:

The firm may generate profits as a result of its trading as principal with customer orders.

AMEX

Types of Orders Routed to Venue:

Market orders as percentage of total market orders

0%

Limit orders as percentage of total limit orders

0%

Other orders as percentage of total other orders

100%

Material Aspects of Relationship with Venue:

We have no material relationship with this venue.

MWSE

Types of Orders Routed to Venue:

Market orders as percentage of total market orders

0%

Limit orders as percentage of total limit orders

0%

Other orders as percentage of total other orders

100%

Material Aspects of Relationship with Venue:

We have no material relationship with this venue.

 

Exchange-Listed Options

Summary Statistics:

Non-directed orders as percentage of total customer orders

100%

Market orders as percentage of total non-directed orders

0%

Limit orders as percentage of total non-directed orders

0%

Other orders as percentage of total non-directed orders

100%

 

Venues Receiving Significant Percentage of Total Non-Directed Orders:

CBOE

37.66

AMEX

21.15%

ISE

18.70%

PHLX

14.61%

PSE

5.51%

 

Information Concerning Significant Venues:

CBOE

Types of Orders Routed to Venue:

Market orders as percentage of total market orders

0%

Limit orders as percentage of total limit orders

0%

Other orders as percentage of total other orders

100%

Material Aspects of Relationship with Venue:

We have no material relationship with this venue.

AMEX

Types of Orders Routed to Venue:

Market orders as percentage of total market orders

0%

Limit orders as percentage of total limit orders

0%

Other orders as percentage of total other orders

100%

Material Aspects of Relationship with Venue:

We have no material relationship with this venue.

ISE

Types of Orders Routed to Venue:

Market orders as percentage of total market orders

0%

Limit orders as percentage of total limit orders

0%

Other orders as percentage of total other orders

100%

Material Aspects of Relationship with Venue:

We have no material relationship with this venue.

PHLX

Types of Orders Routed to Venue:

Market orders as percentage of total market orders

0%

Limit orders as percentage of total limit orders

0%

Other orders as percentage of total other orders

100%

Material Aspects of Relationship with Venue:

We have no material relationship with this venue.

PSE

Types of Orders Routed to Venue:

Market orders as percentage of total market orders

0%

Limit orders as percentage of total limit orders

0%

Other orders as percentage of total other orders

100%

Material Aspects of Relationship with Venue:

We have no material relationship with this venue.

Annual Notice