Footnotes

About Citadel Securities

  1. Source: Vista One. Measured based on executed market orders publicly reported by direct competitors pursuant to SEC Rule 605 from Aug 2005-Aug 2006.
  2. Measured based on average daily volume of single-counted shares executed by Citadel Securities through Citadel Connect during the relevant period.
  3. Source: NYSE, measured based on number of DMM symbols.

Products > Overview

  1. Source: RegOne. Measured based on shares executed at market center for market orders publicly reported by direct competitors pursuant to SEC Rule 605 for Q4 2017.
  2. Measured based on the sum of contracts executed in an agency or principal capacity divided by the publicly reported total OCC cleared volume during the 12 months ending Q2 2018.
  3. Source: RegOne. Measured based on shares executed at market center for market orders publicly reported by direct competitors pursuant to SEC Rule 605 as of April 2018.
  4. Source: NYSE, measured based on number of DMM symbols.

Products > Equities & Options

  1. Measured based on publicly reported total transaction volume during the 12 months ending Q2 2018.
  2. Source: RegOne. Measured based on shares executed at market center for market orders publicly reported by direct competitors pursuant to SEC Rule 605 as of April 2018.
  3. Based on 3,000+ options class appointments, representing 99%+ of industry volume, as of June 30, 2018.

Products > FICC

  1. Source: Bloomberg SEF dealer ranking reports for Q2 2018.

DMM

  1. Measured based on publicly reported total transaction volume during the 12 months ending Q2 2018.
  2. Source: NYSE, measured based on number of DMM symbols.
  3. Source: NYSE. Per NYSE, all statistics are based on an equal-weighted average of common stocks only (including closed-end funds). Past performance does not guarantee future results. Data for other DMMs includes direct competitors to Citadel Securities.