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. Measured based on the sum of contracts executed in an agency or principal capacity divided by the publicly reported total OCC cleared volume for Q2 2021.
  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 June 2021.
  3. Source: NYSE, measured based on number of NYSE and NYSE American DMM symbols as of Q1 2021.

Products > Equities & Options

  1. Measured based on publicly reported total transaction volume during the 12 months ending June 2021.
  2. Source: RegOne. Measured based on executed shares for marketable orders publicly reported by direct competitors pursuant to SEC Rule 605 as of July 2021.
  3. Based on 3,000+ options class appointments, representing 99%+ of industry volume.

Products > FICC

  1. Bloomberg SEF dealer ranking reports for Q2 2021.

DMM

  1. Measured based on publicly reported total transaction volume during the 12 months ending June 2021.
  2. Source: NYSE, measured based on number of NYSE and NYSE American DMM symbols as of Q1 2021.
  3. Source: NYSE provided statistics. Per NYSE, all statistics are based on an equal-weighted average of common stocks only (including closed-end funds). The statistics provided do not represent all of the metrics by which NYSE measures DMM performance. Past performance does not guarantee future results. Data for other DMMs includes direct competitors to Citadel Securities as of Q1 2021.
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