SEC Rule 606 Report - Mesirow B/D & I/A Services - 4th Qtr, 2011

(Percentages of Total Non-Directed Orders Routed to Individual Route Venues)


Securities Listed on New York Stock Exchange Euronext
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total (%)100 55 24 21
Knight Capital Americas 52.28 48.27 57.60 56.89
Citigroup Global Markets 39.30 44.03 33.17 33.72
New York Stock Exch 5.12 4.89 4.66 6.27
99.76% of total customer orders were non-directed orders.

Securities Listed on The Nasdaq Stock Market
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total (%)100 54 26 19
Knight Capital Americas 62.91 63.95 69.09 51.55
Citigroup Global Markets 31.75 31.53 26.11 40.09
99.97% of total customer orders were non-directed orders.

Securities Listed on NYSE Amex or Regional Exchanges
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total (%)100 47 29 24
Citigroup Global Markets 58.31 63.84 51.24 56.17
Knight Capital Americas 36.03 30.87 42.38 38.34
96.30% of total customer orders were non-directed orders.

Exchange-Listed Options
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total (%)100 22 65 13
Citigroup Global Markets 62.32 51.87 58.82 96.22
Citadel Securities LLC 37.68 48.13 41.18 3.78
100.00% of total customer orders were non-directed orders.


Material Aspects of Relationship with Route Venues
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