SEC Rule 606 Report - Mesirow Financial - 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 24 14 63
Knight Capital Americas 57.81 51.08 51.86 61.66
Citigroup Global Markets 30.26 36.91 25.16 28.87
New York Stock Exch 5.52 7.61 6.80 4.45
100.00% of total customer orders were non-directed orders.

Securities Listed on The Nasdaq Stock Market
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total (%)100 16 44 40
Knight Capital Americas 66.98 48.56 82.50 57.09
Citigroup Global Markets 29.30 47.61 14.84 38.06
100.00% of total customer orders were non-directed orders.

Securities Listed on NYSE Amex or Regional Exchanges
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total (%)100 56 10 34
Citigroup Global Markets 58.22 58.72 78.68 51.35
Knight Capital Americas 41.22 41.19 20.81 47.30
100.00% of total customer orders were non-directed orders.

Exchange-Listed Options
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total (%)100 4 89 7
Citigroup Global Markets 59.61 62.03 56.91 90.91
Citadel Securities LLC 40.39 37.97 43.09 9.09
100.00% of total customer orders were non-directed orders.


Material Aspects of Relationship with Route Venues
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