SEC Rule 606 Report - Lightspeed Trading, LLC - 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 54 30 16
Penson Finl Serv Inc a Di 64.27 99.70 0.00 64.01
DirectEdge ECN (EDGX) 32.04 0.00 91.05 30.63
0.40% of total customer orders were non-directed orders.

Securities Listed on The Nasdaq Stock Market
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total (%)100 45 29 26
Penson Finl Serv Inc a Di 56.38 99.96 0.00 44.30
DirectEdge ECN (EDGX) 38.80 0.00 90.02 48.42
0.21% of total customer orders were non-directed orders.

Securities Listed on NYSE Amex or Regional Exchanges
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total (%)100 32 37 31
Penson Finl Serv Inc a Di 52.53 100.00 0.00 65.50
DirectEdge ECN (EDGX) 42.86 0.00 90.18 31.28
0.41% of total customer orders were non-directed orders.

Exchange-Listed Options
Route VenuesTotal (%)Market (%)Limit (%)Other (%)
Total (%)100 0 100 0
Citigroup Global Markets 89.11 0.00 89.11 0.00
Knight Capital Americas 10.89 0.00 10.89 0.00
0.26% of total customer orders were non-directed orders.


Material Aspects of Relationship with Route Venues
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