Disclosing Capacity on Preferenced Orders Sent to an ATS

An FIF Member has raised a question about how to report capacity on a Rule 10b-10 confirmation when a firm routes orders to an ATS and the orders can only execute against orders routed from other desks at the same routing firm. If you would like to participate in a sub-group discussion on this topic, please contact This email address is being protected from spambots. You need JavaScript enabled to view it..