| Most-used brokers |
| Exchange- listed stocks | LARGE-CAP: Merrill Lynch Goldman Sachs ITG Morgan Stanley Credit Suisse | | MEDIUM-CAP: ITG Lehman Brothers Credit Suisse Goldman Sachs Merrill Lynch | | SMALL-CAP: ITG Liquidnet Lehman Brothers Credit Suisse Morgan Stanley |
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| Nasdaq- listed stocks | LARGE-CAP: Merrill Lynch Morgan Stanley Citigroup Global Markets Goldman Sachs Bloomberg Tradebook | | MEDIUM-CAP: ITG Citigroup Global Markets Liquidnet Morgan Stanley Merrill Lynch | | SMALL-CAP: ITG Liquidnet Instinet Bloomberg Tradebook REDIPlus |
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| Best execution |
| Exchange- listed stocks | LARGE-CAP: UNX Bloomberg Tradebook Cantor Fitzgerald State Street Brokerage Svcs. Rochdale Securities | | MEDIUM-CAP: Fidelity Capital Markets Bloomberg Tradebook Cantor Fitzgerald Heflin & Co. Rochdale Securities | | SMALL-CAP: Nutmeg Securities Capital Institutional Services Raymond James & Assoc. Heflin & Co. Jefferies & Co. |
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| Nasdaq- listed stocks | LARGE-CAP: Wachovia Securities A.G. Edwards UNX GSEC Thomas Weisel Partners | | MEDIUM-CAP: UNX JonesTrading Weeden & Co. Bloomberg Tradebook Instinet | | SMALL-CAP: JonesTrading LaBranche Instinet Lava Trading Archipelago |
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| Most illiquid trades |
| Exchange- listed stocks | LARGE-CAP: Guzman & Co. CIBC World Markets ISI Group Goldman Sachs Lehman Brothers | | MEDIUM-CAP: GGET LLC RBC Dain Rauscher Susquehanna Lehman Brothers Goldman Sachs | | SMALL-CAP: BNY Brokerage RBC Dain Rauscher Credit Suisse Stifel, Nicolaus & Co. GGET LLC |
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| Nasdaq- listed stocks | LARGE-CAP: Wachovia Securities Jefferies & Co. Merrill Lynch UBS Securities Citigroup Global Markets | | MEDIUM-CAP: Weeden & Co. Susquehanna Credit Suisse JonesTrading Cantor Fitzgerald | | SMALL-CAP: Raymond James & Assoc. Friedman, Billings, Ramsey JonesTrading LaBranche Bear Stearns |
