Lehman Brothers Holdings Capital Trust III (LEHKQ)

[joyceschoice]

I have no idea. I suggest you call your broker and ask. I got better fills after I complained.

The article I posted earlier about dark pools may have some relevance. At the very least, it's possible traders with level III tools and assorted other mechanisms, may be able to route orders to specific bidders and give certain clients priority.

Just speculation on my part though.