**************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE0001135226 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0010371401 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0011962398 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 34 Median time elapsed (secs) between request and provision of any corresponding quotes 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013201597 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013218153 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013257524 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013311347 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013313582 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 141 Median time elapsed (secs) between request and provision of any corresponding quotes 141 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013330115 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013341682 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013396496 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013422052 Written description of financial instrument Instrument Classification DTZNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable IT0005240830 Written description of financial instrument Instrument Classification DBFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1051391K44 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 83 Median time elapsed (secs) between request and provision of any corresponding quotes 83 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1120241K56 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument JP1748371K64 Written description of financial instrument Instrument Classification DNXXXX Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748411K74 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 82.18528333 Volume weighted transaction price 90.92934457 Highest executed price 100.0287 Lowest executed price -0.115 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 6 Number of transactions executed 6 Total value of transactions executed 55040000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 2512000000 Median size of all orders or requests for quote 22500000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP370620AAB9 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 453 Median time elapsed (secs) between request and provision of any corresponding quotes 453 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP370620AB28 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 427 Median time elapsed (secs) between request and provision of any corresponding quotes 427 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US013817AV33 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US03512TAC53 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US046353AS79 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 165 Median time elapsed (secs) between request and provision of any corresponding quotes 165 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578DAG79 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578QAC78 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 93 Median time elapsed (secs) between request and provision of any corresponding quotes 93 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAA25 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 109.706 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAC80 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAE47 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAD19 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 54 Median time elapsed (secs) between request and provision of any corresponding quotes 54 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAT29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAW57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US097023BQ73 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US110122AA65 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US149123BV25 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US191216AZ30 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.169 12:10:19 110000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BS76 Written description of financial instrument Instrument Classification DBVNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US260543BJ10 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US260543CH45 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US30219GAE89 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US370334CF96 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAF72 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AN99 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BA69 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AK90 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HHU77 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US50077LAD82 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 570000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US55608KAJ43 Written description of financial instrument Instrument Classification DTVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BT09 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 120 Median time elapsed (secs) between request and provision of any corresponding quotes 120 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US81180WAH43 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582CA82 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368TAL26 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 33 Median time elapsed (secs) between request and provision of any corresponding quotes 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US853254BK59 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBE93 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US88579YAV39 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US892331AF60 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US90352JAC71 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 86 Median time elapsed (secs) between request and provision of any corresponding quotes 86 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810QN19 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810QY73 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128284F40 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92857WBK53 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DF70 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 50000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CH211 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ41838AA14 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 97.79 11:58:21 3000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ7818LAC49 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 137 Median time elapsed (secs) between request and provision of any corresponding quotes 137 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USP1400MAA64 Written description of financial instrument Instrument Classification DBFUQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU31433AA03 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 96.5 Volume weighted transaction price 91 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 3000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 3000000 Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0906792105 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1030900168 Written description of financial instrument Instrument Classification DTFXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1112829947 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1167284436 Written description of financial instrument Instrument Classification DBVXPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1197832915 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1213834978 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 220000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1231027464 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1372839214 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 141 Median time elapsed (secs) between request and provision of any corresponding quotes 141 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1384281090 Written description of financial instrument Instrument Classification DBFSCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 33 Median time elapsed (secs) between request and provision of any corresponding quotes 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1501363425 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1508675334 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1554456704 Written description of financial instrument Instrument Classification DAVXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 103.663 12:31:40 250000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1567906059 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1575992752 Written description of financial instrument Instrument Classification DBFJPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1651071521 Written description of financial instrument Instrument Classification DYVXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1664644710 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1677902162 Written description of financial instrument Instrument Classification DTFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1694216687 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1696892295 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1707074941 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1720817540 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 6 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 6 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 390000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1734689620 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1790134958 Written description of financial instrument Instrument Classification DBFQPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1793294841 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 97.79 11:59:19 4000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1816215674 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1824235219 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 33 Median time elapsed (secs) between request and provision of any corresponding quotes 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1824431313 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1827041721 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1910948329 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1914485534 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1935140068 Written description of financial instrument Instrument Classification DBVOGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1955024630 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1959337582 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1972547696 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1979288328 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982112812 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982113463 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1983289791 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2001211122 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2002017361 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 44 Median time elapsed (secs) between request and provision of any corresponding quotes 44 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2010323009 Written description of financial instrument Instrument Classification DBVQQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 97.79 10:44:27 5000000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 103.5895 Volume weighted transaction price 98.01743137 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 2 Total value of transactions executed 5100000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 2550000 Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2011969651 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2014454933 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 12 Median time elapsed (secs) between acceptance and execution 12 Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2016228087 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 73 Median time elapsed (secs) between request and provision of any corresponding quotes 73 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS2023633931 Written description of financial instrument Instrument Classification DTZXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BE6285452460 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A185QC1 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A19X793 Written description of financial instrument Instrument Classification DTVGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ2KKDRCL3Z2 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 104 Median time elapsed (secs) between request and provision of any corresponding quotes 104 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ7R357GM1F2 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 74.25 09:41:55 4500000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 74.875 Volume weighted transaction price 74.90789474 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 9500000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 4750000 Median size of all orders or requests for quote 4750000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1317 Median time elapsed (secs) between request and provision of any corresponding quotes 1317 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZZXQ3XKWBW9 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 45 Median time elapsed (secs) between request and provision of any corresponding quotes 45 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013257524 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013260486 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013292687 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 50100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1103541K42 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 55 Median time elapsed (secs) between request and provision of any corresponding quotes 55 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1120241K56 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 60 Median time elapsed (secs) between request and provision of any corresponding quotes 60 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US01609WAR34 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US023135BC96 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US03512TAC53 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 105.06 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 4 Median time elapsed (secs) between acceptance and execution 4 Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833BS85 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAC80 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 135.3075 Volume weighted transaction price 105.615 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 2 Total value of transactions executed 250000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 250000 Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581KAB70 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 187 Median time elapsed (secs) between request and provision of any corresponding quotes 187 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581LAA70 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 37 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAF29 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 800000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAC36 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GFP90 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAN58 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAT29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBB02 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 50 Median time elapsed (secs) between request and provision of any corresponding quotes 50 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBE41 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 409 Median time elapsed (secs) between request and provision of any corresponding quotes 409 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06739GBP37 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09659W2D51 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 90 Median time elapsed (secs) between request and provision of any corresponding quotes 90 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09659W2E35 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 74 Median time elapsed (secs) between request and provision of any corresponding quotes 74 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09681MAB46 Written description of financial instrument Instrument Classification DTFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCA72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 92.5 15:47:00 330000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US23636BAS88 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAF72 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404121AF27 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 107.283 11:32:42 19000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AN99 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AW98 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BF56 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BH13 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 375000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BR94 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AM56 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AP87 Written description of financial instrument Instrument Classification DBXNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46115HAW79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US742718EU91 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097AY76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US83368RAT95 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 77 Median time elapsed (secs) between request and provision of any corresponding quotes 77 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US904678AG48 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 62 Median time elapsed (secs) between request and provision of any corresponding quotes 62 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VEP58 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VES97 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 51 Median time elapsed (secs) between request and provision of any corresponding quotes 51 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SL69 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214CX95 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 8000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DC40 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 104 Median time elapsed (secs) between request and provision of any corresponding quotes 104 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USC42970AE03 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF2R125AC99 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG7420TAC02 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAB29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAG16 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN5946FAB33 Written description of financial instrument Instrument Classification DBFGFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU09513HU68 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU1109MAE67 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 350000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 99 Median time elapsed (secs) between request and provision of any corresponding quotes 99 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU98737AC03 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY00130RP42 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0432830734 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 91 Median time elapsed (secs) between request and provision of any corresponding quotes 91 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0741137029 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS0885065887 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 61 Median time elapsed (secs) between request and provision of any corresponding quotes 61 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0951216083 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1076018131 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1080078691 Written description of financial instrument Instrument Classification DTVXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1091688660 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1167284436 Written description of financial instrument Instrument Classification DBVXPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1288335521 Written description of financial instrument Instrument Classification DTFXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1347434927 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1372839214 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1379107219 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1379133058 Written description of financial instrument Instrument Classification DTVXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1395052639 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1403014936 Written description of financial instrument Instrument Classification DTFGFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1554373164 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1558013014 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1567423766 Written description of financial instrument Instrument Classification DTFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1567906059 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1596778263 Written description of financial instrument Instrument Classification DGFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1616411036 Written description of financial instrument Instrument Classification DTFXBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1619284372 Written description of financial instrument Instrument Classification DYVXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1633896813 Written description of financial instrument Instrument Classification DTFCCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2625000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1650033571 Written description of financial instrument Instrument Classification DYFCXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1651071521 Written description of financial instrument Instrument Classification DYVXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1093000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1664643746 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1692930404 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1717567587 Written description of financial instrument Instrument Classification DYVXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 36 Median time elapsed (secs) between request and provision of any corresponding quotes 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1720817540 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1734689620 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1750986744 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1757442071 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1790134958 Written description of financial instrument Instrument Classification DBFQPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1791937441 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1805474951 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 665000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1828028677 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1840614736 Written description of financial instrument Instrument Classification DYVXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS1843433472 Written description of financial instrument Instrument Classification DAFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 5 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 5 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1843433472 Written description of financial instrument Instrument Classification DAFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843444081 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843450138 Written description of financial instrument Instrument Classification DYVXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1854920870 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1865186321 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1936302865 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1952701982 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1959301471 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1970690829 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982112812 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982113463 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1998902479 Written description of financial instrument Instrument Classification DYVXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 115.235 12:40:14 650000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS2010323009 Written description of financial instrument Instrument Classification DAVNPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2015231413 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2020670696 Written description of financial instrument Instrument Classification DBFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2022093434 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0264778 Written description of financial instrument Instrument Classification DBXXXX Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BE6265142099 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE0001102465 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 199 Median time elapsed (secs) between request and provision of any corresponding quotes 199 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A185QC1 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A1UDWM7 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A2RYD91 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable ES0000012B47 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ26BZN750D5 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1611 Median time elapsed (secs) between request and provision of any corresponding quotes 1611 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZR323BB7RH6 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 20000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 20000000 Median size of all orders or requests for quote 20000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1905 Median time elapsed (secs) between request and provision of any corresponding quotes 1905 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0012969038 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013257623 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013266343 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013282571 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 136 Median time elapsed (secs) between request and provision of any corresponding quotes 136 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013292687 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 50.1785 Volume weighted transaction price 2.74 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 14.09 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 14.09 Median size of all orders or requests for quote 130000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 37 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013424850 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013424868 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013424876 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013428489 Written description of financial instrument Instrument Classification DTXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable GB0004893086 Written description of financial instrument Instrument Classification DBFTFR Currency GBP **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable GB00BFX0ZL78 Written description of financial instrument Instrument Classification DBFTFR Currency GBP **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1023781H79 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 48.7 Volume weighted transaction price 0.740264317 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 1816000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 908000000 Median size of all orders or requests for quote 5900000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1051251F99 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748241K47 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US03512TAC53 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 104.951 16:01:50 200000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 9 Median time elapsed (secs) between acceptance and execution 9 Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CP38 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CT59 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581LAA70 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 101.413 Volume weighted transaction price 97.435 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 12000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 12000000 Median size of all orders or requests for quote 350000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US06406FAF09 Written description of financial instrument Instrument Classification DTVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBC84 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBF16 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 50 Median time elapsed (secs) between request and provision of any corresponding quotes 50 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 78 Median time elapsed (secs) between request and provision of any corresponding quotes 78 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US2027A1HT70 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US233851DH47 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302154BK41 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAG55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BS77 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 53 Median time elapsed (secs) between request and provision of any corresponding quotes 53 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46647PAC05 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46647PBB13 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US500630CU09 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US55608KAK16 Written description of financial instrument Instrument Classification DTFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BR43 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 46 Median time elapsed (secs) between request and provision of any corresponding quotes 46 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US63859XAD93 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US742718ER62 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 5267.5 13:50:33 2107000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 2683.659 Volume weighted transaction price 1631.871746 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 7107000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 3553500 Median size of all orders or requests for quote 5000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US744320BF81 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US803111AS27 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582CA82 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US82460EAJ91 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 684 Median time elapsed (secs) between request and provision of any corresponding quotes 684 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368RAT95 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 457 Median time elapsed (secs) between request and provision of any corresponding quotes 457 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368TAT51 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 43 Median time elapsed (secs) between request and provision of any corresponding quotes 43 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US88032XAL82 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 74 Median time elapsed (secs) between request and provision of any corresponding quotes 74 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US88579YAV39 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 0 14:25:52 25000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128282R06 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128286Z85 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828G955 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 5000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828TH30 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828XM78 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VEP58 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 242 Median time elapsed (secs) between request and provision of any corresponding quotes 242 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US931142EM13 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 90 Median time elapsed (secs) between request and provision of any corresponding quotes 90 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DC40 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 66 Median time elapsed (secs) between request and provision of any corresponding quotes 66 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8590LAA47 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USM00020AA12 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU07265AD03 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU98737AC03 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY00130RP42 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY3R559AF96 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 3315000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 3315000 Median size of all orders or requests for quote 1757500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 53 Median time elapsed (secs) between request and provision of any corresponding quotes 53 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0563742138 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1091688660 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1109802303 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1167284436 Written description of financial instrument Instrument Classification DBVXPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1206972348 Written description of financial instrument Instrument Classification DBFQPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1219971774 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 204500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1242348164 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1273507100 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1292384960 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 68 Median time elapsed (secs) between request and provision of any corresponding quotes 68 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1292484323 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1395057430 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1403263723 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 5 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 8 Median time elapsed (secs) between acceptance and execution 8 Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1493428426 Written description of financial instrument Instrument Classification DTZNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1501363425 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1520309839 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1554373164 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1566101603 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1586330604 Written description of financial instrument Instrument Classification DTFUAN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1590507775 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 367 Median time elapsed (secs) between request and provision of any corresponding quotes 367 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1677902162 Written description of financial instrument Instrument Classification DTFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1681521081 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1684384867 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1729872736 Written description of financial instrument Instrument Classification DTVXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1756056229 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1810088226 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1823502650 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1828028677 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1829217428 Written description of financial instrument Instrument Classification DTFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 39 Median time elapsed (secs) between request and provision of any corresponding quotes 39 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1843433472 Written description of financial instrument Instrument Classification DAFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1851277969 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1851313863 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 112 Median time elapsed (secs) between request and provision of any corresponding quotes 112 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1892247963 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1935310166 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 102.014 Volume weighted transaction price 97.52 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 1425000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1955024713 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1960678099 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1979288328 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1982107903 Written description of financial instrument Instrument Classification DBFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982113463 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2009878880 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2017807301 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 9 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 9 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2018636600 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS2019231823 Written description of financial instrument Instrument Classification DBFXQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 98.37333333 Volume weighted transaction price 97.435 Highest executed price 100.25 Lowest executed price 97.435 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 15 Number of transactions executed 3 Total value of transactions executed 52000000 Number of orders or request for quotes received cancelled or withdrawn 12 Number of orders or request for quotes received modified Median transaction size 26000000 Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2022128917 Written description of financial instrument Instrument Classification DTFNFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.1616 Volume weighted transaction price 100.1625652 Highest executed price 100.24 Lowest executed price 100.061 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 5 Number of transactions executed 5 Total value of transactions executed 23000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 5000000 Median size of all orders or requests for quote 5000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2023644201 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 5000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2024540622 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.92 Volume weighted transaction price 99.93 Highest executed price 99.93 Lowest executed price 99.9 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 7 Number of transactions executed 3 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2024543055 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 101.14025 Volume weighted transaction price 98.1619116 Highest executed price 109.306 Lowest executed price 97.435 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 6 Number of transactions executed 4 Total value of transactions executed 9050000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 2500000 Median size of all orders or requests for quote 750000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3FN0048187 Written description of financial instrument Instrument Classification DBVXAR Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 45 Median time elapsed (secs) between request and provision of any corresponding quotes 45 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6282460615 Written description of financial instrument Instrument Classification DBVNDR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BE6301509012 Written description of financial instrument Instrument Classification DTVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A13SL26 Written description of financial instrument Instrument Classification DTFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013201597 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013286846 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013409844 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013433257 Written description of financial instrument Instrument Classification DBXXXX Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1051251F99 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748241K47 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CP38 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581LAA70 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAB15 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAT29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 34 Median time elapsed (secs) between request and provision of any corresponding quotes 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBC84 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US65540KAC99 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 817 Median time elapsed (secs) between request and provision of any corresponding quotes 817 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582CA82 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBE93 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF2R125AC99 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0704178556 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 350000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1003017099 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1135337498 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 0 Median time elapsed (secs) between request and provision of any corresponding quotes 0 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1148073205 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 44 Median time elapsed (secs) between request and provision of any corresponding quotes 44 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1165659357 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1206972348 Written description of financial instrument Instrument Classification DBFQPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 285000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1242348164 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1284570626 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1321976950 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 8 Median time elapsed (secs) between acceptance and execution 8 Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1402929589 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1407089926 Written description of financial instrument Instrument Classification DBFJPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 2 Median time elapsed (secs) between acceptance and execution 2 Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1480699641 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 55 Median time elapsed (secs) between request and provision of any corresponding quotes 55 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1555076329 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.17 Volume weighted transaction price 100.17 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 2000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1558013014 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 216 Median time elapsed (secs) between request and provision of any corresponding quotes 216 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1567903627 Written description of financial instrument Instrument Classification DBFJPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 2 Median time elapsed (secs) between acceptance and execution 2 Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1575992752 Written description of financial instrument Instrument Classification DBFJPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1577847145 Written description of financial instrument Instrument Classification DYVXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1592433038 Written description of financial instrument Instrument Classification DBFUDB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1651071521 Written description of financial instrument Instrument Classification DYVXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1729872736 Written description of financial instrument Instrument Classification DTVXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 70 Median time elapsed (secs) between request and provision of any corresponding quotes 70 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1767930826 Written description of financial instrument Instrument Classification DTVXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1790134958 Written description of financial instrument Instrument Classification DBFQPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1791937441 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1792505197 Written description of financial instrument Instrument Classification DTVXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 53 Median time elapsed (secs) between request and provision of any corresponding quotes 53 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1824431313 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1828028677 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1830992480 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 212 Median time elapsed (secs) between request and provision of any corresponding quotes 212 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1843434876 Written description of financial instrument Instrument Classification DBFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843443513 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843444081 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1852563086 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1865186321 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1892247963 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 700000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1917910884 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1935281631 Written description of financial instrument Instrument Classification DAVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1964681610 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 103.12 12:40:40 253000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 4 Median time elapsed (secs) between acceptance and execution 4 Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1972547183 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982116136 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1983289791 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2002017361 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS2010323009 Written description of financial instrument Instrument Classification DAVNPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 5 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2011969735 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 54 Median time elapsed (secs) between request and provision of any corresponding quotes 54 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2015231413 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2017807301 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2019231823 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 99.871 10:54:12 200000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 96.44355 Volume weighted transaction price 93.63927273 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 2 Total value of transactions executed 2200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1100000 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2024540622 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 300000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 300000 Median size of all orders or requests for quote 460000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1051261FC7 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 63 Median time elapsed (secs) between request and provision of any corresponding quotes 63 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748261K42 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 55 Median time elapsed (secs) between request and provision of any corresponding quotes 55 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748411K74 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748421K72 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price -0.1358 Volume weighted transaction price -0.135511401 Highest executed price -0.135 Lowest executed price -0.136 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 5 Number of transactions executed 5 Total value of transactions executed 30700000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 5000000000 Median size of all orders or requests for quote 5000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US046353AS79 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAC80 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 164 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 150000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581KAB70 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581LAB53 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581LAC37 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 107.6045 Volume weighted transaction price 107.7235455 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 2200000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1100000 Median size of all orders or requests for quote 101000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BW89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US478160BH61 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US55608YAB11 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 85 Median time elapsed (secs) between request and provision of any corresponding quotes 85 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368TAG31 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF2R125AC99 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 752 Median time elapsed (secs) between request and provision of any corresponding quotes 752 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF7061BAQ35 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 100.2601141 15:28:23 1 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 38 Median time elapsed (secs) between request and provision of any corresponding quotes 38 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1109802303 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1374344668 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1708161291 Written description of financial instrument Instrument Classification DBFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1796077946 Written description of financial instrument Instrument Classification DBFOFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 60 Median time elapsed (secs) between request and provision of any corresponding quotes 60 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE0001102382 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013424868 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748261K42 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748401K68 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 49.968 Volume weighted transaction price -0.109974354 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 20003000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 10001500000 Median size of all orders or requests for quote 16250000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748421K72 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price -0.138 Volume weighted transaction price -0.138 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 37100000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 18550000000 Median size of all orders or requests for quote 18550000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP525021BF76 Written description of financial instrument Instrument Classification DBFUFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US013817AV33 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 1586.62963 11:43:42 4283900 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833AS94 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578QAD51 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAD63 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581LAB53 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAB15 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 60 Median time elapsed (secs) between request and provision of any corresponding quotes 44 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GFZ72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAP07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 83 Median time elapsed (secs) between request and provision of any corresponding quotes 83 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAT29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAU91 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAW57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09659X2A94 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 49.2475 Volume weighted transaction price 1.883235294 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 51000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 25500000 Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KX80 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US2027A1HY65 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US22536PAA93 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AT85 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US25243YAW93 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 -0.155 14:08:53 10000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38148LAB27 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404121AF27 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 102 11:25:39 2000000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 0 Median time elapsed (secs) between request and provision of any corresponding quotes 0 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AN99 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 328 Median time elapsed (secs) between request and provision of any corresponding quotes 328 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AU33 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 45 Median time elapsed (secs) between request and provision of any corresponding quotes 45 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BH13 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BR94 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 100.0312 14:09:12 900000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US44932HAJ23 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 100.063 15:24:33 5000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HQK94 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46647PBB13 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 99.01 15:07:38 1000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US55608YAB11 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BR43 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US63254AAS78 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1014 Median time elapsed (secs) between request and provision of any corresponding quotes 1014 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US67077MAE84 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 276000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US742718ER62 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US751212AC57 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 96.51 15:08:36 1000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 90000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US755111AF81 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BF78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100 11:41:28 1 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAB63 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US88579YAV39 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128286T26 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128286Z85 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828VJ67 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SL69 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US98877DAB10 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF43628C650 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 133 Median time elapsed (secs) between request and provision of any corresponding quotes 133 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CH211 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG7420TAC02 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 21000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 21000000 Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAC28 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN27915AH55 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN39427AQ76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 97.8 13:51:34 500000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 149 Median time elapsed (secs) between request and provision of any corresponding quotes 149 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CCS53 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 101.96 13:49:48 120000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU98737AC03 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0254356057 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0989359756 Written description of financial instrument Instrument Classification DBFUFM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 147 Median time elapsed (secs) between request and provision of any corresponding quotes 147 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1106874198 Written description of financial instrument Instrument Classification DBFUPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 101.6 Volume weighted transaction price 102.8 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 2 Total value of transactions executed 500000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 500000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 59 Median time elapsed (secs) between request and provision of any corresponding quotes 43 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1497312295 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1586330604 Written description of financial instrument Instrument Classification DTFUAN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 102.0686988 Volume weighted transaction price 100.7893975 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 2 Total value of transactions executed 5500000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 5500000 Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1592433038 Written description of financial instrument Instrument Classification DBFUDB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1599276794 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1631415582 Written description of financial instrument Instrument Classification DGFQFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1664643746 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 75.47375 Volume weighted transaction price 1.6 Highest executed price 100.115 Lowest executed price 1.6 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 4 Total value of transactions executed 1400000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1400000000 Median size of all orders or requests for quote 2425000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1683356874 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 0 Median time elapsed (secs) between request and provision of any corresponding quotes 0 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1717567587 Written description of financial instrument Instrument Classification DYVXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1796077946 Written description of financial instrument Instrument Classification DBFOFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1907120528 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1914485534 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1963534968 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS2010323009 Written description of financial instrument Instrument Classification DAVNPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.425 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 13 Median time elapsed (secs) between acceptance and execution 13 Mean time elapsed (secs) between request and provision of any corresponding quotes 39 Median time elapsed (secs) between request and provision of any corresponding quotes 39 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE0000337460 Written description of financial instrument Instrument Classification DBFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6282459609 Written description of financial instrument Instrument Classification DBVNDR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BE6301509012 Written description of financial instrument Instrument Classification DTVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250080000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE0001102465 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A2GSCY9 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 49 Median time elapsed (secs) between request and provision of any corresponding quotes 49 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A2TSDD4 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ6QBT48DLT8 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 118.51 13:38:05 3725000 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1068 Median time elapsed (secs) between request and provision of any corresponding quotes 1068 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ82PGGFKZW9 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 111 13:34:52 1000000 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 877 Median time elapsed (secs) between request and provision of any corresponding quotes 877 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ8NTFH7F3M3 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 102 13:36:28 1000000 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 973 Median time elapsed (secs) between request and provision of any corresponding quotes 973 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0011625441 Written description of financial instrument Instrument Classification DBFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013200813 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013248721 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013250560 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 467500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013286192 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013341682 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013396496 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 77 Median time elapsed (secs) between request and provision of any corresponding quotes 77 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013428414 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable GB0009997999 Written description of financial instrument Instrument Classification DBFTFR Currency GBP **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable GB00BN65R313 Written description of financial instrument Instrument Classification DBFTFR Currency GBP **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1023781H79 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748311K59 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 107 Median time elapsed (secs) between request and provision of any corresponding quotes 107 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument JP1748371K64 Written description of financial instrument Instrument Classification DNXXXX Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price -0.125 Volume weighted transaction price -0.125 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 44600000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 22300000000 Median size of all orders or requests for quote 22300000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748421K72 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 67.64066667 Volume weighted transaction price -0.12516508 Highest executed price 103.51 Lowest executed price -0.138 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 25003100000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 3000000 Median size of all orders or requests for quote 20000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 34 Median time elapsed (secs) between request and provision of any corresponding quotes 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00037BAF94 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US002824BE94 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US013817AW16 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US03512TAC53 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 104.835 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 35000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833AY62 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.2595 Volume weighted transaction price 99.521 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 940000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 940000 Median size of all orders or requests for quote 31000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GHK85 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US09062XAE31 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US11134LAD10 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US11134LAF67 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967GR68 Written description of financial instrument Instrument Classification DBVUQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KW08 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 37500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US23331ABH14 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 110.76 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302154CE71 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.04 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 10000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GWM22 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAF72 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAG55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US42824CAY57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US44932HAE36 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US459200JY80 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 72 Median time elapsed (secs) between request and provision of any corresponding quotes 72 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US459200KA85 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HLW87 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US53117CAP77 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US55336VAQ32 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 530000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BW38 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BX11 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBM10 Written description of financial instrument Instrument Classification DBFNGM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.001 Volume weighted transaction price 100.001 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 2000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 118 Median time elapsed (secs) between request and provision of any corresponding quotes 118 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other US86562MBM10 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 7 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 6 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBP41 Written description of financial instrument Instrument Classification DBFNGM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.2175 Volume weighted transaction price 100.2175 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 10000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 5000000 Median size of all orders or requests for quote 5000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 188 Median time elapsed (secs) between request and provision of any corresponding quotes 188 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other US86562MBP41 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 750000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US87165BAM54 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810SF66 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 109.59375 10:13:03 7000000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 47 Median time elapsed (secs) between request and provision of any corresponding quotes 47 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128286T26 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.022955 Volume weighted transaction price 96.85541413 Highest executed price 102.96875 Lowest executed price 93.1404 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 6 Number of transactions executed 5 Total value of transactions executed 19740000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 5000000 Median size of all orders or requests for quote 850000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128286Z85 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.46875 Volume weighted transaction price 99.54375 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 500000 Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US94973VBA44 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 25500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DC40 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US98877DAB10 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAE83 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN82008AP33 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CDL91 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 17750000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU98737AC03 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY70750BK21 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 34 Median time elapsed (secs) between request and provision of any corresponding quotes 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY70750BL04 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0629937409 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0798790027 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0825855751 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1054250318 Written description of financial instrument Instrument Classification DBFXCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1132402709 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1167284436 Written description of financial instrument Instrument Classification DBVXPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 4 Median time elapsed (secs) between acceptance and execution 4 Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1188094673 Written description of financial instrument Instrument Classification DTFXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 280 Median time elapsed (secs) between request and provision of any corresponding quotes 280 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1234366448 Written description of financial instrument Instrument Classification DTVXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1405777589 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 2 Median time elapsed (secs) between acceptance and execution 2 Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1418855455 Written description of financial instrument Instrument Classification DTFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1501363425 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1508842256 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1574157357 Written description of financial instrument Instrument Classification DBFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1609252645 Written description of financial instrument Instrument Classification DTVXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1616411036 Written description of financial instrument Instrument Classification DTFXBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1622312434 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1635993097 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.455 Volume weighted transaction price 100.455 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 10000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 5000000 Median size of all orders or requests for quote 5000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 55 Median time elapsed (secs) between request and provision of any corresponding quotes 55 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1642546078 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1718418103 Written description of financial instrument Instrument Classification DTFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1212000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1769090728 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 50500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1799523276 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1803114831 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1805543516 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1825879825 Written description of financial instrument Instrument Classification DBFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1827041721 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1840614736 Written description of financial instrument Instrument Classification DYVXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1892247963 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1956021585 Written description of financial instrument Instrument Classification DTFXFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1960678099 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1964681610 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2025000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 8 Median time elapsed (secs) between acceptance and execution 8 Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1970690829 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1972547183 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982113463 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 215000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982116136 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS2010323009 Written description of financial instrument Instrument Classification DAFXQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS2022388586 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 112500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2024540622 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2026426085 Written description of financial instrument Instrument Classification DTFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A185QC1 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0011883966 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013182847 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013245867 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013260486 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013264884 Written description of financial instrument Instrument Classification DBVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013266343 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013292687 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013396496 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748411K74 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748421K72 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 280000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 64 Median time elapsed (secs) between request and provision of any corresponding quotes 64 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00817YAV02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US013817AW16 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581LAC37 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 98.919 Volume weighted transaction price Highest executed price 99.028 Lowest executed price 98.85 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 3 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 77500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAT29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAW57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBC84 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBE41 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 491 Median time elapsed (secs) between request and provision of any corresponding quotes 491 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBK01 Written description of financial instrument Instrument Classification DBXUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US09062XAE31 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 30000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US136375CP57 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US151020AR55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 149 Median time elapsed (secs) between request and provision of any corresponding quotes 149 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US22536PAD33 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US23317HAA05 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 588000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BS76 Written description of financial instrument Instrument Classification DBVNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302154BX61 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302154CP29 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 48 Median time elapsed (secs) between request and provision of any corresponding quotes 48 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302154CV96 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAG55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AN99 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AU33 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BB43 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 108 Median time elapsed (secs) between request and provision of any corresponding quotes 108 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BS77 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 104.282 16:06:34 428000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BZ11 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 1250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US45604HAD98 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AL73 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AM56 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 105 Median time elapsed (secs) between request and provision of any corresponding quotes 105 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HRW24 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 2.89 12:39:14 57947.83 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 52.2685 Volume weighted transaction price 2.89 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 57947.83 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 57947.83 Median size of all orders or requests for quote 51000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US487836BW75 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US50066CAP41 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US55336VAQ32 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US55608KAJ43 Written description of financial instrument Instrument Classification DTVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 150000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US60687YAX76 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.068 Volume weighted transaction price 100.061 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 4000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 2000000 Median size of all orders or requests for quote 2000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US63859XAD93 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 7 Median time elapsed (secs) between acceptance and execution 7 Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US68389XBC83 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 39 Median time elapsed (secs) between request and provision of any corresponding quotes 39 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097AY76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BE04 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BH35 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CH81 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 104.8995 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 2 Median time elapsed (secs) between acceptance and execution 2 Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582CA82 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368RAM43 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 88 Median time elapsed (secs) between request and provision of any corresponding quotes 88 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368TAL26 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBE93 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.325 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 75000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBM10 Written description of financial instrument Instrument Classification DBFNGM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.8135 Volume weighted transaction price 99.6 Highest executed price 99.923 Lowest executed price 99.6 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 4 Total value of transactions executed 1500000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1500000 Median size of all orders or requests for quote 850000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 318 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US88032XAL82 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 69 Median time elapsed (secs) between request and provision of any corresponding quotes 69 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US892331AF60 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810SH23 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1950 Median time elapsed (secs) between request and provision of any corresponding quotes 1950 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128282R06 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128286Z85 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.29296875 Volume weighted transaction price 99.3359375 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 1960000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1960000 Median size of all orders or requests for quote 1930000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 0 Median time elapsed (secs) between request and provision of any corresponding quotes 0 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SL69 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DC40 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF12033TP59 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF1R15XK516 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 54 Median time elapsed (secs) between request and provision of any corresponding quotes 54 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CBS01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG2117CAC67 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG7420TAD84 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ09748AD66 Written description of financial instrument Instrument Classification DBVUPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1662 Median time elapsed (secs) between request and provision of any corresponding quotes 1662 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAE83 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 65000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN2823BBD21 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 150000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN5946FAB33 Written description of financial instrument Instrument Classification DBFGFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USQ98229AM12 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU1109MAE67 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0758420748 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0825855751 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0897453493 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1106874198 Written description of financial instrument Instrument Classification DBFUPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 3000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1111114135 Written description of financial instrument Instrument Classification DBFQPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1199968998 Written description of financial instrument Instrument Classification DTFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1219971774 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1220057472 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1225008538 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1243334668 Written description of financial instrument Instrument Classification DBFJPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1291175161 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1413609576 Written description of financial instrument Instrument Classification DBFJPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1475750334 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1485745704 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1513739927 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1558077845 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1590806508 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1619312686 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1631415582 Written description of financial instrument Instrument Classification DGFQFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.235 Volume weighted transaction price 102.698 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 150000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 150000 Median size of all orders or requests for quote 495000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 2 Median time elapsed (secs) between acceptance and execution 2 Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1650033571 Written description of financial instrument Instrument Classification DYFCXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1716243719 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1772752710 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1794398831 Written description of financial instrument Instrument Classification DTFNCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1800010693 Written description of financial instrument Instrument Classification DTFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1805474951 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 325000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1805476659 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1832936055 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1883352681 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 36 Median time elapsed (secs) between request and provision of any corresponding quotes 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1917910884 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 350000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 34 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1955024390 Written description of financial instrument Instrument Classification DYVXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1964681610 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1970690829 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1972547183 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1972731787 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982113463 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 385000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982116136 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 1 Total value of transactions executed 5531000 Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size 5531000 Median size of all orders or requests for quote 1500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2001739379 Written description of financial instrument Instrument Classification DBXNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS2010323009 Written description of financial instrument Instrument Classification DAFXQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 780000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2018600168 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 44 Median time elapsed (secs) between request and provision of any corresponding quotes 44 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2019231823 Written description of financial instrument Instrument Classification DBFNPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2022315274 Written description of financial instrument Instrument Classification DTZNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2022388586 Written description of financial instrument Instrument Classification DBXNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2024540622 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 89 Median time elapsed (secs) between request and provision of any corresponding quotes 89 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS2027596530 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 1 Total value of transactions executed 4000000 Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size 4000000 Median size of all orders or requests for quote 1130000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE0001102432 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1103541K42 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 106.873 Volume weighted transaction price 102.5181399 Highest executed price 115.585 Lowest executed price 102.516 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 8100500000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 2700000000 Median size of all orders or requests for quote 2700000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 79 Median time elapsed (secs) between request and provision of any corresponding quotes 56 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578QAD51 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 108 Median time elapsed (secs) between request and provision of any corresponding quotes 108 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05583JAA07 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 408 Median time elapsed (secs) between request and provision of any corresponding quotes 408 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAU91 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBE41 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09660V2A05 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 700000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 64 Median time elapsed (secs) between request and provision of any corresponding quotes 64 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US096630AC28 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US22003BAJ52 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US30219GAE89 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAF72 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AU33 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AX71 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US44106MAR34 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US44107TAQ94 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US458140AS90 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 270000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HQK94 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US529043AD36 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US55608KAJ43 Written description of financial instrument Instrument Classification DTVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1170000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US71568PAJ84 Written description of financial instrument Instrument Classification DTFNFM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 161 Median time elapsed (secs) between request and provision of any corresponding quotes 161 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US71568PAK57 Written description of financial instrument Instrument Classification DTFNFM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 151 Median time elapsed (secs) between request and provision of any corresponding quotes 151 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US747525AT09 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US83367TBJ79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US88579YAV39 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 -0.12 12:39:12 88937.96 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128284S60 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128286T26 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128286Z85 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128287C81 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.921875 Volume weighted transaction price 99.921875 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 9870000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 4935000 Median size of all orders or requests for quote 4935000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 132 Median time elapsed (secs) between request and provision of any corresponding quotes 132 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828J272 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828XB14 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF1R15XK516 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF2R125AC99 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 34 Median time elapsed (secs) between request and provision of any corresponding quotes 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF43628C650 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH3698DAR55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 925000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 33 Median time elapsed (secs) between request and provision of any corresponding quotes 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ6354YAN43 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.221 Volume weighted transaction price 100.221 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 10000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 5000000 Median size of all orders or requests for quote 5000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 104 Median time elapsed (secs) between request and provision of any corresponding quotes 104 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ6354YAP90 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USM8220VAA28 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 44 Median time elapsed (secs) between request and provision of any corresponding quotes 44 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN39427AQ76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 283500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN82008AK46 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CCQ97 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU24724AK95 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU98737AB20 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0412842857 Written description of financial instrument Instrument Classification DTFGCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0872917660 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 82 Median time elapsed (secs) between request and provision of any corresponding quotes 82 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed 27750000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 27750000 Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0911024635 Written description of financial instrument Instrument Classification DBFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0969864916 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1040506112 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1050846507 Written description of financial instrument Instrument Classification DTFXBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 95 Median time elapsed (secs) between request and provision of any corresponding quotes 95 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1106874198 Written description of financial instrument Instrument Classification DBFUPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1219971774 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1291333760 Written description of financial instrument Instrument Classification DTFUFM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 72 Median time elapsed (secs) between request and provision of any corresponding quotes 72 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1403014936 Written description of financial instrument Instrument Classification DTFGFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1405781698 Written description of financial instrument Instrument Classification DBFXBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1407089926 Written description of financial instrument Instrument Classification DBFJPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 46 Median time elapsed (secs) between request and provision of any corresponding quotes 46 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1558013014 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1574671662 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 46 Median time elapsed (secs) between request and provision of any corresponding quotes 46 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1580125372 Written description of financial instrument Instrument Classification DTVUFB Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1590806508 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1633896813 Written description of financial instrument Instrument Classification DTFCCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1761537841 Written description of financial instrument Instrument Classification DBFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1794398831 Written description of financial instrument Instrument Classification DTFNCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 5 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1822828122 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1824431313 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1832452103 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.395 Volume weighted transaction price 100.395 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 20000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 10000000 Median size of all orders or requests for quote 10000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 117 Median time elapsed (secs) between request and provision of any corresponding quotes 117 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1839372601 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1883878966 Written description of financial instrument Instrument Classification DBXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1955024630 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1955024713 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1956021585 Written description of financial instrument Instrument Classification DTFXFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1960676127 Written description of financial instrument Instrument Classification DBZUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 5205000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1970690829 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed 500000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 500000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1980189028 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982113463 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982116136 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2005148072 Written description of financial instrument Instrument Classification DBFJPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 49 Median time elapsed (secs) between request and provision of any corresponding quotes 49 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS2010323009 Written description of financial instrument Instrument Classification DAFXQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 101.3 10:24:18 4000000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed 4000000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 4000000 Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2017807301 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2018600168 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2019231823 Written description of financial instrument Instrument Classification DBFNPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 348000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2023698553 Written description of financial instrument Instrument Classification DBFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 100.066 10:26:12 100000 RFQ Electronic 11:30 RFQ Electronic 13:30 100.5 15:07:32 100000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.1453333 Volume weighted transaction price 100.1453333 Highest executed price 100.5 Lowest executed price 99.87 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 18 Number of transactions executed 3 Total value of transactions executed 300000 Number of orders or request for quotes received cancelled or withdrawn 15 Number of orders or request for quotes received modified Median transaction size 100000 Median size of all orders or requests for quote 450000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 4 Median time elapsed (secs) between acceptance and execution 4 Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE0000347568 Written description of financial instrument Instrument Classification DBFTFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 120 Median time elapsed (secs) between request and provision of any corresponding quotes 120 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BE6276039425 Written description of financial instrument Instrument Classification DTFGGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0011619436 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013341682 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1023891J66 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price -0.18 Volume weighted transaction price -0.18 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 50000000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 25000000000 Median size of all orders or requests for quote 25000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748121K26 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price -0.12 Volume weighted transaction price -0.12 Highest executed price -0.12 Lowest executed price -0.12 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 64200000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 21000000000 Median size of all orders or requests for quote 21000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government JP1748441K78 Written description of financial instrument Instrument Classification DYZGXM Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 33.25116667 Volume weighted transaction price 38.59991966 Highest executed price 100.0365 Lowest executed price -0.143 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 51715750000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 20000000000 Median size of all orders or requests for quote 20000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US031162BV19 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 65 Median time elapsed (secs) between request and provision of any corresponding quotes 65 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US031162BX74 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578QAD51 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 44 Median time elapsed (secs) between request and provision of any corresponding quotes 44 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 69 Median time elapsed (secs) between request and provision of any corresponding quotes 69 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAP07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBE41 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 112000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 123 Median time elapsed (secs) between request and provision of any corresponding quotes 123 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBH71 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US071813BQ15 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 2 Median time elapsed (secs) between acceptance and execution 2 Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09659X2A94 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09659X2F81 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 37 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US096630AC28 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1293000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US151020AX24 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US20271RAP55 Written description of financial instrument Instrument Classification DTFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AP63 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 90 Median time elapsed (secs) between request and provision of any corresponding quotes 90 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US29278NAH61 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 3425000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 52 Median time elapsed (secs) between request and provision of any corresponding quotes 52 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BJ78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280CC17 Written description of financial instrument Instrument Classification DBVNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AJ28 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AL73 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 98.135 Volume weighted transaction price 96.15 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 14000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 14000000 Median size of all orders or requests for quote 4500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US458140AX85 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US50066CAP41 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US55336VAQ32 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 420000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BW38 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BX11 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BG84 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other US63861WAE57 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US742718ER62 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BD21 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US80281LAC90 Written description of financial instrument Instrument Classification DBFUFM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368TAL26 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128282R06 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128283Z13 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 37 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128286T26 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US931142DH37 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DU48 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF7061BAQ35 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CH211 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH3698DAQ72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 104 Median time elapsed (secs) between request and provision of any corresponding quotes 104 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ6354YAQ73 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.45 Volume weighted transaction price 100.4533333 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 2 Total value of transactions executed 3000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1500000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN2823BBD21 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 60000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN39427AK07 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 30000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN39427AQ76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN39427AR59 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 58 Median time elapsed (secs) between request and provision of any corresponding quotes 58 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU31434AE08 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU59327AA11 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 15000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU75000BA36 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY70750BL04 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0736418962 Written description of financial instrument Instrument Classification DTFXFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed 8000000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 8000000 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0951216166 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1054250318 Written description of financial instrument Instrument Classification DBFXCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1117297355 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 240000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1168971213 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1350670839 Written description of financial instrument Instrument Classification DYFCXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1402929589 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.75 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 11 Median time elapsed (secs) between acceptance and execution 11 Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1403263723 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1419869968 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1435374126 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1480699641 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1485745704 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1488480333 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1508675334 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1577847145 Written description of financial instrument Instrument Classification DYVXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1824431313 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843444081 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1959337582 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1964617440 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1970690829 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1972547183 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1983289791 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2023698553 Written description of financial instrument Instrument Classification DBFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 295000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2024543055 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 5000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2025437406 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2026145743 Written description of financial instrument Instrument Classification DTFNFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2026710553 Written description of financial instrument Instrument Classification DBFNFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 98.6125 Volume weighted transaction price 98.82329268 Highest executed price 99.125 Lowest executed price 97.13 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 4 Total value of transactions executed 20500000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 4000000 Median size of all orders or requests for quote 4000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS2026710553 Written description of financial instrument Instrument Classification DTFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2026710553 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 98.6 Volume weighted transaction price 97.14 Highest executed price 99.11 Lowest executed price 97.14 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 14 Number of transactions executed 4 Total value of transactions executed 9000000 Number of orders or request for quotes received cancelled or withdrawn 10 Number of orders or request for quotes received modified Median transaction size 9000000 Median size of all orders or requests for quote 490000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BE6312821612 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A2RYD91 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ5H01CBGRW8 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 533 Median time elapsed (secs) between request and provision of any corresponding quotes 533 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013292687 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 34 Median time elapsed (secs) between request and provision of any corresponding quotes 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013334695 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013378445 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 102.135 11:33:49 800000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 54 Median time elapsed (secs) between request and provision of any corresponding quotes 54 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00817YAV02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US03512TAC53 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 57500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833AY62 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05526DAX30 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578AAJ79 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 141 Median time elapsed (secs) between request and provision of any corresponding quotes 141 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAA25 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 331500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAC80 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAD63 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAD70 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 102.212 15:01:02 10000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 110000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAP07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 350000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09659W2D51 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 33 Median time elapsed (secs) between request and provision of any corresponding quotes 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09659X2G64 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 38 Median time elapsed (secs) between request and provision of any corresponding quotes 38 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US151020AX24 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US161175BK95 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 81 Median time elapsed (secs) between request and provision of any corresponding quotes 81 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US17275RBD35 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KX80 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AP63 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BS76 Written description of financial instrument Instrument Classification DBVNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 162000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BJ78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BT50 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 108.819 14:19:10 235000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 137 Median time elapsed (secs) between request and provision of any corresponding quotes 137 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US438516BL94 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 160000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AH61 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US50077LAD82 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US53944YAB92 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 67 Median time elapsed (secs) between request and provision of any corresponding quotes 67 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US67066GAD60 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BF78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BK63 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CH81 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1125000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368TAT51 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 330000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US958254AB09 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 692000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF43628C650 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAE83 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN2823BBD21 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 19 Median time elapsed (secs) between acceptance and execution 19 Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2526DAD13 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU59327AA11 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0254356057 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0699618863 Written description of financial instrument Instrument Classification DBVNBR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0701035676 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0809847667 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0911024635 Written description of financial instrument Instrument Classification DBFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1054250235 Written description of financial instrument Instrument Classification DBFXCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1117297355 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1225008538 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1346651737 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1405770733 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 33 Median time elapsed (secs) between request and provision of any corresponding quotes 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1419869968 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1480699641 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1485745704 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 5 Median time elapsed (secs) between acceptance and execution 5 Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1488480333 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1567906059 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1586330604 Written description of financial instrument Instrument Classification DTFUAN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1596778263 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1599284111 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1633896813 Written description of financial instrument Instrument Classification DTFCCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1654192191 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 190 Median time elapsed (secs) between request and provision of any corresponding quotes 190 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1671760384 Written description of financial instrument Instrument Classification DBFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843435253 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1852563086 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1883878883 Written description of financial instrument Instrument Classification DTFUCR Currency GBP **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1892247963 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1964681610 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1970690829 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 2 Median time elapsed (secs) between acceptance and execution 2 Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2001211122 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS2010323009 Written description of financial instrument Instrument Classification DAFXQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2019231823 Written description of financial instrument Instrument Classification DBFNPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2024540622 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 2 Median time elapsed (secs) between acceptance and execution 2 Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2024543055 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2026710553 Written description of financial instrument Instrument Classification DBFNFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2026710553 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 46 Median time elapsed (secs) between request and provision of any corresponding quotes 46 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2027596530 Written description of financial instrument Instrument Classification DTFXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 40000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BE6301509012 Written description of financial instrument Instrument Classification DTVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0011842939 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0012146801 Written description of financial instrument Instrument Classification DTVXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 57 Median time elapsed (secs) between request and provision of any corresponding quotes 57 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0012452191 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013218153 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013283371 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013341682 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013407236 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1051281G68 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1201611H69 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government JP1748441K78 Written description of financial instrument Instrument Classification DYZGXM Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 59.0275 Volume weighted transaction price 0.373016932 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 14765000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 7382500000 Median size of all orders or requests for quote 13500000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP21410025A3 Written description of financial instrument Instrument Classification DBFXXB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2128 Median time elapsed (secs) between request and provision of any corresponding quotes 2128 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US03512TAC53 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 155000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAA25 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05584KAF57 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 236 Median time elapsed (secs) between request and provision of any corresponding quotes 236 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 33 Median time elapsed (secs) between request and provision of any corresponding quotes 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US06406FAF09 Written description of financial instrument Instrument Classification DTVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAP07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 75 Median time elapsed (secs) between request and provision of any corresponding quotes 75 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBC84 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09659X2A94 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US17275RBD35 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967GT25 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100 12:11:02 1 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KX80 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US19416QEC06 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US21684AAC09 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 45 Median time elapsed (secs) between request and provision of any corresponding quotes 45 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US224399AR61 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US22536PAA93 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 54 Median time elapsed (secs) between request and provision of any corresponding quotes 54 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US235851AQ51 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BW88 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 81 Median time elapsed (secs) between request and provision of any corresponding quotes 73 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BX61 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 86 Median time elapsed (secs) between request and provision of any corresponding quotes 86 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US260543BJ10 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US38141EB818 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38148YAB48 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404121AF27 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 0 Median time elapsed (secs) between request and provision of any corresponding quotes 0 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BH13 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 37 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280CC17 Written description of financial instrument Instrument Classification DBVNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AH61 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 360 Median time elapsed (secs) between request and provision of any corresponding quotes 360 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HRW24 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US478160BH61 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Inflation Cap/floor US48127FAA12 Written description of financial instrument Instrument Classification DSXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822AP92 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 105.3754 14:42:08 1000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BE37 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 174.03125 12:56:16 100000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BM52 Written description of financial instrument Instrument Classification DBFNGM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.559 Volume weighted transaction price 100.5663636 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 11000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 5500000 Median size of all orders or requests for quote 5500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other US74977SDF65 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 3000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US893574AH62 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US90352JAA16 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 381 Median time elapsed (secs) between request and provision of any corresponding quotes 381 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810SH23 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 146 Median time elapsed (secs) between request and provision of any corresponding quotes 146 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128286T26 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VDX91 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 279 Median time elapsed (secs) between request and provision of any corresponding quotes 279 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 209000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214CV30 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214CX95 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 12000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF2R125AC99 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8590LAA47 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100 11:40:57 1 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100 Volume weighted transaction price 100 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 30000001 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 15000000.5 Median size of all orders or requests for quote 700000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG7420TAC02 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 93.7502 12:38:30 1000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 11 Median time elapsed (secs) between acceptance and execution 11 Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ09748AC83 Written description of financial instrument Instrument Classification DBVUQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 256 Median time elapsed (secs) between request and provision of any corresponding quotes 256 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAE83 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USM8220VAA28 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN2823BBD21 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 80 Median time elapsed (secs) between request and provision of any corresponding quotes 80 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN45780CT38 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU31436AG04 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU59327AA11 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY00130RP42 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0496481200 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 36 Median time elapsed (secs) between request and provision of any corresponding quotes 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0736418962 Written description of financial instrument Instrument Classification DTFXFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0911024635 Written description of financial instrument Instrument Classification DBFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0951216083 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 105.34415 14:45:25 2000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1062051161 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 96 Median time elapsed (secs) between request and provision of any corresponding quotes 96 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1111114135 Written description of financial instrument Instrument Classification DBFQPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1132402709 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1203854960 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1241581179 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1244060486 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 39 Median time elapsed (secs) between request and provision of any corresponding quotes 39 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1346872580 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1485745704 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1501367921 Written description of financial instrument Instrument Classification DTFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1508675508 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1550149204 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1575044364 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 98.75 09:59:52 1000000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1577847145 Written description of financial instrument Instrument Classification DYVXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1599276794 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1620176831 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1633896813 Written description of financial instrument Instrument Classification DTFCCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1654192191 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1671760384 Written description of financial instrument Instrument Classification DBFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1676952481 Written description of financial instrument Instrument Classification DTXXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1734547919 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1734548487 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 66 Median time elapsed (secs) between request and provision of any corresponding quotes 66 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1734548644 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1769090991 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1794398831 Written description of financial instrument Instrument Classification DTFNCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 5 Median time elapsed (secs) between acceptance and execution 5 Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1800010693 Written description of financial instrument Instrument Classification DTFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1806435324 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1807408486 Written description of financial instrument Instrument Classification DBFNCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1824431313 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1825455030 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1840614736 Written description of financial instrument Instrument Classification DYVXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843444081 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1856024432 Written description of financial instrument Instrument Classification DTFXFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1935310166 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1944390597 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 63 Median time elapsed (secs) between request and provision of any corresponding quotes 63 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1960678099 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982113463 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982116136 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1983289791 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2018636600 Written description of financial instrument Instrument Classification DBFNBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2022128917 Written description of financial instrument Instrument Classification DTFNFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2023643146 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2025437406 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 33 Median time elapsed (secs) between request and provision of any corresponding quotes 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2026145743 Written description of financial instrument Instrument Classification DTFNFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2026710553 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2027596530 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2029520892 Written description of financial instrument Instrument Classification DTFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6254003252 Written description of financial instrument Instrument Classification DBVNDR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BE6276039425 Written description of financial instrument Instrument Classification DTFGGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A185QA5 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013292687 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013410818 Written description of financial instrument Instrument Classification DTFOFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 38 Median time elapsed (secs) between request and provision of any corresponding quotes 38 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1023831HC8 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 154 Median time elapsed (secs) between request and provision of any corresponding quotes 154 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1051221EC4 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 131 Median time elapsed (secs) between request and provision of any corresponding quotes 131 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government JP1748441K78 Written description of financial instrument Instrument Classification DYZGXM Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price -0.149 Volume weighted transaction price -0.149 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 6663000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 3331500000 Median size of all orders or requests for quote 3331500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP328620A550 Written description of financial instrument Instrument Classification DBFSFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 112 Median time elapsed (secs) between request and provision of any corresponding quotes 112 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00928QAS03 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US013817AW16 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05526DAX30 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAD63 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 45 Median time elapsed (secs) between request and provision of any corresponding quotes 45 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US105340AM59 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 743000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967DS78 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KX80 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.5922131 12:31:42 1 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 101.2571066 Volume weighted transaction price 100.5922131 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 1 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1 Median size of all orders or requests for quote 15500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967LN99 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US205887BZ43 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US22536PAD33 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 79 Median time elapsed (secs) between request and provision of any corresponding quotes 79 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AM33 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BN89 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BY45 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 98 Median time elapsed (secs) between request and provision of any corresponding quotes 98 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404121AF27 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1006500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AU33 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US452308AX78 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 107.2476105 12:44:36 1 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US460690BH27 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CH81 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 50000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 50000000 Median size of all orders or requests for quote 184000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368RAT95 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 99 Median time elapsed (secs) between request and provision of any corresponding quotes 99 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAL46 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US89153VAL36 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 4000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 54 Median time elapsed (secs) between request and provision of any corresponding quotes 54 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US892331AE95 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810SF66 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214EF61 Financial Instrument Bonds Callable US961214EF61 Written description of financial instrument Written description of financial instrument Instrument Classification DBVUGR Instrument Classification DBXOGM Currency USD Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 2000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 2000000 Median size of all orders or requests for quote 1250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 45 Median time elapsed (secs) between request and provision of any corresponding quotes 45 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214EG45 Financial Instrument Bonds Callable US961214EG45 Written description of financial instrument Written description of financial instrument Instrument Classification DBFOGM Instrument Classification DBFUGR Currency USD Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.225 Volume weighted transaction price 100.2305447 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 2 Total value of transactions executed 1285000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 642500 Median size of all orders or requests for quote 785000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF43628C650 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 52 Median time elapsed (secs) between request and provision of any corresponding quotes 52 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8590LAA47 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG06905AC01 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU09513HB87 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU1109MAE67 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 121 Median time elapsed (secs) between request and provision of any corresponding quotes 121 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CCB29 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CCV82 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CCW65 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU98737AB20 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other USY00130RW92 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0432830734 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0804217536 Written description of financial instrument Instrument Classification DBFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0995811741 Written description of financial instrument Instrument Classification DBFUCR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1111114135 Written description of financial instrument Instrument Classification DBFQPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1134729794 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1241581179 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1264600310 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1292384960 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1350670839 Written description of financial instrument Instrument Classification DYFCXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1405816312 Written description of financial instrument Instrument Classification DBFNCR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1419869968 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1567903627 Written description of financial instrument Instrument Classification DBFJPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1582346968 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1585010074 Written description of financial instrument Instrument Classification DBFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1590806508 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1596778263 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1633896813 Written description of financial instrument Instrument Classification DTFCCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1800010693 Written description of financial instrument Instrument Classification DTFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1806435324 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1825455030 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1827041721 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1856024432 Written description of financial instrument Instrument Classification DTFXFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1865186677 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1881581968 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1917910884 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982112812 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2001732101 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS2010323009 Written description of financial instrument Instrument Classification DAFXQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2017807301 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2023643146 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 38 Median time elapsed (secs) between request and provision of any corresponding quotes 38 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2024540622 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2027596530 Written description of financial instrument Instrument Classification DTZNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS2028900087 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0264778 Written description of financial instrument Instrument Classification DBFXFR Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BE6285454482 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A185QC1 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0011625433 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0012968931 Written description of financial instrument Instrument Classification DBFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013230737 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013407236 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013424850 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1051291G90 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1300621K47 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government JP1748441K78 Written description of financial instrument Instrument Classification DYZGXM Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price -0.145 Volume weighted transaction price -0.145 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 35000000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 17500000000 Median size of all orders or requests for quote 17500000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RCS94 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US013817AV33 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 87 Median time elapsed (secs) between request and provision of any corresponding quotes 87 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US03512TAC53 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US06406FAA12 Written description of financial instrument Instrument Classification DTFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBD67 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US125509BH19 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 33 Median time elapsed (secs) between request and provision of any corresponding quotes 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AM33 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 61.77633333 Volume weighted transaction price 0 Highest executed price 92.75 Lowest executed price 0 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 6 Number of transactions executed 3 Total value of transactions executed 70000000 Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size 70000000 Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BM07 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US260543CK73 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVX95 Written description of financial instrument Instrument Classification DBVSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAG55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HRW24 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46647PAW68 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US502413BD83 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 95.25 12:14:31 1000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 5 Number of transactions executed 1 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 294000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US55616XAH08 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822AP92 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BE04 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368TAL26 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368TAT51 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US902494AX19 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128282R06 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DC40 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214EG45 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 53 Median time elapsed (secs) between request and provision of any corresponding quotes 53 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF12033AZ33 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ09748AD66 Written description of financial instrument Instrument Classification DBVUPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ54675AD51 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CCH98 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY00130RW92 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0854746343 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0972165681 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1135337498 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1225008538 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 700000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1418855455 Written description of financial instrument Instrument Classification DTFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1480699641 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1554373164 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1567906059 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1577847145 Written description of financial instrument Instrument Classification DYVXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 563500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1586555606 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1631415582 Written description of financial instrument Instrument Classification DGFQFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1769090991 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1827041721 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1839372601 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1854532949 Written description of financial instrument Instrument Classification DTFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1872038218 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 62 Median time elapsed (secs) between request and provision of any corresponding quotes 62 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1887493309 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1959301471 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1964617440 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1970690829 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1978205513 Written description of financial instrument Instrument Classification DTFXFB Currency CNY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1979293328 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982112812 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982113463 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1983289791 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2001187405 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2005148072 Written description of financial instrument Instrument Classification DBFJPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS2010323009 Written description of financial instrument Instrument Classification DAFXQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2019231823 Written description of financial instrument Instrument Classification DBFXQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2023633931 Written description of financial instrument Instrument Classification DTZXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2026426085 Written description of financial instrument Instrument Classification DTXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2026710553 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2027596530 Written description of financial instrument Instrument Classification DTZNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BE6285454482 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BE6301509012 Written description of financial instrument Instrument Classification DTVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ598XTXM7L9 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 178 13:25:23 7000000 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 628 Median time elapsed (secs) between request and provision of any corresponding quotes 628 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0011486067 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013250693 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1023801H91 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 100.034 12:35:28 1000000000 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 131 Median time elapsed (secs) between request and provision of any corresponding quotes 131 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1103501J35 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 55 Median time elapsed (secs) between request and provision of any corresponding quotes 55 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1120231J51 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 37 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748461K73 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 40.15746667 Volume weighted transaction price 29.98720762 Highest executed price 100.0351 Lowest executed price -0.139 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 12 Number of transactions executed 12 Total value of transactions executed 1.99781E+11 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 15000000000 Median size of all orders or requests for quote 22500000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 61 Median time elapsed (secs) between request and provision of any corresponding quotes 61 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KV25 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AM33 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US26867LAE02 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US38141EA588 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 320000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVX95 Written description of financial instrument Instrument Classification DBVSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAG55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AU33 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US55616XAH08 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 4 Median time elapsed (secs) between acceptance and execution 4 Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US713448DF24 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 43 Median time elapsed (secs) between request and provision of any corresponding quotes 43 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BF78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128282R06 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US98105HAF73 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CH211 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU1109MAE67 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 89 Median time elapsed (secs) between request and provision of any corresponding quotes 89 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU59327AA11 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 150000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS0802174044 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0826531120 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 38 Median time elapsed (secs) between request and provision of any corresponding quotes 38 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1070075988 Written description of financial instrument Instrument Classification DBFUCR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1314318301 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1374865555 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1403263723 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1485745704 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1574157357 Written description of financial instrument Instrument Classification DBFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1590806508 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1896660989 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1902341939 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1914485534 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982113463 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2001739379 Written description of financial instrument Instrument Classification DBXNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2024540622 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0012766889 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 48 Median time elapsed (secs) between request and provision of any corresponding quotes 48 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013230737 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1051221EC4 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 -0.16 10:58:47 1200000000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price -0.16 Volume weighted transaction price -0.16 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 2700000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1350000000 Median size of all orders or requests for quote 1350000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748461K73 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05463EAC21 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06739GBP37 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US55608KAJ43 Written description of financial instrument Instrument Classification DTVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BG51 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 160 Median time elapsed (secs) between request and provision of any corresponding quotes 160 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368RAT95 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 86 Median time elapsed (secs) between request and provision of any corresponding quotes 86 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAF77 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Convertible US96122UAA25 Written description of financial instrument Instrument Classification DCFUPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY4841KYV97 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0758420748 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1592433038 Written description of financial instrument Instrument Classification DBFUDB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1616410061 Written description of financial instrument Instrument Classification DTFXBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1785829687 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1806435324 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1500000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 69 Median time elapsed (secs) between request and provision of any corresponding quotes 69 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1856024432 Written description of financial instrument Instrument Classification DTFXFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1987800650 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1989704843 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2009878880 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0243525 Written description of financial instrument Instrument Classification DBFXFR Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other AU3FN0049144 Written description of financial instrument Instrument Classification DTXXXX Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BE6301509012 Written description of financial instrument Instrument Classification DTVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A19HBM3 Written description of financial instrument Instrument Classification DTVGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A1R0U23 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZC8HPQY41L7 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 55 10:14:03 1000000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 75 Median time elapsed (secs) between request and provision of any corresponding quotes 75 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0012830685 Written description of financial instrument Instrument Classification DBFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013201639 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013220399 Written description of financial instrument Instrument Classification DBFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1023831HC8 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 0.825 Volume weighted transaction price -0.135679012 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 20250000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 10125000000 Median size of all orders or requests for quote 22250000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 118 Median time elapsed (secs) between request and provision of any corresponding quotes 118 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748181K31 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price -0.115 Volume weighted transaction price -0.115 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 16500000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 8250000000 Median size of all orders or requests for quote 8250000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 121 Median time elapsed (secs) between request and provision of any corresponding quotes 121 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00037BAB80 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00135TAA25 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 390 Median time elapsed (secs) between request and provision of any corresponding quotes 390 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US00182FBF27 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RCN08 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00817YAV02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US013817AV33 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US013817AW16 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US036752AC75 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Inflation Cap/floor US060505EG51 Written description of financial instrument Instrument Classification DSXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBC84 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06739GBP37 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US075887BT55 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09660V2A05 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 82 Median time elapsed (secs) between request and provision of any corresponding quotes 82 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US225433AC55 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AM33 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 223000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 223000 Median size of all orders or requests for quote 311500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AP63 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 47 Median time elapsed (secs) between request and provision of any corresponding quotes 47 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US38141EB818 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GGS75 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38148FAB58 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AL34 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 37 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BH13 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BR94 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US452308AX78 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US459200KD25 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US460690BH27 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 97.235 11:42:21 9000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46647PAW68 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BL79 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US609207AM78 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 102 Median time elapsed (secs) between request and provision of any corresponding quotes 102 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097AZ42 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US855244AQ29 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 350000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 39 Median time elapsed (secs) between request and provision of any corresponding quotes 39 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US892331AG44 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US902133AM92 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US904678AF64 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF43628C650 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CH211 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAA46 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 93.7656 10:10:19 500000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAF33 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ4706DKF61 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU1109MAB29 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 97.235 11:50:22 4000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 4000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 4000000 Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU1109MAE67 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 95.955 13:42:06 3000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CCJ54 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 97.235 11:53:04 10000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 97.235 Volume weighted transaction price 97.235 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 2 Total value of transactions executed 12000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 6000000 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU59327AA11 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 125000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU75000BD74 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 97.235 11:37:32 2000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0254356057 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0552375577 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS0802174044 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0854400800 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1307369717 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1411535799 Written description of financial instrument Instrument Classification DBFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1480699641 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1490622971 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1490623516 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1501363425 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1550135831 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1617898363 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1631415582 Written description of financial instrument Instrument Classification DGFQFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 680000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1664643746 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1692846790 Written description of financial instrument Instrument Classification DTVXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1700000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843443513 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1865186677 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1886403200 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1958646082 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1960678099 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1978205604 Written description of financial instrument Instrument Classification DTFXFR Currency CNY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 45 Median time elapsed (secs) between request and provision of any corresponding quotes 45 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982116136 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other AU0000053241 Written description of financial instrument Instrument Classification DBFXFR Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A13SL26 Written description of financial instrument Instrument Classification DTFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A185QA5 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013341682 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013378452 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013407236 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013424868 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1051401K75 Written description of financial instrument Instrument Classification DBFUFM Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748341K53 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.0088 Volume weighted transaction price 100.0088 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 12000000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 6000000000 Median size of all orders or requests for quote 6000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 16000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US06051GHE26 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAP07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06739GBP37 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 102.391025 14:11:03 1000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09659X2A94 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US23636BAR06 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AP63 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 67 Median time elapsed (secs) between request and provision of any corresponding quotes 67 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BP38 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 43 Median time elapsed (secs) between request and provision of any corresponding quotes 43 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US38141EB818 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAG55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 176500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404121AD78 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AP48 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BH13 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 6 Median time elapsed (secs) between acceptance and execution 6 Mean time elapsed (secs) between request and provision of any corresponding quotes 87 Median time elapsed (secs) between request and provision of any corresponding quotes 87 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46647PAW68 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US55616XAN75 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BX11 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US718286CB15 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097AZ42 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BL47 Written description of financial instrument Instrument Classification DBXUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780153AU63 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368TAG31 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US86959LAE39 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VEP58 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 54.774 Volume weighted transaction price 7.53 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 1923.07 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1923.07 Median size of all orders or requests for quote 17000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAC28 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USQ12441AB91 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU04503AE50 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 67 Median time elapsed (secs) between request and provision of any corresponding quotes 67 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU09513HU68 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CCJ54 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU24724AL78 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 56 Median time elapsed (secs) between request and provision of any corresponding quotes 56 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU59327AA11 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0969864916 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0982019126 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1212467911 Written description of financial instrument Instrument Classification DTVXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1219971774 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1242348164 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1380286663 Written description of financial instrument Instrument Classification DBVXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1396261338 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1403263723 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1480699641 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1485745704 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1515240874 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1577951715 Written description of financial instrument Instrument Classification DBFXGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1586330604 Written description of financial instrument Instrument Classification DTFUAN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1664643746 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1664644710 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1717770975 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1758752635 Written description of financial instrument Instrument Classification DTFXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1856795510 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1914485534 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1934286904 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982116136 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1992924552 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2001187405 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2027381255 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 179 Median time elapsed (secs) between request and provision of any corresponding quotes 179 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2034896840 Written description of financial instrument Instrument Classification DTXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.7125 Volume weighted transaction price 100.72 Highest executed price 100.75 Lowest executed price 100.6 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 4 Total value of transactions executed 10000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 2000000 Median size of all orders or requests for quote 2000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 56 Median time elapsed (secs) between request and provision of any corresponding quotes 57 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ1B13K758W0 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4407 Median time elapsed (secs) between request and provision of any corresponding quotes 4407 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ5DHF1KCQZ3 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4301 Median time elapsed (secs) between request and provision of any corresponding quotes 4301 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ6ZJDV4M110 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 33 14:26:33 2750000 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1075 Median time elapsed (secs) between request and provision of any corresponding quotes 1075 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0011560333 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013182821 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013283371 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013330107 Written description of financial instrument Instrument Classification DTVNFX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013422623 Written description of financial instrument Instrument Classification DBXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748441K78 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748461K73 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 38 Median time elapsed (secs) between request and provision of any corresponding quotes 38 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US00080QAF28 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 83 Median time elapsed (secs) between request and provision of any corresponding quotes 83 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 283 Median time elapsed (secs) between request and provision of any corresponding quotes 283 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAA32 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 101.85 16:10:01 79000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAG02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAP07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 53 Median time elapsed (secs) between request and provision of any corresponding quotes 53 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US151020AX24 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 7.59 20.89 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 4.55125 Volume weighted transaction price 1.512501016 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 2 Total value of transactions executed 125000020.9 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 62500010.45 Median size of all orders or requests for quote 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US166764AH30 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KV25 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US23636BAR06 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 275000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AP63 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 45 Median time elapsed (secs) between request and provision of any corresponding quotes 45 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BN89 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 97.22633481 10:47:21 1 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302154AX70 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302154CU14 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AU33 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AW98 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BX11 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BM52 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US63859XAD93 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 45 Median time elapsed (secs) between request and provision of any corresponding quotes 45 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US718286BW60 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US74977SDF65 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 37 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780153AU63 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 0 11:54:11 16.47 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 54.219 Volume weighted transaction price 0 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 16.47 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 16.47 Median size of all orders or requests for quote 225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAU45 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828Q376 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG06905AC01 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG21184AB52 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 104.71 09:58:25 950000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG82296AD99 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAB29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAF33 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ7818LAC49 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN39427AK07 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN39427AQ76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CDE58 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY3860XAC75 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0264824375 Written description of financial instrument Instrument Classification DBFXBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 19 Median time elapsed (secs) between acceptance and execution 19 Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1048521733 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1120935918 Written description of financial instrument Instrument Classification DBVXER Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1169331367 Written description of financial instrument Instrument Classification DTVXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1264600310 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 87 Median time elapsed (secs) between request and provision of any corresponding quotes 87 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1301292261 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1375841159 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1480699641 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1527515321 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1602480177 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1648298559 Written description of financial instrument Instrument Classification DTFXGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 105.8435 Volume weighted transaction price 105.8553455 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 7135000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 3567500 Median size of all orders or requests for quote 3567500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1712956967 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1734577239 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.58 Volume weighted transaction price 100.58 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 10000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 5000000 Median size of all orders or requests for quote 5000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 0 Median time elapsed (secs) between request and provision of any corresponding quotes 0 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1766515479 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1865186677 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1963534968 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1978205869 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1982107903 Written description of financial instrument Instrument Classification DBFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2025437406 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2028899727 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A14KJF5 Written description of financial instrument Instrument Classification DTFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A168650 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A19X793 Written description of financial instrument Instrument Classification DTVGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A1R0U23 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013309606 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 48 Median time elapsed (secs) between request and provision of any corresponding quotes 48 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748181K31 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 96.135 09:48:02 31000000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government JP1748471K71 Written description of financial instrument Instrument Classification DYZGXM Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 97.75556667 Volume weighted transaction price 99.24101154 Highest executed price 100.0317 Lowest executed price 96.455 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 699100000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 110000000 Median size of all orders or requests for quote 900000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US002824BA72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US013817AW16 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US031162BX74 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05565EAV74 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 125 Median time elapsed (secs) between request and provision of any corresponding quotes 125 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GEC96 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBE41 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 103.457 15:46:26 50000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 257 Median time elapsed (secs) between request and provision of any corresponding quotes 257 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09659X2A94 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 236 Median time elapsed (secs) between request and provision of any corresponding quotes 236 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US125509BH19 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 87 Median time elapsed (secs) between request and provision of any corresponding quotes 87 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US224399AR61 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BM07 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AN99 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AQ60 Written description of financial instrument Instrument Classification DBXNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 107.645 19:00:06 2000000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US471068AN62 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US478160BH61 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097AZ42 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 108.693 13:01:12 136000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 136000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 136000 Median size of all orders or requests for quote 118000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 53 Median time elapsed (secs) between request and provision of any corresponding quotes 53 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BF78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CH81 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368RAK86 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368RAT95 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 378 Median time elapsed (secs) between request and provision of any corresponding quotes 378 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368TAT51 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US853254BN98 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAV28 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBF68 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VEP58 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 153000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 121 Median time elapsed (secs) between request and provision of any corresponding quotes 121 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SA05 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8590LAA47 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 76 Median time elapsed (secs) between request and provision of any corresponding quotes 76 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG82296AC17 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ0423YBK94 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ45995EU73 Written description of financial instrument Instrument Classification DBFGFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ8129EAX60 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAE83 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN93695BL23 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU1109MAB29 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 67 Median time elapsed (secs) between request and provision of any corresponding quotes 67 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0683564156 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0736418962 Written description of financial instrument Instrument Classification DTFXFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0826531120 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 102.0235 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0875797515 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0982019126 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1403263723 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1480699641 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1554373164 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1567177115 Written description of financial instrument Instrument Classification DBFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1586330604 Written description of financial instrument Instrument Classification DTFUAN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1648298559 Written description of financial instrument Instrument Classification DTFXGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1650089953 Written description of financial instrument Instrument Classification DTVXFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1734547919 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1821814982 Written description of financial instrument Instrument Classification DTVXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1873220658 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1873973165 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1883352764 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1887493309 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1944412664 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 312 Median time elapsed (secs) between request and provision of any corresponding quotes 312 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1944412748 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1960676127 Written description of financial instrument Instrument Classification DBZUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1960678099 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1970468051 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1972547183 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1995917892 Written description of financial instrument Instrument Classification DNFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2003423055 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BE6285454482 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BE6301509012 Written description of financial instrument Instrument Classification DTVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZW3NCFP3WV2 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 121.15 13:52:31 3000000 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 574 Median time elapsed (secs) between request and provision of any corresponding quotes 574 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013292687 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013309606 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable GB00BFX0ZL78 Written description of financial instrument Instrument Classification DBFTFR Currency GBP **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748331K55 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748421K72 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP370620AJ12 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 210 Median time elapsed (secs) between request and provision of any corresponding quotes 210 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US03512TAC53 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 93.3437 14:30:03 400000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAB08 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581LAA70 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 63 Median time elapsed (secs) between request and provision of any corresponding quotes 63 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05584KAD00 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 146 Median time elapsed (secs) between request and provision of any corresponding quotes 146 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAJ41 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBK01 Written description of financial instrument Instrument Classification DBXUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US14913Q2B42 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KX80 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BM07 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BS76 Written description of financial instrument Instrument Classification DBVNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 0 Median time elapsed (secs) between request and provision of any corresponding quotes 0 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 364000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AN99 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AU33 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BA69 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BK42 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BZ11 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 210000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 48 Median time elapsed (secs) between request and provision of any corresponding quotes 48 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280CC17 Written description of financial instrument Instrument Classification DBVNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US44328MAK09 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 138 Median time elapsed (secs) between request and provision of any corresponding quotes 138 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US452308AX78 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 3231792506 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 3231792506 Median size of all orders or requests for quote 12500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AL73 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 60 Median time elapsed (secs) between request and provision of any corresponding quotes 60 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AQ60 Written description of financial instrument Instrument Classification DBXNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US494368BL62 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US50066RAE62 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 178 Median time elapsed (secs) between request and provision of any corresponding quotes 178 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US53944YAB92 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US628530BK28 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US62854AAN46 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 101.928 18:03:13 1500000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed 1500000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 1500000 Median size of all orders or requests for quote 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US62854AAP93 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 35000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BD21 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CH81 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582CA82 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBB54 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 101.0262978 14:47:44 1 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810PX00 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 124 Median time elapsed (secs) between request and provision of any corresponding quotes 124 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US91324PBM32 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92857WBN92 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 57 Median time elapsed (secs) between request and provision of any corresponding quotes 57 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SA05 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 135000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 49 Median time elapsed (secs) between request and provision of any corresponding quotes 49 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 60000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 76 Median time elapsed (secs) between request and provision of any corresponding quotes 76 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DC40 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF2R125AC99 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8590LAA47 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 61 Median time elapsed (secs) between request and provision of any corresponding quotes 61 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAC28 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAE83 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 70000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN2823BBD21 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU62472AF96 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0525787874 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 25000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0592238876 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0592505316 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0619547838 Written description of financial instrument Instrument Classification DTFUFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0736418962 Written description of financial instrument Instrument Classification DTFXFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0856014583 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 102.05 Volume weighted transaction price 102 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 7 Number of transactions executed 2 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 5 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS0906815088 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0911024635 Written description of financial instrument Instrument Classification DBFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 3000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1117537172 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1132402709 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1210507650 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1212467911 Written description of financial instrument Instrument Classification DTVXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.42625 Volume weighted transaction price Highest executed price 100.428 Lowest executed price 100.421 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 4 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 4319000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1213834978 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1225008538 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1325770722 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1350670839 Written description of financial instrument Instrument Classification DYFCXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1350000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1382791975 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1405777589 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1419869968 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1480699641 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1485745704 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1508675334 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1520309839 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1567906059 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1569829200 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1586330604 Written description of financial instrument Instrument Classification DTFUAN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1650033571 Written description of financial instrument Instrument Classification DYFCXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1684385161 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1716831570 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 355000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1717567587 Written description of financial instrument Instrument Classification DYVXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1750113406 Written description of financial instrument Instrument Classification DTFXFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1751117604 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1840614900 Written description of financial instrument Instrument Classification DBFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843444081 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1865186594 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1883878883 Written description of financial instrument Instrument Classification DTFUCR Currency GBP **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1883878966 Written description of financial instrument Instrument Classification DBXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1944412664 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.8775 Volume weighted transaction price 99.85 Highest executed price 99.95 Lowest executed price 99.81 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 6 Number of transactions executed 4 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1944412748 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.1495 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 11 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 9 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 4 Median time elapsed (secs) between acceptance and execution 4 Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1960678255 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1964681610 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1970690829 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1972548231 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1985100509 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2001187405 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2022093517 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2026710553 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS2034713516 Written description of financial instrument Instrument Classification DTXXXX Currency GBP **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 2 Median time elapsed (secs) between acceptance and execution 2 Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS2035473748 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ4DRTZPYSF1 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3147 Median time elapsed (secs) between request and provision of any corresponding quotes 3147 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZHFCR5Q2MZ8 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 98.625 14:22:16 300000 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1629 Median time elapsed (secs) between request and provision of any corresponding quotes 1629 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013393774 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1051291G90 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP560800CJ83 Written description of financial instrument Instrument Classification DBFUFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00037BAB80 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00817YAV02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US046353AQ14 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 97.125 10:59:31 1000000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAB08 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 33 Median time elapsed (secs) between request and provision of any corresponding quotes 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAH84 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 101.612 15:11:09 1084000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-07-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAD76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 457 Median time elapsed (secs) between request and provision of any corresponding quotes 457 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625